Nº 20-112: Supranational Rules, National Discretion: Increasing versus Inflating Regulatory Bank Capital?
S. Ongena, R. Gropp, T. C. Mosk, I. Simac, C. Wix
Working Papers
18 Dec. 2020
Nº 20-111: Leveraged Loans: Is High Leverage Risk Priced in?
S. Ongena, D. Newton, R. Xie, B. Zhao
Working Papers
17 Dec. 2020
Nº 20-110: Predicting Corporate Bond Returns: Merton Meets Machine Learning
A. Goyal, T. G. Bali, D. Huang, F. Jiang, Q. Wen
Working Papers
16 Dec. 2020
Nº 20-109: Do Proprietary Traders Provide Liquidity?
R. Michaely, N. Bergman, O. Kadan, P. C. Moulton
Working Papers
15 Dec. 2020
Nº 20-108: Cybersecurity Risk
R. Michaely, C. Florackis, C. Louca, M. Weber
Working Papers
14 Dec. 2020
Nº 20-107: The Global Factor Structure of Exchange Rates
S. Korsaye, F. Trojani, S. A. Korsaye, A. Vedolin
Working Papers
13 Dec. 2020
Nº 20-106: Does Alternative Data Improve Financial Forecasting? The Horizon Effect
L. Frésard, O. Dessaint, T. Foucault
Working Papers
12 Dec. 2020
Nº 20-105: Takeover Protections and Stock Returns
E. Morellec, A. Eisdorfer, A. Zhdanov
Working Papers
11 Dec. 2020
Nº 20-104: In Lands of Foreign Currency Credit, Bank Lending Channels Run Through?
S. Ongena, I. Schindele, D. Vonnák
Working Papers
9 Dec. 2020
Nº 20-103: Forecasting Financial Crashes: A Dynamic Risk Management Approach
D. Sornette, J.-C. Gerlach, D. Zhao
Working Papers
8 Dec. 2020
Nº 20-102: Management Practices and M&A Success
S. Ongena, M. D. Delis, M. Iosifidi, P. Kazakis, M. G. Tsionas
Working Papers
4 Dec. 2020
Nº 20-101: The Impact of Policy Interventions on Systemic Risk across Banks
S. Ongena, S. Nistor
Working Papers
3 Dec. 2020
Nº 20-100: Learning (Not) to Trade: Lindy's Law in Retail Traders
S. Malamud, T. Godina, S. Kassibrakis, A. Teguia, J. Xu
Working Papers
2 Dec. 2020
Nº 20-99: Fixed Rate versus Adjustable Rate Mortgages: Evidence from Euro Area Banks
S. Ongena, U. Albertazzi, F. Fringuellotti
Working Papers
1 Dec. 2020
Nº 20-98: Interest Rate Pass-Through and Bank Risk-Taking under Negative-Rate Policies with Tiered Remuneration of Central Bank Reserves
M. Mariathasan
Working Papers
27 Nov. 2020