N°24-55: Proxy-Identification of a Structural MGARCH Model for Asset Returns
M. Mishra, S. Ongena, Y. Peng
Working Papers
24 Oct. 2024
N°24-54: China's IPO Screening with Partial Regulatory Capture
H. Hau, H. Zheng, H. Geng
Working Papers
4 Oct. 2024
N°24-53: Pricing of Risk in Credit and Equity Index Options—A Role for Option Order Flow?
P. Collin-Dufresne, A. B. Trolle
Working Papers
2 Oct. 2024
N°24-52: Hunting for Dollars
A. Ranaldo, P. Kloks , E. Mattille
Working Papers
27 Sept. 2024
N°24-51: Analysis of the Leading Bitcoin Forum with Large Language Models Highlights the Enduring and Substantial Carbon Footprint of Bitcoin
D. Sornette, C. Grumbach
Working Papers
24 Sept. 2024
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
N°24-42: Fundamental Properties of Linear Factor Models
D. Filipović, P. Schneider
Working Papers
22 Aug. 2024
N°24-41: Pay Transparency, Bank and Non-Bank Employment, and Loan Performance
S. Ongena, P. Danisewicz
Working Papers
20 Aug. 2024