N°24-15: Sovereign Debt Sustainability, the Carbon Budget and Climate Damages
C. Seghini
Working Papers
9. Feb. 2024
N°24-14: Corporate Climate Lobbying
M. Leippold, Z. Sautner, T. Yu
Working Papers
2. Feb. 2024
N°24-13: Political Uncertainty and Currency Markets
M. Leippold, F. H. A. Matthys, P. Mueller, M. Svaton
Working Papers
2. Feb. 2024
N°24-12: Scheduling Processes and Inference of Scheduled Events from Price Data
M. Leippold, M. Svaton
Working Papers
2. Feb. 2024
N°24-11: Do "Too-Big-To-Fail" Banks Receive Preferential Treatment in Bailouts? Surprising Results from a Cross-Country Analysis
S. Ongena, A. N. Berger, S. Nistor, S. Tsyplakov
Working Papers
2. Feb. 2024
N°24-10: An Averaging Framework for Minimum-Variance Portfolios: Optimal Rules for Combining Portfolio Weights
R. Füss, T. Glück, C. Koeppel, F. Miebs
Working Papers
1. Feb. 2024
Zentralbanken: Geld, Politik und Impact
K. Nyborg, C. Pasche
Public Discussion Notes
30. Jan. 2024
The Climate in Climate Economics
F. Kübler, D. Folini, A. Friedl, S. Scheidegger
Academic Publications
30. Jan. 2024
N°24-09: Cyclical systemic risk and banks’ vulnerability
S. Ongena, A. Shmygel
Working Papers
29. Jan. 2024
N°24-08: Sparse spanning portfolios and under-diversification with second-order stochastic dominance
O. Scaillet, S. Arvanitis, N. Topaloglou
Working Papers
26. Jan. 2024
How Integrated are Credit and Equity Markets? Evidence from Index Options
P. Collin-Dufresne, B. Junge, A. B. Trolle
Academic Publications
25. Jan. 2024
N°24-07: Sparse Portfolio Selection via Topological Data Analysis based Clustering
D. Filipović, A. Goel, P. Pasricha
Working Papers
24. Jan. 2024
N°24-06: Asset Life, Leverage, and Debt Maturity Matching
E. Morellec, T. Geelen, J. Hajda, A. Winegar
Working Papers
23. Jan. 2024
N°24-05: Investments and Asset Pricing in a World of Satisficing Agents
T. Berrada, P. Bossaerts, G. Ugazio
Working Papers
23. Jan. 2024