N°23-11: Sentiment Spin: Attacking Financial Sentiment with GPT-3
M. Leippold
Working Papers
3 Feb. 2023
N°23-10: Beyond Climate: The Impact of Biodiversity, Water, and Pollution on the CDS Term Structure
M. Leippold, J. Rillaerts, A. G. F. Hoepner, J. Klausmann
Working Papers
2 Feb. 2023
N°23-09: A Leveraged Gender Gap: The Combined Effect of Longevity Risk (Mis)-Perception and Financial Risk-Taking
E. De Giorgi , G. Apicella
Working Papers
1 Feb. 2023
N°23-08: The Role of Multi-Family Properties in Hedging Pension Liability Risk: Long-Run Evidence
M. Hoesli, L. Johner, J. Lekander
Working Papers
31 Jan. 2023
N°23-07: Who Pays for Sustainability? An Analysis of Sustainability-Linked Bonds
J. Kölbel, A.-P. Lambillon
Working Papers
30 Jan. 2023
N°23-06: Inflation, the Corporate Greed Narrative, and the Value of Corporate Social Responsibility
A. Mao de Ferro, S. Ramelli
Working Papers
26 Jan. 2023
N°23-05: Retail Customer Reactions to Private Equity Acquisitions
V. Pursiainen, T. Tykvová
Working Papers
25 Jan. 2023
N°23-04: Money Market Funds and the Pricing of Near-Money Assets
S. Malamud, S. Doerr, E. Eren
Working Papers
24 Jan. 2023
N°23-03: The Horizon of Investors' Information and Corporate Investment
L. Frésard, O. Dessaint, T. Foucault
Working Papers
17 Jan. 2023
N°23-02: Gender-inclusive Financial and Demographic Literacy: Lessons from the Empirical Evidence
E. De Giorgi , G. Apicella, E. Di Lorenzo, M. Sibillo
Working Papers
16 Jan. 2023
N°23-01: "If You Don't Know Me by Now ..." Information Collection by Banks in Lending to Private Firms
S. Ongena, S. Claessens, T. Wang
Working Papers
9 Jan. 2023
N°22-98: Revealed Beliefs about Responsible Investing: Evidence from Mutual Fund Managers
S. Ramelli, A. Wagner, V. Orlov
Working Papers
14 Dec. 2022
N°22-97: Through the Supply Chains it May Not Transmit? A Case of Monetary Policy Bottlenecks.
S. Ongena, E. Garcia-Appendini, F. Boissay
Working Papers
13 Dec. 2022
N°22-96: Evolutionary Finance: A Model with Endogenous Asset Payoffs
T. Hens, I. V. Evstigneev, M. J. Vanaei
Working Papers
12 Dec. 2022
N°22-95: Empirical Asset Pricing via Ensemble Gaussian Process Regression
D. Filipović, P. Parischa
Working Papers
22 Nov. 2022