Contributions published at Banking (Jean-Charles Rochet)

Contribution  
Jean-Charles Rochet, Issues in capital adequacy, In: NIESR Annual Finance Conference: Financial Regulation: Are we reaching an efficient outcome? Organized by Bank of England, London. 2016. (Conference Presentation)
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Jean-Charles Rochet, Aggregate Bank Capital and Credit Dynamics, In: Fourth BIS Research Network meeting: Financial intermediation and macroeconomic stability. 2016. (Conference Presentation)
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Show abstractGergana Kinova, Impact of Quantitative Easing on US Bank Stock Prices, University of Zurich, Faculty of Business, Economics and Informatics, 2016. (Master's Thesis)
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Show abstractJingyuan Tian, A Study on Wages in Chinese Financial Industry, University of Zurich, Faculty of Business, Economics and Informatics, 2016. (Master's Thesis)
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Show abstractErdinc Akyildirim, Albert Altarovici, Partial hedging and cash requirements in discrete time, Quantitative Finance, Vol. 16 (6), 2016. (Journal Article)
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Show abstractAhmet Göncü, Erdinc Akyildirim, A stochastic model for commodity pairs trading, Quantitative Finance, Vol. 16 (12), 2016. (Journal Article)
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Show abstractShen Mengning, Impact of Interest Rate Liberalization on the Operation of Chinese Banks, University of Zurich, Faculty of Business, Economics and Informatics, 2016. (Master's Thesis)
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Show abstractJukka Isohätälä, Nataliya Klimenko, Alistair Milne, Post-crisis macrofinancial modeling: continuous time approaches, In: The Handbook of Post Crisis Financial Modeling, Palgrave Macmillan UK, London, p. 235 - 282, 2016. (Book Chapter)
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Show abstractNataliya Klimenko, Santiago Moreno-Bromberg, The shadow costs of repos and bank liability structure, Journal of Economic Dynamics and Control, Vol. 65, 2016. (Journal Article)
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Show abstractAndrea Barth, Santiago Moreno-Bromberg, Oleg Reichmann, A non-stationary model of dividend distribution in a stochastic interest-rate setting, Computational Economics, Vol. 47 (3), 2016. (Journal Article)
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Show abstractDominique Henriet, Nataliya Klimenko, Jean-Charles Rochet, The dynamics of insurance prices, The Geneva Risk and Insurance Review, Vol. 41 (1), 2016. (Journal Article)
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Jean-Charles Rochet, A Wider View, In: SUERF Conference: Cash on Trial . 2015. (Conference Presentation)
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Show abstractThi Quynh Anh Vo, Liquidity Management in Banking: What is the Role of Leverage?, In: Swiss Finance Institute Research Paper, No. 15-51, 2015. (Working Paper)
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Show abstractSilvio Noser, Effects of Regulation on Structured Products in Switzerland, University of Zurich, Faculty of Business, Economics and Informatics, 2015. (Master's Thesis)
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Jean-Charles Rochet, The New Regulatory Framework and Systemic Risk , In: Conference BdF - ACPR Financial Regulation - Stability versus Uniformity: A focus on non-bank actors, with Jean Tirole. 2015. (Conference Presentation)
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Jean-Charles Rochet, On the Origins of Insurance Cycles, In: Conference in honor of Hervé Moulin organized by GREQAM (Groupement de Recherche on Economie Quantitative d'Aix-Marseille). 2015. (Conference Presentation)
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Jean-Charles Rochet, Bank Capital and Aggregate Lending, In: TSE conference in honour of Jean Tirole Nobel Prize in Economics 2014. 2015. (Conference Presentation)
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Show abstractLi Zhang, How does capital requirement affect bank lending behavior?, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2015. (Master's Thesis)
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Show abstractMichael Magill, Martine Quinzii, Jean-Charles Rochet, A Theory of the Stakeholder Corporation, Econometrica, Vol. 83 (5), 2015. (Journal Article)
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Jean-Charles Rochet, 27th Geneva Risk Economics Lecture, In: 3rd World Risk and Insurance Economics Congress Munich 2015 hosted by Munich Risk and Insurance Center . 2015. (Conference Presentation)
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