Funding Shocks and Banks' Credit Reallocation
S. Ongena, O. De Jonghe, H. Dewachter, K. Muliera, G. Schepens
Roundups
1. Dez. 2016
N°16-68: Data Analytics for Non-Life Insurance Pricing, M. V. Wüthrich and C. Buser, 2016.
M. Wüthrich, and C. Buser
Working Papers
18. Nov. 2016
N°16-67: Machine Learning in Individual Claims Reserving, M. V. Wüthrich, 2016.
M. Wüthrich
Working Papers
17. Nov. 2016
N°16-66: Collateral, Central Bank Repos, and Systemic Arbitrage, F. Fecht, K. G. Nyborg, J. Rocholl and J. Woschitz, 2016.
K. Nyborg, F. Fecht, J. Rocholl and J. Woschitz
Working Papers
16. Nov. 2016
N°16-65: Intrinsic Risk Measures, W. Farkas and A. Smirnow, 2016.
W. Farkas, and A. Smirnow
Working Papers
15. Nov. 2016
N°16-64: Exchange Traded Funds (ETFs), I. Ben-David, F. A. Franzoni and R. Moussawi, 2016.
F. Franzoni, I. Ben-David and R. Moussawi
Working Papers
14. Nov. 2016
N°16-63: The Relevance of Broker Networks for Information Diffusion in the Stock Market, M. Di Maggio, F. Franzoni, A. Kermani and C. Sommavilla, 2016.
F. Franzoni, M. Di Maggio, A. Kermani and C. Sommavilla
Working Papers
13. Nov. 2016
N°16-62: S&P 500 Index, an Option Implied Risk Analysis, G. Barone-Adesi, C. Legnazzi and C. Sala, 2016.
G. Barone-Adesi, C. Legnazzi and C. Sala
Working Papers
12. Nov. 2016
N°16-61: A Simple Mechanism for Financial Bubbles: Time-Varying Momentum Horizon, L. Lin, M. Schatz and D. Sornette, 2016.
D. Sornette, L. Lin, M. Schatz
Working Papers
11. Nov. 2016
N°16-60: Sticky Expectations and the Profitability Anomaly, J.-P. Bouchaud, P. Krueger, A. Landier and D. Thesmar, 2016.
P. Krüger, J.-P. Bouchaud, A. Landier and D. Thesmar
Working Papers
10. Nov. 2016
The Choice of Valuation Techniques in Practice: Education versus Profession
K. Nyborg, L. Mukhlynina
Roundups
1. Nov. 2016