N°23-49: Risk Classification with On-Demand Insurance
A. Braun, N. Häusle, P. D. Thistle
Working Papers
12. Juni 2023
N°23-48: HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading
A. Ranaldo, W. Huang, P. O’Neill, S. Yu
Working Papers
9. Juni 2023
N°23-47: Do Structured Products Improve Portfolio Performance? A Backtesting Exercise
M. Rockinger, F. Perusset
Working Papers
8. Juni 2023
N°23-46: Sustainable Investing and Political Behavior
J. Kölbel, S. Ramelli, F. Heeb, A. Vasileva
Working Papers
7. Juni 2023
N°23-45: Admissible Surplus Dynamics and the Government Debt Puzzle
P. Collin-Dufresne, J. Hugonnier, E. Perazzi
Working Papers
6. Juni 2023
N°23-44: Latent Factor Analysis in Short Panels
A. Fortin, P. Gagliardini, O. Scaillet
Working Papers
5. Juni 2023
N°23-43: Ricardian Business Cycles
L. Bretscher, J. Fernández-Villaverde, S. Scheidegger
Working Papers
2. Juni 2023
N°23-42: Passive Demand and Active Supply: Evidence from Maturity-Mandated Corporate Bond Funds
L. Bretscher, L. Schmid, T. Ye
Working Papers
1. Juni 2023
N°23-41: A Parsimonious Inverse Cox-Ingersoll-Ross Process for Financial Price Modeling
D. Sornette, L. Lin
Working Papers
31. Mai 2023
N°23-40: Monetary Policy, HTM Securities, and Uninsured Deposit Withdrawals
S. Ongena, Ö. Dursun-de Neef, A. Schandlbauer
Working Papers
30. Mai 2023
N°23-39: Mixed-Frequency Predictive Regressions with Parameter Learning
M. Leippold, H. Yang
Working Papers
29. Mai 2023
N°23-38: Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands
P. Collin-Dufresne, K. D. Daniel, M. Saglam
Working Papers
26. Mai 2023
N°23-37: How Do Firms Choose Between Growth and Efficiency?
L. Frésard, L. Mancini, D. Sinno, E. J. Schroth
Working Papers
25. Mai 2023
N°23-36: Economic Consequences of Banks’ Use of their Discretion over the Accounting and Regulatory Treatment of Investment Securities
M. Arnold, M. Dong, R. Oberson
Working Papers
24. Mai 2023
N°23-35: Do Loans Carry a Control Spread? Evidence from the Allocation of Control Rights Across Creditors
M. Arnold, N. Kollmann, A. Tengulov
Working Papers
23. Mai 2023