Discussion paper DP17091 High Dimensional Factor Models with an Application to Mutual Fund Characteristics Martin Lettau 7 Mar 2022 Financial Economics G12 G38
Discussion paper DP16999 Lifecycle Wages and Human Capital Investments: Selection and Missing Data Laurent Gobillon Thierry Magnac Sébastien Roux 3 Feb 2022 Labour Economics C38 D91 I24 J24 J31
Discussion paper DP16378 Who Owns What? A Factor Model for Direct Stockholding Vimal Balasubramaniam John Y Campbell Benjamin Ranish 21 Jul 2021 Financial Economics G2 G11 G12 G14 G5
Discussion paper DP15571 Pricing Currency Risks Mikhail Chernov Magnus Dahlquist Lars Lochstoer 17 Dec 2020 Financial Economics International Macroeconomics and Finance F31 G12 G15
Discussion paper DP15503 Firms' Exposures to Geographic Risks Bernard Dumas Tymur Gabuniya Richard C Marston 29 Nov 2020 Financial Economics C4 F3 F6 G1
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 DP15337 The Global Factor Structure of Exchange Rates Sofonias Alemu Korsaye Fabio Trojani Andrea Vedolin 5 Oct 2020 Financial Economics F31 G15
Discussion paper DP14721 Quantiles of the Gain Distribution of an Early Child Intervention Erich Battistin Carlos Lamarche Enrico Rettore 6 May 2020 Labour Economics Public Economics C13 C21 I14 J18
Discussion paper DP13464 Currency Factors Arash Aloosh Geert Bekaert 17 Jan 2019 International Macroeconomics and Finance C23 C53 G11
Discussion paper DP11757 The local effects of an innovation: Evidence from the French fish market Laurent Gobillon 9 Jan 2017 International Trade and Regional Economics L11 Q22
Discussion paper DP11388 In-sample Inference and Forecasting in Misspecified Factor Models Barbara Rossi 12 Jul 2016 Monetary Economics and Fluctuations C22 C52 C53
Discussion paper DP10966 Has the Pricing of Stocks Become More Global? Alexander F. Wagner Paul Schrimpf 29 Nov 2015 Financial Economics F36 G12 G15
