N°24-61: The performance of FDIC-Identified Community Banks
S. Ongena, R. Fairchild , D. Gounopoulos , V. Pappas, A. Petropoulou
Working Papers
14 nov. 2024
N°24-60: Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels
D. Filipović, P. Schneider
Working Papers
14 nov. 2024
N°24-59: Battle of Transformers: Adversarial Attacks on Financial Sentiment Models
M. Leippold, Aysun Can Turetken
Working Papers
14 nov. 2024
Le rôle de l'IA dans la transformation des pratiques financières
M. Leippold
Public Discussion Notes
12 nov. 2024
Optimal Investment and Equilibrium Pricing Under Ambiguity
P. Schneider, M. Anthropelos
Academic Publications
28 oct. 2024
N°24-58: The Effect of Unconventional Fiscal Policy on Consumption – New Evidence based on Transactional Data
W. Koeniger, P. Kress
Working Papers
28 oct. 2024
N°24-57: The Impact of Sustainable Finance Literacy on Investment Decisions
M. Leippold, M. Filippini, T. Wekhof
Working Papers
28 oct. 2024
FinTech Credit and Entrepreneurial Growth
H. Hau, Y. Huang, C. Lin, H. Shan, Z. Sheng, L. Wei
Academic Publications
28 oct. 2024
Empirical Determinants of Momentum: a Perspective Using International Data
A. Goyal, N. Jegadeesh, A.Subrahmanyam
Academic Publications
28 oct. 2024
A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction
A. Goyal, I. Welch, A. Zafirov
Academic Publications
28 oct. 2024
N°24-56: Rewiring Supply Chains Through Uncoordinated Climate Policy
E. Benincasa, O. Carradori, E. Garcia-Appendini, M. Ferreira
Working Papers
24 oct. 2024
N°24-55: Proxy-Identification of a Structural MGARCH Model for Asset Returns
M. Mishra, S. Ongena, Y. Peng
Working Papers
24 oct. 2024
Exigences de fonds propres des banques : Quelle est leur justification, à quel niveau devraient-elles se situer, faut-il les augmenter, quelles sont les approches alternatives ?
S. Ongena, Simona Nistor
Public Discussion Notes
15 oct. 2024
N°24-54: Discretionary Administrative Power and Conflicts of Interest in China’s IPO Approvals
H. Hau, H. Zheng, H. Geng
Working Papers
4 oct. 2024
N°24-53: Pricing of Risk in Credit and Equity Index Options—A Role for Option Order Flow?
P. Collin-Dufresne, A. B. Trolle
Working Papers
2 oct. 2024