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19 research outcomes, page 1 of 2
  • publication . Article . Preprint . Report . 2005
    Open Access English
    Authors:
    Thierry Foucault; Ohad Kadan; Eugene Kandel;
    Persistent Identifiers
    Publisher: HAL CCSD

    We develop a dynamic model of an order-driven market populated by discretionary liquidity traders. These traders differ by their impatience and seek to minimize their trading costs by optimally choosing between market and limit orders. We characterize the equilibrium or...

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  • publication . Preprint . Conference object . Report . Contribution for newspaper or weekly magazine . 2021
    Open Access English
    Authors:
    John Pearson; Robert Gianni; Veikko Ikonen; Hossam Haick;
    Publisher: HAL CCSD
    Project: EC | BODEGA (653676)

    How can technology assessment methodologies be developed to move ethical questions to the forefront of enquiry? This methodological question was one of the key factors in an exercise in Responsible Research and Innovation carried out as part of SNIFFPHONE, a project on ...

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  • publication . Report . Preprint . Part of book or chapter of book . 2004
    Open Access English
    Authors:
    Sussman, Nathan; Flandreau, Marc;
    Persistent Identifiers

    handle: 2441/324

    This paper challenges a popular explanation for 'original sin' - the default prone borrowing of long term debt in foreign exchange by emerging markets - that emphasizes the lack of credibility and commitment of governments, that prevents them from borrowing in their own...

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  • publication . Report . Article . Research . Preprint . 2001
    Open Access English
    Authors:
    Gian Luigi Albano; Fabrizio Germano; Stefano Lovo;
    Persistent Identifiers
    Publisher: HAL CCSD

    Discussion paper - CORE, Université Catholique de Louvain, n° 9952; In an example where some bidders have superadditive values, we characterize the equilibria of a simultaneous ascending auction and compare the revenue and efficiency generated with ones generated by the...

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  • publication . Research . Report . Article . Preprint . 2003
    Open Access English
    Authors:
    Rida Laraki; Eilon Solan; Nicolas Vieille;
    Persistent Identifiers
    Publisher: Evanston, IL: Northwestern University, Kellogg School of Management, Center for Mathematical Studies in Economics and Management Science

    Cahier de Recherche du Groupe HEC Paris, n° 773; We address the question of existence of equilibrium in general timing games of complete information. Under weak assumptions, any two-player timing game has a subgame perfect e-equilibrium, for each e > 0. This result is t...

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  • publication . Report . Preprint . Article . 2009
    Open Access English
    Authors:
    Guillaume Daudin; Christine Rifflart; Danielle Schweisguth;
    Publisher: OFCE

    For two decades, the share of trade in inputs, also called vertical trade, has been dramatically increasing. In reallocating trade flows to their original input-producing industries and countries, this paper suggests a new measure of international trade: "value-added tr...

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  • publication . Report . Article . Preprint . Other literature type . 2004
    Open Access English
    Authors:
    Dinah Rosenberg; Eilon Solan; Nicolas Vieille;
    Persistent Identifiers
    Publisher: HAL CCSD

    Given an arbitrary long but finite sequence of observations from a finite set, we construct a simple process that approximates the sequence, in the sense that with high probability the empirical frequency, as well as the empirical one-step transitions along a realizatio...

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  • publication . Research . Article . Preprint . Report . 2012
    Open Access English
    Authors:
    Gustaf Bruze; Michael Svarer; Yoram Weiss;
    Publisher: Institut for Økonomi, Aarhus Universitet

    We formulate and estimate a dynamic model of marriage, divorce, and remarriage using 27 years of panel data for the entire Danish cohort born in 1960. The marital surplus is identified from the probability of divorce, and the surplus shares of husbands and wives from th...

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  • publication . Report . Preprint . Article . Research . 2001
    Open Access English
    Authors:
    Eran Shmaya; Eilon Solan; Nicolas Vieille;
    Persistent Identifiers
    Publisher: HAL CCSD

    Cahier de Recherche du Groupe HEC Paris, n° 746; We prove that every two-player non zero-sum deterministic stopping game with uniformly bounded payoffs admits an e-equilibrium, for every e > 0. The proof uses Ramsey Theorem that states that for every coloring of a compl...

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  • publication . Article . Preprint . Report . 2012
    Open Access English
    Authors:
    Itzhak Gilboa; Larry Samuelson;
    Persistent Identifiers
    Project: NSF | The Economic Foundations ... (0549946), EC | UNIIND (269754), NSF | Personalized Resource All... (0850263)

    Working Papers - Yale School of Management's Economics Research Network; International audience; This paper examines circumstances under which subjectivity enhances the effectiveness of inductive reasoning. We consider a game in which Fate chooses a data generating proc...

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19 research outcomes, page 1 of 2