Publications

N° 19-44: Unintended Consequences of Unemployment Insurance Benefits: The Role of Banks

G. Kabas, Y.Arslan, A. Degerli
Working Papers
26 Sept. 2019

N° 19-48: Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures

O. Scaillet, D. Banulescu, C. Hurlin, J. Leymarie
Working Papers
19 Sept. 2019

N° 19-47: Information Revelation Through Regulatory Process: Interactions Between the SEC and Companies Ahead of the IPO

R. Michaely, M. Lowry, E. Volkova
Working Papers
17 Sept. 2019

N° 17-37: Anomalies and False Rejections

A. Goyal, T. Chordia, A. Saretto
Working Papers
11 Sept. 2019

N° 19-46: Estimation of Large Dimensional Conditional Factor Models in Finance

P. Gagliardini, O. Scaillet, E. Ossola
Working Papers
10 Sept. 2019

N° 19-45: Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation

S. Ongena, O. De Jonghe, H. Dewachter, K. Mulier, G. Schepens
Working Papers
10 Sept. 2019

N° 19-44: Bank Standalone Credit Ratings

S. Ongena, M.R. King, N.A. Tarashev
Working Papers
10 Sept. 2019

N° 19-43: The Agency of CoCos: Why Contingent Convertible Bonds Aren't for Everyone

S. Ongena, R. Goncharenko, A. Rauf
Working Papers
10 Sept. 2019

N° 19-42: Fear, Anger and Credit. On Bank Robberies and Loan Conditions

S. Ongena, P. Morales Acevedo
Working Papers
10 Sept. 2019

N° 19-41: Are U.S. Industries Becoming More Concentrated?

R. Michaely, G. Grullon, Y. Larkin
Working Papers
10 Sept. 2019

N° 19-40: Consumption Taxes and Corporate Investment

R. Michaely, M. Jacob, M.A. Müller
Working Papers
10 Sept. 2019

N° 19-39: Mortgage Lending through a FinTech Web Platform. The Roles of Competition, Diversification, and Automation

S. Ongena
Working Papers
12 Aug. 2019

N° 15-29: Common Risk Factors in International Stock Markets

A. Wagner, P.S. Schmidt, U. von Arx, A. Schrimpf and A. Ziegler
Working Papers
12 Aug. 2019

N° 19-38: The Effect of Unconventional Monetary Policy on Cross‐Border Bank Loans: Evidence from an Emerging Market

S. Ongena, K. Alper, F. Altunok, T. Çapacıoğlu
Working Papers
17 July 2019

N° 19-37: ICO Investors

R. Fahlenbrach, M. Frattaroli
Working Papers
17 July 2019
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