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Series handle: RePEc:chf:rpseri
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Content
2021
- 21-73 Heterogeneous Tail Generalized Common Factor Modeling
by Simon Hediger & Jeffrey Näf & Marc S. Paolella & Pawel Polak
- 21-72 FinTech Lending
by Tobias Berg & Andreas Fuster & Manju Puri
- 21-71 Flow-Driven ESG Returns
by Philippe van der Beck
- 21-70 Multi-Signal Approaches for Repeated Sampling Schemes in Inertial Sensor Calibration
by Gaetan Bakalli & Davide Cucci & Ahmed Radi & Naser El-Sheimy & Roberto Molinari & O. Scaillet & Stéphane Guerrier
- 21-69 Persuasion by Dimension Reduction
by Semyon Malamud & Andreas Schrimpf
- 21-68 Expectations and Aggregate Risk
by Lorenzo Bretscher & Aytek Malkhozov & Andrea Tamoni
- 21-67 Counteroffers and Price Descrimination in Mortgage Lending
by Steven Ongena & Florentina Paraschiv & Endre J Reite
- 21-66 The countercyclical capital buffer and the composition of bank lending
by Raphael Auer & Alexandra Matyunina & Steven Ongena
- 21-65 Various Course Proposals for: Mathematics with a View Towards (the Theoretical Underpinnings of) Machine Learning
by Marc S. Paolella
- 21-64 The Impact of Monetary Conditions on Bank Lending to Households
by Gyozo Gyongyosi & Steven Ongena & Ibolya Schindele
- 21-63 Climate-Related Disasters and the Death Toll
by Valérie Chavez-Demoulin & Eric Jondeau & Linda Mhalla
- 21-62 Hedonic Models and Market Segmentation
by Steven C. Bourassa & Martijn Dröes & Martin Hoesli
- 21-61 Scale Effects on Efficiency and Profitability in the Swiss Banking Sector
by Marc Blatter & Andreas Fuster
- 21-60 Dynamic Currency Hedging with Ambiguity
by Pawel Polak & Urban Ulrych
- 21-59 Greening the Swiss National Bank's Portfolio
by Rüdiger Fahlenbrach & Eric Jondeau
- 21-58 Capital Requirements and Claims Recovery: A New Perspective on Solvency Regulation
by Cosimo Munari & Stefan Weber & Lutz Wilhelmy
- 21-57 Limited Liability and the Demand for Coinsurance by Individuals and Corporations
by Andrea Bergesio & Pablo Koch-Medina & Cosimo Munari
- 21-56 Deposit Insurance, Bank Ownership and Depositor Behavior
by Sumeyra Atmaca & Karolin Kirschenmann & Steven Ongena & Koen J. L. Schoors
- 21-55 Bank Credit and Market-Based Finance for Corporations: The Effects of Minibond Issuances
by Steven Ongena & Sara Pinoli & Paola Rossi & Alessandro Scopelliti
- 21-54 Economic Support during the COVID Crisis. Quantitative Easing and Lending Support Schemes in the UK
by Mahmoud Fatouh & Simone Giansante & Steven Ongena
- 21-53 Universal Time Preference
by Marc Oliver Rieger & Thorsten Hens & Mei Wang
- 21-52 The Long-Term Effects of Capital Requirements
by Gianni De Nicolo & Nataliya Klimenko & Sebastian Pfeil & Jean-Charles Rochet
- 21-51 Smart Stochastic Discount Factors
by Sofonias A. Korsaye & Alberto Quaini & Fabio Trojani
- 21-50 Significant Hot Hand Effect in International Cricket
by Sumit Kumar Ram & Shyam Nandan & Didier Sornette
- 21-49 Estimation and Comparison Between Rank-Dependent Expected Utility, Cumulative Prospect Theory and Quantum Decision Theory
by Giuseppe Ferro & Tatyana Kovalenko & Didier Sornette
- 21-48 Pricing Event Risk: Evidence from Concave Implied Volatility Curves
by Lykourgos Alexiou & Amit Goyal & Alexandros Kostakis & Leonidas Rompolis
- 21-47 FinTech Credit and Entrepreneurial Growth
by Harald Hau & Yi Huang & Hongzhe Shan & Zixia Sheng
- 21-46 Relationship Capital and Financing Decisions
by Thomas Geelen & Erwan Morellec & Natalia Rostova
- 21-45 Constrained Polynomial Likelihood
by Caio Almeida & Paul Schneider
- 21-44 The Effects of Mandatory ESG Disclosure Around the World
by Philipp Krueger & Zacharias Sautner & Dragon Yongjun Tang & Rui Zhong
- 21-43 Do we need dealers in OTC markets?
by Terrence Hendershott & Dmitry Livdan & Norman Schürhoff
- 21-42 What Is the Impact of Mutual Funds' ESG Preferences on Portfolio Firms?
by Maxime Couvert
- 21-41 How Resilient is Mortgage Credit Supply? Evidence from the Covid-19 Pandemic
by Andreas Fuster & Aurel Hizmo & Lauren Lambie-Hanson & James I. Vickery & Paul Willen
- 21-40 The Effect of Board Overlap on Firm Behavior
by Heng Geng & Harald Hau & Roni Michaely & Binh Nguyen
- 21-39 Unlocking ESG Premium from Options
by Jie Cao & Amit Goyal & Xintong Zhan & Weiming Elaine Zhang
- 21-38 A Theory of Debt Accumulation and Deficit Cycles
by Antonio Mele
- 21-37 Disasters, Large Drawdowns, and Long-term Asset Management
by Eric Jondeau & Alexandre Pauli
- 21-36 “Salvation and Profit”: Deconstructing the Clean-Tech Bubble
by Vincent Giorgis & Tobias Huber & Didier Sornette
- 21-35 Excess financial volatility explained by endogenous excitations revealed by EM calibrations of a generalized Hawkes point process
by Alexander Wehrli & Didier Sornette
- 21-34 ALIENs and Continuous Time Economies
by Goutham Gopalakrishna
- 21-33 Event studies on investor sentiment
by Marc-Aurèle Divernois & Damir Filipović
- 21-32 Revisiting metropolitan house price-income relationships
by Elias Oikarinen & Steven C. Bourassa & Martin Hoesli & Janne Engblom
- 21-31 Squeezing Shorts Through Social News Platforms
by Angel Tengulov & Franklin Allen & Eric Nowak & Matteo Pirovano
- 21-30 The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times
by Ruggero Jappelli & Loriana Pelizzon & Alberto Plazzi
- 21-29 Strategic Similarity in Mergers and Acquisitions
by Tina Oreski
- 21-28 Information Pools and Insider Trading: A Snapshot of America's Financial Elite
by Antoine Didisheim & Luciano Somoza
- 21-27 The Performance of Non-Listed Opportunity Real Estate Funds in China
by Graeme Newell & Jufri Marzuki & Martin Hoesli & Rose Neng Lai
- 21-26 ICO Analysts
by Andreas Barth & Valerie Laturnus & Sasan Mansouri & Alexander F. Wagner
- 21-25 Central Bank Digital Currency and Balance Sheet Policy
by Martina Fraschini & Luciano Somoza & Tammaro Terracciano
- 21-24 Dynamical Internal Cost of Capital Driven by Cash Flow Growth
by David Solo & Didier Sornette & Florian Ulmann
- 21-23 Direct democracy, corporate political strategy, and firm value
by Rüdiger Fahlenbrach & Alexei V. Ovtchinnikov & Philip Valta
- 21-22 Greening (Runnable) Brown Assets with a Liquidity Backstop
by Eric Jondeau & Benoît Mojon & Cyril Monnet
- 21-21 Backcasting, Nowcasting, and Forecasting Residential Repeat-Sales Returns: Big Data meets Mixed Frequency
by Matteo Garzoli & Alberto Plazzi & Rossen I. Valkanov
- 21-20 How Green FinTech Can Alleviate the Impact of Climate Change—The Case of Switzerland
by Thomas Puschmann & Christian Hoffmann & Valentyn Khmarskyi
- 21-19 Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks affects the CDS Term Structure
by Julian F Kölbel & Markus Leippold & Jordy Rillaerts & Qian Wang
- 21-18 Risk & Returns around Fomc Press Conferences: A Novel Perspective from Computer Vision
by Alexis Marchal
- 21-17 The Sustainability Wage Gap
by Philipp Krueger & Daniel Metzger & Jiaxin Wu
- 21-16 Can the variance after-effect distort stock returns?
by Tony Berrada
- 21-15 Optimal Transport of Information
by Semyon Malamud & Anna Cieslak & Andreas Schrimpf
- 21-14 Mispricing and Uncertainty in International Markets
by Mirela Sandulescu & Paul Schneider
- 21-13 Asymmetric information and the securitization of SME loans
by Ugo Albertazzi & Margherita Bottero & Leonardo Gambacorta & Steven Ongena
- 21-12 The Equity Market Implications of the Retail Investment Boom
by Philippe van der Beck & Coralie Jaunin
- 21-11 Self-inflicted Debt Crises
by Theodosios Dimopoulos & Norman Schürhoff
- 21-10 (In)efficient repo markets
by Tobias Dieler & Loriano Mancini & Norman Schürhoff
- 21-09 A penalized two-pass regression to predict stock returns with time-varying risk premia
by Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet
- 21-08 Commercial Real Estate Prices and Covid-19
by Martin Hoesli & Richard Malle
- 21-07 Institutional Corporate Bond Demand
by Lorenzo Bretscher & Lukas Schmid & Ishita Sen & Varun Sharma
- 21-06 Marking to Market Corporate Debt
by Lorenzo Bretscher & Peter Feldhütter & Andrew Kane & Lukas Schmid
- 21-05 COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission
by Lorenzo Bretscher & Alex Hsu & Peter Simasek & Andrea Tamoni
- 21-04 Financial Technology and the Inequality Gap
by Roxana Mihet
- 21-03 Competition for Attention in the ETF Space
by Itzhak Ben-David & Francesco A. Franzoni & Byungwook Kim & Rabih Moussawi
- 21-02 Product Market Strategy and Corporate Policies
by Jakub Hajda & Boris Nikolov
- 21-01 The Value of Intermediation in the Stock Market
by Marco Di Maggio & Mark Egan & Francesco A. Franzoni
2020
- 20-121 The Resilience and Realignment of House Prices in the Era of Covid-19
by John V. Duca & Martin Hoesli & Joaquim Montezuma
- 20-120 Adjusted Expected Shortfall
by Matteo Burzoni & Cosimo Munari & Ruodu Wang
- 20-119 Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices
by Walter Distaso & Antonio Mele & Grigory Vilkov
- 20-118 Trading Disclosure Requirements and Market Quality Tradeoffs
by Antonio Mele & Francesco Sangiorgi
- 20-117 Pollution permits and financing costs
by Fabio Antoniou & Manthos D. Delis & Steven Ongena & Chris Tsoumas
- 20-116 Divorce and Credit
by Shusen Qi & Shu Chen & Steven Ongena & Jiaxing You
- 20-115 Correlation in State and Local Tax Changes
by Scott R. Baker & Pawel Janas & Lorenz Kueng
- 20-114 Financial Returns to Household Inventory Management
by Scott R. Baker & Stephanie Johnson & Lorenz Kueng
- 20-113 (When) Do Banks React to Anticipated Capital Reliefs?
by Guillaume Arnould & Benjamin Guin & Steven Ongena & Paolo Siciliani
- 20-112 Supranational Rules, National Discretion: Increasing versus Inflating Regulatory Bank Capital?
by Reint Gropp & Thomas C. Mosk & Steven Ongena & Carlo Wix & Ines Simac
- 20-111 Leveraged Loans: Is High Leverage Risk Priced in?
by David Newton & Steven Ongena & Ru Xie & Binru Zhao
- 20-110 The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning
by Turan G. Bali & Amit Goyal & Dashan Huang & Fuwei Jiang & Quan Wen
- 20-109 Do Proprietary Traders Provide Liquidity?
by Nittai Bergman & Ohad Kadan & Roni Michaely & Pamela C. Moulton
- 20-108 Cybersecurity Risk
by Chris Florackis & Christodoulos Louca & Roni Michaely & Michael Weber
- 20-107 The Global Factor Structure of Exchange Rates
by Sofonias A. Korsaye & Fabio Trojani & Andrea Vedolin
- 20-106 Does Big Data Improve Financial Forecasting? The Horizon Effect
by Olivier Dessaint & Thierry Foucault & Laurent Frésard
- 20-105 Takeover Protections and Stock Returns
by Assaf Eisdorfer & Erwan Morellec & Alexei Zhdanov
- 20-104 In Lands of Foreign Currency Credit, Bank Lending Channels Run Through?
by Steven Ongena & Ibolya Schindele & Dzsamila Vonnák
- 20-103 Forecasting Financial Crashes: A Dynamic Risk Management Approach
by J-C Gerlach & Dongshuai Zhao, CFA & Didier Sornette
- 20-102 Management as the sine qua non for M&A success
by Manthos D. Delis & Maria Iosifidi & Pantelis Kazakis & Steven Ongena & Mike G. Tsionas
- 20-101 The Impact of Policy Interventions on Systemic Risk across Banks
by Simona Nistor & Steven Ongena
- 20-100 Learning (Not) to Trade: Lindy's Law in Retail Traders
by Teodor Godina & Serge Kassibrakis & Semyon Malamud & Alberto Teguia & Jiahua Xu
- 20-99 Fixed Rate versus Adjustable Rate Mortgages: Evidence from Euro Area Banks
by Ugo Albertazzi & Fulvia Fringuellotti & Steven Ongena
- 20-98 Interest rate pass-through and bank risk-taking under negative-rate policies with tiered remuneration of Central Bank Reserves
by Christoph Basten & Mike Mariathasan
- 20-97 Climate Change Risk and the Costs of Mortgage Credit
by Duc Duy Nguyen & Steven Ongena & Shusen Qi & Vathunyoo Sila
- 20-96 Asset Pricing with Realistic Crises Dynamics
by Goutham Gopalakrishna
- 20-95 CDS Central Counterparty Clearing Default Measures: Road to Recovery or Invitation to Predation?
by Magdalena Tywoniuk
- 20-94 Affine Pricing and Hedging of Collateralized Debt Obligations
by Zehra Eksi & Damir Filipović
- 20-93 Bank Credit and Market-based Finance for Corporations: The Effects of Minibond Issuances
by Steven Ongena & Sara Pinoli & Paola Rossi & Alessandro Scopelliti
- 20-92 Classification of flash crashes using the Hawkes(p,q) framework
by Alexander Wehrli & Didier Sornette
- 20-90 Are ‘Flow of Ideas’ and ‘Research Productivity’ in secular decline?
by Peter Cauwels & Didier Sornette
- 20-89 Fiscal transfers, local government, and entrepreneurship
by Piotr Danisewicz & Steven Ongena
- 20-88 Credit Volatility Indexes
by Antonio Mele & Yoshiki Obayashi
- 20-87 Inter-industry FDI spillovers from foreign banks: Evidence in transition economies
by Shusen Qi & Kent Hui & Steven Ongena
- 20-86 A Cost-Benefit Analysis of Capital Requirements Adjusted for Model Risk
by Walter Farkas & Fulvia Fringuellotti & Radu Tunaru
- 20-85 Crash-sensitive Kelly Strategy built on a modified Kreuser-Sornette bubble model tested over three decades of twenty equity indices
by J-C Gerlach & Jerome L Kreuser & Didier Sornette
- 20-84 Artificial Intelligence and High-Skilled Work: Evidence from Analysts
by Jillian Grennan & Roni Michaely
- 20-83 “It’s The End of Bank Branching As We Know It (And We Feel Fine)”
by Jan Keil & Steven Ongena
- 20-82 Is it Alpha or Beta? Decomposing Hedge Fund Returns When Models are Misspecified
by David Ardia & Laurent Barras & Patrick Gagliardini & Olivier Scaillet
- 20-81 Do Mutual Funds and ETFs Affect the Commonality in Liquidity of Corporate Bonds?
by Efe Çötelioğlu
- 20-80 Asset Prices and Liquidity with Market Power and Non-Gaussian Payoffs
by Sergei Glebkin & Semyon Malamud & Alberto Teguia
- 20-79 A Deep Learning Approach to Estimate Forward Default Intensities
by Marc-Aurèle Divernois
- 20-78 Trapped in the “zero-risk” society and how to break free
by Didier Sornette & Peter Cauwels
- 20-77 Get beyond policy uncertainty: Evidence from political connections
by Hua Cheng & Kishore Gawande & Steven Ongena & Shusen Qi
- 20-76 Information Leakages, Distribution of Profits from Informed Trading, and Last Mover Advantage
by Andrey Pankratov
- 20-75 CEO Incentives and Bank Risk over the Business Cycle
by Steven Ongena & Tanseli Savaser & Elif Sisli Ciamarra
- 20-74 How market intervention can prevent bubbles and crashes
by Rebecca Westphal & Didier Sornette
- 20-73 Ambiguity and the Home Currency Bias
by Urban Ulrych & Nikola Vasiljevic
- 20-72 To Be or Not to Be? The Questionable Benefits of Mutual Clearing Agreements for Derivatives
by Magdalena Tywoniuk
- 20-71 True Cost of Immediacy
by Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff
- 20-70 Financial Returns to Household Inventory Management
by Scott R. Baker & Stephanie Johnson & Lorenz Kueng
- 20-69 Securities lending and information transmission: a model of endogenous short-sale constraints
by Andrey Pankratov
- 20-68 Nepotism in IPOs: consequences for issuers and investors
by Francois Degeorge & Giuseppe Pratobevera
- 20-67 Principal Portfolios
by Bryan T. Kelly & Semyon Malamud & Lasse Heje Pedersen
- 20-66 Price Discovery for Options
by Semyon Malamud & Michael Tseng & Yuan Zhang
- 20-65 How Integrated Are Credit and Equity Markets? Evidence From Index Options
by Pierre Collin-Dufresne & Benjamin Junge & Anders B. Trolle
- 20-64 Cheap Options Are Expensive
by Assaf Eisdorfer & Amit Goyal & Alexei Zhdanov
- 20-63 Choosing Investment Managers
by Amit Goyal & Sunil Wahal & M. Deniz Yavuz
- 20-62 Population Aging and Bank Risk-Taking
by Sebastian Doerr & Gazi Kabas & Steven Ongena
- 20-61 Out of Balance: Do Analysts Issue Sell Recommendations to Manage their Recommendation Distributions?
by Charles Chao Kang & Kenneth J. Merkley & Roni Michaely & Joseph Pacelli
- 20-60 Political Activism and Market Power
by Elia Ferracuti & Roni Michaely & Laura Wellman
- 20-59 Government Support for SMEs in Response to COVID-19: Theoretical Model Using Wang Transform
by Shaun Shuxun Wang & Jing Rong Goh & Didier Sornette & He Wang & Esther Ying Yang
- 20-58 Impact of Governmental Interventions on Epidemic Progression and Workplace Activity during the COVID-19 Outbreak
by Sumit Kumar Ram & Didier Sornette
- 20-57 Portfolio Selection With Exploration of New Investment Opportunities
by Didier Sornette & Moris Simon Strub
- 20-56 Where Do Institutional Investors Seek Shelter when Disaster Strikes? Evidence from COVID-19
by Simon Glossner & Pedro Matos & Stefano Ramelli & Alexander F. Wagner
- 20-55 Operational Risk Capital
by Thomas Conlon & Xing Huan & Steven Ongena
- 20-54 Mutual Funds and Risk Disclosure: Information Content of Fund Prospectuses
by Nils Jonathan Krakow & Timo Schäfer
- 20-53 On the origins of financial development: Ancestral population diversity and financial risk-taking
by Manthos D. Delis & Evangelos Dioikitopoulos & Steven Ongena
- 20-52 Optimal Risk-Sharing Across a Network of Insurance Companies
by Nicolas Ettlin & Walter Farkas & Andreas Kull & Alexander Smirnow
- 20-51 The Rise in Foreign Currency Bonds: The Role of US Monetary Policy and Capital Controls
by Philippe Bacchetta & Rachel Cordonier & Ouarda Merrouche
- 20-50 The Conflict Induced Costs of Lending
by Mrinal Mishra & Steven Ongena & Yushi Peng
- 20-49 Swag: A Wrapper Method for Sparse Learning
by Roberto Molinari & Gaetan Bakalli & Stéphane Guerrier & Cesare Miglioli & Samuel Orso & O. Scaillet
- 20-48 The Tax Cuts and Jobs Act: Which Firms Won? Which Lost?
by Alexander F. Wagner & Richard J. Zeckhauser & Alexandre Ziegler
- 20-47 Why Do Firms Borrow from Foreign Banks?
by Umit Yilmaz
- 20-46 International Portfolio Choice with Frictions: Evidence from Mutual Funds
by Philippe Bacchetta & Simon Tièche & Eric van Wincoop
- 20-45 Catch, Restrict, and Release: The Real Story of Bank Bailouts
by Sergey Tsyplakov & Allen N. Berger & Steven Ongena & Simona Nistor
- 20-44 Evolution in Pecunia
by Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus Reiner Schenk-Hoppé
- 20-43 Does Firm Investment Respond to Peers' Investment?
by Maria Cecilia Bustamante & Laurent Frésard
- 20-42 The COVID-19 Pandemic and Sovereign Bond Risk
by Alin Marius Andries & Steven Ongena & Nicu Sprincean
- 20-41 Boom, Bust, and Bitcoin: Bitcoin-Bubbles As Innovation Accelerators
by Tobias Huber & Didier Sornette
- 20-40 Risk Spillovers and Interconnectedness between Systemically Important Institutions
by Alin Marius Andries & Steven Ongena & Nicu Sprincean & Radu Tunaru
- 20-39 Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
by Alexander Wehrli & Spencer Wheatley & Didier Sornette
- 20-38 The Global Impact of COVID-19 on Fintech Adoption
by Jonathan Fu & Mrinal Mishra
- 20-37 How Valuable is Financial Flexibility When Revenue Stops? Evidence from the COVID-19 Crisis
by Rüdiger Fahlenbrach & Kevin Rageth & René M. Stulz
- 20-36 Innocent Bystanders? Monetary Policy and Inequality in the U.S
by Olivier Coibion & Yuriy Gorodnichenko & Lorenz Kueng & John Silvia
- 20-35 The Impact of Emerging Market Competition on Innovation and Business Strategy
by Lorenz Kueng & Nicholas Li & Mu-Jeung Yang
- 20-34 Sources of Firm Life-Cycle Dynamics: Size vs. Age Effects
by Lorenz Kueng & Mu-Jeung Yang & Bryan Hong
- 20-33 Excess Sensitivity of High-Income Consumers
by Lorenz Kueng
- 20-32 Do Household Finances Constrain Unconventional Fiscal Policy?
by Scott R. Baker & Lorenz Kueng & Leslie McGranahan & Brian Melzer
- 20-31 Complementarity of Performance Pay and Task Allocation
by Bryan Hong & Lorenz Kueng & Mu-Jeung Yang
- 20-30 Tax News Shocks and Consumption
by Lorenz Kueng
- 20-29 Income Fluctuations and Firm Choice
by Scott R. Baker & Brian Baugh & Lorenz Kueng
- 20-28 A machine learning approach to portfolio pricing and risk management for high-dimensional problems
by Lucio Fernandez Arjona & Damir Filipović
- 20-27 Interpreting, analysing and modelling COVID-19 mortality data
by Didier Sornette & Euan Mearns & Michael Schatz & Ke Wu & Didier Darcet
- 20-26 Propagation of Political Information
by Daniel Bradley & Sinan Gokkaya & Xi Liu & Roni Michaely
- 20-25 Stochastic representation decision theory: How probabilities and values are entangled dual characteristics in cognitive processes
by Giuseppe Ferro & Didier Sornette
- 20-24 On the Use of Equities in Target Date Funds
by Giovanni Barone-Adesi & Eckhard Platen & Carlo Sala
- 20-23 Human-Environment-Health and reinforcement of individual resilience
by Didier Sornette & Peter Cauwels & Euan Mearns & Ke Wu
- 20-22 Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets
by Chenxu Li & O. Scaillet & Yiwen Shen
- 20-21 Optimal Strategies for ESG Portfolios
by Fabio Alessandrini & Eric Jondeau
- 20-20 A New Indicator of Bank Funding Cost
by Eric Jondeau & Benoît Mojon & Jean-Guillaume Sahuc
- 20-19 Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets
by Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus Reiner Schenk-Hoppé
- 20-18 Spanning analysis of stock market anomalies under Prospect Stochastic Dominance
by Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou
- 20-17 Policy Announcement Design
by Anna Cieslak & Semyon Malamud & Andreas Schrimpf
- 20-16 On-Site Inspecting Zombie Lending
by Diana Bonfim & Geraldo Cerqueiro & Hans Degryse & Steven Ongena
- 20-15 Identifying Empty Creditors with a Shock and Micro-Data
by Hans Degryse & Yalin Gündüz & Kuchulain O'Flynn & Steven Ongena
- 20-14 On the Fast Track: Information Acquisition Costs and Information Production
by Deqiu Chen & Yujing Ma & Xiumin Martin & Roni Michaely
- 20-13 Responsible Institutional Investing Around the World
by Rajna Gibson & Simon Glossner & Philipp Krueger & Pedro Matos & Tom Steffen
- 20-12 Feverish Stock Price Reactions to COVID-19
by Stefano Ramelli & Alexander F. Wagner
- 20-11 Geometric Step Options with Jumps: Parity Relations, PIDEs, and Semi-Analytical Pricing
by Walter Farkas & Ludovic Mathys
- 20-10 Deep Learning, Jumps, and Volatility Bursts
by Oksana Bashchenko & Alexis Marchal
- 20-09 How Integrated Are Corporate Bond and Stock Markets?
by Mirela Sandulescu
- 20-08 Deep Learning for Asset Bubbles Detection
by Oksana Bashchenko & Alexis Marchal
- 20-07 Flooded through the back door: The role of bank capital in local shock spillovers
by Oliver Rehbein & Steven Ongena
- 20-06 An Investigation of the Synchronization in Global House Prices
by Martin Hoesli
- 20-05 Rational Belief Bubbles
by H. Sohn & Didier Sornette
- 20-04 Systemic Risk in Networks with a Central Node
by Hamed Amini & Damir Filipović & Andreea Minca
- 20-03 The Valuation of Insurance Liabilities: A Framework Based on First Principles
by Andrea Bergesio & Paul Huber & Pablo Koch-Medina & Lutz Wilhelmy
- 20-02 Unintended Consequences of the Global Derivatives Market Reform
by Pauline Gandré & Mike Mariathasan & Ouarda Merrouche & Steven Ongena
- 20-01 A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data
by Davide La Vecchia & Alban Moor & O. Scaillet
2019
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