N°18-11: Measuring the Capital Shortfall of Large U.S. Banks, E. Jondeau, A. Khalilzadeh, 2018.
E. Jondeau, A. Khalilzadeh
Working Papers
11 jan. 2018
N°18-10: Being Stranded with Fossil Fuel Reserves? Climate Policy Risk and the Pricing of Bank Loans
K. DeGreiff, S. Ongena, M. D. Delis, M. Iosifidi
Working Papers
10 jan. 2018
N°18-09: Asian Option Pricing with Orthogonal Polynomials, S. Willems, 2018.
S. Willems
Working Papers
9 jan. 2018
N°18-08: Spanning Tests for Markowitz Stochastic Dominance, S. Arvanitis, O. Scaillet and N. Topaloglou, 2018.
O. Scaillet, S. Arvanitis, N. Topaloglou
Working Papers
8 jan. 2018
N°18-07: When Are Stocks Less Volatile in the Long Run?, E. Jondeau, Q. Zhang and X. Zhu, 2018.
E. Jondeau, Q. Zhang, X. Zhu
Working Papers
7 jan. 2018
N°18-06: Anonymous Lending and Rollover Risk
L. Mancini, T. Dieler
Working Papers
6 jan. 2018
N°18-05: How is Liquidity Priced in Global Markets?
I. Chaieb, V. R. Errunza, H. Langlois
Working Papers
5 jan. 2018
N°18-04: Factors and Risk Premia in Individual International Stock Returns
I. Chaieb, O. Scaillet, H. Langlois
Working Papers
4 jan. 2018
N°18-03: Global Portfolio Rebalancing and Exchange Rates, E. Camanho, H. Hau and H. Rey, 2018.
H. Hau, E. Camanho, H. Rey
Working Papers
3 jan. 2018
N°18-02: Option Trading Under Uncertainty
P. Schneider
Working Papers
2 jan. 2018
N°18-01: Working with Women, Do Men Get All the Credit?
S. Ongena, S. Qi, H. Cheng
Working Papers
1 jan. 2018
N°17-30: Signaling Safety
R. Michaely, S. Rossi, M. Weber
Working Papers
4 nov. 2017
N°17-79: Testing the Stochastic Disorder Model on Stock Markets, A. Sokko, 2017.
A. Sokko
Working Papers
20 mars 2017
N°17-78: Analytical Option Pricing under an Asymmetrically Displaced Double Gamma Jump-Diffusion Model, M. Thul, I. Q. Zhang, 2017.
M. Thul, I. Q. Zhang
Working Papers
19 mars 2017
N°17-77: Earnings Management and Managerial Compensation, K. Bachmann, T. Hens, 2017.
T. Hens, K. Bachmann
Working Papers
18 mars 2017