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econ.GN2024
Stochastic Monotonicity and Random Utility Models: The Good and The Ugly
Henk Keffert, Nikolaus Schweizer
When it comes to structural estimation of risk preferences from data on choices, random utility models have long been one of the standard research tools in economics. A recent lite…
econ.GN2020
Contingent Capital with Stock Price Triggers in Interbank Networks
Anne G. Balter, Nikolaus Schweizer, Juan C. Vera
This paper studies existence and uniqueness of equilibrium prices in a model of the banking sector in which banks trade contingent convertible bonds with stock price triggers among…