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Details about Sven Rady
Access statistics for papers by Sven Rady.
Last updated 2008-11-06. Update your information in the RePEc Author Service.
Short-id: pra90
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Working Papers
2008
- Negatively Correlated Bandits
Discussion Papers, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich 
Also in
Discussion Papers in Economics, University of Munich, Department of Economics (2008) 
Working Papers, Bavarian Graduate Program in Economics (BGPE) (2008)
2005
- Heterogeneity within Communities: A Stochastic Model with Tenure Choice
CESifo Working Paper Series, CESifo GmbH View citations
Also in
2005 Meeting Papers, Society for Economic Dynamics (2005) View citations
Discussion Papers in Economics, University of Munich, Department of Economics (2005) View citations
Discussion Papers, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich (2005) View citations
- Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraint
Discussion Papers, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich View citations
Also in
Wisconsin-Madison CULER working papers, University of Wisconsin Center for Urban Land Economic Research (2002) View citations
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) View citations
FMG Discussion Papers, Financial Markets Group (2001) View citations
CESifo Working Paper Series, CESifo GmbH (2001) View citations See Also Journal Article in Review of Economic Studies (2006)
- Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints (Revised Version)
Discussion Papers in Economics, University of Munich, Department of Economics
- Strategic Experimentation with Undiscounted Bandits
2005 Meeting Papers, Society for Economic Dynamics
2004
- Housing Transactions and Macroeconomic Fluctuations: A Case Study of England
2004 Meeting Papers, Society for Economic Dynamics View citations
2003
- Strategic Experimentation with Exponential Bandits
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
Also in
Discussion Papers in Economics, University of Munich, Department of Economics (2003) View citations
Economics Series Working Papers, University of Oxford, Department of Economics (2003)  See Also Journal Article in Econometrica (2005)
2002
- Homeownership
Discussion Papers in Economics, University of Munich, Department of Economics View citations
- Homeownership: Low Household Mobility, Volatile Housing Prices, High Income Dispersion
CESifo Working Paper Series, CESifo GmbH View citations
Also in
FMG Discussion Papers, Financial Markets Group (2002) View citations
- Strategic Experimentation: The Case of Poisson Bandits
CESifo Working Paper Series, CESifo GmbH View citations
2001
- Housing Market Dynamics
Discussion Papers in Economics, University of Munich, Department of Economics View citations
- Price Dispersion and Learning in a Dynamic Differentiated-Goods Duopoly
Discussion Papers in Economics, University of Munich, Department of Economics View citations
Also in
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001)  See Also Journal Article in RAND Journal of Economics (2003)
- Strategic Trading and Learning about Liquidity
Discussion Papers in Economics, University of Munich, Department of Economics 
Also in
Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations
FMG Discussion Papers, Financial Markets Group (2000) View citations
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2000) View citations See Also Journal Article in Journal of Financial Markets (2002)
2000
- Strategic Experimentation: The Case of the Poisson Bandits
Econometric Society World Congress 2000 Contributed Papers, Econometric Society
- Why are Housing Prices so Volatile? Income Shocks in a Stochastic Heterogeneous-Agents Model
Econometric Society World Congress 2000 Contributed Papers, Econometric Society
1999
- Market Experimentation in a Dynamic Differentiated-Goods Duopoly
Game Theory and Information, EconWPA View citations
Also in
STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (1999) View citations
1998
- Boom In, Bust Out: Young Households and the Housing Price Cycle
Finance, EconWPA 
Also in
FMG Discussion Papers, Financial Markets Group (1998) View citations See Also Journal Article in European Economic Review (1999)
- Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints
FMG Discussion Papers, Financial Markets Group View citations
Also in
Finance, EconWPA (1998) View citations
- Optimal Experimentation in a Changing Environment
Game Theory and Information, EconWPA View citations
Also in
STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (1997) View citations See Also Journal Article in Review of Economic Studies (1999)
1995
- Option Pricing With a Quadratic Diffusion Term
FMG Discussion Papers, Financial Markets Group
- State Prices Implicit in Valuation Formulae for Derivative Securities
Discussion Papers in Economics, University of Munich, Department of Economics
1994
- State Prices Implicit in Valuation Formulae for Derivative Securities: A Martingale Approach
FMG Discussion Papers, Financial Markets Group View citations
Undated
- Homeownership: Volatile Housing Prices, Low Labor Mobility and High Income Dispersion
Wisconsin-Madison CULER working papers, University of Wisconsin Center for Urban Land Economic Research
Journal Articles
2006
- Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints*
Review of Economic Studies, 2006, 73, (2), 459-485 View citations See Also Working Paper (2005)
2005
- Strategic Experimentation with Exponential Bandits
Econometrica, 2005, 73, (1), 39-68 View citations See Also Working Paper (2003)
2004
- Housing transactions and macroeconomic fluctuations: a case study of England and Wales
Journal of Housing Economics, 2004, 13, (4), 287-303 View citations
2003
- Price Dispersion and Learning in a Dynamic Differentiated-Goods Duopoly
RAND Journal of Economics, 2003, 34, (1), 138-65 See Also Working Paper (2001)
2002
- Strategic trading and learning about liquidity
Journal of Financial Markets, 2002, 5, (4), 419-450 View citations See Also Working Paper (2001)
- Tenure choice and the riskiness of non-housing consumption
Journal of Housing Economics, 2002, 11, (3), 266-279 View citations
1999
- Boom in, bust out: Young households and the housing price cycle
European Economic Review, 1999, 43, (4-6), 755-766 View citations See Also Working Paper (1998)
- Optimal Experimentation in a Changing Environment
Review of Economic Studies, 1999, 66, (3), 475-507 View citations See Also Working Paper (1998)
1997
- Option pricing in the presence of natural boundaries and a quadratic diffusion term (*)
Finance and Stochastics, 1997, 1, (4), 331-344 View citations
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