N°18-14: An Intermediation-Based Model of Exchange, S. Malamud and A. Schrimpf, 2018.
S. Malamud, A. Schrimpf
Working Papers
14. Jan. 2018
N°18-13: Inflation Risk Premia, Yield Volatility and Macro Factors, A. Berardi, A. Plazzi, 2018.
A. Plazzi, A. Berardi
Working Papers
13. Jan. 2018
N°18-12: A General Equilibrium Appraisal of Capital Shortfall, E. Jondeau, S. G. Sahuc, 2018.
E. Jondeau, S. G. Sahuc
Working Papers
12. Jan. 2018
N°18-11: Measuring the Capital Shortfall of Large U.S. Banks, E. Jondeau, A. Khalilzadeh, 2018.
E. Jondeau, A. Khalilzadeh
Working Papers
11. Jan. 2018
N°18-10: Being Stranded with Fossil Fuel Reserves? Climate Policy Risk and the Pricing of Bank Loans
K. DeGreiff, S. Ongena, M. D. Delis, M. Iosifidi
Working Papers
10. Jan. 2018
N°18-09: Asian Option Pricing with Orthogonal Polynomials, S. Willems, 2018.
S. Willems
Working Papers
9. Jan. 2018
N°18-08: Spanning Tests for Markowitz Stochastic Dominance, S. Arvanitis, O. Scaillet and N. Topaloglou, 2018.
O. Scaillet, S. Arvanitis, N. Topaloglou
Working Papers
8. Jan. 2018
N°18-07: When Are Stocks Less Volatile in the Long Run?, E. Jondeau, Q. Zhang and X. Zhu, 2018.
E. Jondeau, Q. Zhang, X. Zhu
Working Papers
7. Jan. 2018
N°18-06: Anonymous Lending and Rollover Risk
L. Mancini, T. Dieler
Working Papers
6. Jan. 2018
N°18-05: How is Liquidity Priced in Global Markets?
I. Chaieb, V. R. Errunza, H. Langlois
Working Papers
5. Jan. 2018
N°18-04: Factors and Risk Premia in Individual International Stock Returns
I. Chaieb, O. Scaillet, H. Langlois
Working Papers
4. Jan. 2018
N°18-03: Global Portfolio Rebalancing and Exchange Rates, E. Camanho, H. Hau and H. Rey, 2018.
H. Hau, E. Camanho, H. Rey
Working Papers
3. Jan. 2018
N°18-02: Option Trading Under Uncertainty
P. Schneider
Working Papers
2. Jan. 2018
N°18-01: Working with Women, Do Men Get All the Credit?
S. Ongena, S. Qi, H. Cheng
Working Papers
1. Jan. 2018
Entwicklung der Schweizer Immobilienpreise in unterschiedlichen Marktphasen
D. Sornette, D. Scognamiglio
Roundups
9. Nov. 2017