N°25-11: Banks’ Stock Market Reaction to Prudential Policy Announcements. The Role of Central Bank Independence and Financial Stability Sentiment
S. Ongena, A. M. Bobiceanu, S. Nistor
Working Papers
23. Jan. 2025
N°25-10: Information Frictions inside a Bank: Evidence from Borrower Switching between Branches
S. Ongena, D. Gong, S. Qi, Y. Yu
Working Papers
13. Jan. 2025
N°25-09: House Prices and Systemic Events Over the Last Six Centuries
M. Hoesli, A. Shmygel
Working Papers
13. Jan. 2025
N°25-08: Artificial Intelligence Asset Pricing Models
B. Kuznetsov, S. Malamud, B. Kelly, A. Xu
Working Papers
13. Jan. 2025
N°25-07: Redistributive Inflation and Optimal Monetary Policy
Y. Yang
Working Papers
13. Jan. 2025
N°25-06: DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks
Y. Yang, J. Han, W. E
Working Papers
13. Jan. 2025
N°25-05: Deep Learning for Search and Matching Models
Y. Yang, J. Payne, A. Rebei
Working Papers
13. Jan. 2025
N°25-04: Behavioral Impulse Responses
S. Malamud, B. Kelly, E. Siriwardane, H. Wu
Working Papers
13. Jan. 2025
N°25-03: The Transmission of Monetary Policy to the Cost of Hedging
M. Fengler, W. Koeniger, S. Minger
Working Papers
13. Jan. 2025
N°25-02: Isolating Location Value Using SHAP and Interaction Constraints
M. Hoesli, S. C. Bourassa, M. Mayer, N. Stalder
Working Papers
13. Jan. 2025
N°25-01: Sanctions and Knowledge Spillovers
S. Ongena, K. T. Duong, T. Huynh, N. Vu
Working Papers
13. Jan. 2025
N°24-110: The Demand for Safe Assets
A. Ranaldo, F. Cavaleri, E. Rossi
Working Papers
31. Dez. 2024
N°24-109: Pricing Differentiated Funds: The Puzzle of ESG Fund Fees
A. Black, J. Kölbel
Working Papers
31. Dez. 2024
N°24-108: How do Retail Investors Adapt to Exchange Rate Shocks?
M. Schmid, M. Brown, D. Hoechle, A. Perez
Working Papers
12. Dez. 2024
N°24-107: From Credit Spread of CoCo Bonds to Franchise Value
W. Farkas, J. Chen
Working Papers
12. Dez. 2024