Publications

A Rigorous Approach to Business Services Offshoring and North-North Trade

T. Hens, B. Dluhosch
Academic Publications
1 Jan. 2016

Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments.

S. Ongena, G. Jiménez, J.-L. Peydro, and J. S. Salas
Academic Publications
8 Aug. 2015

Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments.

S. Ongena, G. Jiménez, J.-L. Peydró, and J. Saurina
Academic Publications
8 Aug. 2015

What's Beneath the Surface? Option Pricing with Multifrequency Latent States

M. Leippold, L. Calvet, M. Fearnly, A. Fisher
Academic Publications
1 Jan. 2015

Using Trading Strategies to Detect phase Transitions in Financial Markets

D. Sornette, Z. Forro and R. Woodard
Academic Publications
1 Jan. 2015

Uncertainty, Information Acquisition and Price Swings in Asset Markets

A. Mele, F. Sangiorgi
Academic Publications
1 Jan. 2015

Transaction-Based and Appraisal-Based Capitalization Rate Determinants

M. Hoesli, A. Chaney
Academic Publications
1 Jan. 2015

Trading with Small Price Impact

H. Soner, L. Moreau, J. Muhle-Karbe
Academic Publications
1 Jan. 2015

The War Puzzle: Contradictory Effects of International Conflicts on Stock Markets

T. Hens, A. Brune, M.O. Rieger, and M. Wang
Academic Publications
1 Jan. 2015

The Perennial Challenge to Counter Too-Big-To-Fail in Banking: Empirical Evidence From the New International Regulation Dealing with Global Systemically Important Banks

S. Ongena, S. C. Moenninghoff and A. Wieandt
Academic Publications
1 Jan. 2015

The International Diversification of Banks and the Value of their Cross-border M&A Advice

S. Ongena, A. De Jong, A. Rajamani, and M. Van der Poel
Academic Publications
1 Jan. 2015

The Impact of Foreign Bank Presence on Foreign Direct Investment in China

S. Ongena, S. Qi and F. Qin
Academic Publications
1 Jan. 2015

The Impact of Cointegration on Commodity Spread Options

W. Farkas, E. Gourier, R. Huitema, C. Necula
Academic Publications
1 Jan. 2015

The impact factor of IME

H. Albrecher, R. Kaas, H. Gerber, M. Goovaerts, E. Shiu
Academic Publications
1 Jan. 2015

The Gärtner-Ellis Theorem, Homogenization, and Affine Processes, in Large Deviations and Asymptotic Methods in Finance, Springer Proceedings in Mathematics and Statistics Series, vol. 110,

J. Teichmann, A. Gulisashvili eds. P. Friz, J. Gatheral, A. Gulisashvili, A. Jacquier, J. Teichmann
Academic Publications
1 Jan. 2015
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