Publikationen

Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation

A. Plazzi, P. Gandhi, B.Golez, J. C. Jackwerth
Academic Publications
20. Nov. 2019

Direct Versus Iterated Multi-Period Volatility Forecasts

A. Plazzi, E. Ghysels, R. I. Valkanov, A. R. Serrano, A. Dossani
Academic Publications
20. Nov. 2019

Roundups: Sonderausgabe "Schulden – Wachstum – Widerstandsfähigkeit"

E. Morellec, S. Ongena, J. Rochet, A. P. Lehmann
Roundups
19. Nov. 2019

N° 16-54: Does Corporate Governance Matter? Evidence from the AGR Governance Rating

A. Plazzi, U. Yilmaz, W. N. Torous
Working Papers
19. Nov. 2019

Banking and Financial Markets: How Banks and Financial Technology Are Reshaping Financial Markets

Studies the interaction between traditional and modern banking and the economic benefits and costs o...
A. Bilan, K. O'Flynn, S. Ongena, Prof. Hans Degryse
Bücher
18. Nov. 2019

N° 19-60: Why do U.S. CEOs Pledge their Own Company’s Stock?

K. Fabisik
Working Papers
14. Nov. 2019

N° 19-59: The Impact of Pensions and Insurance on Global Yield Curves

R. Greenwood, A. Vissing-Jorgensen
Working Papers
11. Nov. 2019

N° 19-58: Banks, Non-Banks, and the Incorporation of Local Information in CMBS Loan Pricing

S. Ongena, P. Eichholtz, N. Mimiroglu, E. Yönder
Working Papers
5. Nov. 2019

N° 19-57: Dispersion of Beliefs Bounds: Sentimental Recovery

P. Schneider, A. Pazarbasi, G. Vilkov
Working Papers
31. Okt. 2019

N° 19-56: An Improved Method to Predict Assignment of Stocks into Russell Indexes

F. Franzoni, I. Ben-David, R. Moussawi
Working Papers
30. Okt. 2019

N° 19-55: Quantitative Easing and Equity Prices: Evidence from the ETF Program of the Bank of Japan

A. Barbon, V. Gianinazzi
Working Papers
22. Okt. 2019

N° 19-54: Weighted Monte Carlo with Least Squares and Randomized Extended Kaczmarz for Option Pricing

D. Filipović, K. Glau, Y. Nakatsukasa, F. Statti
Working Papers
22. Okt. 2019

N° 19-53: Properly Discounted Asset Prices Are Semimartingales

M. Schweizer, D. A. Bálint
Working Papers
11. Okt. 2019

N° 19-52: Mind the (Convergence) Gap: Bond Predictability Strikes Back!

A. Plazzi, A. Berardi, M. Markovich, A. Tamoni
Working Papers
26. Sept. 2019

N° 19-51: A Non-Elliptical Orthogonal GARCH Model for Portfolio Selection under Transaction Costs

M. Paolella, P. Polak, P. S. Walker
Working Papers
26. Sept. 2019
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