N°24-71: Sustainable Investing Home and Abroad
I. Chaieb, V. Errunza, L. Y. Lu
Working Papers
20 Nov. 2024
N°24-70: Hard to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning
F. Audrino, J. Chassot
Working Papers
20 Nov. 2024
N°24-69: Does Sentiment Help in Asset Pricing? A Novel Approach using Large Language Models and Market-Based Labels
F. Audrino, J. Schüttler, F. Sigrist
Working Papers
20 Nov. 2024
N°24-68: Quantifying Uncertainty: A New Era of Measurement through Large Language Models
F. Audrino, J. Gentner, S. Stalder
Working Papers
20 Nov. 2024
N°24-67: A New Test for an Old Puzzle
L. Bretscher, P. Feldhütter, A. Kane, L. Schmid
Working Papers
20 Nov. 2024
N°24-66: Distorted Beliefs and Asset Prices
L. Bretscher, A. Malkhozov, A. Tamoni, H. Yang
Working Papers
20 Nov. 2024
N°24-65: Monetary Policy Transmission with Adjustable and Fixed-Rate Mortgages: The Role of Credit Supply
S. Ongena, F. Altunok, Y. Arslan
Working Papers
20 Nov. 2024
N°24-64: Banking on Deposit Relationships: Implications for Hold-Up Problems in the Loan Market
E. Garcia-Appendini, J. Cao, C. Huylebroek
Working Papers
20 Nov. 2024
N°24-63: Structural Volatility Impulse Response Analysis
M. Fengler, J. Polivka
Working Papers
14 Nov. 2024
N°24-62: Real Estate in Liability-Driven Investment: The Case of U.S. Pension Funds
M. Hoesli, L. Johner
Working Papers
14 Nov. 2024
N°24-61: The performance of FDIC-Identified Community Banks
S. Ongena, R. Fairchild , D. Gounopoulos , V. Pappas, A. Petropoulou
Working Papers
14 Nov. 2024
N°24-60: Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels
D. Filipović, P. Schneider
Working Papers
14 Nov. 2024
N°24-59: Battle of Transformers: Adversarial Attacks on Financial Sentiment Models
M. Leippold, Aysun Can Turetken
Working Papers
14 Nov. 2024
The Role of AI in Transforming Financial Practices
M. Leippold
Public Discussion Notes
12 Nov. 2024
N°24-58: The Effect of Unconventional Fiscal Policy on Consumption – New Evidence based on Transactional Data
W. Koeniger, P. Kress
Working Papers
28 Oct. 2024