How Integrated are Credit and Equity Markets? Evidence from Index Options
P. Collin-Dufresne, B. Junge, A. B. Trolle
Academic Publications
25 jan. 2024
Financial returns to household inventory management
L. Küng , S. R. Baker, S. Johnson
Academic Publications
23 jan. 2024
The Virtue of Complexity in Return Prediction
S. Malamud, B. T. Kelly, K. Zhou
Academic Publications
4 jan. 2024
Return predictability with endogenous growth
L. Bretscher, F. M. Bandi, A. Tamoni
Academic Publications
6 nov. 2023
International Portfolio Choice with Frictions: Evidence from Mutual Funds.
P. Bacchetta, S. Tièche, E. van Wincoop
Academic Publications
18 oct. 2023
Liquidity, Volume, and Order Imbalance Volatility
P. Collin-Dufresne, V. Bogousslavsky
Academic Publications
30 août 2023
Cross-selling in bank-household relationships: Mechanisms and implications for pricing
C. Basten, R. Juelsrud
Academic Publications
11 août 2023
Financial Intermediation, Capital Accumulation and Crisis Recovery
J. Rochet, H. Gersbach, M. Scheffel
Academic Publications
2 août 2023
Climate Risk Disclosure and Institutional Investors
P. Krüger, Z. Sautner, E. Ilhan, L. T. Starks
Academic Publications
25 juil 2023
Illiquidity and Higher Cumulants
S. Malamud, S. Glebkin, A. Teguia
Academic Publications
17 mai 2023
Infrequent Random Portfolio Decisions in an Open Economy Model
P. Bacchetta, E. van Wincoop, E. R.Young
Academic Publications
16 mai 2023
The Disutility of Stock Market Losses: Evidence from Domestic Violence
V. Pursiainen, T.-C. Lin
Academic Publications
5 avr. 2023
The global factor structure of exchange rates
F. Trojani, S. A. Korsaye, A. Vedolin
Academic Publications
3 avr. 2023
Competition for Attention in the ETF Space
F. Franzoni, I. Ben-David, B. Kim, R. Moussawi
Academic Publications
28 mars 2023