6 Discussion Papers

• 23-042/IV - The pricing of climate transition risk in Europe’s equity market

  Authors: Philippe Loyson, VU Amsterdam; Rianne Luijendijk , DNB; Sweder van Wijnbergen, University of Amsterdam

  Date: July 25, 2023

• 23-040/IV - Large Orders in Small Markets: Execution with Endogenous Liquidity Supply

  Authors: Agostino Capponi, Columbia University; Albert J. Menkveld, Vrije Universiteit Amsterdam; Hongzhong Zhang, Columbia University

  Date: July 25, 2023

• 23-032/IV - The Social Cost of Carbon under Climate Volatility Risk

  Authors: Xu Lin, University of Amsterdam; Sweder van Wijnbergen, University of Amsterdam

  Date: June 15, 2023

• 23-020/IV - Competing for Dark Trades

  Authors: Paul J. Irvine, Texas Christian University; Egle Karmaziene, Vrije Universiteit Amsterdam,

  Date: April 20, 2023

• 23-014/IV - Flooded House or Underwater Mortgage? The Implications of Climate Change and Adaptation on Housing, Income & Wealth

  Author: Yasmine van der Straten, University of Amsterdam

  Date: March 15, 2023

• 23-002/IV - Macroprudential Regulation: A Risk Management Approach

  Authors: Sweder van Wijnbergen, University of Amsterdam; Daniël Dimitrov, University of Amsterdam

  Date: January 19, 2023