Nº 22-43: Non-Normal Interactions Create Socio-Economic Bubbles
D. Sornette, S. C. Lera, J. Lin, K. Wu
Working Papers
16 May 2022
Nº 22-42: Green Versus Sustainable Loans: The Impact on Firms' ESG Performance
S. Ongena, Ö. Dursun-de Neef, G. Tsonkova
Working Papers
10 May 2022
Nº 22-41: Polytope Fraud Theory
D. Sornette, D. Zhao, Z. Wang, F. Schweizer-Gamborino
Working Papers
9 May 2022
Nº 22-40: Liquidity Provision to Leveraged ETFs and Equity Options Rebalancing Flows: Evidence from End-of-Day Stock Prices
A. Barbon, H. Beckmeyer, A. Buraschi, M. Moerke
Working Papers
29 April 2022
Nº 22-39: Can the Government Be an Effective Venture Capital Investor?
M. Fraschini, L. Somoza, A. Maino
Working Papers
26 April 2022
Nº 22-38: On The Quality of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges
A. Barbon, A. Ranaldo
Working Papers
25 April 2022
Nº 22-37: Agent-Based Model Generating Stylized Facts of Fixed Income Markets
D. Sornette, A. Kopp, R. Westphal
Working Papers
22 April 2022
Nº 22-36: Economic Policy Uncertainty and the Yield Curve
M. Leippold, F. Matthys
Working Papers
21 April 2022
Nº 22-35: Can Unconventional Monetary Policy Contribute to Climate Action?
A. Eliet-Doillet, A. Maino
Working Papers
20 April 2022
Nº 22-34: On the Directional Destabilizing Feedback Effects of Option Hedging
D. Sornette, F. Ulmann, A. Wehrli
Working Papers
19 April 2022
Nº 22-33: Back to the Roots of Internal Credit Risk Models: Why Do Banks' Risk-Weighted Asset Levels Converge over Time?
S. Ongena, V. Böhnke, F. Paraschiv, E. J. Reite
Working Papers
18 April 2022
Nº 22-32: The Role of the End Time in Experimental Asset Markets
M. Weber, A. Kopányi-Peuker
Working Papers
15 April 2022
Nº 22-31: Beyond Proximity. Fintech, Delegation, and the Spatial Dynamics of the Lending by the U.S. Small Business Administration
S. Ongena, M. Gupta
Working Papers
14 April 2022
Nº 22-30: Ensemble Learning for Portfolio Valuation and Risk Management
D. Filipović, L. Boudabsa
Working Papers
13 April 2022
Nº 22-29: War and Policy: Investor Expectations on the Net-Zero Transition
M. Deng, M. Leippold, A. Wagner, Q. Wang
Working Papers
10 April 2022