Departament d'Economia i Empresa

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Departament d'Economia i Empresa

 

Documents de recerca, en accés obert, com ara working papers, informes de recerca, memòries tècniques, etc., del Departament d'Economia i Empresa de la UPF.

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  • Fernández, Raquel; Martin, Alberto (2014)
    We present a simple model of sovereign debt crises in which a country chooses its optimal mix of short and long-term debt contracts subject to standard contracting frictions: the country cannot commit to repay its debts ...
  • Benigno, Gianluca; Converse, Nathan; Fornaro, Luca (2014)
    This paper describes the stylized facts characterizing periods of exceptionally large capital inflows in a sample of 70 middle- and high-income countries over the last 35 years. We identify 155 episodes of large capital ...
  • Alòs, Elisa; León, Jorge A. (2014)
    In this paper we give an alternative proof of the convexity of the implied volatility curve as a function of the strike, for stochastic volatility models in the uncorrelated case. Our method is based on the computation of ...
  • Arruñada, Benito (2014)
    Governments and international development agencies often fail in their efforts to build and reform property and company registries. They implement misguided policies rooted in a poor understanding of the role that registries ...
  • Benítez-Silva, Hugo; García-Pérez, José Ignacio; Jiménez-Martín, Sergi (2014)
    The discussion about the need for Social Security reforms has recently resurfaced, and is expected to continue to be part of the political agenda in the near future. Our paper is a step in the direction of providing a ...