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Concept

Asset price inflation

Publications associées (20)

Asset Pricing and Monetary Policy

Nicolas Gauderon

Classical theory asserts that the formation of prices is the result of aggregated decisions of economics agent such as households or corporation. However central banks are very important agents that have often been neglected in asset pricing models. Centra ...

EPFL2022

Essays in Monetary Policy and Asset Pricing

Benoit Vincent Sylvain Cornet

This thesis uses machine learning techniques and text data to investigate the relationships that arise between the Fed and financial markets, and their consequences for asset prices. The first chapter, entitled Market Expectations and the Impact of Unconv ...

EPFL2022

Standard model meets gravity: Electroweak symmetry breaking and inflation

Mikhail Chapochnikov, Andrey Shkerin, Sebastian Zell

We propose a model for combining the Standard Model (SM) with gravity. It relies on a nonminimal coupling of the Higgs field to the Ricci scalar and on the Palatini formulation of gravity. Without introducing any new degrees of freedom in addition to those ...

American Physical Society2021

Three Problems of Liquidity under Asymmetric Information

Sylvain Jean Pascal Carré

This thesis develops models for three problems of liquidity under asymmetric information. In the chapter "Disclosures, Rollover Risk, and Debt Runs" I build a model of dynamic debt runs without perfect information in order to understand the impact of asset ...

EPFL2019

Three Essays in Banking and Finance

Damien Olivier Klossner

This thesis develops three models that study the motivation of various agents to take on debt, and the impact that excessive financial leverage can have on social welfare. In the chapter "Short-term Bank Leverage and the Value of Liquid Reserves", the ince ...

EPFL2019

Financial Stability and the Macroeconomy : the Role of Bank Liquidity Regulation and Deposit Insurance

Corinne Dubois

The financial crisis of 2007-2009 drew attention to the essential role of banks for the macroeconomy and to the importance of having a resilient financial sector. A vulnerability in the financial sector spills over to the real economy and can drive it into ...

EPFL2018

Living beyond the edge: Higgs inflation and vacuum metastability

Mikhail Chapochnikov, Javier Rubio

The measurements of the Higgs mass and top Yukawa coupling indicate that we live in a very special universe, at the edge of the absolute stability of the electroweak vacuum. If fully stable, the Standard Model (SM) can be extended all the way up to the inf ...

American Physical Society2015

Inflation, LHC and the Higgs boson

Mikhail Chapochnikov

After the Higgs boson has been discovered, the Standard Model of particle physics became a confirmed theory, potentially valid up to the Planck scale and allowing to trace the evolution of the Universe from inflationary stage till the present days. We disc ...

World Scientific Publ Co Pte Ltd2015

Inflation, LHC and the Higgs boson

Mikhail Chapochnikov

After the Higgs boson has been discovered, the Standard Model of particle physics became a confirmed theory, potentially valid up to the Planck scale and allowing one to trace the evolution of the Universe from the inflationary stage till the present days. ...

Elsevier2015

Hypermagnetic fields and baryon asymmetry from pseudoscalar inflation

Eray Sabancilar

We show that maximally helical hypermagnetic fields produced during pseudoscalar inflation can generate the observed baryon asymmetry of the Universe via the B + L anomaly in the Standard Model. We find that most of the parameter space of pseudoscalar infl ...

American Physical Society2015

On the strong coupling scale in Higgs G-inflation

Higgs G-inflation is an inflation model that takes advantage of a Galileon-like derivative coupling. It is a non-renormalizable operator and is strongly coupled at high energy scales. Perturbative analysis does not have a predictive power any longer there. ...

Elsevier2015

Pricing and hedging of inflation-indexed bonds in an affine framework

Damir Filipovic

This study deals with the pricing and hedging of inflation-indexed bonds. Under foreign exchange analogy we model the nominal short rate, real short rate and logarithm of the price index with an afflne Gaussian process. Using the underlying affine property ...

Elsevier2014

Topological inflation from the Starobinsky model in supergravity

We consider the ghost-free higher-order corrections to the Starobinsky model in the old-minimal supergravity, focusing on a sector among several scalar fields in the model that reproduces the scalaron potential in the original Starobinsky model. In general ...

American Physical Society2014

Essays in Information-Based Asset Pricing

Michael Nicolas Hasler

I started my Ph.D. studies in the Fall 2008, a period ex-post perceived as being at the core of the Financial Crisis. At that time my ideas were vague and I struggled to find a good research topic. As surprising as it might appear, in one single week the d ...

EPFL2013

Graceful exit from Higgs G inflation

Higgs G inflation is a Higgs inflation model with a generalized Galileon term added to the standard model Higgs field, which realizes inflation compatible with observations. Recently, it was claimed that the generalized Galileon term induces instabilities ...

American Physical Society2013

Higgs inflation: consistency and generalisations

Mikhail Chapochnikov, Sergey Sibiryakov, Amaury Magnin

We analyse the self-consistency of inflation in the Standard Model, where the Higgs field has a large non-minimal coupling to gravity. We determine the domain of energies in which this model represents a valid effective field theory as a function of the ba ...

Springer Nature2011

Standard Model Higgs boson mass from inflation: two loop analysis

Mikhail Chapochnikov

We extend the analysis of [1] of the Standard Model Higgs inflation accounting for two-loop radiative corrections to the effective potential. As was expected, higher loop effects result in some modification of the interval for allowed Higgs masses mmin < m ...

2009

Vascular physiology : effects of vascular smooth muscle alteration on arterial wall biomechanics

Sylvain Roy

This thesis aims at better understanding the role played by vascular smooth muscle cells (VSM) in the biomechanics of the arterial wall. Current models assume that under maximal vasodilation VSM carry no load, or the so-called "active stress" is zero. Biom ...

EPFL2008

Constraints on modular inflation in supergravity and string theory

Claudio Scrucca

We perform a general algebraic analysis on the possibility of realising slow-roll inflation in the moduli sector of string models. This problem turns out to be very closely related to the characterisation of models admitting metastable vacua with non-negat ...

Springer Nature2008

Biomechanical properties of decellularized porcine common carotid arteries

Nikolaos Stergiopoulos, Paolo Silacci, Sylvain Roy

To analyze the effects of decellularization on the biomechanical properties of porcine common carotid arteries, decellularization was performed by a detergent-enzymatic procedure that preserves extracellular matrix scaffold. Internal diameter, external dia ...

2005

Publications associées (20)