GSIA Working Papers

From Carnegie Mellon University, Tepper School of Business
Tepper School of Business, Carnegie Mellon University, 5000 Forbes Avenue, Pittsburgh, PA 15213-3890.
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1288034208: On the Dual Approach to Recursive Optimization

Matthias Messner, Nicola Pavoni and Sleet Christopher

1287503427: Differences of Opinion, Endogenous Liquidity, and Asset Prices

Emilio Osambela

1281362255: TFP during a Credit Crunch

Nicolas Petrosky-Nadeau

1280589022: Nonparametric estimation of equity return distribution implied by index options

Yongjin Kim

1278598886: Learning about Policy from Federal Reserve History

Allan Meltzer

1268904776: Is The Fiscal Theory of the Price Level Learnable?

Bennett McCallum

1268686382: What Broker Charges Reveal about Mortgage Credit Risk previously entitled "The Role of Mortgage Brokers in the Subprime Crisis"

Antje Berndt, Burton Hollifield and Patrik Sandas

1263568949: The cyclical volatility of labor markets under frictional financial markets

Nicolas Petrosky-Nadeau and Etienne Wasmer

1261003325: Competition, Quality and Managerial Slack

Limor Golan, Christine Parlour and Uday Rajan

1258554433: Credit, Vacancies and Unemployment Fluctuations

Nicolas Petrosky-Nadeau

1252685262: Learning-by-Doing, Organizational Forgetting, and Industry Dynamics

David Besanko, Ulrich Doraszelski, Yaroslav Kryukov and Mark Satterthwaite

1249311259: Nonlinear Pricing with Resale

Isa E. Hafalir

1247278123: Identifying and Testing Models of Managerial Compensations

George-Levi Gayle and Robert Miller

1237309255: Adverse Selection plus Strategic Advantageous Selection Equals Trade

Hao Cen and John O'Brien

1236867145: Immigration and Spending on Public Education: California, 1970-2000

Daniele Coen-Pirani

1226145652: Equity Prices Under Bayesian Doubt About Macroeconomic Fundamentals

Michal Pakos

1217885373: On Correlation Effects and Default Clustering in Credit Models

Antje Berndt, Peter Ritchken and Zhiqiang Sun

1216777356: Promotion, Turover and Compensation in the Executive Market

George-Levi Gayle, Limor Golan and Robert A. Miller

1216264567: An Empirical Framework for Large-Scale Policy Analysis, with an Application to School Finance Reform in Michigan

Maria Ferreyra

1214327571: The Paradox of Insider Information and Performance Pay

George-Levi Gayle and Robert A. Miller

1205771884: Decomposing the Returns on European Debt

Antje Berndt and Iulian Obreja

1200124151: Coordination in the Presence of Asset Markets

Shimon Kogan, Anthony Kwasnica and Roberto Weber

1197727665: Microeconomic Inventory Behavior and Aggregate Inventory Dynamics

Daniele Coen-Pirani

1186932692: The Equilibrium Allocation of Diffusive and Jump Risks with Heterogeneous Agents

Stephan Dieckmann and Michael Gallmeyer

1186169825: Financial leverage and the leverage effect: A market and firm analysis

A Cevdet Aydemir, Michael Gallmeyer and Burton Hollifield

1184678430: On the Approximation of Value Correspondences

Christopher Sleet and Sevin Yeltekin

1182202287: Rationing with Common Values

Christine Parlour and Uday Rajan

1175522776: Do Equity Markets Favor Credit Market News Over Options Market News?

Antje Berndt and Anastasiya Ostrovnaya

1172519896: An Improved Approximation to the Distributions in GMM Estimation

Fallaw Sowell

1165420121: Microstructure Effects and Asset Pricing

Ronald Goettler, Christine Parlour and Uday Rajan

1153281920: Discriminatory Auctions with Resale

Isa Hafalir and Musab Kurnaz

1153249048: How does the U.S. government finance fiscal shocks?

Antje Berndt, Hanno Lustig and Sevin Yeltekin

1152828755: Capital Ownership Under Incomplete Markets: Does it Matter?

Daniele Coen-Pirani and Eva Carceles-Poveda

1152208275: What Do We Know About Competition and Quality in Health Care Markets?

Martin Gaynor

1147273333: Consumer Demand under Price Uncertainty: Empirical Evidence from the Market for Cigarettes

Mark Coppejans, Donna Gilleskie, Holger Sieg and Koleman Strumpf

1143615504: Estimating a Dynamic Adverse Selection Model: Labor Force Experience and the Changing Gender Earnings Gap 1968-93

George-Levi Gayle and Limor Golan

1143224649: Fiscal Hedging with Nominal Assets

Hanno Lustig, Christopher Sleet and Sevin Yeltekin

1142637814: Restructuring Risk in Credit Default Swaps: An Empirical Analysis

Antje Berndt, Robert Jarrow and ChoongOh Kang

1142550977: Default Risk Premia and Asset Returns

Antje Berndt, Aziz Lookman and Iulian Obreja

1141626111: Temporary Financial Equilibrium

Yves Balasko

1140898278: Group Reputations, Stereotypes, and Cooperation in a Repeated Labor Market

Paul Healy

1131565224: Has Moral Hazard Become a More Important Factor in Managerial Compensation?

George-Levi Gayle and Robert A. Miller

1128549369: Does the Profit Motive Make Jack Nimble? Ownership Form and the Evolution of the U.S. Hospital Industry

Sujoy Chakravarty, Martin Gaynor, Steven Klepper and William Vogt

1128103755: Local Public Good Provision: Voting, Peer Effects, and Mobility

Stephen Calabrese, Dennis Epple, Thomas Romer and Holger Sieg

1121368432: "Weight of Money" Pricing and Speculative Dynamics

Guillaume Plantin and Hyun Song Shin

1121103506: Credit Risk Transfer

Guillaume Plantin and Christine A Parlour

1117043884: Kernel Estimation of Average Derivatives and Differences

Mark Coppejans and Holger Sieg

1114116336: Endogenous Market Incompleteness Without Market Frictions: Dynamic Suboptimality of Competitive Equilibrium in Multiperiod Overlapping Generations Economies

Espen Henriksen and Stephen Spear

1109532697: Shareholders Unanimity With Incomplete Markets

Daniele Coen-Pirani and Eva Carceles-Poveda

1108152504: Does Reinsurance Need Reinsurers?

Guillaume Plantin