N°24-63: Structural Volatility Impulse Response Analysis
M. Fengler, J. Polivka
Working Papers
14. Nov. 2024
N°24-62: Real Estate in Liability-Driven Investment: The Case of U.S. Pension Funds
M. Hoesli, L. Johner
Working Papers
14. Nov. 2024
N°24-61: The performance of FDIC-Identified Community Banks
S. Ongena, R. Fairchild , D. Gounopoulos , V. Pappas, A. Petropoulou
Working Papers
14. Nov. 2024
N°24-60: Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels
D. Filipović, P. Schneider
Working Papers
14. Nov. 2024
N°24-59: Battle of Transformers: Adversarial Attacks on Financial Sentiment Models
M. Leippold, Aysun Can Turetken
Working Papers
14. Nov. 2024
Die Rolle von KI bei der Transformation der Finanzpraxis
M. Leippold
Public Discussion Notes
12. Nov. 2024
N°24-58: The Effect of Unconventional Fiscal Policy on Consumption – New Evidence based on Transactional Data
W. Koeniger, P. Kress
Working Papers
28. Okt. 2024
N°24-57: The Impact of Sustainable Finance Literacy on Investment Decisions
M. Leippold, M. Filippini, T. Wekhof
Working Papers
28. Okt. 2024
FinTech Credit and Entrepreneurial Growth
H. Hau, Y. Huang, C. Lin, H. Shan, Z. Sheng, L. Wei
Academic Publications
28. Okt. 2024
A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction
A. Goyal, I. Welch, A. Zafirov
Academic Publications
28. Okt. 2024
N°24-56: Rewiring Supply Chains Through Uncoordinated Climate Policy
E. Benincasa, O. Carradori, E. Garcia-Appendini, M. Ferreira
Working Papers
24. Okt. 2024
N°24-55: Proxy-Identification of a Structural MGARCH Model for Asset Returns
M. Mishra, S. Ongena, Y. Peng
Working Papers
24. Okt. 2024
Eigenkapitalanforderungen für Banken: Warum, wie hoch, sollte man sie erhöhen, welche Alternativen gibt es?
S. Ongena, Simona Nistor
Public Discussion Notes
15. Okt. 2024
N°24-54: China's IPO Screening with Partial Regulatory Capture
H. Hau, H. Zheng, H. Geng
Working Papers
4. Okt. 2024
N°24-53: Pricing of Risk in Credit and Equity Index Options—A Role for Option Order Flow?
P. Collin-Dufresne, A. B. Trolle
Working Papers
2. Okt. 2024