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
Can corporate debt foster innovation and growth?
E. Morellec, T. Geelen, J. Hajda
Academic Publications
19. 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