Dimitri Vayanos

Names

first:	Dimitri
last:	Vayanos

Identifer

RePEc Short-ID:

pva498

Contact

homepage:

https://personal.lse.ac.uk/vayanos/

Affiliations

London School of Economics (LSE) / Finance Department
- EDIRC entry
- location:

Research profile

author of:

Price Pressure in the Government Bond Market (RePEc:aea:aecrev:v:100:y:2010:i:2:p:585-90)
by Robin Greenwood & Dimitri Vayanos
The Sovereign-Bank Diabolic Loop and ESBies (RePEc:aea:aecrev:v:106:y:2016:i:5:p:508-12)
by Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos
Limits of Arbitrage (RePEc:anr:refeco:v:2:y:2010:p:251-275)
by Denis Gromb & Dimitri Vayanos
The impact of green investors on stock prices (RePEc:bis:biswps:1127)
by Gong Cheng & Eric Jondeau & Benoit Mojon & Dimitri Vayanos
Strategic Trading in a Dynamic Noisy Market (RePEc:bla:jfinan:v:56:y:2001:i:1:p:131-171)
by Dimitri Vayanos
A Search‐Based Theory of the On‐the‐Run Phenomenon (RePEc:bla:jfinan:v:63:y:2008:i:3:p:1361-1398)
by Dimitri Vayanos & Pierre‐Olivier Weill
The Dynamics of Financially Constrained Arbitrage (RePEc:bla:jfinan:v:73:y:2018:i:4:p:1713-1750)
by Denis Gromb & Dimitri Vayanos
Financial Markets Where Traders Neglect the Informational Content of Prices (RePEc:bla:jfinan:v:74:y:2019:i:1:p:371-399)
by Erik Eyster & Matthew Rabin & Dimitri Vayanos
Liquidity Risk and the Dynamics of Arbitrage Capital (RePEc:bla:jfinan:v:74:y:2019:i:3:p:1139-1173)
by Péter Kondor & Dimitri Vayanos
Preferred-habitat investors and the US term structure of real rates (RePEc:boe:boeewp:0435)
by Kaminska, Iryna & Vayanos, Dimitri & Zinna, Gabriele
The Analytics of the Greek Crisis (RePEc:cdl:econwp:qt2cg7m1gf)
by Gourinchas, Pierre-Olivier & Philippon, Thomas & Vayanos, Dimitri
The sovereign-bank diabolic loop and ESBies (RePEc:cep:cepdps:dp1414)
by Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos
The Sovereign-Bank Diabolic Loop and ESBies (RePEc:cfm:wpaper:1617)
by Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanosy
ESBies: Safety in the tranches (RePEc:cfm:wpaper:1627)
by Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply (RePEc:chb:bcchsb:v24c02pp011-062)
by Robin Greenwood & Samuel G. Hanson & Dimitri Vayanos
The Gambler's and Hot-Hand Fallacies In a Dynamic-Inference Model (RePEc:cla:levrem:122247000000000972)
by Matthew Rabin & Dimitri Vayanos
Asset Management Contracts and Equilibrium Prices (RePEc:cpr:ceprdp:10152)
by Vayanos, Dimitri & Woolley, Paul & ,
The Dynamics of Financially Constrained Arbitrage (RePEc:cpr:ceprdp:10436)
by Gromb, Denis & Vayanos, Dimitri
Financial Markets where Traders Neglect the Informational Content of Prices (RePEc:cpr:ceprdp:10629)
by Vayanos, Dimitri & Rabin, Matthew & Eyster, Erik
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply (RePEc:cpr:ceprdp:11005)
by Vayanos, Dimitri & Greenwood, Robin & Hanson, Samuel G
The Sovereign-Bank Diabolic Loop and ESBies (RePEc:cpr:ceprdp:11317)
by Vayanos, Dimitri & Brunnermeier, Markus & Pagano, Marco & Thesmar, David & Garicano, Luis & Lane, Philip & Santos, Tano & Van Nieuwerburgh, Stijn
The Analytics of the Greek Crisis (RePEc:cpr:ceprdp:11334)
by Vayanos, Dimitri & Gourinchas, Pierre-Olivier & Philippon, Thomas
ESBies: Safety in the Tranches (RePEc:cpr:ceprdp:11537)
by Vayanos, Dimitri & Brunnermeier, Markus & Langfield, Sam & Pagano, Marco & Van Nieuwerburgh, Stijn
Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing (RePEc:cpr:ceprdp:15563)
by Vayanos, Dimitri & Jiang, Hao & Zheng, Lu
The Distribution of Investor Beliefs, Stock Ownership and Stock Returns (RePEc:cpr:ceprdp:16029)
by Vayanos, Dimitri & Hardouvelis, Gikas & Karalas, Georgios
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers (RePEc:cpr:ceprdp:17119)
by Gourinchas, Pierre-Olivier & Ray, Walker & Vayanos, Dimitri
The Impact of Green Investors on Stock Prices (RePEc:cpr:ceprdp:18906)
by Cheng, Gong & Jondeau, Eric & Mojon, Benoit & Vayanos, Dimitri
Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs (RePEc:cpr:ceprdp:3049)
by Gromb, Denis & Vayanos, Dimitri
A Search-Based Theory of the On-the-Run Phenomenon (RePEc:cpr:ceprdp:5965)
by Vayanos, Dimitri & Weill, Pierre-Olivier
The Gambler's and Hot-Hand Fallacies: Theory and Applications (RePEc:cpr:ceprdp:6081)
by Vayanos, Dimitri & Rabin, Matthew
Bond Supply and Excess Bond Returns (RePEc:cpr:ceprdp:6694)
by Vayanos, Dimitri & Greenwood, Robin
An Institutional Theory of Momentum and Reversal (RePEc:cpr:ceprdp:7068)
by Vayanos, Dimitri & Woolley, Paul
Liquidity and Asset Prices: A Unified Framework (RePEc:cpr:ceprdp:7410)
by Vayanos, Dimitri & Wang, Jiang
A Preferred-Habitat Model of the Term Structure of Interest Rates (RePEc:cpr:ceprdp:7547)
by Vayanos, Dimitri & ,
Limits of Arbitrage: The State of the Theory (RePEc:cpr:ceprdp:7738)
by Gromb, Denis & Vayanos, Dimitri
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt (RePEc:cpr:ceprdp:9407)
by Vayanos, Dimitri & Guibaud, StÃ©phane & Nosbusch, Yves
A Dynamic Model of an Imperfectly Competitive Bid-Ask Market (RePEc:cpr:ceprfm:0040)
by Dimitri Vayanos
A restart procedure to deal with COVID-19 (RePEc:cpr:ebchap:p330-19)
by Cynthia Balloch & Simeon Djankov & Juanita Gonzalez-Uribe & Dimitri Vayanos
The Sovereign-Bank Diabolic Loop and Esbies (RePEc:ebg:heccah:1133)
by Thesmar, David & Brunnermeier , Markus K & Garicano , Luis & Lane, Philip R & Pagano , Marco & Reis, Ricardo & Santos , Tano & Van Nieuwerburgh , Stijn & Vayanos , Dimitri
Quantitative Easing and Unconventional Monetary Policy – an Introduction (RePEc:ecj:econjl:v:122:y:2012:i:564:p:f271-f288)
by Michael Joyce & David Miles & Andrew Scott & Dimitri Vayanos
Persuasion Bias, Social Influence, and Uni-Dimensional Opinions (RePEc:ecl:stabus:1719)
by Zwiebel, Jeffrey H. & Vayanos, Dimitri & DeMarzo, Peter M.
Search and Endogenous Concentration of Liquidity in Asset Markets (RePEc:ecm:nawm04:647)
by Dmitrios Vayanos
A Model of Persuasion - With Implications for Financial Markets (RePEc:ecm:wc2000:1635)
by Peter M. deMarzo & Dimitri Vayanos & Jeffrey Zwiebel
Market Liquidityâ€”Theory and Empirical Evidence (RePEc:eee:finchp:2-b-1289-1361)
by Vayanos, Dimitri & Wang, Jiang
Search and endogenous concentration of liquidity in asset markets (RePEc:eee:jetheo:v:136:y:2007:i:1:p:66-104)
by Vayanos, Dimitri & Wang, Tan
Introduction to financial economics (RePEc:eee:jetheo:v:149:y:2014:i:c:p:1-14)
by Allen, Franklin & Vayanos, Dimitri & Vives, Xavier
Equilibrium and welfare in markets with financially constrained arbitrageurs (RePEc:eee:jfinec:v:66:y:2002:i:2-3:p:361-407)
by Gromb, Denis & Vayanos, Dimitri
Corrigendum to "Equilibrium and welfare in markets with financially constrained arbitrageurs" [J. Financial Economics 66 (2002) 361] (RePEc:eee:jfinec:v:67:y:2003:i:3:p:531-531)
by Gromb, Denis & Vayanos, Dimitri
A preferred-habitat model of the term structure of interest rates (RePEc:ehl:lserod:106509)
by Vayanos, Dimitri & Vila, Jean-Luc
Asset management contracts and equilibrium prices (RePEc:ehl:lserod:113889)
by Buffa, Andrea M. & Vayanos, Dimitri & Woolley, Paul
The Greek economic crisis and the banks (RePEc:ehl:lserod:117880)
by Hardouvelis, Gikas A. & Vayanos, Dimitri
Asset management as creator of market inefficiency (RePEc:ehl:lserod:118540)
by Vayanos, Dimitri & Woolley, Paul
Tracking biased weights: asset pricing implications of value-weighted indexing (RePEc:ehl:lserod:118847)
by Jiang, Hao & Vayanos, Dimitri & Zheng, Lu
The dynamics of financially constrained arbitrage (RePEc:ehl:lserod:118954)
by Gromb, Denis & Vayanos, Dimitri
Financial markets where traders neglect the informational content of prices (RePEc:ehl:lserod:118956)
by Eyster, Erik & Rabin, Matthew & Vayanos, Dimitri
Curse of the benchmarks (RePEc:ehl:lserod:118990)
by Vayanos, Dimitri & Woolley, Paul
The dynamics of financially constrained arbitrage (RePEc:ehl:lserod:119012)
by Gromb, Denis & Vayanos, Dimitri
Asset management contracts and equilibrium prices (RePEc:ehl:lserod:119026)
by Buffa, Andrea & Vayanos, Dimitri & Woolley, Paul
Market liquidity - theory and empirical evidence (RePEc:ehl:lserod:119044)
by Vayanos, Dimitri & Wang, Jiang
Liquidity and asset returns under asymmetric information and imperfect competition (RePEc:ehl:lserod:119045)
by Vayanos, Dimitri & Wang, Jiang
Preferred-habitat investors and the US term structure of real rates (RePEc:ehl:lserod:119074)
by Kaminska, Iryna & Vayanos, Dimitri & Zinna, Gabriele
Limits of arbitrage: the state of the theory (RePEc:ehl:lserod:119089)
by Gromb, Denis & Vayanos, Dimitri
Unknown item RePEc:ehl:lserod:124623 (paper)
Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440) (RePEc:ehl:lserod:125272)
by Vayanos, Dimitri & Vila, Jean-Luc
Supply and demand and the term structure of interest rates (RePEc:ehl:lserod:126107)
by Greenwood, Robin & Hanson, Samuel & Vayanos, Dimitri
An institutional theory of momentum and reversal (RePEc:ehl:lserod:24423)
by Vayanos, Dimitri & Woolley, Paul
Bond supply and excess bond returns (RePEc:ehl:lserod:24425)
by Greenwood, Robin & Vayanos, Dimitri
A search-based theory of the on-the-run phenomenon (RePEc:ehl:lserod:24474)
by Vayanos, Dimitri & Weill, Pierre-Olivier
The gambler's and hot-hand fallacies: theory and applications (RePEc:ehl:lserod:24476)
by Rabin, Matthew & Vayanos, Dimitri
Price pressure in the government bond market (RePEc:ehl:lserod:28618)
by Greenwood, Robin & Vayanos, Dimitri
Liquidity and asset prices: a united framework (RePEc:ehl:lserod:29303)
by Vayanos, Dimitri & Wang, Jiang
A preferred-habitat model of the term structure of interest rates (RePEc:ehl:lserod:29308)
by Vayanos, Dimitri & Vila, Jean-Luc
Fund flows and asset prices: a baseline model (RePEc:ehl:lserod:29784)
by Vayanos, Dimitri & Woolley, Paul
Bond market clienteles, the yield curve and the optimal maturity structure of government debt (RePEc:ehl:lserod:29785)
by Guibaud, Stéphane & Nosbusch, Yves & Vayanos, Dimitri
Strategic trading in a dynamic noisy market (RePEc:ehl:lserod:447)
by Vayanos, Dimitri
Equilibrium and welfare in markets with financially constrained arbitrageurs (RePEc:ehl:lserod:448)
by Gromb, Denis & Vayanos, Dimitri
Strategic trading and welfare in a dynamic market (RePEc:ehl:lserod:449)
by Vayanos, Dimitri
Transaction costs and asset prices : a dynamic equilibrium model (RePEc:ehl:lserod:451)
by Vayanos, Dimitri
The decentralization of information processing in the presence of interactions (RePEc:ehl:lserod:452)
by Vayanos, Dimitri
Equilibrium interest rate and liquidity premium with transaction costs (RePEc:ehl:lserod:453)
by Vayanos, Dimitri & Vila, Jean-Luc
Persuasion bias, social influence, and uni-dimensional opinions (RePEc:ehl:lserod:454)
by DeMarzo, Peter M. & Vayanos, Dimitri & Zwiebel, Jeffrey
Search and endogenous concentration of liquidity in asset markets (RePEc:ehl:lserod:455)
by Vayanos, Dimitri & Wang, Tan
Flight to quality, flight to liquidity, and the pricing of risk (RePEc:ehl:lserod:456)
by Vayanos, Dimitri
Strong-form efficiency with monopolistic insiders (RePEc:ehl:lserod:458)
by Chau, Minh & Vayanos, Dimitri
A search-based theory of the on-the-run phenomenon (RePEc:ehl:lserod:459)
by Vayanos, Dimitri & Weill, Pierre-Olivier
Liquidity risk and the dynamics of arbitrage capital (RePEc:ehl:lserod:55910)
by Kondor, Peter & Vayanos, Dimitri
The dynamics of financially constrained arbitrage (RePEc:ehl:lserod:62007)
by Gromb, Denis & Vayanos, Dimitri
The sovereign-bank diabolic loop and ESBies (RePEc:ehl:lserod:65863)
by Brunnermeier, Markus K. & Garicano, Luis & Lane, Philip R. & Pagano, Marco & Reis, Ricardo & Santos, Tano & Thesmar, David & Van Nieuwerberg, Stijn & Vayanos, Dimitri
The sovereign-bank diabolic loop and ESBies (RePEc:ehl:lserod:66429)
by Brunnermeier, Markus K. & Garicano, Luis & Lane, Philip R. & Pagano, Marco & Reis, Ricardo & Santos, Tano & Thesmar, David & Nieuwerburgh, Stijn Van & Vayanos, Dimitri
The analytics of the Greek crisis: celebratory centenary issue (RePEc:ehl:lserod:67368)
by Gourinchas, Pierre-Olivier & Philippon, Thomas & Vayanos, Dimitri
ESBies: safety in the tranches (RePEc:ehl:lserod:74320)
by Brunnermeier, Markus K. & Langfield, Sam & Pagano, Marco & Reis, Ricardo & Van Nieuwerburgh, Stijn & Vayanos, Dimitri
The analytics of the Greek crisis (RePEc:ehl:lserod:82433)
by Gourinchas, Pierre-Olivier & Philippon, Thomas & Vayanos, Dimitri
The dynamics of financially constrained arbitrage (RePEc:ehl:lserod:84081)
by Gromb, Denis & Vayanos, Dimitri
ESBies: safety in the tranches (RePEc:ehl:lserod:86221)
by Brunnermeier, Markus K. & Langfield, Sam & Pagano, Marco & Reis, Ricardo & Nieuwerburgh, Stijn Van & Vayanos, Dimitri
The sovereign-bank diabolic loop and ESBies (RePEc:ehl:lserod:86230)
by Brunnermeier, Markus K & Garicano, Luis & Lane, Philip R. & Pagano, Marco & Reis, Ricardo & Santos, Tano & Thesmar, David & Van Nieuwerburgh, Stijn & Vayanos, Dimitri
Financial markets where traders neglect the informational content of prices (RePEc:ehl:lserod:87477)
by Eyster, Erik & Rabin, Matthew & Vayanos, Dimitri
Liquidity risk and the dynamics of arbitrage capital (RePEc:ehl:lserod:87520)
by Kondor, Peter & Vayanos, Dimitri
The Sovereign-Bank Diabolic Loop and ESBies (RePEc:eie:wpaper:1603)
by Marcus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos
ESBies - Safety in the tranches (RePEc:eie:wpaper:1614)
by Marcus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos
A Search-Based Theory of the On-the-Run Phenomenon (RePEc:fmg:fmgdps:dp577)
by Pierre-Olivier Weill & Dimitri Vayanos
The Gambler's and Hot-Hand Fallacies:Theory and Applications (RePEc:fmg:fmgdps:dp578)
by Matthew Rabin & Dimitri Vayanos
Bond Supply and Excess Bond Returns (RePEc:fmg:fmgdps:dp607)
by Dimitri Vayanos & Robin Greenwood
An Institutional Theory of Momentum and Reversal (RePEc:fmg:fmgdps:dp621)
by Dimitri Vayanos & Paul Woolley
Liquidity and Asset Prices: A Unified Framework (RePEc:fmg:fmgdps:dp639)
by Dimitri Vayanos & Jiang Wang
A Preferred-Habitat Model of the Term Structure of Interest Rates (RePEc:fmg:fmgdps:dp641)
by Jean-Luc Vila & Dimitri Vayanos
Limits of Arbitrage: The State of the Theory (RePEc:fmg:fmgdps:dp650)
by Dimitri Vayanos & Denis Gromb
An institutional Theory of Momentum and Reversal (RePEc:fmg:fmgdps:dp666)
by Dimitri Vayanos & Paul Woolley
Fund Flows and Asset Prices: A Baseline Model (RePEc:fmg:fmgdps:dp667)
by Dimitri Vayanos & Paul Woolley
Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt (RePEc:fmg:fmgdps:dp669)
by Stephane Guibaud & Yves NOsbusch & Dimitri Vayanos
Preferred-Habitat Investors and the US Term Structure of Real Rates (RePEc:fmg:fmgdps:dp674)
by Iryna Kaminska & Dimitri Vayanos & Gabriele Zinna
Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition (RePEc:fmg:fmgdps:dp708)
by Dimitri Vayanos & Jiang Wang
Market Liquidity - Theory and Empirical Evidence (RePEc:fmg:fmgdps:dp709)
by Dimitri Vayanos & Jiang Wang
Liquidity Risk and the Dynamics of Arbitrage Capital (RePEc:fmg:fmgdps:dp730)
by Péter Kondor & Dimitri Vayanos
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt (RePEc:hal:journl:hal-03399472)
by Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos
The Sovereign-Bank Diabolic Loop and Esbies (RePEc:hal:wpaper:hal-01993425)
by Markus Brunnermeier & Luis Garicano & Philip Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn van Nieuwerburgh & Dimitri Vayanos
The Analytics of the Greek Crisis (RePEc:hel:greese:100)
by Pierre-Olivier Gourinchas & Thomas Philippon & Dimitri Vayanos
The Greek Economic Crisis and the Banks (RePEc:hel:greese:180)
by Gikas Hardouvelis & Dimitri Vayanos
Asset Management as Creator of Market Inefficiency (RePEc:kap:atlecj:v:51:y:2023:i:1:d:10.1007_s11293-023-09769-6)
by Dimitri Vayanos & Paul Woolley
The Analytics of the Greek Crisis (RePEc:nbr:nberch:13780)
by Pierre-Olivier Gourinchas & Thomas Philippon & Dimitri Vayanos
Flight to Quality, Flight to Liquidity, and the Pricing of Risk (RePEc:nbr:nberwo:10327)
by Dimitri Vayanos
A Search-Based Theory of the On-the-Run Phenomenon (RePEc:nbr:nberwo:12670)
by Dimitri Vayanos & Pierre-Olivier Weill
Bond Supply and Excess Bond Returns (RePEc:nbr:nberwo:13806)
by Robin Greenwood & Dimitri Vayanos
An Institutional Theory of Momentum and Reversal (RePEc:nbr:nberwo:14523)
by Dimitri Vayanos & Paul Woolley
Liquidity and Asset Prices: A Unified Framework (RePEc:nbr:nberwo:15215)
by Dimitri Vayanos & Jiang Wang
A Preferred-Habitat Model of the Term Structure of Interest Rates (RePEc:nbr:nberwo:15487)
by Dimitri Vayanos & Jean-Luc Vila
Limits of Arbitrage: The State of the Theory (RePEc:nbr:nberwo:15821)
by Denis Gromb & Dimitri Vayanos
Market Liquidity -- Theory and Empirical Evidence (RePEc:nbr:nberwo:18251)
by Dimitri Vayanos & Jiang Wang
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt (RePEc:nbr:nberwo:18922)
by Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos
Liquidity Risk and the Dynamics of Arbitrage Capital (RePEc:nbr:nberwo:19931)
by Péter Kondor & Dimitri Vayanos
Asset Management Contracts and Equilibrium Prices (RePEc:nbr:nberwo:20480)
by Andrea M. Buffa & Dimitri Vayanos & Paul Woolley
The Dynamics of Financially Constrained Arbitrage (RePEc:nbr:nberwo:20968)
by Denis Gromb & Dimitri Vayanos
Financial Markets where Traders Neglect the Informational Content of Prices (RePEc:nbr:nberwo:21224)
by Erik Eyster & Matthew Rabin & Dimitri Vayanos
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply (RePEc:nbr:nberwo:21750)
by Robin Greenwood & Samuel Hanson & Dimitri Vayanos
The Sovereign-Bank Diabolic Loop and ESBies (RePEc:nbr:nberwo:21993)
by Markus K. Brunnermeier & Luis Garicano & Philip Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos
The Analytics of the Greek Crisis (RePEc:nbr:nberwo:22370)
by Pierre-Olivier Gourinchas & Thomas Philippon & Dimitri Vayanos
Passive Investing and the Rise of Mega-Firms (RePEc:nbr:nberwo:28253)
by Hao Jiang & Dimitri Vayanos & Lu Zheng
The Distribution of Investor Beliefs, Stock Ownership and Stock Returns (RePEc:nbr:nberwo:28697)
by Gikas Hardouvelis & Georgios Karalas & Dimitri Vayanos
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers (RePEc:nbr:nberwo:29875)
by Pierre-Olivier Gourinchas & Walker D. Ray & Dimitri Vayanos
Supply and Demand and the Term Structure of Interest Rates (RePEc:nbr:nberwo:31879)
by Robin Greenwood & Samuel Hanson & Dimitri Vayanos
The Impact of Green Investors on Stock Prices (RePEc:nbr:nberwo:32317)
by Gong Cheng & Eric Jondeau & Benoit Mojon & Dimitri Vayanos
Theories of Liquidity (RePEc:now:fntfin:0500000014)
by Vayanos, Dimitri & Wang, Jiang
ESBies: safety in the tranches (RePEc:oup:ecpoli:v:32:y:2017:i:90:p:175-219.)
by Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos
Persuasion Bias, Social Influence, and Unidimensional Opinions (RePEc:oup:qjecon:v:118:y:2003:i:3:p:909-968.)
by Peter M. DeMarzo & Dimitri Vayanos & Jeffrey Zwiebel
Strategic Trading and Welfare in a Dynamic Market (RePEc:oup:restud:v:66:y:1999:i:2:p:219-254.)
by Dimitri Vayanos
The Decentralization of Information Processing in the Presence of Interactions (RePEc:oup:restud:v:70:y:2003:i:3:p:667-695)
by Dimitri Vayanos
The Gambler's and Hot-Hand Fallacies: Theory and Applications (RePEc:oup:restud:v:77:y:2010:i:2:p:730-778)
by Matthew Rabin & Dimitri Vayanos
Transaction Costs and Asset Prices: A Dynamic Equilibrium Model (RePEc:oup:rfinst:v:11:y:1998:i:1:p:1-58)
by Vayanos, Dimitri
Strong-Form Efficiency with Monopolistic Insiders (RePEc:oup:rfinst:v:21:y:2008:i:5:p:2275-2306)
by Minh Chau & Dimitri Vayanos
Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition (RePEc:oup:rfinst:v:25:y:2012:i:5:p:1339-1365)
by Dimitri Vayanos & Jiang Wang
An Institutional Theory of Momentum and Reversal (RePEc:oup:rfinst:v:26:y:2013:i:5:p:1087-1145)
by Dimitri Vayanos & Paul Woolley
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt (RePEc:oup:rfinst:v:26:y:2013:i:8:p:1914-1961)
by Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos
Bond Supply and Excess Bond Returns (RePEc:oup:rfinst:v:27:y:2014:i:3:p:663-713.)
by Robin Greenwood & Dimitri Vayanos
A Search-Based Theory of the On-the-Run Phenomenon (RePEc:red:sed005:701)
by Pierre-Olivier Weill & Dimitri Vayanos
Financially constrained arbitrage and cross-market contagion (RePEc:red:sed012:112)
by Dimitri Vayanos & Denis Gromb
Liquidity Risk and the Dynamics of Arbitrage Capital (RePEc:red:sed014:912)
by Dimitri Vayanos & Peter Kondor
The Sovereign-Bank Diabolic Loop and ESBies (RePEc:sef:csefwp:427)
by Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos
ESBies: Safety in the Tranches (RePEc:sef:csefwp:453)
by Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh Author Email: svnieuwe@stern.nyu.edu & Dimitri Vayanos Author Email: d.vayanos@lse.ac.uk
Equilibrium interest rate and liquidity premium with transaction costs (RePEc:spr:joecth:v:13:y:1999:i:3:p:509-539)
by Jean-Luc Vila & Dimitri Vayanos
ESBies: Safety in the tranches (RePEc:srk:srkwps:201621)
by Brunnermeier, Markus K. & Langfield, Sam & Pagano, Marco & Reis, Ricardo & Van Nieuwerburgh, Stijn & Vayanos, Dimitri
A Model of Financial Market Liquidity Based on Intermediary Capital (RePEc:tpr:jeurec:v:8:y:2010:i:2-3:p:456-466)
by Denis Gromb & Dimitri Vayanos
Asset Management Contracts and Equilibrium Prices (RePEc:ucp:jpolec:doi:10.1086/720515)
by Andrea M. Buffa & Dimitri Vayanos & Paul Woolley
The Analytics of the Greek Crisis (RePEc:ucp:macann:doi:10.1086/690239)
by Pierre-Olivier Gourinchas & Thomas Philippon & Dimitri Vayanos
Decentralization and the management of competition (RePEc:upf:upfgen:47)
by Dimitri Vayanos & Diego Rodríguez
A Preferred‐Habitat Model of the Term Structure of Interest Rates (RePEc:wly:emetrp:v:89:y:2021:i:1:p:77-112)
by Dimitri Vayanos & Jean‐Luc Vila
Corrigendum: A Preferred‐Habitat Model of the Term Structure of Interest Rates (RePEc:wly:emetrp:v:91:y:2023:i:3:p:31-32)
by Dimitri Vayanos & Jean‐Luc Vila
ESBies: Safety in the tranches (RePEc:zbw:cfswop:537)
by Brunnermeier, Markus Konrad & Langfield, Sam & Pagano, Marco & Reis, Ricardo & van Nieuwerburgh, Stijn & Vayanos, Dimitri

The profile is maintained by Dimitri Vayanos

Permanent link: http://authors.repec.org/pro/pva498/