Consistent Yield Curve Prediction
J. Teichmann, M. Wüthrich
Academic Publications
1 jan. 2016
Collateralization, Bank Loan Rates, and Monitoring
S. Ongena, G. Cerqueiro, K. Roszbach
Academic Publications
1 jan. 2016
Asymmetry in Tail Dependence in Equity Portfolios
E. Jondeau
Academic Publications
1 jan. 2016
Asymmetric Information and Insurance
H. Albrecher
Academic Publications
1 jan. 2016
Asset Allocation and Monetary Policy: Evidence from the Eurozone
H. Hau, S. Lai
Academic Publications
1 jan. 2016
An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates
P. Embrechts, V. Chavez-Demoulin, M. Hofert
Academic Publications
1 jan. 2016
A Survival Analysis of Islamic and Conventional Banks
S. Ongena, A.-M. Fuertes, M. Izzeldin and V. Pappas
Academic Publications
1 jan. 2016
A Rigorous Approach to Business Services Offshoring and North-North Trade
T. Hens, B. Dluhosch
Academic Publications
1 jan. 2016
SFI Practitioner Roundups Magazine Winter 2015/16
F. Degeorge, D. Filipović, F. Kübler, S. Ongena, M. Hoesli, Ch. L. Culp, K. Schmedders
Roundups
31 déc. 2015
Is the New Regulation for Global Systemically Important Banks Effective in Limiting "Too Big to Fail"?
S. Ongena, S. C. Moenninghoff, A. Wieandt
Roundups
1 déc. 2015
What Affects Children’s Outcomes: Dwelling Characteristics or Home Ownership?
M. Hoesli, S. C. Bourassa, D. R. Haurin
Roundups
1 nov. 2015
N°15-68: Financial Conglomerate Affiliated Hedge Funds: Risk Taking Behavior and Liquidity Transformation, F. Franzoni and M. Giannetti, 2015.
F. Franzoni, M. Giannetti
Working Papers
21 sept. 2015
N°15-65: How Do Investors and Firms React to a Large Unexpected Currency Appreciation Shock?
R. Fahlenbrach, P. Krüger, M. Efing, C. Herper
Working Papers
15 sept. 2015
N°15-64: The Pricing Kernel Density: The Case of the Information that Did Not Bark, G. Barone-Adesi and C. Sala, 2015.
G. Barone-Adesi, C. Sala
Working Papers
12 sept. 2015
N°15-68: Costs and Benefits of Financial Conglomerate Affiliation: Evidence from Hedge Funds, F. Franzoni and M. Giannetti, 2015.
F. Franzoni, M. Giannetti
Working Papers
10 sept. 2015