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Economics / Arbitrage / Limits to arbitrage / Futures contract / Liquidity crisis / Market liquidity / Valuation / Financial risk / Leverage cycle / Financial economics / Financial markets / Finance


Financially Constrained Arbitrage and Cross-Market Contagion ∗ Denis Gromb Dimitri Vayanos
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Document Date: 2012-09-26 07:59:53

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City

Amsterdam / Helsinki / Vienna / Lisbon / Wharton / Paris / Copenhagen / /

Company

Bordeaux / /

Event

Dividend Issuance / /

Facility

Dartmouth College / Durham University / Bocconi University / Queen’s University / Boston University / /

Organization

CEPR London School of Economics CEPR / Banque de France / Bocconi University / Bank of Italy / Queen’s University / MIT / Naples / Boston University / Dartmouth College / NYU / Porto / Durham University / Stanford / INSEAD / /

Person

Philippe Bacchetta / Vito Gala / Henri Poincaré / Matti Suominen / Denis Gromb Dimitri Vayanos / Patrick Bolton / Anna Pavlova / Henri Pagès / Jennifer Huang / /

Position

continuous time infinite horizon equilibrium model of financial markets / /

TVStation

Kyle / /

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