Publications

Liquidity in the Global Currency Market

A. Ranaldo, P. S. Magistris
Academic Publications
10 nov. 2022

Global Portfolio Rebalancing and Exchange Rates

H. Hau, N. Camanho, H. Rey
Academic Publications
10 nov. 2022

Do Responsible Investors Invest Responsibly?

P. Krüger, R. Gibson Brandon, S. Glossner, P. Matos, T. Steffen
Academic Publications
10 nov. 2022

Climate Change Risk and the Cost of Mortgage Credit

S. Ongena, D. D. Nguyen, S. Qi, V. Sila
Academic Publications
10 nov. 2022

N°22-86: The Heterogeneous Response of Real Estate Asset Prices to a Global Shock

W. Koeniger, S. Heiniger, M. Lechner
Working Papers
9 nov. 2022

N°22-85: Asset Pricing with "Buy Now, Pay Later"

S. Malamud, N. Wang, Y. Zhang
Working Papers
8 nov. 2022

N°22-84: Non-Fungible Tokens

A. Barbon, A. Ranaldo
Working Papers
7 nov. 2022

N°22-83: Banks, Credit Reallocation, and Creative Destruction

C. Keuschnigg, M. Kogler, J. Matt
Working Papers
3 nov. 2022

N°22-82: Constrained Liquidity Provision in Currency Markets

A. Ranaldo, W. Huang, A. Schrimpf, F. Somogyi
Working Papers
26 oct. 2022

N°22-81: Eigenvalue Tests for the Number of Latent Factors in Short Panels

A. Fortin, P. Gagliardini, O. Scaillet
Working Papers
25 oct. 2022

N°22-80: The Unicorn Puzzle

R. Fahlenbrach, D. Davydova, L. Sanz, R. M. Stulz
Working Papers
24 oct. 2022

N°22-79: Identifiability and Generalizability from Multiple Experts in Inverse Reinforcement Learning

B. Nikolov, N. Schürhoff, V. Cevher, P. Rolland, L. Viano
Working Papers
11 oct. 2022

SFI Public Discussion Note: Sustainable Finance in a Shifting World Order

The last three years have seen two "black swan" events: the outbreak of a pandemic and the outbreak ...
A. Wagner
Public Discussion Notes
6 oct. 2022

N°22-78: House Price Bubble Detection in Ukraine

M. Hoesli, A. Shmygel
Working Papers
5 oct. 2022

N°22-77: Can Time-Varying Currency Risk Hedging Explain Exchange Rates?

H. Hau, L. Bräuer
Working Papers
4 oct. 2022
Nous contacter
Vous avez des questions ? Prenez contact avec nous
Restez informés
Enrichir les connaissances et connecter les esprits