N°24-05: Investments and Asset Pricing in a World of Satisficing Agents
T. Berrada, P. Bossaerts, G. Ugazio
Working Papers
23 Jan. 2024
N°24-04: The Impact of Climate Engagement: A Field Experiment
J. Kölbel, F. Heeb
Working Papers
22 Jan. 2024
N°24-03: Robust difference-in-differences analysis when there is a term structure
K. Nyborg, J. Woschitz
Working Papers
22 Jan. 2024
N°24-02: Scaling Laws And Statistical Properties of The Transaction Flows And Holding Times of Bitcoin
D. Sornette, Y. Zhang
Working Papers
8 Jan. 2024
N°24-01: An Intermediation-Based Model of Exchange Rates
S. Malamud, A. Schrimpf, Y. Zhang
Working Papers
8 Jan. 2024
N°23-121: Large (and Deep) Factor Models
B. Kuznetsov, S. Malamud, B. Kelly, T. A. Xu
Working Papers
19 Dec. 2023
N°23-120: Serious Errors Impair an Assessment of Forest Carbon Projects: A Rebuttal Of West Et Al. (2023)
E. Nowak, T. Brade , H. Carstairs, M. B. Collins, R. Cosenza, J. Funk , I. M. McNicol, P. Meir , E. T. A. Mitchard, P. Nieto Quintano, S. S. Saatchi
Working Papers
4 Dec. 2023
N°23-119: Universal Portfolio Shrinkage
S. Malamud, M. Pourmohammadi, F. Trojani, B. Kelly,
Working Papers
1 Dec. 2023
N°23-118: The Supply of Cyber Risk Insurance
A. Kartasheva , M. Eling, D. Ning
Working Papers
27 Nov. 2023
N°23-117: Dollar Shortages, CIP Deviations, and the Safe Haven Role of the Dollar
P. Bacchetta, J. S. Davis, E. van Wincoop
Working Papers
21 Nov. 2023
N°23-116: Strategic Trading with Wealth Effects
S. Malamud, S. Glebkin, A. Teguia
Working Papers
20 Nov. 2023
N°23-115: The Impact of Foreign Sanctions on Firm Performance in Russia
S. Ongena, L. D. Toan Huynh, K. Hoang
Working Papers
20 Nov. 2023
N°23-114: A Comprehensive Machine Learning Framework for Dynamic Portfolio Choice With Transaction Costs
F. Trojani, L. Gaegauf, S. Scheidegger
Working Papers
18 Nov. 2023
N°23-113: Value-Driven Bankers and the Granting of Credit to Green Firms
S. Ongena, D. Bu, M. Keloharju, Y. Liao
Working Papers
18 Nov. 2023
N°23-112: When Does Aggregating Multiple Skills with Multi-Task Learning Work? A Case Study in Financial NLP
M. Leippold, Z. Jin, J. Ni, M. Sachan, Q. Wang
Working Papers
17 Nov. 2023