Nº 19-76: Intra-Horizon Expected Shortfall and Risk Structure in Models with Jumps
W. Farkas, L. Mathys, N. Vasiljevic
Working Papers
26 Dec. 2019
Nº 19-75: Implied Volatility Changes and Corporate Bond Returns
A. Goyal, J. Cao, X. Xiao, X. Zhan
Working Papers
26 Dec. 2019
Nº 19-74: Option Trading and Stock Price Informativeness
A. Goyal, J. Cao, S. Ke, X. Zhan
Working Papers
26 Dec. 2019
Nº 19-73: Dissecting the Yield Curve: The International Evidence
A. Plazzi, A. Berardi
Working Papers
26 Dec. 2019
Nº 19-72: The Asset Reallocation Channel of Quantitative Easing. The Case of the UK
S. Ongena, S. Giansante, M. Fatouh
Working Papers
26 Dec. 2019
Nº 19-71: Efficiency Convergence in Islamic and Conventional Banks
S. Ongena, M. Izzeldin, J. Johnes, V. Pappas, M. Tsionas
Working Papers
26 Dec. 2019
Nº 19-70: Gender, Credit, and Firm Outcomes
S. Ongena, M. D. Delis, I. Hasan, M. Iosifidi
Working Papers
26 Dec. 2019
Nº 19-69: Liquidity, Volume, and Order Imbalance Volatility
P. Collin-Dufresne, V. Bogousslavsky
Working Papers
24 Dec. 2019
Nº 19-68: Insider Trading with Penalties
P. Collin-Dufresne, S. Carre, F. Gabriel
Working Papers
24 Dec. 2019
Nº 19-67: ESG Rating Disagreement and Stock Returns
P. Krüger, R. Gibson, P. S. Schmidt
Working Papers
24 Dec. 2019
Nº 19-66: Climate Risk Disclosure and Institutional Investors
P. Krüger, E. Ilhan, Z. Sautner, L. T. Starks
Working Papers
24 Dec. 2019
Nº 19-65: Extracting Statistical Factors When Betas are Time-Varying
P. Gagliardini, H. Ma
Working Papers
23 Dec. 2019
Nº 19-64: Volatility Dependent Structured Products
W. Farkas, A. Dyachenko, M. O. Rieger
Working Papers
23 Dec. 2019
N°19-63: Bank Restructuring without Government Intervention
J. Rochet, M. Lucchetta, B.M. Parigi
Working Papers
11 Dec. 2019
N°19-62: Financial Intermediation, Capital Accumulation and Crisis Recovery
J. Rochet, H. Gersbach, M. Scheffel
Working Papers
11 Dec. 2019