Michel Robe's Home Page
(last update: November 3, 2009)
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
Fundamentals,
Trader Activity and Derivative Pricing (with Mike Haigh , Jeff Harris ,
and Jim Overdahl; an SSRN
"top-ten new paper”; R&R,
Journal of Financial Economics)
Ownership
Structure and Enforcement Incentives at Self-Regulatory Financial Exchanges
(with David Reiffen; an SSRN
"top-ten new paper”; R&R,
Journal of Futures Markets)
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
Penalties
and Optimality in Financial Contracts: Taking Stock (with E.-M. Steiger & P.-A. Michel; an
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
Commodities
and Equities: A “Market of One”? (with
B. Buyuksahin & M. Haigh)
(Journal
of Alternative Investments –
forthcoming, Winter 2010 issue)
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 (lead paper, JFQA - June 1999)
Course
Materials – Fall 2009
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 (http://webhost.bridgew.edu/baten/
; version 5.6 @Penn
and @Toronto )
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)
DC
© Copyright 1999-2009 Michel A. Robe. All rights reserved. Small buttons courtesy of BCM