Discussion paper DP18643 Global Factors in Non-core Bank Funding and Exchange Rate Flexibility Luís Catão Jan Ditzen Daniel Marcel te Kaat 27 Nov 2023 International Macroeconomics and Finance F32 F34 G15 G21
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 DP18516 Can Time-Varying Currency Risk Hedging Explain Exchange Rates? Leonie Bräuer Harald Hau 9 Oct 2023 International Macroeconomics and Finance E44 F31 F32 G11 G15 G23
Discussion paper DP18412 Long-Horizon Exchange Rate Expectations Lukas Kremens Ian Martin Liliana Varela 1 Sep 2023 International Macroeconomics and Finance Macroeconomics and Growth F31 G15 G17
Discussion paper DP18362 Information Transmission between Banks and the Market for Corporate Control Christian Bittner Falko Fecht Melissa Pala Farzad Saidi 10 Aug 2023 Banking and Corporate Finance G11 G15 G21 G24
Discussion paper DP18330 Global Production Linkages and Stock Market Comovement Raphael Auer Bruce Iwadati Andreas Schrimpf Alexander F. Wagner 27 Jul 2023 International Macroeconomics and Finance International Trade and Regional Economics Monetary Economics and Fluctuations F10 F36 F65 G10 G15
Discussion paper DP18286 “Glossy Green” Banks: The Disconnect Between Environmental Disclosures and Lending Activities Mariassunta Giannetti Martina Jasova Maria Loumioti Caterina Mendicino 10 Jul 2023 Banking and Corporate Finance G11 G15 G21
Discussion paper DP18267 The Internationalization of China’s Equity Markets Juan J. Cortina Maria Soledad Martínez Pería Sergio L. Schmukler Jasmine Xiao 4 Jul 2023 International Macroeconomics and Finance F33 G00 G01 G15 G21 G23
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 DP18234 ETF effects: the role of primary versus secondary market activities Carole Comerton-Forde Thomas Marta 20 Jun 2023 Asset Pricing G14 G15 G23
Discussion paper DP18231 Global Liquidity: Drivers, Volatility and Toolkits Linda S. Goldberg 19 Jun 2023 International Macroeconomics and Finance Banking and Corporate Finance E44 F30 G15 G18 G23
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
