Michel Robe's Home Page
(last update: October 31st, 2011)
Welcome to my
homepage. My page for the Kogod Research Seminar Series is here.
On this AU site,
you will find:
A
Brief Vitae (and a few links)
Select
Working Papers
Does
“Paper Oil” Matter (with B. Büyükşahin; an SSRN "top-ten new paper” ”; R&R,Energy Journal)
Speculators,
Commodities and Cross-Market Linkages
(with B. Büyükşahin; an SSRN
"top-ten new paper”)
Fundamentals, Trader Activity and Derivative Pricing (with Bahattin Büyükşahin, Mike Haigh, Jeff Harris and Jim Overdahl)
SSRN "top-ten new paper”; R&R, Journal of Financial
Economics
Do OPEC Members Know Something the Market Doesn’t? “Fair Price” Pronouncements and the Market Price of Crude Oil (with C. Brunetti, B. Büyükşahin and K. Soneson)
SSRN "top-ten new paper”; R&R,Energy Journal
Market
Incompleteness & the Equity Premium Puzzle: Evidence from State-Level Data
(with K. Jacobs & S. Pallage)
R&R, Journal of Banking and Finance
The Welfare Costs of Macroeconomic Fluctuations under Incomplete Markets: Evidence from State-Level Consumption Data (with K. Jacobs & S. Pallage)
Corporate Finance, Meet Development Assistance: Adverse Selection & the Procyclicality of Foreign Aid (with S. Pallage)
Penalties and
Optimality in Financial Contracts: Taking Stock (with E.-M. Steiger & P.-A. Michel)
SSRN "top-ten new paper"; SFB 649
Discussion Paper 2006-013)
Limited Liability Rules, Financial Innovation and Capital Structure Complexity an( SSRN "top-ten new paper")
How Costly are
Limited Liability Rules ? (an SSRN "all-time top-ten")
Select
Publications
Demutualization
and Customer Protection at Self-Regulatory Financial Exchanges (with D. Reiffen)
(Journal of Futures
Markets – February 2011)
Commodities
and Equities: A “Market of One”? (with B. Büuükşahin & M.
Haigh)
(Journal
of Alternative Investments – Winter
2010)
On the Potential
of Foreign Aid as Insurance (joint
with S. Pallage & C. Bérubé)
(IMF Staff Papers
– December 2006)
The Impact
of Illegal Trading in Dealer and Specialist Markets (joint w.
Pat Fishe)
(Journal of Financial Economics - March
2004)
On the Welfare
Costs of Economic Fluctuations in Developing Countries (joint w.
S. Pallage
)
(International Economic Review
- May 2003)
What
Can We Learn from Simulating a Standard Financial Agency Model
(Economics
Letters, November 2001)
Foreign Aid
and the Business Cycle (joint w. S. Pallage
)
(Review of International
Economics - November 2001)
Optimal vs. Traditional Securities Under Moral Hazard (JFQA - June 1999)
Course
Materials – Fall 2011
Useful
Links for Students
Bloomberg Market News and CNN Financial News
Yahoo's Foreign Currency Exchange Table
CIA World Factbook (Macro data)
Employment
Information (a few links)
Careers in Business (formerly,
The Business Job Finder at
Job Openings for Economists (MBA students: look up the non-academic section)
What
is an Investment Bank? How do you interview for Finance jobs?
(courtesy
Financial
Economics Resources (links)
Finance
and Economics Journals (links)
FEN - Financial Economics Network
(a part of the SSRN )
FMA Guide to Finance on the Internet
Penn World Tables (version
6.3)
Quantitative Macroeconomics and
RBC Page (maintained by Christian Zimmermann)
Economics Conferences (courtesy
of Christian Zimmermann)
JEL Classification
System (courtesy of EconLit)
Resources
for Economists on the Internet (maintained by Bill Goffe)
© Copyright 1999-2011 Michel A. Robe. All rights reserved. Small buttons courtesy of BCM