Nº 21-81: CBDC as Imperfect Substitute to Bank Deposits: A Macroeconomic Perspective
P. Bacchetta, E. Perazzi
Working Papers
24 nov. 2021
Nº 21-80: Can Sticky Portfolios Explain International Capital Flows and Asset Prices?
P. Bacchetta, M. Davenport, E. van Wincoop
Working Papers
23 nov. 2021
Nº 21-79: Does Board Overlap Promote Coordination Between Firms?
H. Hau, H. Geng, R. Michaely, B. Nguyen
Working Papers
22 nov. 2021
Nº 21-78: Optimal Investment and Equilibrium Pricing under Ambiguity
P. Schneider, M. Anthropelos
Working Papers
17 nov. 2021
Nº 21-77: ESG Screening in the Fixed-Income Universe
E. Jondeau, F. Alessandriniy, D. B. Balula
Working Papers
15 nov. 2021
Nº 21-76: Multi-asset Financial Bubbles in an Agent-based Model with Noise Traders’ Herding Described by an n-vector Ising Model
D. Sornette, D. Cividino, R. Westphal
Working Papers
11 nov. 2021
Nº 21-75: Bank Lending Policies and Monetary Policy: Some Lessons from the Negative Interest Era
S. Ongena, O. Arce, M. Garcia-Posada, S. Mayordomo
Working Papers
10 nov. 2021
Nº 21-74: The Price of Money: How Collateral Policy Affects the Yield Curve
K. Nyborg, J. Woschitz
Working Papers
9 nov. 2021
Nº 21-73: Heterogeneous Tail Generalized Common Factor Modeling
M. Paolella, S. Hediger, J. Näf, P. Polak
Working Papers
20 oct. 2021
Nº 21-72: FinTech Lending
A. Fuster, T. Berg, M. Puri
Working Papers
19 oct. 2021
Nº 21-71: Flow-Driven ESG Returns
P. Van der Beck
Working Papers
18 oct. 2021
Nº 21-70: Multi-Signal Approaches for Repeated Sampling Schemes in Inertial Sensor Calibration
O. Scaillet, G. Bakalli, D. Cuccio, A. Radi, N. El-Sheimy, R. Molinari, S. Guerrier
Working Papers
15 oct. 2021
Nº 21-69: Persuasion by Dimension Reduction
S. Malamud, A. Schrimpf
Working Papers
14 oct. 2021
Nº 21-68: Expectations and Aggregate Risk
L. Bretscher, A. Malkhozov, A. Tamoni
Working Papers
4 oct. 2021
Nº 21-67: Determinants of Price Discrimination and Switching Mortgage Provider under Regulation and Digitalization
S. Ongena, F. Paraschiv, E. J. Reite
Working Papers
28 sept. 2021