N°19-05: Repo Rates and the Collateral Spread: Evidence, K. G. Nyborg, and C. Rösler, 2019.
K. Nyborg, C. Rösler
Working Papers
20 Feb. 2019
N°19-04: Repo Rates and the Collateral Spread Puzzle, K. G. Nyborg, 2019.
K. Nyborg
Working Papers
20 Feb. 2019
N°19-03: The Intangibles Song in Takeover Announcements: Good Tempo, Hollow Tune
A. Wagner, Z. M. Filipovic
Working Papers
15 Feb. 2019
N°19-02: Direct versus Iterated Multi-Period Volatility Forecasts
A. Plazzi, E. Ghysels, R. I. Valkanov, A. R. Serrano, A. Dossani
Working Papers
15 Feb. 2019
N°19-01: On the Solution of High-Dimensional Macro Models with Distributional Channels, L. Mazzone, 2019.
L. Mazzone
Working Papers
16 Jan. 2019
N°18-79: What Are the Shareholder Value Implications of Non-Voted Shareholder Proposals?
M. Couvert
Working Papers
16 Jan. 2019
Banks Response to Higher Capital Requirements: Evidence from a Quasi-Natural Experiment
S. Ongena, R. Gropp, T. Mosk, C. Wix
Academic Publications
1 Jan. 2019
N°18-78: Distance-Based Metrics: A Bayesian Solution to the Power and Extreme-Error Problems in Asset-Pricing Tests, A. Goyal, Z. L. He, and S. W. Huh, 2018.
A. Goyal, Z. L. He, S. W. Huh
Working Papers
19 Dec. 2018
N°18-77: Participants' Reputation in the Syndicated Lending Market, D. Kalyaeva, 2018.
D. Kalyaeva
Working Papers
18 Dec. 2018
N°18-76: Estimation and Updating Methods for Hedonic Valuation, M. Mayer, S. C. Bourassa, M. Hoesli, and D. F. Scognamiglio, 2018.
M. Hoesli, M. Mayer, S. C. Bourassa, D. F. Scognamiglio
Working Papers
17 Dec. 2018
Academic and Practical Insights into Financial Stability
R. Fahlenbrach, F. Franzoni, H. Hau, K. Nyborg, S. Ongena, J. Rochet, S. Isele, D. Pierret
Roundups
14 Dec. 2018