Discussion paper DP18330 Global Production Linkages and Stock Market Comovement Raphael Auer Bruce Iwadati Andreas Schrimpf Alexander F. Wagner 27 Jul 2023 International Macroeconomics and Finance International Trade and Regional Economics Monetary Economics and Fluctuations F10 F36 F65 G10 G15
Discussion paper DP18276 Large Orders in Small Markets: Execution with Endogenous Liquidity Supply Agostino Capponi Albert J. Menkveld Hongzhong Zhang 6 Jul 2023 Asset Pricing G10
Discussion paper DP18221 Corporate Discount Rates Niels Joachim Gormsen Kilian Huber 16 Jun 2023 Industrial Organization International Macroeconomics and Finance Macroeconomics and Growth Monetary Economics and Fluctuations Organizational Economics Asset Pricing Banking and Corporate Finance E22 E32 E43 E44 E52 G10 G12 G30 G31 G40
Discussion paper DP18196 Anomalies at any time in any place? Momentum, reversal and size around the world in the early twentieth century Fabio Braggion Joost Driessen Lyndon Moore 6 Jun 2023 Economic History Asset Pricing G10 G12 N20
Discussion paper DP18198 Survival and Value: the Conglomerate Case Michela Altieri Giovanna Nicodano 6 Jun 2023 Asset Pricing Banking and Corporate Finance C18 G34 G10
Discussion paper DP18171 The Cost of Banking with Naivety and Adverse Selection John Thanassoulis Tamas Vadasz 27 May 2023 Industrial Organization Banking and Corporate Finance G10 G21 G40
Discussion paper DP18122 Do non-banks need access to the lender of last resort? Evidence from fund runs Johannes Breckenfelder Marie Hoerova 27 Apr 2023 Monetary Economics and Fluctuations Asset Pricing Banking and Corporate Finance E58 G01 G10 G21 G23
Discussion paper DP18026 Disasters with Unobservable Duration and Frequency: Intensified Responses and Diminished Preparednes Viral Acharya Timothy Johnson Suresh Sundaresan Steven Zheng 26 Mar 2023 Asset Pricing D6 D8 E21 E32 G10
Discussion paper DP17933 Mitigating Fire Sales with a Central Clearing Counterparty Guillaume Vuillemey 22 Feb 2023 Banking and Corporate Finance G23 G10
Discussion paper DP17780 Interest rates and the spatial polarization of housing markets Francisco Amaral Martin Dohmen Sebastian Kohl Moritz Schularick 4 Jan 2023 Economic History International Trade and Regional Economics Asset Pricing G10 G12 G51 R30
Discussion paper DP17599 Dollar Reserves and U.S. Yields: Identifying the Price Impact of Official Flows Rashad Ahmed Alessandro Rebucci 24 Oct 2022 International Macroeconomics and Finance Monetary Economics and Fluctuations Asset Pricing E43 E44 F21 F30 G10
Discussion paper DP17596 How Can Asset Prices Value Exchange Rate Wedges? Karen K. Lewis Edith X. Liu 23 Oct 2022 International Macroeconomics and Finance Asset Pricing F30 F31 F41 G10 G15