20-010/IV - Multiple buffer CoCos and their impact on financial stability
Date: February 09, 2020
123 Discussion Papers
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20-006/IV - How Banks Respond to Distress: Shifting Risks in Europe’s Banking Union
Date: February 04, 2020
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19-060/IV - Funding Shocks and Credit Quality
Date: August 20, 2019
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19-052/IV - Observation-driven Models for Realized Variances and Overnight Returns
Date: July 31, 2019
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19-051/IV - Time-varying variance and skewness in realized volatility measures
Date: July 31, 2019
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19-029/IV - Constructing and using double-adjusted alphas to analyze mutual fund performance
Date: April 17, 2019
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19-013/IV - Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings
Date: February 19, 2019
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18-101/IV - Incentives, Performance and Choking in Darts
Date: December 28, 2018
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18-100/IV - Do information contagion and business model similarities explain bank credit risk commonalities?
Date: December 22, 2018
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18-075/IV - Income Inequality and Stock Market Returns
Date: October 07, 2018
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18-058/IV - Measuring Biases in Expectation Formation
Date: June 21, 2018
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18-038/IV - Unsecured and Secured Funding
Date: April 14, 2018
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18-025/IV - Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean
Date: March 21, 2018
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18-016/IV - Bank Capital Regulation in a Zero Interest Environment
Date: February 28, 2018
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17-106/IV - Information Asymmetry, Lease Incentives, and the Role of Advisors in the Market for Commercial Real Estate
Date: November 10, 2017
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17-092/IV - High-Frequency Trading around Large Institutional Orders
Date: September 29, 2017
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17-080/IV - Quantitative Easing and Exuberance in Government Bond Markets: Evidence from the ECB's Expanded Assets Purchase Program
Date: September 05, 2017
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17-078/IV - Foreign Investment and Domestic Productivity: Identifying Knowledge Spillovers and Competition Effects
Date: September 05, 2017
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17-041/IV - Do Negative Interest Rates Make Banks Less Safe?
Date: April 25, 2017
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17-002/IV - Implied Volatility Sentiment: A Tale of Two Tails
Date: January 13, 2017