Nº 20-103: Forecasting Financial Crashes: A Dynamic Risk Management Approach
D. Sornette, J.-C. Gerlach, D. Zhao
Working Papers
8. Dez. 2020
Nº 20-102: Management Practices and M&A Success
S. Ongena, M. D. Delis, M. Iosifidi, P. Kazakis, M. G. Tsionas
Working Papers
4. Dez. 2020
Nº 20-101: The Impact of Policy Interventions on Systemic Risk across Banks
S. Ongena, S. Nistor
Working Papers
3. Dez. 2020
Nº 20-100: Learning (Not) to Trade: Lindy's Law in Retail Traders
S. Malamud, T. Godina, S. Kassibrakis, A. Teguia, J. Xu
Working Papers
2. Dez. 2020
Nº 20-99: Fixed Rate versus Adjustable Rate Mortgages: Evidence from Euro Area Banks
S. Ongena, U. Albertazzi, F. Fringuellotti
Working Papers
1. Dez. 2020
Nº 20-98: Interest Rate Pass-Through and Bank Risk-Taking under Negative-Rate Policies with Tiered Remuneration of Central Bank Reserves
M. Mariathasan
Working Papers
27. Nov. 2020
Nº 20-97: Climate Change Risk and the Cost of Mortgage Credit
S. Ongena, D. D. Nguyen, S. Qi, V. Sila
Working Papers
26. Nov. 2020
Nº 20-96: A Macro-Finance model with Realistic Crisis Dynamics
G. Gopalakrishna
Working Papers
25. Nov. 2020
Nº 20-95: CDS Central Counterparty Clearing Default Measures: Road to Recovery or Invitation to Predation?
M. Tywoniuk
Working Papers
24. Nov. 2020
Nº 20-94: Affine Pricing and Hedging of Collateralized Debt Obligations
D. Filipović, Z. Eksia
Working Papers
23. Nov. 2020
Nº 20-93: Bank Credit and Market-based Finance for Corporations: The Effects of Minibond Issuances for Unlisted Firms
S. Ongena, S. Pinoli, P. Rossi, A. Scopelliti
Working Papers
9. Nov. 2020
Nº 20-92: Classification of Flash Crashes Using the Hawkes(p,q) Framework
D. Sornette, A. Wehrli
Working Papers
2. Nov. 2020
Nº 20-91: In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis
X. Gabaix, R. S. J. Koijen
Working Papers
28. Okt. 2020
Nº 20-90: Are 'Flow of Ideas' and 'Research Productivity' in Secular Decline?
D. Sornette, P. Cauwels
Working Papers
20. Okt. 2020
Nº 20-89: Fiscal Transfers, Local Government, and Entrepreneurship
S. Ongena, P. Danisewicz
Working Papers
19. Okt. 2020