Publications associées à Asset–liability mismatch

Characterization and Modeling of Mismatch in Cryo-CMOS

This paper presents a device matching study of a commercial 40-nm bulk CMOS technology operated at cryogenic temperatures. Transistor pairs and linear arrays, optimized for device matching, were characterized over the temperature range from 300 K down to 4 ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2020

Three Problems of Liquidity under Asymmetric Information

Sylvain Jean Pascal Carré

This thesis develops models for three problems of liquidity under asymmetric information. In the chapter "Disclosures, Rollover Risk, and Debt Runs" I build a model of dynamic debt runs without perfect information in order to understand the impact of asset ...

EPFL2019

Essays in Dynamic Corporate Finance

Francesca Maria Zucchi

This thesis examines the effects of financing frictions on corporate decisions using dynamic models. Accounting for financing frictions helps reconcile a number of regularities that are hard to explain within the Modigliani-Miller framework. For instance, ...

EPFL2015

Do Prices Reveal the Presence of Informed Trading ?

Pierre Collin Dufresne

Using a comprehensive sample of trades by Schedule 13D filers, who possess valuable private information when they accumulate stocks of targeted companies, this paper studies whether several liquidity measures reveal the presence of informed trading. The ev ...

2012