N°25-66: Green Silence : Double Machine Learning Carbon Emissions under Sample Selection Bias
O. Scaillet, C. Y.-H. Chen, A. Lioui
Working Papers
28. Juli 2025
N°25-65: Dollar Funding Fragility and non-US Global Banks
P. Bacchetta, J. Scott Davis, E. van Wincoop
Working Papers
28. Juli 2025
Robust difference-in-differences analysis when there is a term structure
K. Nyborg, J. Woschitz
Academic Publications
23. Juli 2025
Pricing event risk: Evidence from concave implied volatility curves.
A. Goyal, L. Alexiou, A. Kostakis, L. Rompolis
Academic Publications
23. Juli 2025
Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes
A. Goyal, A. Saretto
Academic Publications
23. Juli 2025
An intermediation-based model of exchange rates
S. Malamud, A. Schrimpf, Y. Zhang
Academic Publications
23. Juli 2025
N°25-64: Geopolitical Risk and Domestic Bank Deposits
S. Ongena, T. Kapopoulos, D. Anastasiou, A. Sakkas
Working Papers
16. Juli 2025
N°25-63: Stickiness in Bank Credit Ratings
S. Ongena, D. Anastasiou, A. Ballis, C. Ioannidis, E. Sifodaskalakis
Working Papers
16. Juli 2025
N°25-62: The Pricing of Profit Shifting
S. Ongena, F. Delis, M. D. Delis, S. Kokas, L. Laeven
Working Papers
8. Juli 2025
N°25-61: Pricing News and No News with Heterogeneous Beliefs
C. Gao, B. Y. Han
Working Papers
7. Juli 2025
N°25-60: Locally Adaptive Modeling of Unconditional Heteroskedasticity
M. Fengler, B. Jäger, O. Okhrin
Working Papers
26. Juni 2025
N°25-59: Addressing Anticipation Effects in Finance
Z. Sautner, T. Ladika, E. Pazaj
Working Papers
19. Juni 2025
N°25-58: Insurers' Carbon Underwriting Policies
Z. Sautner, O. Carradori, F. von Meyerinck
Working Papers
19. Juni 2025
N°25-57: The Leverage of Hedge Funds and the Risk of Their Prime Brokers
S. Ongena, A. Karagiorgis, D. Anastasiou, K. Drakos
Working Papers
19. Juni 2025
N°25-56: AI Employment and Political Risk Disclosures in Earnings Calls
S. Ongena, E. Akyildirim, G. Ozturk Danisman
Working Papers
19. Juni 2025