N°24-16: Pension Liquidity Risk
A. Ranaldo, K. A. E. Jansen, S. Klinger, P. Duijm
Working Papers
12 Feb. 2024
N°24-15: Sovereign Debt Sustainability, the Carbon Budget and Climate Damages
C. Seghini
Working Papers
09 Feb. 2024
N°24-14: Corporate Climate Lobbying
M. Leippold, Z. Sautner, T. Yu
Working Papers
02 Feb. 2024
N°24-13: Political Uncertainty and Currency Markets
M. Leippold, F. H. A. Matthys, P. Mueller, M. Svaton
Working Papers
02 Feb. 2024
N°24-12: Scheduling Processes and Inference of Scheduled Events from Price Data
M. Leippold, M. Svaton
Working Papers
02 Feb. 2024
N°24-11: Do "Too-Big-To-Fail" Banks Receive Preferential Treatment in Bailouts? Surprising Results from a Cross-Country Analysis
S. Ongena, A. N. Berger, S. Nistor, S. Tsyplakov
Working Papers
02 Feb. 2024
N°24-10: An Averaging Framework for Minimum-Variance Portfolios: Optimal Rules for Combining Portfolio Weights
R. Füss, T. Glück, C. Koeppel, F. Miebs
Working Papers
01 Feb. 2024
N°24-09: Cyclical systemic risk and banks’ vulnerability
S. Ongena, A. Shmygel
Working Papers
29 Jan. 2024
N°24-08: Sparse spanning portfolios and under-diversification with second-order stochastic dominance
O. Scaillet, S. Arvanitis, N. Topaloglou
Working Papers
26 Jan. 2024
N°24-07: Sparse Portfolio Selection via Topological Data Analysis based Clustering
D. Filipović, A. Goel, P. Pasricha
Working Papers
24 Jan. 2024
N°24-06: Asset Life, Leverage, and Debt Maturity Matching
E. Morellec, T. Geelen, J. Hajda, A. Winegar
Working Papers
23 Jan. 2024
N°24-05: Investments and Asset Pricing in a World of Satisficing Agents
T. Berrada, P. Bossaerts, G. Ugazio
Working Papers
23 Jan. 2024
N°24-04: The Impact of Climate Engagement: A Field Experiment
J. Kölbel, F. Heeb
Working Papers
22 Jan. 2024
N°24-03: Robust difference-in-differences analysis when there is a term structure
K. Nyborg, J. Woschitz
Working Papers
22 Jan. 2024
N°24-02: Scaling Laws And Statistical Properties of The Transaction Flows And Holding Times of Bitcoin
D. Sornette, Y. Zhang
Working Papers
08 Jan. 2024