Nº 20-97: Climate Change Risk and the Cost of Mortgage Credit
S. Ongena, D. D. Nguyen, S. Qi, V. Sila
Working Papers
26. Nov. 2020
Nº 20-96: A Macro-Finance model with Realistic Crisis Dynamics
G. Gopalakrishna
Working Papers
25. Nov. 2020
Nº 20-95: CDS Central Counterparty Clearing Default Measures: Road to Recovery or Invitation to Predation?
M. Tywoniuk
Working Papers
24. Nov. 2020
Nº 20-94: Affine Pricing and Hedging of Collateralized Debt Obligations
D. Filipović, Z. Eksia
Working Papers
23. Nov. 2020
Nº 20-93: Bank Credit and Market-based Finance for Corporations: The Effects of Minibond Issuances for Unlisted Firms
S. Ongena, S. Pinoli, P. Rossi, A. Scopelliti
Working Papers
9. Nov. 2020
Nº 20-92: Classification of Flash Crashes Using the Hawkes(p,q) Framework
D. Sornette, A. Wehrli
Working Papers
2. Nov. 2020
Nº 20-91: In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis
X. Gabaix, R. S. J. Koijen
Working Papers
28. Okt. 2020
Nº 20-90: Are 'Flow of Ideas' and 'Research Productivity' in Secular Decline?
D. Sornette, P. Cauwels
Working Papers
20. Okt. 2020
Nº 20-89: Fiscal Transfers, Local Government, and Entrepreneurship
S. Ongena, P. Danisewicz
Working Papers
19. Okt. 2020
Nº 20-88: Credit Volatility Indexes
A. Mele, Y. Obayashi
Working Papers
18. Okt. 2020
Nº 20-87: Inter-industry FDI Spillovers from Foreign Banks: Evidence in Transition Economies
S. Ongena, S. Qi, K. Hui
Working Papers
13. Okt. 2020
Nº 20-86: A Cost-Benefit Analysis of Capital Requirements Adjusted for Model Risk
W. Farkas, F. Fringuellotti, R. Tunaru
Working Papers
12. Okt. 2020
Nº 20-85: Crash-sensitive Kelly Strategy Built on a Modified Kreuser-Sornette Bubble Model Tested over three Decades of Twenty Equity Indices
D. Sornette, J.-C. Gerlach, J. Kreuser
Working Papers
9. Okt. 2020
Nº 20-84: Artificial Intelligence and High-Skilled Work: Evidence from Analysts
R. Michaely, J. Grennan
Working Papers
7. Okt. 2020
Nº 20-83: The Demise of Branch Banking Technology, Consolidation, Bank Fragility
S. Ongena, J. Keil
Working Papers
6. Okt. 2020