Publications

N°24-109: The Demand for Safe Assets

A. Ranaldo, F. Cavaleri, E. Rossi
Working Papers
18 Dec. 2024

N°24-108: How do Retail Investors Adapt to Exchange Rate Shocks?

M. Schmid, M. Brown, D. Hoechle, A. Perez
Working Papers
12 Dec. 2024

N°24-107: From Credit Spread of CoCo Bonds to Franchise Value

W. Farkas, J. Chen
Working Papers
12 Dec. 2024

N°24-106: Unveiling Themes in 10-K Disclosures: A New Topic Modeling Perspective

M. Fengler, T. M. Phan
Working Papers
3 Dec. 2024

N°24-105: Consumption Expenditures in Austria & Germany: New Evidence Based on Transactional Data

W. Koeniger, P. Kress, J. Lehmann
Working Papers
3 Dec. 2024

N°24-104: Magnitude and Social Correlates of Poor Decisions in Health Insurance

C. Biener, L. Zou
Working Papers
3 Dec. 2024

N°24-103: Fund-Level FX Hedging Redux

L. Bräuer, H. Hau
Working Papers
28 Nov. 2024

N°24-102: The Pricing of Asset-Backed Securities and Households' Pecking Order of Debt

R. Füss, D. Meyland, S. Morkoetter
Working Papers
28 Nov. 2024

N°24-101: Mean Reversion Trading on the Naphtha Crack

O. Scaillet, P. Bajgrowicz, B. Turquet
Working Papers
28 Nov. 2024

N°24-100: The Resilience of MDB Bonds to Credit Rating Downgrades

T. Kolasa, S. Ongena, C. Humphrey
Working Papers
28 Nov. 2024

N°24-99: Nothing to Hide? Gender and Age Differences in Willingness to Share Data

A. Fuster, O. Armantier, S. Doerr, J. Frost, K. Shue
Working Papers
27 Nov. 2024

N°24-98: A Profitable Day Trading Strategy for The U.S. Equity Market

A. Barbon, A. Aziz, C. Zarattini
Working Papers
27 Nov. 2024

N°24-97: Beat the Market: An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)

A. Barbon, A. Aziz, C. Zarattini
Working Papers
27 Nov. 2024

N°24-96: Investor Activism and the Green Transition

E. Morellec, S. Gryglewicz, S. Mayer
Working Papers
27 Nov. 2024

Blockchains, Cryptoassets, and DeFi: Unpacking the Jargon and Exploring the Implications

A. Barbon, A. Fuster, M. Jüttner, F. Schär, P. Meyer, S. Zwahlen
Roundups
27 Nov. 2024
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