Discussion paper DP17101 Volatility (Dis)Connect in International Markets Ric Colacito Mariano Croce Yang Liu Ivan Shaliastovich 10 Mar 2022 Financial Economics International Macroeconomics and Finance C62 F31 G12
Discussion paper DP17099 Asset pricing with costly short sales Theodoros Evgeniou Julien Hugonnier Rodolfo Prieto 10 Mar 2022 Financial Economics D51 D52 G11 G12
Discussion paper DP17091 High Dimensional Factor Models with an Application to Mutual Fund Characteristics Martin Lettau 7 Mar 2022 Financial Economics G12 G38
Discussion paper DP15978 What Moves Treasury Yields? Emanuel Moench Soroosh Soofi Siavash 2 Mar 2022 Financial Economics Monetary Economics and Fluctuations C55 E43 E44 G12
Discussion paper DP13943 Cryptocurrencies, Currency Competition, and The Impossible Trinity Pierpaolo Benigno Harald Uhlig Linda Schilling 21 Feb 2022 Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations E4 F31 D53 G12
Discussion paper DP15581 Expectation dispersion, uncertainty, and the reaction to news Benjamin Born Jonas Dovern Zeno Enders 19 Feb 2022 International Macroeconomics and Finance Monetary Economics and Fluctuations E44 G12 G14
Discussion paper DP17050 Bond Price Fragility and the Structure of the Mutual Fund Industry Mariassunta Giannetti Jotikasthira Chotibhak 19 Feb 2022 Financial Economics Monetary Economics and Fluctuations G12 G23 E52
Discussion paper DP13252 International yield curves and currency puzzles Mikhail Chernov Drew Creal 18 Feb 2022 Financial Economics International Macroeconomics and Finance F31 G12 G15
Discussion paper DP16477 Mutual Fund Trading and ESG Clientele During the COVID-19 Stock Market Crash Rui Albuquerque Yrjo Koskinen Raffaele Santioni 14 Feb 2022 Financial Economics G01 G12 G23 G32 M14
Discussion paper DP17016 The Value of Arbitrage Eduardo Dávila Daniel Graves Cecilia Parlatore Siritto 7 Feb 2022 Financial Economics G12 G18 D61
Discussion paper DP16989 Mortgage-Backed Securities Andreas Fuster David Lucca James Vickery 2 Feb 2022 Financial Economics G10 G12 G21
Discussion paper DP16909 Benchmarking Intensity Anna Pavlova Taisiya Sikorskaya 16 Jan 2022 Financial Economics G11 G12 G23