Inference in Group Factor Models with an Application to Mixed-Frequency Data
P. Gagliardini, E. Andreou, E. Ghysels, M. Rubin
Academic Publications
12 sept. 2019
N° 17-37: Anomalies and False Rejections
A. Goyal, T. Chordia, A. Saretto
Working Papers
11 sept. 2019
N° 19-46: Estimation of Large Dimensional Conditional Factor Models in Finance
P. Gagliardini, O. Scaillet, E. Ossola
Working Papers
10 sept. 2019
N° 19-45: Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation
S. Ongena, O. De Jonghe, H. Dewachter, K. Mulier, G. Schepens
Working Papers
10 sept. 2019
N° 19-44: Bank Standalone Credit Ratings
S. Ongena, M.R. King, N.A. Tarashev
Working Papers
10 sept. 2019
N° 19-43: The Agency of CoCos: Why Contingent Convertible Bonds Aren't for Everyone
S. Ongena, R. Goncharenko, A. Rauf
Working Papers
10 sept. 2019
N° 19-42: Fear, Anger and Credit. On Bank Robberies and Loan Conditions
S. Ongena, P. Morales Acevedo
Working Papers
10 sept. 2019
N° 19-41: Are U.S. Industries Becoming More Concentrated?
R. Michaely, G. Grullon, Y. Larkin
Working Papers
10 sept. 2019
N° 19-40: Consumption Taxes and Corporate Investment
R. Michaely, M. Jacob, M.A. Müller
Working Papers
10 sept. 2019
N° 19-39: Mortgage Lending through a FinTech Web Platform. The Roles of Competition, Diversification, and Automation
S. Ongena
Working Papers
12 août 2019
N° 15-29: Common Risk Factors in International Stock Markets
A. Wagner, P.S. Schmidt, U. von Arx, A. Schrimpf and A. Ziegler
Working Papers
12 août 2019
Brokers and order flow leakage: Evidence from fire sales
F. Franzoni, A. Barbon, M. Di Maggio, A. Landier
Academic Publications
9 août 2019
Inflation Risk Premia, Yield Volatility and Macro Factors
A. Plazzi, A. Berardi
Academic Publications
22 juil 2019
N° 19-38: The Effect of Unconventional Monetary Policy on Cross‐Border Bank Loans: Evidence from an Emerging Market
S. Ongena, K. Alper, F. Altunok, T. Çapacıoğlu
Working Papers
17 juil 2019