N°24-61: The performance of FDIC-Identified Community Banks
S. Ongena, R. Fairchild , D. Gounopoulos , V. Pappas, A. Petropoulou
Working Papers
14 Nov. 2024
N°24-60: Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels
D. Filipović, P. Schneider
Working Papers
14 Nov. 2024
N°24-59: Battle of Transformers: Adversarial Attacks on Financial Sentiment Models
M. Leippold, Aysun Can Turetken
Working Papers
14 Nov. 2024
N°24-58: The Effect of Unconventional Fiscal Policy on Consumption – New Evidence based on Transactional Data
W. Koeniger, P. Kress
Working Papers
28 Oct. 2024
N°24-57: The Impact of Sustainable Finance Literacy on Investment Decisions
M. Leippold, M. Filippini, T. Wekhof
Working Papers
28 Oct. 2024
N°24-56: Rewiring Supply Chains Through Uncoordinated Climate Policy
E. Benincasa, O. Carradori, E. Garcia-Appendini, M. Ferreira
Working Papers
24 Oct. 2024
N°24-55: Proxy-Identification of a Structural MGARCH Model for Asset Returns
M. Mishra, S. Ongena, Y. Peng
Working Papers
24 Oct. 2024
N°24-54: Discretionary Administrative Power and Conflicts of Interest in China’s IPO Approvals
H. Hau, H. Zheng, H. Geng
Working Papers
4 Oct. 2024
N°24-53: Pricing of Risk in Credit and Equity Index Options—A Role for Option Order Flow?
P. Collin-Dufresne, A. B. Trolle
Working Papers
2 Oct. 2024
N°24-52: Hunting for Dollars
A. Ranaldo, P. Kloks , E. Mattille
Working Papers
27 Sept. 2024
N°24-51: Analysis of the Leading Bitcoin Forum with Large Language Models Highlights the Enduring and Substantial Carbon Footprint of Bitcoin
D. Sornette, C. Grumbach
Working Papers
24 Sept. 2024
N°24-50: Adaptive Joint Distribution Learning
D. Filipović, P. Schneider, M. Multerer
Working Papers
24 Sept. 2024
N°24-49: The Volatility of Listed Real Estate in Europe and Portfolio Implications
M. Hoesli, L. Johner, J. Kraiouchkina
Working Papers
24 Sept. 2024
N°24-48: Multiple Outlier Detection in Samples with Exponential & Pareto Tails
D. Sornette, R. Wei
Working Papers
16 Sept. 2024
N°24-47: Smoothing Out Momentum and Reversal
M. Paolella, S. Chitsiripanich, P. Polak, P. S. Walker
Working Papers
12 Sept. 2024