N°26-15: Transfer Learning of Discount Curves between Bonds and Swaps: An Empirical Study
D. Filipović, N. Camenzind
Working Papers
2 Feb. 2026
N°26-14: Tax Incentives, Portfolio Choice, and Macroprudential Risks
W. Koeniger, J. Brenzel-Weiss, A. Valladares-Esteban
Working Papers
2 Feb. 2026
N°26-13: Bank Macroprudential Policies and Borrower ESG Performance
S. Ongena, J. Cui, M. Haq, E. K. M. Tan
Working Papers
2 Feb. 2026
N°26-12: Spatial Distribution of Housing Liquidity
F. Amaral, M. Toth, J. Zdrzalek
Working Papers
2 Feb. 2026
N°26-11: The Response of Debtors to Rate Changes
A. Fuster, V. Gianinazzi, A. Hackethal, P. Schnorpfeil, M. Weber
Working Papers
2 Feb. 2026
N°26-10: Scaling Sustainable Investing in Emerging and Developing Economies: Frictions and Opportunities
T. Giroux, C. Flammer, G. M. Heal
Working Papers
2 Feb. 2026
N°26-09: Ambiguity Vs. Risk in Investment Decisions: An Illustration from Green Finance
T. Giroux, C. Flammer, G. Heal, M. Lucchetta
Working Papers
2 Feb. 2026
N°26-08: Monetary Policy and SME Expectations
S. Ongena, D. Anastasiou, Z. Bragoudakis, C. Kallandranis, A. Karagiorgis
Working Papers
2 Feb. 2026
N°26-07: Beyond Carbon Pricing: Integrating Mitigation, Adaptation, and Carbon Removal
M. Leippold, F. H. A. Matthys
Working Papers
2 Feb. 2026
N°26-06: Underwater: Strategic Trading and Risk Management in Bank Securities Portfolios
A. Fuster, T. Paligorova, J. Vickery
Working Papers
6 Jan. 2026
N°26-05: The Value of Pricing Power When Investors Benchmark to Headline Inflation
A. Wagner, A. Hrustanovic
Working Papers
6 Jan. 2026
N°26-04: The Environmental Footprint and Risk Exposure of a National Financial System
E. Jondeau, L.-S. Vallée
Working Papers
6 Jan. 2026
N°26-03: The Economics of Not Knowing: A Symmetric Ignorance Theory of IPO Pricing
M. Habib, A. Ljungqvist
Working Papers
6 Jan. 2026
N°26-02: Natural Hazards and Financial Activity: Evidence from Solar Storms Impact on BTC Mining
O. Scaillet, P. G. Michaelides, A.-G. Prelorentzos, N. Topaloglou, K. C. Tran
Working Papers
6 Jan. 2026
N°26-01: Beliefs About the Climate Impact of Green Investing
J. Kölbel, F. Heeb, C. Weder
Working Papers
6 Jan. 2026