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Content
2023
- 23-42 Passive Demand and Active Supply: Evidence from Maturity-Mandated Corporate Bond Funds
by Lorenzo Bretscher & Lukas Schmid & Tiange Ye
- 23-41 A Parsimonious Inverse Cox-Ingersoll-Ross Process for Financial Price Modeling
by Li Lin & Didier Sornette
- 23-40 Monetary Policy, HTM Securities, and Uninsured Deposit Withdrawals
by Özlem Dursun-de Neef & Steven Ongena & Alexander Schandlbauer
- 23-39 Mixed-Frequency Predictive Regressions with Parameter Learning
by Markus Leippold & Hanlin Yang
- 23-38 Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands
by Pierre Collin-Dufresne & Kent D. Daniel & Mehmet Saglam
- 23-37 How Do Firms Choose Between Growth and Efficiency?
by Laurent Frésard & Loriano Mancini & Enrique J. Schroth & Davide Sinno
- 23-36 Economic Consequences of Banks’ Use of their Discretion over the Accounting and Regulatory Treatment of Investment Securities
by Marc Arnold & Minyue Dong & Romain Oberson
- 23-35 Creditor Control Rights and the Pricing of Corporate Loans
by Marc Arnold & Nicola Kollman & Angel Tengulov
- 23-34 Discount Models
by Damir Filipović
- 23-33 Corporate Green Bonds: The Role of External Reviews for Investment Greenness and Disclosure Quality
by Tami Dinh & Florian Eugster & Anna Husmann
- 23-32 The Credit Suisse CoCo Wipeout: Facts, Misperceptions, and Lessons for Financial Regulation
by Patrick Bolton & Wei Jiang & Anastasia V. Kartasheva
- 23-31 Asset Pricing in a Low Rate Environment
by Marlon Azinovic & Harold L. Cole & Felix Kübler
- 23-30 Finfluencers
by Ali Kakhbod & Seyed Mohammad Kazempour & Dmitry Livdan & Norman Schuerhoff
- 23-29 Corporate Taxes and Economic Inequality: A Credit Channel
by Manthos D. Delis & Emilios C. Galariotis & Maria Iosifidi & Steven Ongena
- 23-28 Public Listing Choice with Persistent Hidden Information
by Francesco Celentano & Mark Rempel
- 23-27 FinTech, Investor Sophistication and Financial Portfolio Choices
by Leonardo Gambacorta & Romina Gambacorta & Roxana Mihet
- 23-26 Bounding the Impact of Hazard Interdependence on Climate Risk
by Linda Isabella Hain & Julian Koelbel & Markus Leippold
- 23-25 The Cost of Privacy. The Impact of the California Consumer Protection Act on Mortgage Markets
by Manish Gupta & Danny McGowan & Steven Ongena
- 23-24 Do Investors Care About Biodiversity?
by Alexandre Garel & Arthur Romec & Zacharias Sautner & Alexander F. Wagner
- 23-23 Gender, Performance, and Promotion in the Labor Market for Commercial Bankers
by Marco Ceccarelli & Christoph Herpfer & Steven Ongena
- 23-22 Foreign Exchange Swap Liquidity
by Peteris Kloks & Edouard Mattille & Angelo Ranaldo
- 23-21 The Green Innovation Premium: Evidence from U.S. Patents and the Stock Market
by Markus Leippold & Tingyu Yu
- 23-20 NFT Bubbles
by Andrea Barbon & Angelo Ranaldo
- 23-19 Complexity in Factor Pricing Models
by Antoine Didisheim & Shikun Ke & Bryan T. Kelly & Semyon Malamud
- 23-18 Longevity, Health and Housing Risks Management in Retirement
by Pierre-Carl Michaud & Pascal St-Amour
- 23-17 Efficacy of Non-Pharmacological Interventions Before COVID Mass Vaccination: An Open Data Study Across 185 Countries
by Andreas G. F. Hoepner & Robert Hoepner & Markus Leippold & Ming-Tsung Lin & Yanan Lin
- 23-16 International Firm Performance and Proximity to Rare Disaster Risk
by Chongyu Wang & Rose Neng Lai & Martin Hoesli
- 23-15 Beyond the Headline: How Personal Inflation Exposure Shapes Households’ Financial Choices
by Christoph Basten & Merike Kukk & Jan Toczynski
- 23-14 The Implementation of Central Bank Policy in China: The Roles of Commercial Bank Ownership and CEO Faction Membership
by Michel Antoine Habib & Yushi Peng & Yanjie Wang & Zexi Wang
- 23-13 Listed Real Estate as an Inflation Hedge across Regimes
by Jan Muckenhaupt & Martin Hoesli & Bing Zhu
- 23-12 Money Market Disconnect
by Benedikt Ballensiefen & Angelo Ranaldo & Hannah Winterberg
- 23-11 Sentiment Spin: Attacking Financial Sentiment with GPT-3
by Markus Leippold
- 23-10 Beyond Climate: The Impact of Biodiversity, Water, and Pollution on the CDS Term Structure
by Andreas G. F. Hoepner & Johannes Klausmann & Markus Leippold & Jordy Rillaerts
- 23-09 A Leveraged Gender Gap: The Combined Effect of Longevity Risk (Mis)-Perception and Financial Risk-Taking
by Giovanna Apicella & Enrico G. De Giorgi
- 23-08 The Role of Multi-Family Properties in Hedging Pension Liability Risk: Long-Run Evidence
by Martin Hoesli & Louis Johner & Jon Lekander
- 23-07 Who Pays for Sustainability? An Analysis of Sustainability-Linked Bonds
by Julian F Kölbel & Adrien-Paul Lambillon
- 23-06 Inflation, the Corporate Greed Narrative, and the Value of Corporate Social Responsibility
by Ana Mão-de-Ferro & Stefano Ramelli
- 23-05 Retail Customer Reactions to Private Equity Acquisitions
by Vesa Pursiainen & Tereza Tykvova
- 23-04 Money Market Funds and the Pricing of Near-Money Assets
by Sebastian Doerr & Egemen Eren & Semyon Malamud
- 23-03 The Horizon of Investors' Information and Corporate Investment
by Olivier Dessaint & Thierry Foucault & Laurent Frésard
- 23-02 Gender-inclusive financial and demographic literacy: lessons from the empirical evidence
by Giovanna Apicella & Enrico G. De Giorgi & Emilia Di Lorenzo & Marilena Sibillo
- 23-01 “Out of Sight, Out of Mind?” Banks’ Private Information, Distance, and Relationship Length
by Stijn Claessens & Steven Ongena & Teng Wang
- 22-19 Are Green Funds for Real?
by Coralie Jaunin & Luciano Somoza & Tammaro Terracciano
2022
- 22-98 Revealed Beliefs about Responsible Investing: Evidence from Mutual Fund Managers
by Vitaly Orlov & Stefano Ramelli & Alexander F. Wagner
- 22-97 Bottleneck effects of monetary policy
by Emilia Garcia-Appendini & Frédéric Boissay & Steven Ongena
- 22-96 Evolutionary finance: A model with endogenous asset payoffs
by Igor V. Evstigneev & Thorsten Hens & Mohammad Javad Vanaei
- 22-95 Empirical Asset Pricing via Ensemble Gaussian Process Regression
by Damir Filipović & Puneet Pasricha
- 22-94 Global Evidence on Profit Shifting Within Firms and Across Time
by Fotis Delis & Manthos D. Delis & Luc Laeven & Steven Ongena
- 22-93 Stock Market Liquidity, Monetary Policy and the Business Cycle
by Markus Leippold & Vincent Wolff
- 22-92 The Impact of Positive Information Sharing on Banks’ Lending to Households
by Tamas Briglevics & Artashes Karapetyan & Steven Ongena & Ibolya Schindele
- 22-91 Collateral Cycles
by Evangelos Benos & Gerardo Ferrara & Angelo Ranaldo
- 22-90 Realized Illiquidity
by Demetrio Lacava & Angelo Ranaldo & Paolo Santucci de Magistris
- 22-89 Do Institutional Directors Matter?
by Heng Geng & Harald Hau & Roni Michaely & Binh Nguyen
- 22-88 Density and Risk Prediction with Non-Gaussian COMFORT Models
by Marc S. Paolella & Pawel Polak
- 22-87 Momentum Without Crashes
by Soros Chitsiripanich & Marc S. Paolella & Pawel Polak & Patrick S. Walker
- 22-86 The Heterogeneous Response of Real Estate Asset Prices to a Global Shock
by Sandro Heiniger & Winfried Koeniger & Michael Lechner
- 22-85 Asset Pricing with “Buy Now, Pay Later”
by Semyon Malamud & Neng Wang & Yuan Zhang
- 22-84 Non-Fungible Tokens
by Andrea Barbon & Angelo Ranaldo
- 22-83 Banks, Credit Reallocation, and Creative Destruction
by Christian Keuschnigg & Michael Kogler & Johannes Matt
- 22-82 Constrained Liquidity Provision in Currency Markets
by Wenqian Huang & Angelo Ranaldo & Andreas Schrimpf & Fabricius Somogyi
- 22-81 Eigenvalue tests for the number of latent factors in short panels
by Alain-Philippe Fortin & Patrick Gagliardini & O. Scaillet
- 22-80 The Unicorn Puzzle
by Daria Davydova & Rüdiger Fahlenbrach & Leandro Sanz & René M. Stulz
- 22-79 Identifiability and Generalizability from Multiple Experts in Inverse Reinforcement Learning
by Paul Rolland & Luca Viano & Norman Schürhoff & Boris Nikolov & Volkan Cevher
- 22-78 House Price Bubble Detection in Ukraine
by Alona Shmygel & Martin Hoesli
- 22-77 Can Time-Varying Currency Risk Hedging Explain Exchange Rates?
by Leonie Bräuer & Harald Hau
- 22-76 Do Lenders Price the Brown Factor in Car Loans? Evidence from Diesel Cars
by Winta Beyene & Matteo Falagiarda & Steven Ongena & Alessandro Scopelliti
- 22-75 Movables as Collateral and Corporate Credit: Loan-Level Evidence from Legal Reforms across Europe
by Steven Ongena & Walid Saffar & Yuan Sun & Lai Wei
- 22-74 External Wealth of Nations and Systemic Risk
by Alin Marius Andries & Alexandra-Maria Chiper & Steven Ongena & Nicu Sprincean
- 22-72 Experimental Research on Retirement Decision-Making: Evidence from Reproductions
by Kremena Bachmann & Andre Lot & Xiaogeng Xu & Thorsten Hens
- 22-71 Pricing Autocallables under Local-Stochastic Volatility
by Walter Farkas & Francesco Ferrari & Urban Ulrych
- 22-70 Quote Competition in Corporate Bonds
by Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff & Kumar Venkataraman
- 22-69 Comprehensive empirical assessment of nuclear power risks
by Ali Ayoub & Didier Sornette
- 22-68 Consumer Privacy and the Value of Consumer Data
by Mehmet Canayaz & Ilja Kantorovitch & Roxana Mihet
- 22-67 On the Estimation of Demand-Based Asset Pricing Models
by Philippe van der Beck
- 22-66 Building portfolios of sovereign securities with decreasing carbon footprints
by Gong Cheng & Eric Jondeau & Benoît Mojon
- 22-65 Cross-Selling in Bank Household Relationships. Implications for Deposit Pricing, Loan Pricing, and Monetary Policy
by Christoph Basten & Ragnar Juelsrud
- 22-64 Different Shades of Green: Estimating the Green Bond Premium using Natural Language Processing
by Emanuela Benincasa & Jonathan Fu & Mrinal Mishra & Adityavardhan Paranjape
- 22-63 Machine Learning and the Implementable Efficient Frontier
by Theis Ingerslev Jensen & Bryan T. Kelly & Semyon Malamud & Lasse Heje Pedersen
- 22-62 Valuing Life over the Life Cycle
by Pascal St-Amour
- 22-61 Shrinking the Term Structure
by Damir Filipović & Markus Pelger & Ye Ye
- 22-60 Stress tests and capital requirement disclosures: do they impact banks' lending and risk-taking decisions?
by Paul Konietschke & Steven Ongena & Aurea Ponte Marques
- 22-59 The Disciplining Effect of Supervisory Scrutiny in the EU-Wide Stress Test
by Cosimo Pancaro & Christoffer Kok & Carola Müller & Steven Ongena
- 22-58 Fake News in Social Networks
by Christoph Aymanns & Jakob Foerster & Co-Pierre Georg & Matthias Weber
- 22-57 The Virtue of Complexity Everywhere
by Bryan T. Kelly & Semyon Malamud & Kangying Zhou
- 22-56 Swiss Electricity Supply and Demand in 2017 and 2050. Is the Swiss 2050 energy plan viable?
by Euan Mearns & Didier Sornette
- 22-55 Hedonic, Residual, and Matching Methods for Residential Land Valuation
by Steven C. Bourassa & Martin Hoesli
- 22-54 Cheap Talk in Corporate Climate Commitments: The effectiveness of climate initiatives
by Julia Anna Bingler & Mathias Kraus & Markus Leippold & Nicolas Webersinke
- 22-53 The End of the Crypto-Diversification Myth
by Luciano Somoza & Antoine Didisheim
- 22-52 Flood, Farms and Credit: How Bank Ties Keep Farmers, Young and Female, above Water
by Pejman Abedifar & Seyed Javad Kashizadeh & Steven Ongena
- 22-51 Foreign Exchange Swaps and Cross-Currency Swaps
by Angelo Ranaldo
- 22-50 Graduating from Group to Individual Loans, with the Help of Personal Guarantees
by Vasso Ioannidou & Sheng Li & Mrinal Mishra & Steven Ongena
- 22-49 The impact of the Russia-Ukraine conflict on the green energy transition – A capital market perspective
by Martin Nerlinger & Sebastian Utz
- 22-48 Bitcoin Price Factors: Natural Language Processing Approach
by Oksana Bashchenko
- 22-47 When do proxy advisors improve corporate decisions?
by Berno Buechel & Lydia Mechtenberg & Alexander F. Wagner
- 22-46 How Sustainable Is Swiss Real Estate? Evidence from Institutional Property Portfolios
by Fabio Alessandrini & Eric Jondeau & Ghislaine Lang & Evert Reins
- 22-45 Environmental Subsidies to Mitigate Transition Risk
by Eric Jondeau & Gregory Levieuge & Jean-Guillaume Sahuc & Gauthier Vermandel
- 22-44 Misfortunes Never Come Alone: From the Financial Crisis to the COVID-19 Pandemic
by Antonio Moreno & Steven Ongena & Alexia Ventula Veghazy & Alexander F. Wagner
- 22-43 Non-Normal Interactions Create Socio-Economic Bubbles
by Didier Sornette & Sandro Claudio Lera & Jianhong Lin & Ke Wu
- 22-42 Green versus sustainable loans: The impact on firms’ ESG performance
by Özlem Dursun-de Neef & Steven Ongena & Gergana Tsonkova
- 22-41 Polytope Fraud Theory
by Dongshuai Zhao & Zhongli Wang & Florian Schweizer-Gamborino & Didier Sornette
- 22-40 Liquidity Provision to Leveraged ETFs and Equity Options Rebalancing Flows: Evidence from End-of-Day Stock Prices
by Andrea Barbon & Heiner Beckmeyer & Andrea Buraschi & Mathis Moerke
- 22-39 Can the Government Be an Effective Venture Capital Investor?
by Martina Fraschini & Andrea Maino & Luciano Somoza
- 22-38 On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges
by Andrea Barbon & Angelo Ranaldo
- 22-37 Agent-based model generating stylized facts of fixed income markets
by Antoine Kopp & Rebecca Westphal & Didier Sornette
- 22-36 Economic Policy Uncertainty and the Yield Curve
by Markus Leippold & Felix Matthys
- 22-35 Can unconventional monetary policy contribute to climate action?
by Alice Eliet-Doillet & Andrea Maino
- 22-34 On the Directional Destabilizing Feedback Effects of Option Hedging
by Didier Sornette & Florian Ulmann & Alexander Wehrli
- 22-33 Back to the Roots of Internal Credit Risk Models: Why Do Banks’ Risk-Weighted Asset Levels Converge over Time?
by Victoria Böhnke & Steven Ongena & Florentina Paraschiv & Endre J Reite
- 22-32 The Role of the End Time in Experimental Asset Markets
by Anita Kopányi-Peuker & Matthias Weber
- 22-31 The Impact of the SBA Funding Programs on the Distance and Pricing of Loans to Small Businesses
by Manish Gupta & Steven Ongena
- 22-30 Ensemble learning for portfolio valuation and risk management
by Lotfi Boudabsa & Damir Filipović
- 22-29 War and Policy: Investor Expectations on the Net-Zero Transition
by Ming Deng & Markus Leippold & Alexander F. Wagner & Qian Wang
- 22-28 “There is No Planet B", but for Banks “There are Countries B to Z": Domestic Climate Policy and Cross-Border Bank Lending
by Emanuela Benincasa & Gazi Kabas & Steven Ongena
- 22-27 The Wealth Creation Effect in Stock Returns
by Francesco A. Franzoni & Daniel Obrycki & Rafael Resendes
- 22-26 The Economics of Sustainability Linked Bonds
by Tony Berrada & Leonie Engelhardt & Rajna Gibson & Philipp Krueger
- 22-25 ESG and Systemic Risk
by George-Marian Aevoae & Alin Marius Andries & Steven Ongena & Nicu Sprincean
- 22-24 Stripping the Discount Curve - a Robust Machine Learning Approach
by Damir Filipović & Markus Pelger & Ye Ye
- 22-23 Deconstructing ESG Scores: How to Invest with Your own Criteria
by Torsten Ehlers & Ulrike Elsenhuber & Kumar Jegarasasingam & Eric Jondeau
- 22-22 Banks vs. Markets: Are Banks More Effective in Facilitating Sustainability?
by David Newton & Steven Ongena & Ru Xie & Binru Zhao
- 22-21 Asset pricing with costly short sales
by Theodoros Evgeniou & Julien Hugonnier & Rodolfo Prieto
- 22-20 Deep Regression Ensembles
by Antoine Didisheim & Bryan T. Kelly & Semyon Malamud
- 22-18 Global Production Linkages and Stock Market Comovement
by Raphael Auer & Bruce Muneaki Iwadate & Andreas Schrimpf & Alexander F. Wagner
- 22-17 Taxing Banks Leverage and Syndicated Lending: A Cross-Country Comparison
by Aurore Burietz & Steven Ongena & Matthieu Picault
- 22-16 Personality Traits and Investment Styles
by Thorsten Hens & Mei Ding-Hirschfeld
- 22-15 International Pecking Order
by Egemen Eren & Semyon Malamud & Haonan Zhou
- 22-14 Climate Talk in Corporate Earnings Calls
by Michał Dzieliński & Florian Eugster & Emma Sjöström & Alexander F. Wagner
- 22-13 Mortgage-Backed Securities
by Andreas Fuster & David O. Lucca & James I. Vickery
- 22-12 The Valuation of Illiquid Assets: A Focus on Private Equity and Real Estate
by Rajna Gibson & Martin Hoesli & Jiajun Shan
- 22-11 Measuring and Stress-Testing Market-Implied Bank Capital
by Martin Indergand & Eric Jondeau & Andreas Fuster
- 22-10 Infrequent Random Portfolio Decisions in an Open Economy Model
by Philippe Bacchetta & Eric van Wincoop & Eric R. Young
- 22-09 Non-Standard Errors
by Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli
- 22-08 Tenant Industry Sector and European Listed Real Estate Performance
by Jan Muckenhaupt & Martin Hoesli & Bing Zhu
- 22-07 Sparse and Stable International Portfolio Optimization and Currency Risk Management
by Raphael Burkhardt & Urban Ulrych
- 22-06 Behavioral Heterogeneity in the CAPM with Evolutionary Dynamics
by Thorsten Hens & Fatemeh Naebi
- 22-05 Evolutionary finance for multi-asset investors
by Michael Schnetzer & Thorsten Hens
- 22-04 Strategic complementarity and substitutability of investment strategies
by Nikolay Doskov & Thorsten Hens & Klaus Reiner Schenk-Hoppé
- 22-03 Accelerated American Option Pricing with Deep Neural Networks
by David Anderson & Urban Ulrych
- 22-02 Sustainable Finance Literacy and the Determinants of Sustainable Investing
by Massimo Filippini & Markus Leippold & Tobias Wekhof
- 22-01 Cheap Talk in Corporate Climate Commitments: The Role of Active Institutional Ownership, Signaling, Materiality, and Sentiment
by Julia Anna Bingler & Mathias Kraus & Markus Leippold & Nicolas Webersinke
2021
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