Discussion paper DP18594 Does the Carbon Premium Reflect Risk or Mispricing? Yigit Atilgan Ozgur Demirtas Alex Edmans Doruk Gunaydin 12 Nov 2023 Asset Pricing Banking and Corporate Finance G12 G23 G38 J53 J81 J83 J88 K31
Discussion paper DP18592 Risks and Risk Premia in the US Treasury Market Junye Li Lucio Sarno Gabriele Zinna 9 Nov 2023 International Macroeconomics and Finance Asset Pricing C58 E43 G12
Discussion paper DP18590 Modelling the Term Structure with Trends in Yields and Cycles in Excess Returns Carlo A. Favero Ruben Fernandez-Fuertes 9 Nov 2023 Monetary Economics and Fluctuations E43 E52 G12
Discussion paper DP18584 When do Treasuries Earn the Convenience Yield? — A Hedging Perspective Viral Acharya Toomas Laarits 8 Nov 2023 International Macroeconomics and Finance Monetary Economics and Fluctuations Asset Pricing Banking and Corporate Finance G11 G12 G15 E4 E5 F3
Discussion paper DP18569 Transaction costs and capacity of systematic corporate bond strategies Alexey Ivashchenko Robert Kosowski 3 Nov 2023 Asset Pricing G11 G12 G14
Discussion paper DP18524 Forecasting crashes with a smile Ian Martin Ran Shi 12 Oct 2023 Asset Pricing G12 G17
Discussion paper DP18482 Life after Default: Dealer Intermediation and Recovery in Defaulted Corporate Bonds Friedrich Baumann Dmitry Livdan Ali Kakhbod Abdolreza Nazemi Norman Schürhoff 25 Sep 2023 Asset Pricing G12 G14 G24
Discussion paper DP18446 The Green Energy Transition and the 2023 Banking Crisis Francesco D'Ercole Alexander F. Wagner 9 Sep 2023 Banking and Corporate Finance G12 G30 Q57
Discussion paper DP18377 Domino Secessions: Evidence from the U.S. Jean Lacroix Kris Mitchener Kim Oosterlinck 20 Aug 2023 Economic History Political Economy H77 N21 G12
Discussion paper DP18371 The price of money: The reserves convertibility premium over the term structure Kjell Nyborg Jiri Woschitz 16 Aug 2023 Asset Pricing G12 E43 E52
Discussion paper DP18359 The Value of Intangible Capital Around the World Frederico Belo Yu Li Juliana Salomao Maria Ana Vitorino 9 Aug 2023 Asset Pricing D21 D22 E22 E24 G12 G32
Discussion paper DP18331 Banking in the shadow of Bitcoin? The institutional adoption of cryptocurrencies Raphael Auer Marc Farag Ulf Lewrick Lovrenc Orazem Markus Zoss 27 Jul 2023 Industrial Organization International Macroeconomics and Finance Banking and Corporate Finance E42 G12 G21 G23 G28 O33
