N°26-06: Underwater: Strategic Trading and Risk Management in Bank Securities Portfolios
A. Fuster, T. Paligorova, J. Vickery
Working Papers
6. Jan. 2026
N°26-05: The Value of Pricing Power When Investors Benchmark to Headline Inflation
A. Wagner, A. Hrustanovic
Working Papers
6. Jan. 2026
N°26-04: The Environmental Footprint and Risk Exposure of a National Financial System
E. Jondeau, L.-S. Vallée
Working Papers
6. Jan. 2026
N°26-03: The Economics of Not Knowing: A Symmetric Ignorance Theory of IPO Pricing
M. Habib, A. Ljungqvist
Working Papers
6. Jan. 2026
N°26-02: Natural Hazards and Financial Activity: Evidence from Solar Storms Impact on BTC Mining
O. Scaillet, P. G. Michaelides, A.-G. Prelorentzos, N. Topaloglou, K. C. Tran
Working Papers
6. Jan. 2026
N°26-01: Beliefs About the Climate Impact of Green Investing
J. Kölbel, F. Heeb, C. Weder
Working Papers
6. Jan. 2026
N°25-110: Deep Learning for Art Market Valuation
Y. Yang, J. Mei, M. Moses, J. Wàlty
Working Papers
30. Dez. 2025
N°25-109: Structural Reinforcement Learning for Heterogeneous Agent Macroeconomics
Y. Yang, C. Wang, A. Schaab, B. Moll
Working Papers
30. Dez. 2025
N°25-108: Fixed-Income Pricing and the Replication of Liabilities
D. Filipović
Working Papers
18. Dez. 2025
N°25-107: The Impact of Credit Default Swaps on Systemic Risk: Macroprudential Solvency and Liquidity Stress Testing
W. Farkas, F. Sandmeier
Working Papers
12. Dez. 2025
N°25-106: Limits To (Machine) Learning
S. Malamud, Z. Chen, B. T. Kelly
Working Papers
12. Dez. 2025
N°25-105: Passive Investors and Loan Spreads
K. Adler, S. Doerr, S. Zhu
Working Papers
3. Dez. 2025
N°25-104: Market-Based Green Firms
K. Adler, O. Rehbein, M. Reiner, J. Zeng
Working Papers
3. Dez. 2025
N°25-103: Organizational Ethics in Action: The Use of Contemplation Questions as Decision Aids in Large Companies
A. Wagner, M. Baader, B. Renerte, C. Tanner, N. Witt
Working Papers
3. Dez. 2025
N°25-102: Fiscal Imbalances and Asset Returns: Cross Sector Fluctuations under the Aggregate Budget Constraint
A. Plazzi, J. Gao, R. Valkanov, Y. Xu
Working Papers
1. Dez. 2025