Priced risk in corporate bonds
|
2023 |
Dickerson, Alexander |
International trade and the risk in bilateral exchange rates
|
2023 |
Hassan, Ramin |
Cross-stock momentum and factor momentum
|
2023 |
Yan, Jingda |
The jump leverage risk premium
|
2023 |
Bollerslev, Tim |
Treasury option returns and models with unspanned risks
|
2023 |
Bakshi, Gurdip S. |
Institutional investors, the dollar, and U.S. credit conditions
|
2023 |
Niepmann, Friederike |
What are the events that shake our world? : measuring and hedging global COVOL
|
2023 |
Engle, Robert F. |
Industry asset revaluations around public and private acquisitions
|
2023 |
Derrien, François |
Financial markets and unemployment
|
2023 |
Monacelli, Tommaso |
Supporting small firms through recessions and recoveries
|
2023 |
Bonfim, Diana |
Collateral competition : evidence from central counterparties
|
2023 |
Grothe, Magdalena |
Deputizing financial institutions to fight elder abuse
|
2023 |
Carlin, Bruce Ian |
Market power in wholesale funding : a structural perspective from the triparty repo market
|
2023 |
Huber, Amy Wang |
The modern mutual fund family
|
2023 |
Dannhauser, Caitlin D. |
Barking up the wrong tree : return-chasing in 401(k) plans
|
2023 |
Anh Tran |
Loan spreads and credit cycles : the role of lenders' personal economic experiences
|
2023 |
Carvalho, Daniel |
Mortgage prepayment, race, and monetary policy
|
2023 |
Gerardi, Kristopher |
From patriarchy to partnership : gender equality and household finance
|
2023 |
Guiso, Luigi |
Common ownership and innovation efficiency
|
2023 |
Li, Xuelin |
Disaster resilience and asset prices
|
2023 |
Pagano, Marco |