N°24-33: Deep LPPLS: Forecasting of Temporal Critical Points in Natural, Engineering and Financial Systems
D. Sornette, J. Nielsen, M. Raissi
Working Papers
20 May 2024
N°24-32: Modelling risk sharing and impact on systemic risk
W. Farkas, P. Lucescu
Working Papers
20 May 2024
N°24-31: Overconfident Bank CEOs: Risk Amplification Amid Economic Uncertainty?
S. Ongena, K. A. Addo, S. Pathan
Working Papers
29 April 2024
N°24-30: How Good are LLMs in Risk Profiling?
T. Hens, T. Nordlie
Working Papers
24 April 2024
N°24-29: Blockchain Currency Markets
A. Ranaldo, G. Viswanath-Natraj, J. Wang
Working Papers
17 April 2024
N°24-28: Monetary Conditions and Community Redistribution through Mortgage Markets
S. Ongena, M. Gupta
Working Papers
17 April 2024
N°24-27: Incomplete Financial Markets, the Social Cost of Carbon and Constrained Efficient Carbon Pricing
F. Kübler
Working Papers
17 April 2024
N°24-26: Institutional Investors and the Fight Against Climate Change
Z. Sautner, T. Kolasa
Working Papers
17 April 2024
N°24-25: Technology Entrepreneurs’ Environmental Commitments and Crowdfunding Outcomes
V. Pursiainen, M. Qian, D. Y. Tang
Working Papers
16 April 2024
N°24-24: Examining the Relationship between Bank Reputational Damage and Sponsored Money Market Fund Flows
S. Ongena, E. Akyildirim, S. Corbet, D. Staunton
Working Papers
16 April 2024
N°24-23: Good and Bad Credit Growth: Sectoral Credit Allocation and Systemic Risk
S. Ongena, A. N. Andrieș, N. Sprincean
Working Papers
16 April 2024
Limited Attention to Detail in Financial Markets: Evidence from Reduced-Form and Structural Estimation
Z. Sautner, H. Cronqvist, T. Ladika, E. Pazaj
Academic Publications
2 April 2024
Is it Alpha or Beta? Decomposing Hedge Fund returns when models are misspecified.
P. Gagliardini, O. Scaillet, D. Ardia, L. Barras
Academic Publications
2 April 2024
Asset Life, Leverage, and Debt Maturity Matching
E. Morellec, T. Geelen, J. Hajda, A. Winegar
Academic Publications
2 April 2024
ESG Shareholder Engagement and Downside Risk
Z. Sautner, A. G. F. Hoepner, I. Oikonomou, L. T. Starks, X. Y. Zhou
Academic Publications
20 March 2024