Publications

N°19-62: Financial Intermediation, Capital Accumulation and Crisis Recovery

J. Rochet, H. Gersbach, M. Scheffel
Working Papers
11 déc. 2019

N°19-61: Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power? A Reply

O. Scaillet, L. Barras, R. Wermers
Working Papers
5 déc. 2019

Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation

A. Plazzi, P. Gandhi, B.Golez, J. C. Jackwerth
Academic Publications
20 nov. 2019

Direct Versus Iterated Multi-Period Volatility Forecasts

A. Plazzi, E. Ghysels, R. I. Valkanov, A. R. Serrano, A. Dossani
Academic Publications
20 nov. 2019

SFI Roundups: Edition spéciale "Dette – Croissance – Résilience"

E. Morellec, S. Ongena, J. Rochet, A. P. Lehmann
Roundups
19 nov. 2019

N° 16-54: Does Corporate Governance Matter? Evidence from the AGR Governance Rating

A. Plazzi, U. Yilmaz, W. N. Torous
Working Papers
19 nov. 2019

Banking and Financial Markets: How Banks and Financial Technology Are Reshaping Financial Markets

Studies the interaction between traditional and modern banking and the economic benefits and costs o...
A. Bilan, K. O'Flynn, S. Ongena, Prof. Hans Degryse
Livres
18 nov. 2019

N° 19-60: Why do U.S. CEOs Pledge their Own Company’s Stock?

K. Fabisik
Working Papers
14 nov. 2019

N° 19-59: The Impact of Pensions and Insurance on Global Yield Curves

R. Greenwood, A. Vissing-Jorgensen
Working Papers
11 nov. 2019

N° 19-58: Banks, Non-Banks, and the Incorporation of Local Information in CMBS Loan Pricing

S. Ongena, P. Eichholtz, N. Mimiroglu, E. Yönder
Working Papers
5 nov. 2019

N° 19-57: Dispersion of Beliefs Bounds: Sentimental Recovery

P. Schneider, A. Pazarbasi, G. Vilkov
Working Papers
31 oct. 2019

N° 19-56: An Improved Method to Predict Assignment of Stocks into Russell Indexes

F. Franzoni, I. Ben-David, R. Moussawi
Working Papers
30 oct. 2019

N° 19-55: Quantitative Easing and Equity Prices: Evidence from the ETF Program of the Bank of Japan

A. Barbon, V. Gianinazzi
Working Papers
22 oct. 2019

N° 19-54: Weighted Monte Carlo with Least Squares and Randomized Extended Kaczmarz for Option Pricing

D. Filipović, K. Glau, Y. Nakatsukasa, F. Statti
Working Papers
22 oct. 2019

N° 19-53: Properly Discounted Asset Prices Are Semimartingales

M. Schweizer, D. A. Bálint
Working Papers
11 oct. 2019
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