Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes
A. Goyal, A. Saretto
Academic Publications
23 July 2025
An intermediation-based model of exchange rates
S. Malamud, A. Schrimpf, Y. Zhang
Academic Publications
23 July 2025
N°25-64: Geopolitical Risk and Domestic Bank Deposits
S. Ongena, T. Kapopoulos, D. Anastasiou, A. Sakkas
Working Papers
16 July 2025
N°25-63: Stickiness in Bank Credit Ratings
S. Ongena, D. Anastasiou, A. Ballis, C. Ioannidis, E. Sifodaskalakis
Working Papers
16 July 2025
N°25-62: The Pricing of Profit Shifting
S. Ongena, F. Delis, M. D. Delis, S. Kokas, L. Laeven
Working Papers
8 July 2025
N°25-61: No News is News: Volatility Speculation and Multidimensional Heterogeneous Beliefs
C. Gao, B. Y. Han
Working Papers
7 July 2025
N°25-60: Locally Adaptive Modeling of Unconditional Heteroskedasticity
M. Fengler, B. Jäger, O. Okhrin
Working Papers
26 June 2025
N°25-59: Addressing Anticipation Effects in Finance
Z. Sautner, T. Ladika, E. Pazaj
Working Papers
19 June 2025
N°25-58: Insurers' Carbon Underwriting Policies
Z. Sautner, O. Carradori, F. von Meyerinck
Working Papers
19 June 2025
N°25-57: The Leverage of Hedge Funds and the Risk of Their Prime Brokers
S. Ongena, A. Karagiorgis, D. Anastasiou, K. Drakos
Working Papers
19 June 2025
N°25-56: AI Employment and Political Risk Disclosures in Earnings Calls
S. Ongena, E. Akyildirim, G. Ozturk Danisman
Working Papers
19 June 2025
N°25-55: Heterogeneous Beliefs Recovery
J. Hugonnier, D. N. Nejad
Working Papers
19 June 2025
N°25-54: Biodiversity Risk and Small Business Lending
S. Ongena, D. D. Nguyen, S. Qi, V. Sila, Y. Wang
Working Papers
19 June 2025
N°25-53: Kernel Density Machines
D. Filipović, P. Schneider
Working Papers
5 June 2025
N°25-52: Quo Vadis? Bank Closures, Firm Performance, and New Bank-Firm Relationships
S. Ongena, R. Goncharenko, M. Mamonov, S. Popova, N. Turdveya
Working Papers
5 June 2025