Publications

Move a Little Closer? Information Sharing and the Spatial Clustering of Bank Branches

S. Ongena, R. De Haas, S. Qi, S. Straetmans, T. Vadasz
Academic Publications
29 Nov. 2024

N°24-103: Fund-Level FX Hedging Redux

L. Bräuer, H. Hau
Working Papers
28 Nov. 2024

N°24-102: The Pricing of Asset-Backed Securities and Households' Pecking Order of Debt

R. Füss, D. Meyland, S. Morkoetter
Working Papers
28 Nov. 2024

N°24-101: Mean Reversion Trading on the Naphtha Crack

O. Scaillet, P. Bajgrowicz, B. Turquet
Working Papers
28 Nov. 2024

N°24-100: The Resilience of MDB Bonds to Credit Rating Downgrades

T. Kolasa, S. Ongena, C. Humphrey
Working Papers
28 Nov. 2024

N°24-99: Nothing to Hide? Gender and Age Differences in Willingness to Share Data

A. Fuster, O. Armantier, S. Doerr, J. Frost, K. Shue
Working Papers
27 Nov. 2024

N°24-98: A Profitable Day Trading Strategy for The U.S. Equity Market

A. Barbon, A. Aziz, C. Zarattini
Working Papers
27 Nov. 2024

N°24-97: Beat the Market: An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)

A. Barbon, A. Aziz, C. Zarattini
Working Papers
27 Nov. 2024

N°24-96: Investor Activism and the Green Transition

E. Morellec, S. Gryglewicz, S. Mayer
Working Papers
27 Nov. 2024

Blockchains, Cryptoassets, and DeFi: Unpacking the Jargon and Exploring the Implications

A. Barbon, A. Fuster, M. Jüttner, F. Schär, P. Meyer, S. Zwahlen
Roundups
27 Nov. 2024

N°24-95: Exploring Nature: Datasets and Models for Analyzing Nature-Related Disclosures

M. Leippold, C. Colesanti Senni, G. Gostlow, J.Ni, T. Schimanski, T. Yu
Working Papers
26 Nov. 2024

N°24-94: Towards Faithful and Robust LLM Specialists for Evidence-Based Question-Answering

M. Leippold, E. Ash, M. Kraus, J. Ni, T. Schimanski
Working Papers
26 Nov. 2024

N°24-93: Automated Fact-Checking of Climate Claims with Large Language Models

M. Leippold, J. Bingler, C. Colesanti-Senni, G. Gostlow, C. Huggel, J. Luterbacher, V. Muccione, J. Ni, T. Schimanski, D. Stammbach, S. A. Vaghefi, T. Wekhof, T. Yu
Working Papers
26 Nov. 2024

N°24-92: Combining AI and Domain Expertise to Assess Corporate Climate Transition Disclosures

M. Leippold, J. Bingler, C. Colesanti Senni, J. Ni, T. Schimanski
Working Papers
26 Nov. 2024

N°24-91: Determinants of Discount Rates, Capitalization Rates, and Growth Rates

M. Hoesli, A. Shmygel
Working Papers
26 Nov. 2024
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