How Integrated are Credit and Equity Markets? Evidence from Index Options
P. Collin-Dufresne, B. Junge, A. B. Trolle
Academic Publications
25 Jan. 2024
N°24-07: Sparse Portfolio Selection via Topological Data Analysis based Clustering
D. Filipović, A. Goel, P. Pasricha
Working Papers
24 Jan. 2024
N°24-06: Asset Life, Leverage, and Debt Maturity Matching
E. Morellec, T. Geelen, J. Hajda, A. Winegar
Working Papers
23 Jan. 2024
N°24-05: Investments and Asset Pricing in a World of Satisficing Agents
T. Berrada, P. Bossaerts, G. Ugazio
Working Papers
23 Jan. 2024
Financial returns to household inventory management
L. Küng , S. R. Baker, S. Johnson
Academic Publications
23 Jan. 2024
N°24-04: The Impact of Climate Engagement: A Field Experiment
J. Kölbel, F. Heeb
Working Papers
22 Jan. 2024
N°24-03: Robust difference-in-differences analysis when there is a term structure
K. Nyborg, J. Woschitz
Working Papers
22 Jan. 2024
FinTech Credit and Entrepreneurial Growth
H. Hau, Y. Huang, C. Lin, H. Shan, Z. Sheng, L. Wei
Academic Publications
11 Jan. 2024
N°24-02: Scaling Laws And Statistical Properties of The Transaction Flows And Holding Times of Bitcoin
D. Sornette, Y. Zhang
Working Papers
08 Jan. 2024
N°24-01: An Intermediation-Based Model of Exchange Rates
S. Malamud, A. Schrimpf, Y. Zhang
Working Papers
08 Jan. 2024
The Virtue of Complexity in Return Prediction
S. Malamud, B. T. Kelly, K. Zhou
Academic Publications
04 Jan. 2024
N°23-121: Large (and Deep) Factor Models
B. Kuznetsov, S. Malamud, B. Kelly, T. A. Xu
Working Papers
19 Dez. 2023
N°23-120: Serious Errors Impair an Assessment of Forest Carbon Projects: A Rebuttal Of West Et Al. (2023)
E. Nowak, T. Brade , H. Carstairs, M. B. Collins, R. Cosenza, J. Funk , I. M. McNicol, P. Meir , E. T. A. Mitchard, P. Nieto Quintano, S. S. Saatchi
Working Papers
04 Dez. 2023
N°23-119: Universal Portfolio Shrinkage
S. Malamud, M. Pourmohammadi, F. Trojani, B. Kelly,
Working Papers
01 Dez. 2023