N°18-61: Fuel the Engine: Bank Credit and Firm Innovation, S. Qi, and S. Ongena, 2018.
S. Ongena, S. Qi
Working Papers
2 March 2018
N°18-60: Hedge or Rebalance: Optimal Risk Management with Transaction Costs, F. Gallien, S. Kassibrakis, and S. Malamud, 2018.
S. Malamud, F. Gallien, S. Kassibrakis
Working Papers
1 March 2018
N°18-59: Frictional Intermediation in Over-the-Counter Markets, J. Hugonnier, B. R. Lester, and P. Weill, 2018.
J. Hugonnier, B. R. Lester, P. Weill
Working Papers
28 Feb. 2018
N°18-58: The Importance of Climate Risks for Institutional Investors, P. Krüger, Z. Sautner, and L. T. Starks, 2018.
P. Krüger, Z. Sautner, L. T. Starks
Working Papers
27 Feb. 2018
N°18-57: The endo-exo problem in high frequency financial price fluctuations and rejecting criticality, S. Wheatley, A. Wehrli, and D. Sornette, 2018.
D. Sornette, S. Wheatley, A. Wehrli
Working Papers
26 Feb. 2018
N°18-56: Dealer Heterogeneity and Exchange Rates
S. Malamud, F. Gallien, S. Glebkin, S. Kassibrakis, A. Teguia,
Working Papers
25 Feb. 2018
N°18-55: Dominant Currency Debt, E. Eren and S. Malamud, 2018.
S. Malamud, E. Eren
Working Papers
24 Feb. 2018
N°18-54: Strategic Interaction between Hedge Funds and Prime Brokers, N. Gerasimova and E. Jondeau, 2018.4
E. Jondeau, N. Gerasimova
Working Papers
23 Feb. 2018
Bank Capital Requirements Increases and Their Effects on Banks and Firms
S. Ongena, C. Capuano
Roundups
23 Feb. 2018
N°18-53: Information Intermediaries: How Commercial Bankers Facilitate Inter-Firm Alliances, M. Frattaroli and C. Herpfer, 2018.
M. Frattaroli and C. Herpfer
Working Papers
22 Feb. 2018
N°18-52: Leverage effect puzzle: a rational explanation, A. Pankratov, 2018.
A. Pankratov
Working Papers
21 Feb. 2018
N°18-51: Corporate Strategy, Conformism, and the Stock Market, T. Foucault and L. Frésard, 2018.
L. Frésard, T. Foucault
Working Papers
20 Feb. 2018
N°18-50: Cascading Logistic Regression Onto Gradient Boosted Decision Trees to Predict Stock Market Changes Using Technical Analysis, F. Zhou, Qun Zhang, D. Sornette, and L. Jiang, 2018.
D. Sornette, F. Zhou, Qun Zhang, L. Jiang,
Working Papers
19 Feb. 2018
N°18-49: Inefficient Bubbles and Efficient Drawdowns in Financial Markets, M. Schatz, and D. Sornette, 2018.
D. Sornette, M. Schatz
Working Papers
18 Feb. 2018
N°18-48: Risk Measures Based on Benchmark Loss Distributions, V. Bignozzi, M. Burzoni, and C. Munari, 2018.
C. Munari, V. Bignozzi, and M. Burzoni
Working Papers
17 Feb. 2018