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 DP18129 Machine-Learning the Skill of Mutual Fund Managers Ron Kaniel Zihan Lin Markus Pelger Stijn Van Nieuwerburgh 30 Apr 2023 Asset Pricing C45 G11 G12 G17 G23
Discussion paper DP17944 A Bespoke, probabilistic approach to climate scenario analysis Jeremy Lawson Anna Moss Alexandre Popa Eva Cairns Craig Mackenzie 28 Feb 2023 Occasional Papers C68 D78 F55 G17 G18 H23 L70 L90 Q20 Q30 Q40 Q50
Discussion paper DP17921 Climate Risk Stress Testing: A Conceptual Review Henk Jan Reinders Dirk Schoenmaker Mathijs Van Dijk 19 Feb 2023 Macroeconomics and Growth Banking and Corporate Finance E10 G13 G17 H23 Q54
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
