Discussion paper DP12289 Corporate Debt Maturity Profiles Josef Zechner Jaewon Choi Dirk Hackbarth 10 Sep 2017 Financial Economics G13 G31 G32 G33
Discussion paper DP11576 A Macrofinance View of U.S. Sovereign CDS Premiums Mikhail Chernov Lukas Schmid 17 Oct 2016 Financial Economics E43 E44 E52 G12 G13
Discussion paper DP11533 A comedy of errors: misguided policy, mis-sold mortgages, and more Marcus Miller Lei Zhang 26 Sep 2016 Financial Economics D52 D53 G01 G12 G13
Discussion paper DP11227 Term structures of asset prices and returns Mikhail Chernov David Backus Nina Boyarchenko 13 Apr 2016 Financial Economics G12 G13
Discussion paper DP11169 Risk Premia and Seasonality in Commodity Futures Ivan Petrella Martin Sola Constantino Hevia 15 Mar 2016 Financial Economics Monetary Economics and Fluctuations C22 G12 G13
Discussion paper DP10947 Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities Mikhail Chernov Francis Longstaff 14 Mar 2016 Financial Economics G12 G13
Discussion paper DP11099 CoCo Design, Risk Shifting and Financial Fragility Sweder van Wijnbergen 7 Feb 2016 Financial Economics G01 G13 G21 G28 G32
Discussion paper DP11019 Early Option Exercise: Never Say Never Lasse Heje Pedersen 20 Dec 2015 Financial Economics G11 G12 G13 G14
Discussion paper DP10444 Volatility-related exchange traded assets: an econometric investigation Enrique Sentana Javier MencĂa 1 Mar 2015 Financial Economics G13
Discussion paper DP10318 Option-Based Credit Spreads Pietro Veronesi Yoshio Nozawa 21 Dec 2014 Financial Economics G1 G12 G13 G21 G24 G3
Discussion paper DP9771 Carry Lasse Heje Pedersen Ralph Koijen 1 Dec 2013 Financial Economics International Macroeconomics E44 F30 F31 G11 G12 G13 G14 G15
Discussion paper DP9549 Volatility Risk Premia and Exchange Rate Predictability Lucio Sarno Pasquale Della Corte 7 Jul 2013 Financial Economics International Macroeconomics F31 F37 G12 G13