N°25-26: A Test of the Efficiency of a Given Portfolio in High Dimensions
S. Malamud, J. Schwab, M. Chernov, B. Kelly
Working Papers
7. März 2025
N°25-25: Extreme Rainfall and Municipal Financing: Risk Pricing and Adaptive Mitigation by Sponge Cities
S. Ongena, L. Li, X. Li, Y. Wang
Working Papers
7. März 2025
N°25-24: ESG Ratings, ESG News Sentiment and Firm Credit Risk Perception
S. Ongena, M. Garcia-Cestona, , F. Silaghi, F. Wang
Working Papers
7. März 2025
N°25-23: AI in Corporate Governance: Can Machines Recover Corporate Purpose?
B. Nikolov, N. Schürhoff, S. Wagner
Working Papers
7. März 2025
N°25-22: From Pledges to Portfolios: Integrating Countries' Climate Commitments into Sovereign Bond
E. Jondeau, F. Alessandrini, L.-S. Vallée
Working Papers
3. März 2025
N°25-21: Paid Sick Leave Mandates and Household Portfolio Choice
S. Ongena, T. Driouchi, D. D. Nguyen, Y. Wang
Working Papers
3. März 2025
The Climate in Climate Economics
F. Kübler, D. Folini, A. Friedl, S. Scheidegger
Academic Publications
28. Feb. 2025
Robust difference-in-differences analysis when there is a term structure
K. Nyborg, J. Woschitz
Academic Publications
28. Feb. 2025
Machine learning and the implementable efficient frontier
S. Malamud, T. I.Jensen, B. T. Kelly, L. H. Pedersen
Academic Publications
28. Feb. 2025
Institutional corporate bond pricing
L. Bretscher, L. Schmid, I. Sen, V. Sharma
Academic Publications
28. Feb. 2025
Empirical Determinants of Momentum: a Perspective Using International Data
A. Goyal, N. Jegadeesh, A.Subrahmanyam
Academic Publications
28. Feb. 2025
Constrained Liquidity Provision in Currency Markets
A. Ranaldo, W. Huang, A. Schrimpf, F. Somogyi
Academic Publications
28. Feb. 2025
Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes
A. Goyal, A. Saretto
Academic Publications
28. Feb. 2025
An intermediation-based model of exchange rates
S. Malamud, A. Schrimpf, Y. Zhang
Academic Publications
28. Feb. 2025
N°25-20: Ego versus Environment? How Overconfident Bank CEOs Delay Joining the Green Club That Would Have Them as a Member
S. Ongena, K. Aboah Addo, S. Pathan
Working Papers
20. Feb. 2025