Nº 21-21: Backcasting, Nowcasting, and Forecasting Residential Repeat-Sales Returns: Forecast Combination meets Mixed Frequency
M. Garzoli, A. Plazzi, R. I. Valkanov
Working Papers
2 mars 2021
Nº 21-20: How Green FinTech Can Alleviate the Impact of Climate Change—The Case of Switzerland
V. Khmarskyi, T. Puschmann, C. Hoffmann
Working Papers
1 mars 2021
Nº 21-19: Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks affects the CDS Term Structure
M. Leippold, J. Rillaerts, J. F. Kölbel, Q. Wang
Working Papers
26 fév. 2021
Nº 21-18: Risk & Returns around Fomc Press Conferences: A Novel Perspective from Computer Vision
A. Marchal
Working Papers
25 fév. 2021
Nº 21-17: The Sustainability Wage Gap
P. Krüger, D. Metzger, J. Wu
Working Papers
24 fév. 2021
Nº 21-16: Can the Variance After-Effect Distort Stock Returns?
T. Berrada
Working Papers
19 fév. 2021
Nº 21-15: Optimal Transport of Information
S. Malamud, A. Cieslak, A. Schrimpf
Working Papers
18 fév. 2021
Nº 21-14: International Arbitrage Premia
P. Schneider, M. Sandulescu
Working Papers
15 fév. 2021
Nº 21-13: Asymmetric Information and the Securitization of SME Loans
S. Ongena, U. Albertazzi, M. Bottero, L. Gambacorta
Working Papers
8 fév. 2021
Nº 21-12: The Equity Market Implications of the Retail Investment Boom
C. Jaunin, P. Van der Beck
Working Papers
2 fév. 2021
Nº 21-11: Self-inflicted Debt Crises
T. Dimopoulos, N. Schürhoff
Working Papers
1 fév. 2021
Nº 21-10: (In)efficient Repo Markets
L. Mancini, N. Schürhoff, T. Dieler
Working Papers
29 jan. 2021
Nº 21-09: A Penalized Two-Pass Regression to Predict Stock Returns with Time-Varying Risk Premia
O. Scaillet, G. Bakalli, S. Guerrier
Working Papers
28 jan. 2021
Nº 21-08: Commercial Real Estate Prices and Covid-19
M. Hoesli, R. Malle
Working Papers
22 jan. 2021
Nº 21-07: Institutional Corporate Bond Pricing
L. Bretscher, L. Schmid, I. Sen, V. Sharma
Working Papers
21 jan. 2021