Publications

Nº 21-83: Structured Additive Regression and Tree Boosting

M. Hoesli, M. Mayer, S. C. Bourassa, D. Scognamiglio
Working Papers
26 nov. 2021

The Price of Law: The Case of the Eurozone Collective Action Clauses

S. Ongena, E. Carletti, P. Colla, G. M. Gulati
Academic Publications
25 nov. 2021

Nº 21-82: The Dynamics of Loan Sales and Lender Incentives

E. Morellec, S. Gryglewicz, S. Mayer
Working Papers
25 nov. 2021

Nº 21-81: CBDC as Imperfect Substitute to Bank Deposits: A Macroeconomic Perspective

P. Bacchetta, E. Perazzi
Working Papers
24 nov. 2021

How Valuable is Financial Flexibility when Revenue Stops? Evidence from the COVID-19 Crisis

R. Fahlenbrach, K. Rageth, R. Stulz
Academic Publications
24 nov. 2021

Nº 21-80: Can Sticky Portfolios Explain International Capital Flows and Asset Prices?

P. Bacchetta, M. Davenport, E. van Wincoop
Working Papers
23 nov. 2021

Nº 21-79: On the Purpose of New Board Overlap Enabled by Corporate Opportunity Waivers

H. Hau, H. Geng, R. Michaely, B. Nguyen
Working Papers
22 nov. 2021

Nº 21-78: Optimal Investment and Equilibrium Pricing under Ambiguity

P. Schneider, M. Anthropelos
Working Papers
17 nov. 2021

Nº 21-77: ESG Screening in the Fixed-Income Universe

E. Jondeau, F. Alessandriniy, D. B. Balula
Working Papers
15 nov. 2021

Nº 21-76: Multi-asset Financial Bubbles in an Agent-based Model with Noise Traders’ Herding Described by an n-vector Ising Model

D. Sornette, D. Cividino, R. Westphal
Working Papers
11 nov. 2021

Nº 21-75: Bank Lending Policies and Monetary Policy: Some Lessons from the Negative Interest Era

S. Ongena, O. Arce, M. Garcia-Posada, S. Mayordomo
Working Papers
10 nov. 2021

Nº 21-74: The Price of Money: How Collateral Policy Affects the Yield Curve

K. Nyborg, J. Woschitz
Working Papers
9 nov. 2021

SFI Roundups: La gouvernance d'entreprise à la croisée des chemins

F. Degeorge, A. Wagner, J. Rochet, F. Frick, R. Lacher, M. Mächler
Roundups
2 nov. 2021

Nº 21-73: Heterogeneous Tail Generalized Common Factor Modeling

M. Paolella, S. Hediger, J. Näf, P. Polak
Working Papers
20 oct. 2021

SFI Public Discussion Note: Sustainable Finance Metrics

La durabilité est devenue l'une des plus profondes tendances sociétales de notre époque. Les investi...
P. Krüger, C. Pasche
Public Discussion Notes
19 oct. 2021
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