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
N°24-57: The Impact of Sustainable Finance Literacy on Investment Decisions
M. Leippold, M. Filippini, T. Wekhof
Working Papers
28 Oct. 2024
FinTech Credit and Entrepreneurial Growth
H. Hau, Y. Huang, C. Lin, H. Shan, Z. Sheng, L. Wei
Academic Publications
28 Oct. 2024
A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction
A. Goyal, I. Welch, A. Zafirov
Academic Publications
28 Oct. 2024
N°24-56: Rewiring Supply Chains Through Uncoordinated Climate Policy
E. Benincasa, O. Carradori, E. Garcia-Appendini, M. Ferreira
Working Papers
24 Oct. 2024
N°24-55: Proxy-Identification of a Structural MGARCH Model for Asset Returns
M. Mishra, S. Ongena, Y. Peng
Working Papers
24 Oct. 2024
Bank Capital Requirements: Why, How High, Increasing them, Alternatives?
S. Ongena, Simona Nistor
Public Discussion Notes
15 Oct. 2024
N°24-54: China's IPO Screening with Partial Regulatory Capture
H. Hau, H. Zheng, H. Geng
Working Papers
4 Oct. 2024
N°24-53: Pricing of Risk in Credit and Equity Index Options—A Role for Option Order Flow?
P. Collin-Dufresne, A. B. Trolle
Working Papers
2 Oct. 2024