N°23-118: The Supply of Cyber Risk Insurance
A. Kartasheva , M. Eling, D. Ning
Working Papers
27 Nov 2023
N°23-117: Dollar Shortages, CIP Deviations, and the Safe Haven Role of the Dollar
P. Bacchetta, J. S. Davis, E. van Wincoop
Working Papers
21 Nov 2023
N°23-116: Strategic Trading with Wealth Effects
S. Malamud, S. Glebkin, A. Teguia
Working Papers
20 Nov 2023
N°23-115: The Impact of Foreign Sanctions on Firm Performance in Russia
S. Ongena, L. D. Toan Huynh, K. Hoang
Working Papers
20 Nov 2023
N°23-114: A Comprehensive Machine Learning Framework for Dynamic Portfolio Choice With Transaction Costs
F. Trojani, L. Gaegauf, S. Scheidegger
Working Papers
18 Nov 2023
N°23-113: Value-Driven Bankers and the Granting of Credit to Green Firms
S. Ongena, D. Bu, M. Keloharju, Y. Liao
Working Papers
18 Nov 2023
N°23-112: When Does Aggregating Multiple Skills with Multi-Task Learning Work? A Case Study in Financial NLP
M. Leippold, Z. Jin, J. Ni, M. Sachan, Q. Wang
Working Papers
17 Nov 2023
SFI Roundup: Investing for Impact
P. Krüger, L. Frésard, J. Kölbel, G. Bolliger, N. Rücker, R. Sangiorgio
Roundups
16 Nov 2023
N°23-111: ChatReport: Democratizing Sustainability Disclosure Analysis through LLM-based Tools
M. Leippold, J. Bingler , C. Colesanti Senni, G. Gostlow , M. Kraus , J. Ni, T. Schimanski, D. Stammbach, S. Vaghefi, Q. Wang, N. Webersinke, T. Wekhof, T. Yu
Working Papers
16 Nov 2023
N°23-110: ClimateBERT-NetZero: Detecting and Assessing Net Zero and Reduction Targets
M. Leippold, J. Bingler, C. Hyslop, M. Kraus, T. Schimanski
Working Papers
15 Nov 2023
N°23-109: Public Transport Subsidization and Air Pollution: Evidence from the 9-Euro-Ticket in Germany
K. Kürschner Rauck, E. Aydin
Working Papers
14 Nov 2023
N°23-108: Avoiding Idiosyncratic Volatility: Flow Sensitivity to Individual Stock Returns
F. Franzoni, M. Di Maggio, S. Kogan, R. Xing
Working Papers
13 Nov 2023
N°23-107: R&D, Innovation, and the Stock Market
A. Goyal, S. Wahal
Working Papers
10 Nov 2023
N°23-106: A Joint Factor Model for Bonds, Stocks, and Options
A. Goyal, T. G. Bali, H. Beckmeyer
Working Papers
09 Nov 2023
N°23-105: Supply Chain Shortages, Large Firms' Market Power, and Inflation
F. Franzoni, M. Giannetti, R. Tubaldi
Working Papers
08 Nov 2023