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Themes

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  • Competition Policy
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There are 33 results

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Discussion paper

DP16357 Equity premium predictability over the business cycle

  • Tobias Stein

12 Sep 2021
  • Financial Economics
  • E32
  • E37
  • C53
  • G11
  • G17
Discussion paper

DP15786 Does Alternative Data Improve Financial Forecasting? The Horizon Effect

  • Thierry Foucault
  • Laurent Frésard

9 Feb 2021
  • Financial Economics
  • D84
  • G14
  • G17
  • M41
Discussion paper

DP15451 Daily Tracker of Global Economic Activity. A Close-Up of the Covid-19 Pandemic

  • Gabriel Pérez-Quirós
  • Elena Diaz

14 Nov 2020
  • Monetary Economics and Fluctuations
  • F44
  • G17
  • Q02
Discussion paper

DP15217 Comparing Forecast Performance with State Dependence

  • Florens Odendahl
  • Barbara Rossi
  • Tatevik Sekhposyan

28 Aug 2020
  • Monetary Economics and Fluctuations
  • C52
  • C53
  • G17
Discussion paper

DP14525 Artificial Intelligence in Asset Management

  • Söhnke Bartram
  • Jürgen Branke
  • Mehrshad Motahari

24 Mar 2020
  • Financial Economics
  • International Macroeconomics and Finance
  • G11
  • G17
Discussion paper

DP14417 Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models

  • Carlo A. Favero
  • Alessandro Melone

17 Feb 2020
  • Financial Economics
  • C38
  • G11
  • G17
Discussion paper

DP14259 How do machine learning and non-traditional data affect credit scoring? New evidence from a Chinese fintech firm

  • Leonardo Gambacorta
  • Yiping Huang
  • Han Qiu
  • Jingyi Wang

28 Dec 2019
  • Financial Economics
  • G17
  • G18
  • G23
  • G32
Discussion paper

DP14200 How the Wealth Was Won: Factor Shares as Market Fundamentals

  • Martin Lettau
  • Sydney Ludvigson
  • Dan Greenwald

13 Dec 2019
  • Financial Economics
  • Macroeconomics and Growth
  • Monetary Economics and Fluctuations
  • G10
  • G12
  • G17
Discussion paper

DP14115 The Leverage Factor: Credit Cycles and Asset Returns

  • Alan M. Taylor
  • Josh Davis

12 Nov 2019
  • Economic History
  • Financial Economics
  • Macroeconomics and Growth
  • Monetary Economics and Fluctuations
  • E17
  • E20
  • E21
  • E32
  • E44
  • G01
  • G11
  • G12
  • G17
  • G21
  • N10
Discussion paper

DP13873 Correlation Risk, Strings and Asset Prices

  • Antonio Mele
  • Walter Distaso
  • Grigory Vilkov

19 Jul 2019
  • Financial Economics
  • G11
  • G12
  • G13
  • G17
Discussion paper

DP13435 Global Price of Risk and Stabilization Policies

  • Tobias Adrian
  • Erik Vogt
  • Daniel Stackman

7 Jan 2019
  • Financial Economics
  • G12
  • G17
  • G01
Discussion paper

DP13426 New testing approaches for mean-variance predictability

  • Gabriele Fiorentini
  • ENRIQUE SENTANA

4 Jan 2019
  • Financial Economics
  • C12
  • C22
  • G17
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