Nº 20-91: In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis
X. Gabaix, R. S. J. Koijen
Working Papers
28 Oct. 2020
Nº 20-90: Are 'Flow of Ideas' and 'Research Productivity' in Secular Decline?
D. Sornette, P. Cauwels
Working Papers
20 Oct. 2020
Nº 20-89: Fiscal Transfers, Local Government, and Entrepreneurship
S. Ongena, P. Danisewicz
Working Papers
19 Oct. 2020
Nº 20-88: Credit Volatility Indexes
A. Mele, Y. Obayashi
Working Papers
18 Oct. 2020
Nº 20-87: Inter-industry FDI Spillovers from Foreign Banks: Evidence in Transition Economies
S. Ongena, S. Qi, K. Hui
Working Papers
13 Oct. 2020
Nº 20-86: A Cost-Benefit Analysis of Capital Requirements Adjusted for Model Risk
W. Farkas, F. Fringuellotti, R. Tunaru
Working Papers
12 Oct. 2020
Nº 20-85: Crash-sensitive Kelly Strategy Built on a Modified Kreuser-Sornette Bubble Model Tested over three Decades of Twenty Equity Indices
D. Sornette, J.-C. Gerlach, J. Kreuser
Working Papers
9 Oct. 2020
Nº 20-84: Artificial Intelligence and High-Skilled Work: Evidence from Analysts
R. Michaely, J. Grennan
Working Papers
7 Oct. 2020
Nº 20-83: The Demise of Branch Banking Technology, Consolidation, Bank Fragility
S. Ongena, J. Keil
Working Papers
6 Oct. 2020
Nº 20-82: Is it Alpha or Beta? Decomposing Hedge Fund Returns When Models are Misspecified
P. Gagliardini, O. Scaillet, D. Ardia, L. Barras
Working Papers
18 Sept. 2020
Nº 20-81: Do Mutual Funds and ETFs Affect the Commonality in Liquidity of Corporate Bonds?
E. Cötelioglu
Working Papers
17 Sept. 2020
Nº 20-80: Illiquidity and Higher Cumulants
S. Malamud, S. Glebkin, A. Teguia
Working Papers
15 Sept. 2020
Nº 20-79: A Deep Learning Approach to Estimate Forward Default Intensities
M. Divernois
Working Papers
14 Sept. 2020
Nº 20-78: Trapped in the "Zero-Risk" Society and how to Break Free
D. Sornette, P. Cauwels
Working Papers
1 Sept. 2020
Nº 20-77: Connected Banks and Economic Policy Uncertainty
S. Ongena, H. Cheng, K. Gawande, S. Qi
Working Papers
31 Aug. 2020