N°22-89: Do Institutional Directors Matter?
H. Hau, H. Geng, R. Michaely, B. Nguyen
Working Papers
14. Nov. 2022
N°22-88: Density and Risk Prediction with Non-Gaussian COMFORT Models
M. Paolella, P. Polak
Working Papers
11. Nov. 2022
N°22-87: Momentum Without Crashes
M. Paolella, S. Chitsiripanich, P. Polak, P. S. Walker
Working Papers
10. Nov. 2022
N°22-86: The Heterogeneous Response of Real Estate Asset Prices to a Global Shock
W. Koeniger, S. Heiniger, M. Lechner
Working Papers
9. Nov. 2022
N°22-85: Asset Pricing with "Buy Now, Pay Later"
S. Malamud, N. Wang, Y. Zhang
Working Papers
8. Nov. 2022
N°22-84: Non-Fungible Tokens
A. Barbon, A. Ranaldo
Working Papers
7. Nov. 2022
N°22-83: Banks, Credit Reallocation, and Creative Destruction
C. Keuschnigg, M. Kogler, J. Matt
Working Papers
3. Nov. 2022
N°22-82: Constrained Liquidity Provision in Currency Markets
A. Ranaldo, W. Huang, A. Schrimpf, F. Somogyi
Working Papers
26. Okt. 2022
N°22-81: Eigenvalue Tests for the Number of Latent Factors in Short Panels
A. Fortin, P. Gagliardini, O. Scaillet
Working Papers
25. Okt. 2022
N°22-80: The Unicorn Puzzle
R. Fahlenbrach, D. Davydova, L. Sanz, R. M. Stulz
Working Papers
24. Okt. 2022
N°22-79: Identifiability and Generalizability from Multiple Experts in Inverse Reinforcement Learning
B. Nikolov, N. Schürhoff, V. Cevher, P. Rolland, L. Viano
Working Papers
11. Okt. 2022
N°22-78: House Price Bubble Detection in Ukraine
M. Hoesli, A. Shmygel
Working Papers
5. Okt. 2022
N°22-77: Can Time-Varying Currency Risk Hedging Explain Exchange Rates?
H. Hau, L. Bräuer
Working Papers
4. Okt. 2022
N°22-76: Do Lenders Price the Brown Factor in Car Loans? Evidence from Diesel Cars
W. Beyene, S. Ongena, M. Falagiarda, A. Scopelliti
Working Papers
3. Okt. 2022
N°22-75: Movables as Collateral and Corporate Credit: Loan-Level Evidence from Legal Reforms across Europe
S. Ongena, W. Saffar, Y. Sun, L. Wei
Working Papers
14. Sept. 2022