N° 19-50: Low Risk Anomalies?
P. Schneider, Ch. Wagner, J. Zechner
Working Papers
26 sept. 2019
N° 19-49: Risk Premia and Lévy Jumps: Theory and Evidence
L. Mancini, J. Hugonnier, H. Fallahgoul
Working Papers
26 sept. 2019
N° 19-44: Unintended Consequences of Unemployment Insurance Benefits: The Role of Banks
G. Kabas, Y.Arslan, A. Degerli
Working Papers
26 sept. 2019
N° 19-48: Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures
O. Scaillet, D. Banulescu, C. Hurlin, J. Leymarie
Working Papers
19 sept. 2019
N° 19-47: Information Revelation Through Regulatory Process: Interactions Between the SEC and Companies Ahead of the IPO
R. Michaely, M. Lowry, E. Volkova
Working Papers
17 sept. 2019
Inference in Group Factor Models with an Application to Mixed-Frequency Data
P. Gagliardini, E. Andreou, E. Ghysels, M. Rubin
Academic Publications
12 sept. 2019
N° 17-37: Anomalies and False Rejections
A. Goyal, T. Chordia, A. Saretto
Working Papers
11 sept. 2019
N° 19-46: Estimation of Large Dimensional Conditional Factor Models in Finance
P. Gagliardini, O. Scaillet, E. Ossola
Working Papers
10 sept. 2019
N° 19-45: Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation
S. Ongena, O. De Jonghe, H. Dewachter, K. Mulier, G. Schepens
Working Papers
10 sept. 2019
N° 19-44: Bank Standalone Credit Ratings
S. Ongena, M.R. King, N.A. Tarashev
Working Papers
10 sept. 2019
N° 19-43: The Agency of CoCos: Why Contingent Convertible Bonds Aren't for Everyone
S. Ongena, R. Goncharenko, A. Rauf
Working Papers
10 sept. 2019
N° 19-42: Fear, Anger and Credit. On Bank Robberies and Loan Conditions
S. Ongena, P. Morales Acevedo
Working Papers
10 sept. 2019
N° 19-41: Are U.S. Industries Becoming More Concentrated?
R. Michaely, G. Grullon, Y. Larkin
Working Papers
10 sept. 2019
N° 19-40: Consumption Taxes and Corporate Investment
R. Michaely, M. Jacob, M.A. Müller
Working Papers
10 sept. 2019
N° 19-39: Mortgage Lending through a FinTech Web Platform. The Roles of Competition, Diversification, and Automation
S. Ongena
Working Papers
12 août 2019