Working Papers

2010

  Limits of Arbitrage: The State of the Theory
    by Denis Gromb, Dimitri Vayanos
    The Paul Woolley Centre Working Paper Series No 9,
    FMG Discussion Paper 650, March 2010

2009

    A Preferred-Habitat Model of the Term Structure of Interest Rates
    by Dimitri Vayanos and Jean-Luc Vila
    The Paul Woolley Centre Working Paper Series No 6,
    FMG Discussion Paper 641, November 2009 

    Rents, learning and risk in the financial sector and other innovative industries
    by Bruno Biais, Jean-Charles Rochet & Paul Woolley
    The Paul Woolley Centre Working Paper Series No 4,
    FMG Discussion Paper 632, September 2009 

    Liquidity and Asset Prices: A Unified Framework
    by Dimitri Vayanos and Jiang Wang
    The Paul Woolley Centre Working Paper Series No 5,
    FMG Discussion Paper 634, August 2009 

    Best Ideas
    by Randy Cohen, Christopher Polk & Bernhard Silli
    The Paul Woolley Centre Working Paper Series No 3,
    FMG Discussion Paper 624, January 2009 

2008

    An Institutional Theory of Momentum and Reversal
    by Dimitri Vayanos & Paul Woolley
    The Paul Woolley Centre Working Paper Series No 1,
    FMG Discussion Paper 621, November 2008 

    Bond Supply and Excess Bond Returns
    by Robin Greenwood & Dimitri Vayanos
    The Paul Woolley Centre Working Paper Series No 2,
    FMG Discussion Paper 607, April 2008

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