Items where Author is "Vayanos, Dimitri"

Number of items: 68.
Article
  • Asset management contracts and equilibrium prices. (2022) Buffa, Andrea M.; Vayanos, Dimitri; Woolley, Paul picture_as_pdf
  • Financial markets where traders neglect the informational content of prices. (2019) Eyster, Erik; Rabin, Matthew; Vayanos, Dimitri
  • The dynamics of financially constrained arbitrage. (2018) Gromb, Denis; Vayanos, Dimitri
  • Transaction costs and asset prices : a dynamic equilibrium model. (1998) Vayanos, Dimitri
  • Asset management as creator of market inefficiency. Vayanos, Dimitri; Woolley, Paul picture_as_pdf
  • Bond market clienteles, the yield curve, and the optimal maturity structure of government debt. Guibaud, Stéphane; Nosbusch, Yves; Vayanos, Dimitri
  • Bond supply and excess bond returns. Greenwood, Robin; Vayanos, Dimitri
  • Corrigendum:a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440). Vayanos, Dimitri; Vila, Jean-Luc picture_as_pdf
  • ESBies:safety in the tranches. Brunnermeier, Markus K.; Langfield, Sam; Pagano, Marco; Reis, Ricardo; Van Nieuwerburgh, Stijn; Vayanos, Dimitri
  • Equilibrium and welfare in markets with financially constrained arbitrageurs. Gromb, Denis; Vayanos, Dimitri
  • Equilibrium interest rate and liquidity premium with transaction costs. Vayanos, Dimitri; Vila, Jean-Luc
  • Introduction to financial economics. Allen, Franklin; Vayanos, Dimitri; Vives, Xavier
  • Limits of arbitrage. Gromb, Denis; Vayanos, Dimitri
  • Liquidity and asset returns under asymmetric information and imperfect competition. Vayanos, Dimitri; Wang, Jiang
  • Liquidity risk and the dynamics of arbitrage capital. Kondor, Peter; Vayanos, Dimitri
  • Persuasion bias, social influence, and uni-dimensional opinions. DeMarzo, Peter M.; Vayanos, Dimitri; Zwiebel, Jeffrey
  • Price pressure in the government bond market. Greenwood, Robin; Vayanos, Dimitri
  • Search and endogenous concentration of liquidity in asset markets. Vayanos, Dimitri; Wang, Tan
  • Strategic trading and welfare in a dynamic market. Vayanos, Dimitri
  • Strategic trading in a dynamic noisy market. Vayanos, Dimitri
  • Strong-form efficiency with monopolistic insiders. Chau, Minh; Vayanos, Dimitri
  • Supply and demand and the term structure of interest rates. Greenwood, Robin; Hanson, Samuel; Vayanos, Dimitri picture_as_pdf
  • Theories of liquidity. Vayanos, Dimitri
  • The analytics of the Greek crisis. Gourinchas, Pierre-Olivier; Philippon, Thomas; Vayanos, Dimitri
  • The coronavirus crisis is no 2008. Danielsson, Jon; Macrae, Robert; Vayanos, Dimitri; Zigrand, Jean-Pierre
  • The decentralization of information processing in the presence of interactions. Vayanos, Dimitri
  • The distribution of investor beliefs, stock ownership and stock returns. Hardouvelis, Gikas A.; Karalas, Georgios; Vayanos, Dimitri picture_as_pdf
  • The gambler's and hot-hand fallacies: theory and applications. Rabin, Matthew; Vayanos, Dimitri
  • An institutional theory of momentum and reversal. Vayanos, Dimitri; Woolley, Paul
  • A model of financial market liquidity based on intermediary capital. Gromb, Denis; Vayanos, Dimitri
  • A preferred-habitat model of term premia, exchange rates, and monetary policy spillovers. Gourinchas, Pierre-Olivier; Ray, Walker; Vayanos, Dimitri picture_as_pdf
  • A preferred-habitat model of the term structure of interest rates. Vayanos, Dimitri; Vila, Jean-Luc picture_as_pdf
  • A search-based theory of the on-the-run phenomenon. Vayanos, Dimitri; Weill, Pierre-Olivier
  • The sovereign-bank diabolic loop and ESBies. Brunnermeier, Markus K.; Garicano, Luis; Lane, Philip R.; Pagano, Marco; Reis, Ricardo; Santos, Tano; Thesmar, David; Van Nieuwerberg, Stijn; Vayanos, Dimitri
    • Book
  • A growth strategy for the Greek economy. Pissarides, Christopher; Meghir, Costas; Vayanos, Dimitri; Vettas, Nikolaos
    • Chapter
  • Market liquidity: theory and empirical evidence. Vayanos, Dimitri; Wang, Jiang
    • Online resource
  • The Greek crisis: an autopsy. Gourinchas, Pierre-Olivier; Philippon, Thomas; Vayanos, Dimitri
    • Working paper
  • Asset management contracts and equilibrium prices. Buffa, Andrea; Vayanos, Dimitri; Woolley, Paul picture_as_pdf
  • Bond market clienteles, the yield curve and the optimal maturity structure of government debt. Guibaud, Stéphane; Nosbusch, Yves; Vayanos, Dimitri picture_as_pdf
  • Bond supply and excess bond returns. Greenwood, Robin; Vayanos, Dimitri
  • Curse of the benchmarks. Vayanos, Dimitri; Woolley, Paul picture_as_pdf
  • ESBies: safety in the tranches. Brunnermeier, Markus K.; Langfield, Sam; Pagano, Marco; Reis, Ricardo; Nieuwerburgh, Stijn Van; Vayanos, Dimitri
  • Financial markets where traders neglect the informational content of prices. Eyster, Erik; Rabin, Matthew; Vayanos, Dimitri picture_as_pdf
  • Financially constrained arbitrage and cross-market contagion. Gromb, Denis; Vayanos, Dimitri
  • Flight to quality, flight to liquidity, and the pricing of risk. Vayanos, Dimitri
  • Fund flows and asset prices: a baseline model. Vayanos, Dimitri; Woolley, Paul picture_as_pdf
  • The Greek economic crisis and the banks. Hardouvelis, Gikas A.; Vayanos, Dimitri picture_as_pdf
  • Limits of arbitrage:the state of the theory. Gromb, Denis; Vayanos, Dimitri picture_as_pdf
  • Liquidity and asset prices: a united framework. Vayanos, Dimitri; Wang, Jiang
  • Liquidity and asset returns under asymmetric information and imperfect competition. Vayanos, Dimitri; Wang, Jiang picture_as_pdf
  • Liquidity risk and the dynamics of arbitrage capital. Kondor, Peter; Vayanos, Dimitri
  • Market liquidity - theory and empirical evidence. Vayanos, Dimitri; Wang, Jiang picture_as_pdf
  • Preferred-habitat investors and the US term structure of real rates. Kaminska, Iryna; Vayanos, Dimitri; Zinna, Gabriele picture_as_pdf
  • Search and endogenous concentration of liquidity in asset markets. Vayanos, Dimitri; Wang, Tan
  • Strong-form efficiency with monopolistic insiders. Chau, Minh; Vayanos, Dimitri
  • Tracking biased weights:asset pricing implications of value-weighted indexing. Jiang, Hao; Vayanos, Dimitri; Zheng, Lu picture_as_pdf
  • The analytics of the Greek crisis: celebratory centenary issue. Gourinchas, Pierre-Olivier; Philippon, Thomas; Vayanos, Dimitri
  • The dynamics of financially constrained arbitrage. Gromb, Denis; Vayanos, Dimitri
  • The dynamics of financially constrained arbitrage. Gromb, Denis; Vayanos, Dimitri picture_as_pdf
  • The dynamics of financially constrained arbitrage. Gromb, Denis; Vayanos, Dimitri picture_as_pdf
  • The gambler's and hot-hand fallacies:theory and applications. Rabin, Matthew; Vayanos, Dimitri
  • An institutional theory of momentum and reversal. Vayanos, Dimitri; Woolley, Paul picture_as_pdf
  • A preferred-habitat model of the term structure of interest rates. Vayanos, Dimitri; Vila, Jean-Luc
  • A search-based theory of the on-the-run phenomenon. Vayanos, Dimitri; Weill, Pierre-Olivier
  • A search-based theory of the on-the-run phenomenon. Vayanos, Dimitri; Weill, Pierre-Olivier
  • The sovereign-bank diabolic loop and ESBies. Brunnermeier, Markus K.; Garicano, Luis; Lane, Philip R.; Pagano, Marco; Reis, Ricardo; Santos, Tano; Thesmar, David; Nieuwerburgh, Stijn Van; Vayanos, Dimitri
  • The sovereign-bank diabolic loop and ESBies. Brunnermeier, Markus K; Garicano, Luis; Lane, Philip R.; Pagano, Marco; Reis, Ricardo; Santos, Tano; Thesmar, David; Van Nieuwerburgh, Stijn; Vayanos, Dimitri
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  • From tourism to an innovative economy. Meghir, Costas; Pissarides, Christopher; Vayanos, Dimitri picture_as_pdf