Publications

N°25-03: The Transmission of Monetary Policy to the Cost of Hedging

M. Fengler, W. Koeniger, S. Minger
Working Papers
13 jan. 2025

N°25-02: Isolating Location Value Using SHAP and Interaction Constraints

M. Hoesli, S. C. Bourassa, M. Mayer, N. Stalder
Working Papers
13 jan. 2025

N°25-01: Sanctions and Knowledge Spillovers

S. Ongena, K. T. Duong, T. Huynh, N. Vu
Working Papers
13 jan. 2025

N°24-110: The Demand for Safe Assets

A. Ranaldo, F. Cavaleri, E. Rossi
Working Papers
31 déc. 2024

N°24-109: Pricing Differentiated Funds: The Puzzle of ESG Fund Fees

A. Black, J. Kölbel
Working Papers
31 déc. 2024

N°24-108: How do Retail Investors Adapt to Exchange Rate Shocks?

M. Schmid, M. Brown, D. Hoechle, A. Perez
Working Papers
12 déc. 2024

N°24-107: From Credit Spread of CoCo Bonds to Franchise Value

W. Farkas, J. Chen
Working Papers
12 déc. 2024

N°24-106: Unveiling Themes in 10-K Disclosures: A New Topic Modeling Perspective

M. Fengler, T. M. Phan
Working Papers
3 déc. 2024

N°24-105: Consumption Expenditures in Austria & Germany: New Evidence Based on Transactional Data

W. Koeniger, P. Kress, J. Lehmann
Working Papers
3 déc. 2024

N°24-104: Magnitude and Social Correlates of Poor Decisions in Health Insurance

C. Biener, L. Zou
Working Papers
3 déc. 2024

N°24-103: Do Funds Engage in Optimal FX Hedging?

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
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