hero working papers

Working papers

IGIER fellows and affiliates publish books and articles in academic journals. Their current research projects are featured in the Working Paper series. 

2016 - n° 581
Massimo Marinacci and Federico Severino
Keywords: no arbitrage pricing; weak time-derivative; martingale component; special semimartingales; stochastic interest rates
2015 - n° 551
Nenad Kos and Matthias Messner
Keywords: Optimal mechanism design, Robustness, Incentive compatibility, Individual rationality, Ambiguity aversion
2015 - n° 549
Simone Cerreia Vioglio, Fabio Maccheroni, Massimo Marinacci
Keywords: Stochastic dominance, integral stochastic orders, nonexpected utility, risk aversion, multi-utility representation, prospect theory, choice-acclimating personal equilibria
2015 - n° 547
Giacomo Rodano, Nicolas Serrano-Velarde, Emanuele Tarantino
Keywords: Financial Distress, Financial Contracting, Renegotiation, Multi-bank Borrowing, Bankruptcy Courts
2015 - n° 544
S. Cerreia Vioglio, F. Maccheroni, and M. Marinacci
2015 - n° 539
Pierpaolo Battigalli, Martin Dufwenberg, Alec Smith
Keywords: frustration, anger, blame, belief-dependent preferences, psychological games
2014 - n° 532
Mario Forni, Luca Gambetti, Marco Lippi, Luca Sala
Keywords: Rational bubbles, structural VARs, noise shocks
2014 - n° 531
Mario Forni, Luca Gambetti, Marco Lippi, Luca Sala
Keywords: Nonfundamentalness, SVAR, Imperfect Information, News, Noise, Business cycles
2014 - n° 515
Martin Dufwenberg, Giancarlo Spagnolo
Keywords: Bribes, Corruption, Immunity, Law enforcement, Leniency, Whistleblowers
2014 - n° 509
Federico M. Bandi, Bernard Perron, Andrea Tamoni, and Claudio Tebaldi
Keywords: long run, predictability, aggregation, risk-return trade-off, Fisher hypothesis
2013 - n° 502
Alessandro Innocenti, Tommaso Nannicini, Roberto Ricciuti
Keywords: sports betting, decision timing, information overload, forecasting
2013 - n° 494
Mehmet Gurdal, Joshua B. Miller, Aldo Rustichini
Keywords: Experiments; Rationality; Fairness
2013 - n° 491
Mario Forni, Luca Gambetti,Luca Sala
Keywords: Factor-augmented VAR, news shocks, invertibility, fundamentalness