Nº 22-37: Agent-Based Model Generating Stylized Facts of Fixed Income Markets
D. Sornette, A. Kopp, R. Westphal
Working Papers
22. Apr. 2022
Nº 22-36: Economic Policy Uncertainty and the Yield Curve
M. Leippold, F. Matthys
Working Papers
21. Apr. 2022
Nº 22-35: Can Unconventional Monetary Policy Contribute to Climate Action?
A. Eliet-Doillet, A. Maino
Working Papers
20. Apr. 2022
Nº 22-34: On the Directional Destabilizing Feedback Effects of Option Hedging
D. Sornette, F. Ulmann, A. Wehrli
Working Papers
19. Apr. 2022
Nº 22-33: Back to the Roots of Internal Credit Risk Models: Why Do Banks' Risk-Weighted Asset Levels Converge over Time?
S. Ongena, V. Böhnke, F. Paraschiv, E. J. Reite
Working Papers
18. Apr. 2022
Nº 22-32: The Role of the End Time in Experimental Asset Markets
M. Weber, A. Kopányi-Peuker
Working Papers
15. Apr. 2022
Nº 22-31: The Impact of the SBA Funding Programs on the Distance and Pricing of Loans to Small Businesses
S. Ongena, M. Gupta
Working Papers
14. Apr. 2022
Nº 22-30: Ensemble Learning for Portfolio Valuation and Risk Management
D. Filipović, L. Boudabsa
Working Papers
13. Apr. 2022
Nº 22-29: War and Policy: Investor Expectations on the Net-Zero Transition
M. Deng, M. Leippold, A. Wagner, Q. Wang
Working Papers
10. Apr. 2022
Nº 22-28: "There is No Planet B", but for Banks "There are Countries B to Z": Domestic Climate Policy and Cross-Border Bank Lending
E. Benincasa, G. Kabas, S. Ongena
Working Papers
29. März 2022
Nº 22-27: The Wealth Creation Effect in Stock Returns
F. Franzoni, D. Obrycki, R. Resendes
Working Papers
14. März 2022
Nº 22-26: The Economics of Sustainability Linked Bonds
T. Berrada, L. Engelhardt, P. Krüger, R. Gibson
Working Papers
11. März 2022
Nº 22-25: ESG and Systemic Risk
S. Ongena, G.-M. Aevoae, A. M. Andries, N. Sprincean
Working Papers
10. März 2022
Nº 22-24: Stripping the Discount Curve—a Robust Machine Learning Approach
D. Filipović, M. Pelger, Y. Ye
Working Papers
9. März 2022
Nº 22-23: Deconstructing ESG Scores: How to Invest with Your own Criteria
E. Jondeau, T. Ehlers, U. Elsenhuber, A. Jegarasasingam
Working Papers
8. März 2022