N°18-61: Fuel the Engine: Bank Credit and Firm Innovation, S. Qi, and S. Ongena, 2018.
S. Ongena, S. Qi
Working Papers
2. März 2018
N°18-60: Hedge or Rebalance: Optimal Risk Management with Transaction Costs, F. Gallien, S. Kassibrakis, and S. Malamud, 2018.
S. Malamud, F. Gallien, S. Kassibrakis
Working Papers
1. März 2018
N°18-59: Frictional Intermediation in Over-the-Counter Markets, J. Hugonnier, B. R. Lester, and P. Weill, 2018.
J. Hugonnier, B. R. Lester, P. Weill
Working Papers
28. Feb. 2018
N°18-58: The Importance of Climate Risks for Institutional Investors, P. Krüger, Z. Sautner, and L. T. Starks, 2018.
P. Krüger, Z. Sautner, L. T. Starks
Working Papers
27. Feb. 2018
N°18-57: The endo-exo problem in high frequency financial price fluctuations and rejecting criticality, S. Wheatley, A. Wehrli, and D. Sornette, 2018.
D. Sornette, S. Wheatley, A. Wehrli
Working Papers
26. Feb. 2018
N°18-56: Dealer Heterogeneity and Exchange Rates
S. Malamud, F. Gallien, S. Glebkin, S. Kassibrakis, A. Teguia,
Working Papers
25. Feb. 2018
N°18-55: Dominant Currency Debt, E. Eren and S. Malamud, 2018.
S. Malamud, E. Eren
Working Papers
24. Feb. 2018
Wird die Basel III-Implementierung zielführend sein?
S. Ongena, C. Capuano
Roundups
23. Feb. 2018
N°18-54: Strategic Interaction between Hedge Funds and Prime Brokers, N. Gerasimova and E. Jondeau, 2018.4
E. Jondeau, N. Gerasimova
Working Papers
23. Feb. 2018
N°18-53: Information Intermediaries: How Commercial Bankers Facilitate Inter-Firm Alliances, M. Frattaroli and C. Herpfer, 2018.
M. Frattaroli and C. Herpfer
Working Papers
22. Feb. 2018
N°18-52: Leverage effect puzzle: a rational explanation, A. Pankratov, 2018.
A. Pankratov
Working Papers
21. Feb. 2018
N°18-51: Corporate Strategy, Conformism, and the Stock Market, T. Foucault and L. Frésard, 2018.
L. Frésard, T. Foucault
Working Papers
20. Feb. 2018
N°18-50: Cascading Logistic Regression Onto Gradient Boosted Decision Trees to Predict Stock Market Changes Using Technical Analysis, F. Zhou, Qun Zhang, D. Sornette, and L. Jiang, 2018.
D. Sornette, F. Zhou, Qun Zhang, L. Jiang,
Working Papers
19. Feb. 2018
N°18-49: Inefficient Bubbles and Efficient Drawdowns in Financial Markets, M. Schatz, and D. Sornette, 2018.
D. Sornette, M. Schatz
Working Papers
18. Feb. 2018
N°18-48: Risk Measures Based on Benchmark Loss Distributions, V. Bignozzi, M. Burzoni, and C. Munari, 2018.
C. Munari, V. Bignozzi, and M. Burzoni
Working Papers
17. Feb. 2018