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Content
2022
- 22-62 Valuing Life over the Life Cycle
by Pascal St-Amour
- 22-61 Shrinking the Term Structure
by Damir Filipović & Markus Pelger & Ye Ye
- 22-60 Stress tests and capital requirement disclosures: do they impact banks' lending and risk-taking decisions?
by Paul Konietschke & Steven Ongena & Aurea Ponte Marques
- 22-59 The Disciplining Effect of Supervisory Scrutiny in the EU-Wide Stress Test
by Cosimo Pancaro & Christoffer Kok & Carola Müller & Steven Ongena
- 22-58 Fake News in Social Networks
by Christoph Aymanns & Jakob Foerster & Co-Pierre Georg & Matthias Weber
- 22-57 The Virtue of Complexity Everywhere
by Bryan T. Kelly & Semyon Malamud & Kangying Zhou
- 22-56 Swiss Electricity Supply and Demand in 2017 and 2050. Is the Swiss 2050 energy plan viable?
by Euan Mearns & Didier Sornette
- 22-55 Hedonic, Residual, and Matching Methods for Residential Land Valuation
by Steven C. Bourassa & Martin Hoesli
- 22-54 Cheap Talk in Corporate Climate Commitments: The effectiveness of climate initiatives
by Julia Anna Bingler & Mathias Kraus & Markus Leippold & Nicolas Webersinke
- 22-53 The End of the Crypto-Diversification Myth
by Luciano Somoza & Antoine Didisheim
- 22-52 Flood, Farms and Credit: How Bank Ties Keep Farmers, Young and Female, above Water
by Pejman Abedifar & Seyed Javad Kashizadeh & Steven Ongena
- 22-51 Foreign Exchange Swaps and Cross-Currency Swaps
by Angelo Ranaldo
- 22-50 Graduating from Group to Individual Loans, with the Help of Personal Guarantees
by Vasso Ioannidou & Sheng Li & Mrinal Mishra & Steven Ongena
- 22-49 The impact of the Russia-Ukraine conflict on the green energy transition – A capital market perspective
by Martin Nerlinger & Sebastian Utz
- 22-48 Bitcoin Price Factors: Natural Language Processing Approach
by Oksana Bashchenko
- 22-47 When do proxy advisors improve corporate decisions?
by Berno Buechel & Lydia Mechtenberg & Alexander F. Wagner
- 22-46 How Sustainable Is Swiss Real Estate? Evidence from Institutional Property Portfolios
by Fabio Alessandrini & Eric Jondeau & Ghislaine Lang & Evert Reins
- 22-45 Environmental Subsidies to Mitigate Transition Risk
by Eric Jondeau & Gregory Levieuge & Jean-Guillaume Sahuc & Gauthier Vermandel
- 22-44 Misfortunes Never Come Alone: From the Financial Crisis to the COVID-19 Pandemic
by Antonio Moreno & Steven Ongena & Alexia Ventula Veghazy & Alexander F. Wagner
- 22-43 Non-Normal Interactions Create Socio-Economic Bubbles
by Didier Sornette & Sandro Claudio Lera & Jianhong Lin & Ke Wu
- 22-42 Green versus sustainable loans: The impact on firms’ ESG performance
by Özlem Dursun-de Neef & Steven Ongena & Gergana Tsonkova
- 22-41 Polytope Fraud Theory
by Dongshuai Zhao & Zhongli Wang & Florian Schweizer-Gamborino & Didier Sornette
- 22-40 Liquidity Provision to Leveraged ETFs and Equity Options Rebalancing Flows: Evidence from End-of-Day Stock Prices
by Andrea Barbon & Heiner Beckmeyer & Andrea Buraschi & Mathis Moerke
- 22-39 Can the Government Be an Effective Venture Capital Investor?
by Martina Fraschini & Andrea Maino & Luciano Somoza
- 22-38 On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges
by Andrea Barbon & Angelo Ranaldo
- 22-37 Agent-based model generating stylized facts of fixed income markets
by Antoine Kopp & Rebecca Westphal & Didier Sornette
- 22-36 Economic Policy Uncertainty and the Yield Curve
by Markus Leippold & Felix Matthys
- 22-35 Can unconventional monetary policy contribute to climate action?
by Alice Eliet-Doillet & Andrea Maino
- 22-34 On the Directional Destabilizing Feedback Effects of Option Hedging
by Didier Sornette & Florian Ulmann & Alexander Wehrli
- 22-33 Back to the Roots of Internal Credit Risk Models: Why Do Banks’ Risk-Weighted Asset Levels Converge over Time?
by Victoria Böhnke & Steven Ongena & Florentina Paraschiv & Endre J Reite
- 22-32 The Role of the End Time in Experimental Asset Markets
by Anita Kopányi-Peuker & Matthias Weber
- 22-31 The Impact of the SBA Funding Programs on the Distance and Pricing of Loans to Small Businesses
by Manish Gupta & Steven Ongena
- 22-30 Ensemble learning for portfolio valuation and risk management
by Lotfi Boudabsa & Damir Filipović
- 22-29 Stock Prices and the Russia-Ukraine War: Sanctions, Energy and ESG
by Ming Deng & Markus Leippold & Alexander F. Wagner & Qian Wang
- 22-28 “There is No Planet B", but for Banks “There are Countries B to Z": Domestic Climate Policy and Cross-Border Bank Lending
by Emanuela Benincasa & Gazi Kabas & Steven Ongena
- 22-27 The Wealth Creation Effect in Stock Returns
by Francesco A. Franzoni & Daniel Obrycki & Rafael Resendes
- 22-26 The Economics of Sustainability Linked Bonds
by Tony Berrada & Leonie Engelhardt & Rajna Gibson & Philipp Krueger
- 22-25 ESG and Systemic Risk
by George-Marian Aevoae & Alin Marius Andries & Steven Ongena & Nicu Sprincean
- 22-24 Stripping the Discount Curve - a Robust Machine Learning Approach
by Damir Filipović & Markus Pelger & Ye Ye
- 22-23 Deconstructing ESG Scores: How to Invest with Your own Criteria
by Torsten Ehlers & Ulrike Elsenhuber & Kumar Jegarasasingam & Eric Jondeau
- 22-22 Banks vs. Markets: Are Banks More Effective in Facilitating Sustainability?
by David Newton & Steven Ongena & Ru Xie & Binru Zhao
- 22-21 Asset pricing with costly short sales
by Theodoros Evgeniou & Julien Hugonnier & Rodolfo Prieto
- 22-20 Deep Regression Ensembles
by Antoine Didisheim & Bryan T. Kelly & Semyon Malamud
- 22-19 Investors Are Listening: How Green Funds Are Reshaping Firms' Incentives
by Coralie Jaunin & Tammaro Terracciano
- 22-18 Global Production Linkages and Stock Market Comovement
by Raphael Auer & Bruce Muneaki Iwadate & Andreas Schrimpf & Alexander F. Wagner
- 22-17 Taxing Banks Leverage and Syndicated Lending: A Cross-Country Comparison
by Aurore Burietz & Steven Ongena & Matthieu Picault
- 22-16 Personality Traits and Investment Styles
by Thorsten Hens & Mei Ding-Hirschfeld
- 22-15 International Pecking Order
by Egemen Eren & Semyon Malamud & Haonan Zhou
- 22-14 Climate Talk in Corporate Earnings Calls
by Michał Dzieliński & Florian Eugster & Emma Sjöström & Alexander F. Wagner
- 22-13 Mortgage-Backed Securities
by Andreas Fuster & David O. Lucca & James I. Vickery
- 22-12 The Valuation of Illiquid Assets: A Focus on Private Equity and Real Estate
by Rajna Gibson & Martin Hoesli & Jiajun Shan
- 22-11 Measuring and Stress-Testing Market-Implied Bank Capital
by Martin Indergand & Eric Jondeau & Andreas Fuster
- 22-10 Infrequent Random Portfolio Decisions in an Open Economy Model
by Philippe Bacchetta & Eric van Wincoop & Eric R. Young
- 22-09 Non-Standard Errors
by Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli
- 22-08 Tenant Industry Sector and European Listed Real Estate Performance
by Jan Muckenhaupt & Martin Hoesli & Bing Zhu
- 22-07 Sparse and Stable International Portfolio Optimization and Currency Risk Management
by Raphael Burkhardt & Urban Ulrych
- 22-06 Behavioral Heterogeneity in the CAPM with Evolutionary Dynamics
by Thorsten Hens & Fatemeh Naebi
- 22-05 Evolutionary finance for multi-asset investors
by Michael Schnetzer & Thorsten Hens
- 22-04 Strategic complementarity and substitutability of investment strategies
by Nikolay Doskov & Thorsten Hens & Klaus Reiner Schenk-Hoppé
- 22-03 Accelerated American Option Pricing with Deep Neural Networks
by David Anderson & Urban Ulrych
- 22-02 Sustainable Finance Literacy and the Determinants of Sustainable Investing
by Massimo Filippini & Markus Leippold & Tobias Wekhof
- 22-01 Cheap Talk in Corporate Climate Commitments: The Role of Active Institutional Ownership, Signaling, Materiality, and Sentiment
by Julia Anna Bingler & Mathias Kraus & Markus Leippold & Nicolas Webersinke
2021
- 21-97 Why Do Firms Issue Green Bonds?
by Julien Xavier Daubanes & Shema Frédéric Mitali & Jean-Charles Rochet
- 21-96 A model of financial bubbles and drawdowns with non-local behavioral self-referencing
by Yannick Malevergne & Didier Sornette & Ran Wei
- 21-95 Machine Learning for Predicting Stock Return Volatility
by Damir Filipović & Amir Khalilzadeh
- 21-94 Bubbles for Fama from Sornette
by Dongshuai Zhao, CFA & Didier Sornette
- 21-93 Mean-Covariance Robust Risk Measurement
by Viet-Anh Nguyen & Soroosh Shafieezadeh Abadeh & Damir Filipović & Daniel Kuhn
- 21-92 Privacy Laws and Value of Personal Data
by Mehmet Canayaz & Ilja Kantorovitch & Roxana Mihet
- 21-91 Building Benchmarks Portfolios with Decreasing Carbon Footprints
by Eric Jondeau & Benoît Mojon & Luiz A. Pereira da Silva
- 21-90 The Virtue of Complexity in Machine Learning Portfolios
by Bryan T. Kelly & Semyon Malamud & Kangying Zhou
- 21-89 Portfolio Diversification across U.S. Gateway and Non-Gateway Real Estate Markets
by Martin Hoesli & Louis Johner
- 21-88 Deep Hedging under Rough Volatility
by Blanka Horvath & Josef Teichmann & Zan Zuric
- 21-87 Illiquidity and the Cost of Equity Capital: Evidence from Actual Estimates of Capital Cost for U.S. Data
by Amit Goyal & Avanidhar Subrahmanyam & Bhaskaran Swaminathan
- 21-86 Picking Partners: Manager Selection in Private Equity
by Amit Goyal & Sunil Wahal & M. Deniz Yavuz
- 21-85 A Comprehensive Look at the Empirical Performance of Equity Premium Prediction II
by Amit Goyal & Ivo Welch & Athanasse Zafirov
- 21-84 How Do ESG Incidents Affect Firm Value?
by François Derrien & Philipp Krueger & Augustin Landier & Tianhao Yao
- 21-83 Structured Additive Regression and Tree Boosting
by Michael Mayer & Steven C. Bourassa & Martin Hoesli & Donato Scognamiglio
- 21-82 Screening and Monitoring Corporate Loans
by Sebastian Gryglewicz & Simon Mayer & Erwan Morellec
- 21-81 CBDC as Imperfect Substitute for Bank Deposits: A Macroeconomic Perspective
by Philippe Bacchetta & Elena Perazzi
- 21-80 Can Sticky Portfolios Explain International Capital Flows and Asset Prices?
by Philippe Bacchetta & Margaret Davenport & Eric van Wincoop
- 21-79 Does Board Overlap Promote Coordination Between Firms?
by Heng Geng & Harald Hau & Roni Michaely & Binh Nguyen
- 21-78 Optimal Investment and Equilibrium Pricing under Ambiguity
by Michail Anthropelos & Paul Schneider
- 21-77 ESG Screening in the Fixed-Income Universe
by Fabio Alessandrini & David Baptista Balula & Eric Jondeau
- 21-76 Multi-asset financial bubbles in an agent-based model with noise traders’ herding described by an n-vector Ising model
by Davide Cividino & Rebecca Westphal & Didier Sornette
- 21-75 Adapting lending policies in a “negative-for-long” scenario
by Oscar Arce & Miguel Garcia-Posada & Sergio Mayordomo & Steven Ongena
- 21-74 The Price of Money: How Collateral Policy Affects the Yield Curve
by Kjell G. Nyborg & Jiri Woschitz
- 21-73 Heterogeneous Tail Generalized Common Factor Modeling
by Simon Hediger & Jeffrey Näf & Marc S. Paolella & Pawel Polak
- 21-72 FinTech Lending
by Tobias Berg & Andreas Fuster & Manju Puri
- 21-71 Flow-Driven ESG Returns
by Philippe van der Beck
- 21-70 Multi-Signal Approaches for Repeated Sampling Schemes in Inertial Sensor Calibration
by Gaetan Bakalli & Davide Cucci & Ahmed Radi & Naser El-Sheimy & Roberto Molinari & O. Scaillet & Stéphane Guerrier
- 21-69 Persuasion by Dimension Reduction
by Semyon Malamud & Andreas Schrimpf
- 21-68 Expectations and Aggregate Risk
by Lorenzo Bretscher & Aytek Malkhozov & Andrea Tamoni
- 21-67 Determinants of Price Discrimination and Switching Mortgage Provider in Times of Regulation and Digitalization
by Steven Ongena & Florentina Paraschiv & Endre J Reite
- 21-66 The countercyclical capital buffer and the composition of bank lending
by Raphael Auer & Alexandra Matyunina & Steven Ongena
- 21-65 Various Course Proposals for: Mathematics with a View Towards (the Theoretical Underpinnings of) Machine Learning
by Marc S. Paolella
- 21-64 The Impact of Monetary Conditions on Bank Lending to Households
by Gyozo Gyongyosi & Steven Ongena & Ibolya Schindele
- 21-63 Climate-Related Disasters and the Death Toll
by Valérie Chavez-Demoulin & Eric Jondeau & Linda Mhalla
- 21-62 Hedonic Models and Market Segmentation
by Steven C. Bourassa & Martijn Dröes & Martin Hoesli
- 21-61 Scale Effects on Efficiency and Profitability in the Swiss Banking Sector
by Marc Blatter & Andreas Fuster
- 21-60 Dynamic Currency Hedging with Ambiguity
by Pawel Polak & Urban Ulrych
- 21-59 Greening the Swiss National Bank's Portfolio
by Rüdiger Fahlenbrach & Eric Jondeau
- 21-58 Capital Requirements and Claims Recovery: A New Perspective on Solvency Regulation
by Cosimo Munari & Stefan Weber & Lutz Wilhelmy
- 21-57 Limited Liability and the Demand for Coinsurance by Individuals and Corporations
by Andrea Bergesio & Pablo Koch-Medina & Cosimo Munari
- 21-56 Deposit Insurance, Bank Ownership and Depositor Behavior
by Sumeyra Atmaca & Karolin Kirschenmann & Steven Ongena & Koen J. L. Schoors
- 21-55 Bank Credit and Market-Based Finance for Corporations: The Effects of Minibond Issuances
by Steven Ongena & Sara Pinoli & Paola Rossi & Alessandro Scopelliti
- 21-54 Economic Support during the COVID Crisis. Quantitative Easing and Lending Support Schemes in the UK
by Mahmoud Fatouh & Simone Giansante & Steven Ongena
- 21-53 Universal Time Preference
by Marc Oliver Rieger & Thorsten Hens & Mei Wang
- 21-52 The Long-Term Effects of Capital Requirements
by Gianni De Nicolo & Nataliya Klimenko & Sebastian Pfeil & Jean-Charles Rochet
- 21-51 Smart Stochastic Discount Factors
by Sofonias A. Korsaye & Alberto Quaini & Fabio Trojani
- 21-50 Significant Hot Hand Effect in International Cricket
by Sumit Kumar Ram & Shyam Nandan & Didier Sornette
- 21-49 Estimation and Comparison Between Rank-Dependent Expected Utility, Cumulative Prospect Theory and Quantum Decision Theory
by Giuseppe Ferro & Tatyana Kovalenko & Didier Sornette
- 21-48 Pricing Event Risk: Evidence from Concave Implied Volatility Curves
by Lykourgos Alexiou & Amit Goyal & Alexandros Kostakis & Leonidas Rompolis
- 21-47 FinTech Credit and Entrepreneurial Growth
by Harald Hau & Yi Huang & Hongzhe Shan & Zixia Sheng
- 21-46 Relationship Capital and Financing Decisions
by Thomas Geelen & Erwan Morellec & Natalia Rostova
- 21-45 Constrained Polynomial Likelihood
by Caio Almeida & Paul Schneider
- 21-44 The Effects of Mandatory ESG Disclosure Around the World
by Philipp Krueger & Zacharias Sautner & Dragon Yongjun Tang & Rui Zhong
- 21-43 Do we need dealers in OTC markets?
by Terrence Hendershott & Dmitry Livdan & Norman Schürhoff
- 21-42 What Is the Impact of Mutual Funds' ESG Preferences on Portfolio Firms?
by Maxime Couvert
- 21-41 How Resilient is Mortgage Credit Supply? Evidence from the Covid-19 Pandemic
by Andreas Fuster & Aurel Hizmo & Lauren Lambie-Hanson & James I. Vickery & Paul Willen
- 21-40 The Effect of Board Overlap on Firm Behavior
by Heng Geng & Harald Hau & Roni Michaely & Binh Nguyen
- 21-39 Unlocking ESG Premium from Options
by Jie Cao & Amit Goyal & Xintong Zhan & Weiming Elaine Zhang
- 21-38 A Theory of Debt Accumulation and Deficit Cycles
by Antonio Mele
- 21-37 Disasters, Large Drawdowns, and Long-term Asset Management
by Eric Jondeau & Alexandre Pauli
- 21-36 “Salvation and Profit”: Deconstructing the Clean-Tech Bubble
by Vincent Giorgis & Tobias Huber & Didier Sornette
- 21-35 Excess financial volatility explained by endogenous excitations revealed by EM calibrations of a generalized Hawkes point process
by Alexander Wehrli & Didier Sornette
- 21-34 ALIENs and Continuous Time Economies
by Goutham Gopalakrishna
- 21-33 Event studies on investor sentiment
by Marc-Aurèle Divernois & Damir Filipović
- 21-32 Revisiting metropolitan house price-income relationships
by Elias Oikarinen & Steven C. Bourassa & Martin Hoesli & Janne Engblom
- 21-31 Squeezing Shorts Through Social News Platforms
by Angel Tengulov & Franklin Allen & Eric Nowak & Matteo Pirovano
- 21-30 The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times
by Ruggero Jappelli & Loriana Pelizzon & Alberto Plazzi
- 21-29 Strategic Similarity in Mergers and Acquisitions
by Tina Oreski
- 21-28 Information Pools and Insider Trading: A Snapshot of America's Financial Elite
by Antoine Didisheim & Luciano Somoza
- 21-27 The Performance of Non-Listed Opportunity Real Estate Funds in China
by Graeme Newell & Jufri Marzuki & Martin Hoesli & Rose Neng Lai
- 21-26 ICO Analysts
by Andreas Barth & Valerie Laturnus & Sasan Mansouri & Alexander F. Wagner
- 21-25 Central Bank Digital Currency and Balance Sheet Policy
by Martina Fraschini & Luciano Somoza & Tammaro Terracciano
- 21-24 Dynamical Internal Cost of Capital Driven by Cash Flow Growth
by David Solo & Didier Sornette & Florian Ulmann
- 21-23 Direct democracy, corporate political strategy, and firm value
by Rüdiger Fahlenbrach & Alexei V. Ovtchinnikov & Philip Valta
- 21-22 Greening (Runnable) Brown Assets with a Liquidity Backstop
by Eric Jondeau & Benoît Mojon & Cyril Monnet
- 21-21 Backcasting, Nowcasting, and Forecasting Residential Repeat-Sales Returns: Big Data meets Mixed Frequency
by Matteo Garzoli & Alberto Plazzi & Rossen I. Valkanov
- 21-20 How Green FinTech Can Alleviate the Impact of Climate Change—The Case of Switzerland
by Thomas Puschmann & Christian Hoffmann & Valentyn Khmarskyi
- 21-19 Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks affects the CDS Term Structure
by Julian F Kölbel & Markus Leippold & Jordy Rillaerts & Qian Wang
- 21-18 Risk & Returns around Fomc Press Conferences: A Novel Perspective from Computer Vision
by Alexis Marchal
- 21-17 The Sustainability Wage Gap
by Philipp Krueger & Daniel Metzger & Jiaxin Wu
- 21-16 Can the variance after-effect distort stock returns?
by Tony Berrada
- 21-15 Optimal Transport of Information
by Semyon Malamud & Anna Cieslak & Andreas Schrimpf
- 21-14 Mispricing and Uncertainty in International Markets
by Mirela Sandulescu & Paul Schneider
- 21-13 Asymmetric information and the securitization of SME loans
by Ugo Albertazzi & Margherita Bottero & Leonardo Gambacorta & Steven Ongena
- 21-12 The Equity Market Implications of the Retail Investment Boom
by Philippe van der Beck & Coralie Jaunin
- 21-11 Self-inflicted Debt Crises
by Theodosios Dimopoulos & Norman Schürhoff
- 21-10 (In)efficient repo markets
by Tobias Dieler & Loriano Mancini & Norman Schürhoff
- 21-09 A penalized two-pass regression to predict stock returns with time-varying risk premia
by Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet
- 21-08 Commercial Real Estate Prices and Covid-19
by Martin Hoesli & Richard Malle
- 21-07 Institutional Corporate Bond Demand
by Lorenzo Bretscher & Lukas Schmid & Ishita Sen & Varun Sharma
- 21-06 Marking to Market Corporate Debt
by Lorenzo Bretscher & Peter Feldhütter & Andrew Kane & Lukas Schmid
- 21-05 COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission
by Lorenzo Bretscher & Alex Hsu & Peter Simasek & Andrea Tamoni
- 21-04 Financial Technology and the Inequality Gap
by Roxana Mihet
- 21-03 Competition for Attention in the ETF Space
by Itzhak Ben-David & Francesco A. Franzoni & Byungwook Kim & Rabih Moussawi
- 21-02 Product Market Strategy and Corporate Policies
by Jakub Hajda & Boris Nikolov
- 21-01 The Value of Intermediation in the Stock Market
by Marco Di Maggio & Mark Egan & Francesco A. Franzoni
2020
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