Discussion paper DP17592 Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns Söhnke Bartram Mark Grinblatt Yoshio Nozawa 21 Oct 2022 International Macroeconomics and Finance Asset Pricing G11 G12 G14
Discussion paper DP17516 Is Physical Climate Risk Priced? Evidence from Regional Variation in Exposure to Heat Stress Viral Acharya Timothy Johnson Suresh Sundaresan Tuomas Tomunen 30 Jul 2022 Financial Economics G12 Q54
Discussion paper DP17355 Securitization, Covered Bonds and the Risk Taking Behavior of European Banks Ahmed Arif Laura Bottazzi Sergio Pastorello 4 Jun 2022 Financial Economics G01 G21 G23
Discussion paper DP17024 Bank opacity - patterns and implications Stefan Avdjiev Maximilian Jager 10 Feb 2022 International Macroeconomics and Finance F34 G21 G28
Discussion paper DP16727 Loan Guarantees, Bank Lending and Credit Risk Reallocation Carlo Altavilla Andrew Ellul Marco Pagano Andrea Polo Thomas Vlassopoulos 15 Nov 2021 Financial Economics International Macroeconomics and Finance G18 G21 E63 H12 H81
VoxEU Column The cost of political uncertainty: Lessons from the 2011 US debt ceiling crisis Filippo Gori 7 Oct 2021 Politics and economics Financial Markets
Discussion paper DP16239 Credit Risk and the Life Cycle of Callable Bonds: Implications for Corporate Financing and Investing Bo Becker Murillo Campello Viktor Thell Dong Yan 9 Jun 2021 Financial Economics G32 G33 G21
Discussion paper DP16157 The disciplining effect of supervisory scrutiny in the EU-wide stress test Christoffer Kok Carola Müller Steven Ongena Cosimo Pancaro 15 May 2021 Financial Economics G11
Discussion paper DP14986 Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds Mikhail Chernov Drew Creal Peter Hördahl 2 Jul 2020 Financial Economics International Macroeconomics and Finance F31 G12 G15
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 DP14212 Foreign Currency Loans and Credit Risk: Evidence from U.S. Banks Friederike Niepmann Tim Schmidt-Eisenlohr 18 Dec 2019 International Macroeconomics and Finance F31 G15 G21
VoxEU Column Same but different: Comparing non-performing asset measures across countries Raihan Zamil Patrizia Baudino 30 Sep 2019 Financial Markets Financial Regulation and Banking Global governance