N°22-74: External Wealth of Nations and Systemic Risk
S. Ongena, A. M. Andrieș, A. M. Chiper, N. Sprincean
Working Papers
8. Sept. 2022
N°22-73: Betting on Homes
R. Füss, M. Fischer, D. Ruf, S. Stehle
Working Papers
7. Sept. 2022
N°22-72: Experimental Research on Retirement Decision-Making: Evidence from Reproductions
T. Hens, K. Bachmann, A. Lot, X. Xu
Working Papers
6. Sept. 2022
N°22-71: Pricing Autocallables under Local-Stochastic Volatility
W. Farkas, U. Ulrych, F. Ferrari
Working Papers
5. Sept. 2022
N°22-70: Quote Competition in Corporate Bonds
N. Schürhoff, T. Hendershott, D. Li, D. Livdan, K. Venkataraman
Working Papers
2. Sept. 2022
N°22-69: Comprehensive Empirical Assessment of Nuclear Power Risks
D. Sornette, A. Ayoub
Working Papers
1. Sept. 2022
N°22-68: Consumer Privacy and the Value of Consumer Data
R. Mihet, M. Canayaz, I. Kantorovitch
Working Papers
30. Aug. 2022
N°22-67: On the Estimation of Demand-Based Asset Pricing Models
P. Van der Beck
Working Papers
29. Aug. 2022
N°22-66: Building Portfolios of Sovereign Securities with Decreasing Carbon Footprints
E. Jondeau, G. Cheng, B. Mojon
Working Papers
26. Aug. 2022
Nº 22-65: Cross-Selling in Bank-Household Relationships: Mechanisms and Implications for Pricing
R. Juelsrud
Working Papers
22. Aug. 2022
Nº 22-64: Different Shades of Green: Estimating the Green Bond Premium using Natural Language Processing
E. Benincasa, J. Fu, M. Mishra, A. Paranjape
Working Papers
16. Aug. 2022
Nº 22-63: Machine Learning and the Implementable Efficient Frontier
S. Malamud, T. I. Jensen, B. Kelly, L. H. Pedersen
Working Papers
9. Aug. 2022
Nº 22-62: Valuing Life over the Life Cycle
P. St-Amour
Working Papers
8. Aug. 2022
Nº 22-61: Shrinking the Term Structure
D. Filipović, M. Pelger, Y. Ye
Working Papers
29. Juli 2022
Nº 22-60: Stress Tests and Capital Requirement Disclosures: do they Impact Banks' Lending and Risk-Taking Decisions?
S. Ongena, P. Konietschke, A. Ponte Marques
Working Papers
26. Juli 2022