N°25-65: Dollar Funding Fragility and non-US Global Banks
P. Bacchetta, J. Scott Davis, E. van Wincoop
Working Papers
28 juil 2025
Robust difference-in-differences analysis when there is a term structure
K. Nyborg, J. Woschitz
Academic Publications
23 juil 2025
Pricing event risk: Evidence from concave implied volatility curves.
A. Goyal, L. Alexiou, A. Kostakis, L. Rompolis
Academic Publications
23 juil 2025
ESG news, future cash flows, and firm value
P. Krüger, F. Derrien, A. Landier, T. Yao
Academic Publications
23 juil 2025
Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes
A. Goyal, A. Saretto
Academic Publications
23 juil 2025
An intermediation-based model of exchange rates
S. Malamud, A. Schrimpf, Y. Zhang
Academic Publications
23 juil 2025
N°25-64: Geopolitical Risk and Domestic Bank Deposits
S. Ongena, T. Kapopoulos, D. Anastasiou, A. Sakkas
Working Papers
16 juil 2025
N°25-63: Stickiness in Bank Credit Ratings
S. Ongena, D. Anastasiou, A. Ballis, C. Ioannidis, E. Sifodaskalakis
Working Papers
16 juil 2025
N°25-62: The Pricing of Profit Shifting
S. Ongena, F. Delis, M. D. Delis, S. Kokas, L. Laeven
Working Papers
8 juil 2025
N°25-61: When No News is Good News: Multidimensional Heterogeneous Beliefs in Financial Markets
C. Gao, B. Y. Han
Working Papers
7 juil 2025
N°25-60: Locally Adaptive Modeling of Unconditional Heteroskedasticity
M. Fengler, B. Jäger, O. Okhrin
Working Papers
26 juin 2025
N°25-59: Addressing Anticipation Effects in Finance
Z. Sautner, T. Ladika, E. Pazaj
Working Papers
19 juin 2025
N°25-58: Insurers' Carbon Underwriting Policies
Z. Sautner, O. Carradori, F. von Meyerinck
Working Papers
19 juin 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 juin 2025
N°25-56: AI Employment and Political Risk Disclosures in Earnings Calls
S. Ongena, E. Akyildirim, G. Ozturk Danisman
Working Papers
19 juin 2025