N°23-103: The Time-Varying Price of Financial Intermediation in the Mortgage Market
A. Fuster, S. Lo, P. Willen
Working Papers
20 oct. 2023
N°23-102: CDS and Credit: The Effect of the Bangs on Credit Insurance, Lending and Hedging
S. Ongena, Y. Gündüz, G. Tumer-Alkan, Y. Yu
Working Papers
19 oct. 2023
N°23-101: Debt and Deficits: Fiscal Analysis with Stationary Ratios
C. Gao, J. Y. Campbell, I. Martin
Working Papers
18 oct. 2023
International Portfolio Choice with Frictions: Evidence from Mutual Funds.
P. Bacchetta, S. Tièche, E. van Wincoop
Academic Publications
18 oct. 2023
N°23-100: Residential Rent Externalities of Photovoltaic Systems: The Relevance of View
R. Füss, K. Kürschner Rauck, A. Weigand
Working Papers
17 oct. 2023
N°23-99: Enhancing Large Language Models with Climate Resources
M. Leippold, J. Bingler, C. Colesanti Senni, M. Kraus, T. Schimanski, D. Stammbach, S. Vaghefi, N. Webersinke
Working Papers
16 oct. 2023
N°23-98: Empirically Grounding Analytics (EGA) Research in the Journal of Operations Management
S. de Treville , T. R. Browning, R. Oliva
Working Papers
13 oct. 2023
N°23-97: Stripping the Swiss Discount Curve using Kernel Ridge Regression
D. Filipović, N. Camenzind
Working Papers
12 oct. 2023
N°23-96: Deciphering DeFi: A Comprehensive Analysis and Visualization of Risks in Decentralized Finance
W. Farkas, F. Fasser, P. Reis Sá da Costa, T. Weingärtner
Working Papers
11 oct. 2023
N°23-95: Volatility during the COVID-19 Pandemic
T. Berrada, J. Detemple, M. Rindisbacher
Working Papers
10 oct. 2023
N°23-94: Financial Intermediaries and Demand for Duration
A. Plazzi, M. Zanotti, A. Tamoni
Working Papers
9 oct. 2023
N°23-93: Textual Disclosure in Prospectuses and Investors' Security Pricing
S. Ongena, J. Debener, A. Fenner, P. Klein
Working Papers
6 oct. 2023
N°23-92: Climate Value and Values Discovery
Z. Sautner, L. van Lent, G. Vilkov, R. Zhang
Working Papers
5 oct. 2023
N°23-91: Leverage Ratio, Risk-Based Capital Requirements, and Risk-taking in the UK
S. Ongena, M. Fatouh, S. Giansante
Working Papers
4 oct. 2023