N° 19-50: Low Risk Anomalies?
P. Schneider, Ch. Wagner, J. Zechner
Working Papers
26. Sept. 2019
N° 19-49: Risk Premia and Lévy Jumps: Theory and Evidence
L. Mancini, J. Hugonnier, H. Fallahgoul
Working Papers
26. Sept. 2019
N° 19-44: Unintended Consequences of Unemployment Insurance Benefits: The Role of Banks
G. Kabas, Y.Arslan, A. Degerli
Working Papers
26. Sept. 2019
N° 19-48: Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures
O. Scaillet, D. Banulescu, C. Hurlin, J. Leymarie
Working Papers
19. Sept. 2019
N° 19-47: Information Revelation Through Regulatory Process: Interactions Between the SEC and Companies Ahead of the IPO
R. Michaely, M. Lowry, E. Volkova
Working Papers
17. Sept. 2019
Inference in Group Factor Models with an Application to Mixed-Frequency Data
P. Gagliardini, E. Andreou, E. Ghysels, M. Rubin
Academic Publications
12. Sept. 2019
N° 17-37: Anomalies and False Rejections
A. Goyal, T. Chordia, A. Saretto
Working Papers
11. Sept. 2019
N° 19-46: Estimation of Large Dimensional Conditional Factor Models in Finance
P. Gagliardini, O. Scaillet, E. Ossola
Working Papers
10. Sept. 2019
N° 19-45: Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation
S. Ongena, O. De Jonghe, H. Dewachter, K. Mulier, G. Schepens
Working Papers
10. Sept. 2019
N° 19-44: Bank Standalone Credit Ratings
S. Ongena, M.R. King, N.A. Tarashev
Working Papers
10. Sept. 2019
N° 19-43: The Agency of CoCos: Why Contingent Convertible Bonds Aren't for Everyone
S. Ongena, R. Goncharenko, A. Rauf
Working Papers
10. Sept. 2019
N° 19-42: Fear, Anger and Credit. On Bank Robberies and Loan Conditions
S. Ongena, P. Morales Acevedo
Working Papers
10. Sept. 2019
N° 19-41: Are U.S. Industries Becoming More Concentrated?
R. Michaely, G. Grullon, Y. Larkin
Working Papers
10. Sept. 2019
N° 19-40: Consumption Taxes and Corporate Investment
R. Michaely, M. Jacob, M.A. Müller
Working Papers
10. Sept. 2019
N° 19-39: Mortgage Lending through a FinTech Web Platform. The Roles of Competition, Diversification, and Automation
S. Ongena
Working Papers
12. Aug. 2019