Nº 22-64: Different Shades of Green: Estimating the Green Bond Premium using Natural Language Processing
E. Benincasa, J. Fu, M. Mishra, A. Paranjape
Working Papers
16 Aug. 2022
Nº 22-63: Machine Learning and the Implementable Efficient Frontier
S. Malamud, T. I. Jensen, B. Kelly, L. H. Pedersen
Working Papers
9 Aug. 2022
Nº 22-62: Valuing Life over the Life Cycle
P. St-Amour
Working Papers
8 Aug. 2022
Nº 22-61: Shrinking the Term Structure
D. Filipović, M. Pelger, Y. Ye
Working Papers
29 July 2022
Understanding Cash Flow Risk
L. Mancini, E. Morellec, S. Gryglewicz, E. J. Schroth, P. Valta
Academic Publications
27 July 2022
Nº 22-59: The Disciplining Effect of Supervisory Scrutiny in the EU-Wide Stress Test
S. Ongena, C. Pancaro, C. Kok, C. Müller
Working Papers
25 July 2022
Nº 22-58: Fake News in Social Networks
M. Weber, C. Aymanns, J. Foerster, C.-P. Georg
Working Papers
19 July 2022
Nº 22-57: The Virtue of Complexity Everywhere
S. Malamud, B. T. Kelly, K. Zhou
Working Papers
18 July 2022
SFI Roundups: Corporate Debt—Too Much of a Good Thing?
L. Bretscher, E. Morellec, S. Ongena, V. Fauveau, F. Mellors, D. Rupli
Roundups
30 June 2022
Nº 22-56: Swiss Electricity Supply and Demand in 2017 and 2050. Is the Swiss 2050 energy plan viable?
D. Sornette, E. Mearns
Working Papers
26 June 2022
The Value of Intermediation in the Stock Market
F. Franzoni, M. Di Maggio, M. Egan
Academic Publications
23 June 2022
Machine Learning in the Chinese Stock Market
M. Leippold, Q. Wang, W. Zhou
Academic Publications
23 June 2022
Nº 22-55: Hedonic, Residual, and Matching Methods for Residential Land Valuation
M. Hoesli, S. C. Bourassa
Working Papers
22 June 2022
Consumption Imputation Errors in Administrative Data
L. Küng , S. R. Baker, S. Meyer, M. Pagel
Academic Publications
13 June 2022
Nº 22-54: How Cheap Talk in Climate Disclosures Relates to Climate Initiatives, Corporate Emissions, and Reputation Risk
M. Leippold, J. A. Bingler, M. Kraus, N. Webersinke
Working Papers
12 June 2022