Nº 21-77: ESG Screening in the Fixed-Income Universe
E. Jondeau, F. Alessandriniy, D. B. Balula
Working Papers
15. Nov. 2021
Nº 21-76: Multi-asset Financial Bubbles in an Agent-based Model with Noise Traders’ Herding Described by an n-vector Ising Model
D. Sornette, D. Cividino, R. Westphal
Working Papers
11. Nov. 2021
Nº 21-75: Bank Lending Policies and Monetary Policy: Some Lessons from the Negative Interest Era
S. Ongena, O. Arce, M. Garcia-Posada, S. Mayordomo
Working Papers
10. Nov. 2021
Nº 21-74: The Price of Money: How Collateral Policy Affects the Yield Curve
K. Nyborg, J. Woschitz
Working Papers
9. Nov. 2021
Nº 21-73: Heterogeneous Tail Generalized Common Factor Modeling
M. Paolella, S. Hediger, J. Näf, P. Polak
Working Papers
20. Okt. 2021
Nº 21-72: FinTech Lending
A. Fuster, T. Berg, M. Puri
Working Papers
19. Okt. 2021
Nº 21-71: Flow-Driven ESG Returns
P. Van der Beck
Working Papers
18. Okt. 2021
Nº 21-70: Multi-Signal Approaches for Repeated Sampling Schemes in Inertial Sensor Calibration
O. Scaillet, G. Bakalli, D. Cuccio, A. Radi, N. El-Sheimy, R. Molinari, S. Guerrier
Working Papers
15. Okt. 2021
Nº 21-69: Persuasion by Dimension Reduction
S. Malamud, A. Schrimpf
Working Papers
14. Okt. 2021
Nº 21-68: Expectations and Aggregate Risk
L. Bretscher, A. Malkhozov, A. Tamoni
Working Papers
4. Okt. 2021
Nº 21-67: Determinants of Price Discrimination and Switching Mortgage Provider under Regulation and Digitalization
S. Ongena, F. Paraschiv, E. J. Reite
Working Papers
28. Sept. 2021
Nº 21-66: The Countercyclical Capital Buffer and the Composition of Bank Lending
S. Ongena, A. Matyunina, R. Auer
Working Papers
10. Sept. 2021
Nº 21-65: Various Course Proposals for: Mathematics with a View Towards (the Theoretical Underpinnings of) Machine Learning
M. Paolella
Working Papers
8. Sept. 2021
Nº 21-64: Foreign Currency Mortgages and Monetary Policy: A Heterogeneous Bank‐lending Channel
S. Ongena, G. Gyöngyösi, I. Schindele
Working Papers
6. Sept. 2021
Nº 21-63: Climate-Related Disasters and the Death Toll
E. Jondeau, V. Chavez-Demoulin, L. Mhalla
Working Papers
1. Sept. 2021