Discussion paper DP20133 Sustainable Investing and Public Goods Provision Ilaria Piatti Joel Shapiro Xuan Wang 14 Apr 2025 Asset Pricing G11 G12 H41
Discussion paper DP20125 US Treasury Market Functioning from the GFC to the Pandemic Tobias Adrian Michael J. Fleming Kleopatra Nikolaou 10 Apr 2025 Asset Pricing G12 G24 G28
Discussion paper DP20123 The Political Economy of Green Investing: Insights from the 2024 U.S. Election Marco Ceccarelli Stefano Ramelli Anna Vasileva Alexander F. Wagner 9 Apr 2025 Asset Pricing Banking and Corporate Finance D83 G11 G12 G41 G51 P18
Discussion paper DP20082 Asset Embeddings Xavier Gabaix Ralph Koijen Robert Richmond Motohiro Yogo 27 Mar 2025 Asset Pricing C53 G12 G23
Discussion paper DP20080 The Uncertainty of Machine Learning Predictions in Asset Pricing Yuan Liao Xinjie Ma Andreas Neuhierl Linda Schilling 25 Mar 2025 Artificial Intelligence Asset Pricing G12 C45 C58
Discussion paper DP20066 Does Biodiversity Risk Matter to Capital Markets? New Evidence from China Zhang-Hangjian Chen Jeroen Derwall Xiang Gao Kees Koedijk 19 Mar 2025 Asset Pricing G10 G11 G12 Q5 Q53 Q57
Discussion paper DP20005 Policy Transition Risk, Carbon Premiums, and Asset Prices Christoph Hambel Frederick Van Der Ploeg 6 Mar 2025 Climate Change and the Environment D81 G01 G12 Q5 Q54
Discussion paper DP19999 A Test of the Efficiency of a Given Portfolio in High Dimensions Mikhail Chernov Bryan Kelly Semyon Malamud Johannes Schwab 5 Mar 2025 Asset Pricing C12 C40 C55 C57 G12
Discussion paper DP19971 Sticks, Carrots, and Investor Behavior: Evidence from Japan Francesco D'Ercole Alexander F. Wagner Kazuo Yamada 26 Feb 2025 Banking and Corporate Finance G12 G30 G41 N25
Discussion paper DP19966 Inflation, Leverage and Stock Returns Angelo D'Andrea Andrea Fabiani Fabio Massimo Piersanti Anatoli Segura 25 Feb 2025 Monetary Economics and Fluctuations Asset Pricing Banking and Corporate Finance E31 E50 G12 G30 G32 G33
Discussion paper DP19956 Housing Prices Propagation: A Theory of Spatial Interactions Christophe Bruneel Guillaume Chapelle Jean Benoit Eymeoud Etienne Wasmer 23 Feb 2025 International Macroeconomics and Finance International Trade and Regional Economics Asset Pricing R31 G12 D83 C61
Discussion paper DP19910 Reconciling Macroeconomics and Finance for the U.S. Corporate Sector: 1929 to Present Andy Atkeson Jonathan Heathcote Fabrizio Perri 3 Feb 2025 Macroeconomics and Growth Asset Pricing E44 G12