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
SFI Roundup: Climate-Related Risks—A Focus on Banks and Credit Risk
E. Morellec, S. Ongena, Z. Sautner
Roundups
27 Aug. 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
N°24-40: Do Banks Price Environmental Risk? Only when Local Beliefs are Binding!
S. Ongena, I. Erten
Working Papers
20 Aug. 2024
The Dynamics of Loan Sales and Lender Incentives
E. Morellec, S. Gryglewicz, S. Mayer
Academic Publications
7 Aug. 2024
N°24-39: Understanding Reputational Risks: The Impact of ESG Events on European Banks
S. Ongena, E. Akyildirim, S. Corbet, D. Staunton
Working Papers
7 Aug. 2024
The Time-Varying Price of Financial Intermediation in the Mortgage Market.
A. Fuster, S. Lo, P. Willen
Academic Publications
22 July 2024