N°23-45: Admissible Surplus Dynamics and the Government Debt Puzzle
P. Collin-Dufresne, J. Hugonnier, E. Perazzi
Working Papers
6 juin 2023
N°23-44: Latent Factor Analysis in Short Panels
A. Fortin, P. Gagliardini, O. Scaillet
Working Papers
5 juin 2023
N°23-43: Ricardian Business Cycles
L. Bretscher, J. Fernández-Villaverde, S. Scheidegger
Working Papers
2 juin 2023
N°23-42: Passive Demand and Active Supply: Evidence from Maturity-Mandated Corporate Bond Funds
L. Bretscher, L. Schmid, T. Ye
Working Papers
1 juin 2023
N°23-41: A Parsimonious Inverse Cox-Ingersoll-Ross Process for Financial Price Modeling
D. Sornette, L. Lin
Working Papers
31 mai 2023
N°23-40: Monetary Policy, HTM Securities, and Uninsured Deposit Withdrawals
S. Ongena, Ö. Dursun-de Neef, A. Schandlbauer
Working Papers
30 mai 2023
N°23-39: Mixed-Frequency Predictive Regressions with Parameter Learning
M. Leippold, H. Yang
Working Papers
29 mai 2023
N°23-38: Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands
P. Collin-Dufresne, K. D. Daniel, M. Saglam
Working Papers
26 mai 2023
N°23-37: How Do Firms Choose Between Growth and Efficiency?
L. Frésard, L. Mancini, D. Sinno, E. J. Schroth
Working Papers
25 mai 2023
N°23-36: Economic Consequences of Banks’ Use of their Discretion over the Accounting and Regulatory Treatment of Investment Securities
M. Arnold, M. Dong, R. Oberson
Working Papers
24 mai 2023
N°23-35: Do Loans Carry a Control Spread? Evidence from the Allocation of Control Rights Across Creditors
M. Arnold, N. Kollmann, A. Tengulov
Working Papers
23 mai 2023
N°23-33: The Role of External Reviews in the Corporate Green Bond Process
F. Eugster, T. Dinh, A. Husmann
Working Papers
19 mai 2023
Illiquidity and Higher Cumulants
S. Malamud, S. Glebkin, A. Teguia
Academic Publications
17 mai 2023
Infrequent Random Portfolio Decisions in an Open Economy Model
P. Bacchetta, E. van Wincoop, E. R.Young
Academic Publications
16 mai 2023