Discussion paper DP18371 The price of money: The reserves convertibility premium over the term structure Kjell G. 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
Discussion paper DP18289 The pricing of climate transition risk in Europe's equity market Philipe Loyson Rianne Luijendijk Sweder van Wijnbergen 11 Jul 2023 Asset Pricing G12 Q54
Discussion paper DP18265 Currency risk premiums: A multi-horizon perspective Mikhail Chernov Magnus Dahlquist 3 Jul 2023 Asset Pricing E52 F31 G12 G15
Discussion paper DP18256 Dynamic Equilibrium with Costly Short-Selling and Lending Market Adem Atmaz Suleyman Basak Fangcheng Ruan 30 Jun 2023 Asset Pricing G11 G12
Discussion paper DP18229 Risk, Monetary Policy and Asset Prices in a Global World Geert Bekaert Marie Hoerova Nancy Xu 18 Jun 2023 International Macroeconomics and Finance Monetary Economics and Fluctuations Asset Pricing E44 E52 G12 G20 E32
Discussion paper DP18230 The International Commonality of Idiosyncratic Variances Geert Bekaert Xue Wang Xiaoyan Zhang 18 Jun 2023 International Macroeconomics and Finance Asset Pricing F39 G12 G15
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 DP18210 The Social Cost of Carbon under Climate Volatility Risk Xu Lin Sweder van Wijnbergen 12 Jun 2023 Asset Pricing G12 G13 Q51 Q54
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 DP18197 Government Debt Management and Inflation with Real and Nominal Bonds Lukas Schmid Vytautas Valaitis Alessandro Villa 6 Jun 2023 Monetary Economics and Fluctuations Asset Pricing E44 E52 E62 G12