Nº 20-18: Spanning Analysis of Stock Market Anomalies under Prospect Stochastic Dominance
O. Scaillet, S. Arvanitis, N. Topaloglou
Working Papers
7 avr. 2020
Nº 20-17: Policy Announcement Design
S. Malamud, A. Cieslak, A. Schrimpf
Working Papers
24 mars 2020
Nº 20-16: On-Site Inspecting Zombie Lending
S. Ongena
Working Papers
23 mars 2020
Nº 20-15: Identifying Empty Creditors with a Shock and Microdata
S. Ongena, K. O'Flynn, H. Degryse, Y. Gündüz
Working Papers
20 mars 2020
Nº 20-14: On the Fast Track: Information Acquisition Costs and Information Production
R. Michaely, D. Chen, Y. Ma, X. Martin
Working Papers
19 mars 2020
Nº 20-13: Do Responsible Investors Invest Responsibly?
P. Krüger, R. Gibson, S. Glossner, P. Matos, T. Steffen
Working Papers
18 mars 2020
Nº 20-12: Feverish Stock Price Reactions to COVID-19
A. Wagner, S. Ramelli
Working Papers
13 mars 2020
Nº 20-11: Geometric Step Options with Jumps: Parity Relations, PIDEs, and Semi-Analytical Pricing
W. Farkas, L. Mathys
Working Papers
12 mars 2020
Nº 20-10: Deep Learning, Jumps, and Volatility Bursts
O. Bashchenko, A. Marchal
Working Papers
11 mars 2020
Nº 20-09: How Integrated Are Corporate Bond and Stock Markets?
P. Sandulescu
Working Papers
9 mars 2020
Nº 20-08: Deep Learning for Asset Bubbles Detection
O. Bashchenko, A. Marchal
Working Papers
6 mars 2020
Nº 20-07: Flooded Through the Back Door: The Role of Bank Capital in Local Shock Spillovers
S. Ongena, O. Rehbein
Working Papers
2 mars 2020
Nº 20-06: An Investigation of the Synchronization in Global House Prices
M. Hoesli
Working Papers
27 fév. 2020
Nº 20-05: Rational Belief Bubbles
D. Sornette, H.-U. Sohn
Working Papers
3 fév. 2020
Nº 20-04: Systemic Risk in Networks with a Central Node
D. Filipović, H. Amini, A. Minca
Working Papers
23 jan. 2020