Discussion paper DP17432 Monetary-Based Asset Pricing: A Mixed-Frequency Structural Approach Francesco Bianchi Sydney Ludvigson Sai Ma 3 Jul 2022 beliefs monetary policy News Asset pricing Financial Economics Monetary Economics and Fluctuations
Discussion paper DP17339 SONOMA: a Small Open ecoNOmy for MAcrofinance Mariano Massimiliano Croce 30 May 2022 External positions Credit and equity shocks Asset pricing Financial Economics International Macroeconomics and Finance F3 F4 G15
Discussion paper DP16021 Cross-Country Stock Market Comovement: A Macro Perspective Alexios Anagnostopoulos Orhan Erem Atesagaoglu Elisa Faraglia Chryssi Giannitsarou 12 May 2022 Stock market comovement Foreign direct investment Multinational firms Asset pricing International trade Portfolio diversification International Macroeconomics and Finance G15 F21 F23 G12 F44
Discussion paper DP17295 Deciphering Monetary Policy Shocks Phillipp Gnan Maximilian Schleritzko Maik Schmeling Christian Wagner 11 May 2022 Monetary policy shocks Central bank communication Asset pricing Textual analysis Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations G10 G12 E43 E44 E52 E58
Discussion paper DP17251 The Wealth Creation Effect in Stock Returns Francesco Franzoni Daniel Obrycki Rafael Resendes 25 Apr 2022 Profitability factor Investment factor Asset pricing Net-present value Wealth creation Financial Economics G11 G12
Discussion paper DP16034 Using Social Media to Identify the Effects of Congressional Viewpoints on Asset Prices Francesco Bianchi Roberto Gomez Cram 18 Jan 2022 Asset pricing High-frequency identification Social media Partisanship Financial Economics D72 G14
VoxEU Column When the panic broke out: Covid-19 and investment fund portfolio rebalancing around the world Massimiliano Affinito Raffaele Santioni 15 Nov 2021 COVID-19 Financial Markets Finance Financial markets Mutual funds Covid-19 Asset pricing
Discussion paper DP16520 Measuring Market Expectations Christiane Baumeister 6 Sep 2021 Futures markets Risk premia monetary policy Commodities Asset pricing Return regressions Affine term structure models Model uncertainty Forecasting Expectational shocks Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations C52 E31 E43 E52 G14 Q43
Discussion paper DP16007 The welfare cost of ignoring the beta Christian Gollier 4 Apr 2021 Discounting Investment theory Asset pricing Carbon pricing Arrow-lind theorem Wacc fallacy Rare disasters Capital budgeting Climate Change Public Economics G12 H43 Q54
Discussion paper DP15717 Model Complexity, Expectations, and Asset Prices Pooya Molavi Alireza Tahbaz-Salehi Andrea Vedolin 25 Jan 2021 Model complexity Subjective expectations Asset pricing Financial Economics G4 G12 F31 D84
Discussion paper DP14847 The search theory of OTC markets Pierre-Olivier Weill 4 Jun 2020 Search frictions Otc markets Asset pricing Financial Economics G11 G12 G21
Discussion paper DP14843 More Risk, More Information: How Passive Ownership Can Improve Informational Efficiency Adrian Buss Savitar Sundaresan 3 Jun 2020 Passive investing Informational efficiency Risk taking Asset allocation Asset pricing Financial Economics G11 G14 G23
