Nº 22-25: ESG and Systemic Risk
S. Ongena, G.-M. Aevoae, A. M. Andries, N. Sprincean
Working Papers
10 mars 2022
Nº 22-24: Stripping the Discount Curve—a Robust Machine Learning Approach
D. Filipović, M. Pelger, Y. Ye
Working Papers
9 mars 2022
Nº 22-23: Deconstructing ESG Scores: How to Invest with Your own Criteria
E. Jondeau, T. Ehlers, U. Elsenhuber, A. Jegarasasingam
Working Papers
8 mars 2022
Nº 22-22: Firm ESG Reputation Risk and Debt Choice
S. Ongena, D. P. Newton, R. Xie, B. Zhao
Working Papers
7 mars 2022
Nº 22-21: Asset Pricing with Costly Short Sales
J. Hugonnier, T. Evgeniou, R. Prieto
Working Papers
1 mars 2022
Nº 22-20: Deep Regression Ensembles
A. Didisheim, S. Malamud, B. T. Kelly
Working Papers
28 fév. 2022
Nº 22-19: Are Green Funds for Real?
C. Jaunin, L. Somoza, T. Terracciano
Working Papers
23 fév. 2022
Nº 22-18: Global Production Linkages and Stock Market Comovement
A. Wagner, R. Auer, B. M. Iwadate, A. Schrimpf
Working Papers
15 fév. 2022
Nº 22-17: Taxing Banks Leverage and Syndicated Lending: A Cross-Country Comparison
S. Ongena, A. Burietz, M. Picault
Working Papers
14 fév. 2022
Nº 22-16: Personality Traits and Investment Styles
T. Hens, M. Ding-Hirschfeld
Working Papers
31 jan. 2022
Nº 22-15: Signaling with Debt Currency Choice
S. Malamud, E. Eren, H. Zhou
Working Papers
30 jan. 2022
Nº 22-14: Do Firms Walk the Climate Talk?
A. Wagner, M. Dzieliński, F. Eugster, E. Sjöström
Working Papers
28 jan. 2022
Nº 22-13: Mortgage-Backed Securities
A. Fuster, D. Lucca, J. Vickery
Working Papers
27 jan. 2022
Nº 22-12: The Valuation of Illiquid Assets: A Focus on Private Equity and Real Estate
M. Hoesli, R. Gibson, J. Shan
Working Papers
26 jan. 2022
Nº 22-11: Measuring and Stress-Testing Market-Implied Bank Capital
A. Fuster, E. Jondeau, M. Indergand
Working Papers
19 jan. 2022