N°22-70: Quote Competition in Corporate Bonds
N. Schürhoff, T. Hendershott, D. Li, D. Livdan, K. Venkataraman
Working Papers
2 sept. 2022
N°22-69: Comprehensive Empirical Assessment of Nuclear Power Risks
D. Sornette, A. Ayoub
Working Papers
1 sept. 2022
N°22-68: Consumer Privacy and the Value of Consumer Data
R. Mihet, M. Canayaz, I. Kantorovitch
Working Papers
30 août 2022
N°22-67: On the Estimation of Demand-Based Asset Pricing Models
P. Van der Beck
Working Papers
29 août 2022
N°22-66: Building Portfolios of Sovereign Securities with Decreasing Carbon Footprints
E. Jondeau, G. Cheng, B. Mojon
Working Papers
26 août 2022
Nº 22-65: Cross-Selling in Bank-Household Relationships: Mechanisms and Implications for Pricing
R. Juelsrud
Working Papers
22 août 2022
Nº 22-64: Different Shades of Green: Estimating the Green Bond Premium using Natural Language Processing
E. Benincasa, J. Fu, M. Mishra, A. Paranjape
Working Papers
16 août 2022
Nº 22-63: Machine Learning and the Implementable Efficient Frontier
S. Malamud, T. I. Jensen, B. Kelly, L. H. Pedersen
Working Papers
9 août 2022
Nº 22-62: Valuing Life over the Life Cycle
P. St-Amour
Working Papers
8 août 2022
Nº 22-61: Shrinking the Term Structure
D. Filipović, M. Pelger, Y. Ye
Working Papers
29 juil 2022
Nº 22-59: The Disciplining Effect of Supervisory Scrutiny in the EU-Wide Stress Test
S. Ongena, C. Pancaro, C. Kok, C. Müller
Working Papers
25 juil 2022
Nº 22-58: Fake News in Social Networks
M. Weber, C. Aymanns, J. Foerster, C.-P. Georg
Working Papers
19 juil 2022
Nº 22-57: The Virtue of Complexity Everywhere
S. Malamud, B. T. Kelly, K. Zhou
Working Papers
18 juil 2022
Nº 22-56: Swiss Electricity Supply and Demand in 2017 and 2050. Is the Swiss 2050 energy plan viable?
D. Sornette, E. Mearns
Working Papers
26 juin 2022
Nº 22-55: Hedonic, Residual, and Matching Methods for Residential Land Valuation
M. Hoesli, S. C. Bourassa
Working Papers
22 juin 2022