N°24-50: Adaptive Joint Distribution Learning
D. Filipović, P. Schneider, M. Multerer
Working Papers
24. Sept. 2024
N°24-49: The Volatility of Listed Real Estate in Europe and Portfolio Implications
M. Hoesli, L. Johner, J. Kraiouchkina
Working Papers
24. Sept. 2024
N°24-48: Multiple Outlier Detection in Samples with Exponential & Pareto Tails
D. Sornette, R. Wei
Working Papers
16. Sept. 2024
N°24-47: Smoothing Out Momentum and Reversal
M. Paolella, S. Chitsiripanich, P. Polak, P. S. Walker
Working Papers
12. Sept. 2024
N°24-46: Climate Change and Bank Deposits
S. Ongena, H. Ö. Dursun-de Neef
Working Papers
3. Sept. 2024
N°24-45: Beyond Peers: Cross-Industry Competition and Strategic Financing
B. Nikolov, N. Schürhoff, Z. Wang
Working Papers
2. Sept. 2024
N°24-44: Performance and Challenges of Net-Zero Strategies in the Context of the EU Regulation
E. Jondeau, F. Alessandrini, L.-S. Vallée
Working Papers
2. Sept. 2024
N°24-43: Bond Versus Banks Financing in the Climate Transition: The Role of Stranded Asset Risk
W. Beyene, K. DeGreiff, S. Ongena, M. D. Delis
Working Papers
2. Sept. 2024
SFI Roundup: Klimabedingte Risiken – Schwerpunkt Banken und Kreditrisiko
E. Morellec, S. Ongena, Z. Sautner
Roundups
27. Aug. 2024
N°24-42: Fundamental Properties of Linear Factor Models
D. Filipović, P. Schneider
Working Papers
22. Aug. 2024
N°24-41: The Transparency Paradox: Mandated Compensation Disclosure and Bank Opacity
S. Ongena, P. Danisewicz
Working Papers
20. Aug. 2024
N°24-40: Do Banks Price Environmental Risk? Only when Local Beliefs are Binding!
S. Ongena, I. Erten
Working Papers
20. Aug. 2024
The Dynamics of Loan Sales and Lender Incentives
E. Morellec, S. Gryglewicz, S. Mayer
Academic Publications
7. Aug. 2024
N°24-39: Understanding Reputational Risks: The Impact of ESG Events on European Banks
S. Ongena, E. Akyildirim, S. Corbet, D. Staunton
Working Papers
7. Aug. 2024
The Time-Varying Price of Financial Intermediation in the Mortgage Market.
A. Fuster, S. Lo, P. Willen
Academic Publications
22. Juli 2024