119 Discussion Papers

• 24-050/IV - On Bubbles in Cryptocurrency Prices

  Author: Maarten R.C. van Oordt, Vrije Universiteit Amsterdam

  Date: August 06, 2024

• 24-039/IV - Striking Out: Biases and Losses of Retail Option Traders

  Authors: Aleksi Pitkäjärvi, Vrije Universiteit Amsterdam; Matteo Vacca, Aalto University School of Business

  Date: June 06, 2024

• 24-026/IV - Home Improvement, Wealth Inequality, and the Energy-Efficiency Paradox

  Authors: Martijn I. Dröes, University of Amsterdam; Yasmine Van Der Straten, University of Amsterdam

  Date: April 17, 2024

• 24-019/IV - Exclusive Portfolio Dealing and Market Inefficiency

  Authors: Natalie Kessler, Vrije Universiteit Amsterdam ; Iman van Lelyveld, Vrije Universiteit Amsterdam ; Ellen van der Woerd, De Nederlandsche Bank

  Date: March 20, 2024

• 24-018/IV - Safe Asset Scarcity and Re-use in the European Repo Market

  Authors: Justus Inhoffen, Vrije Universiteit Amsterdam; Iman van Lelyveld, Vrije Universiteit Amsterdam

  Date: March 20, 2024

• 24-013/IV - Political Economy of Climate Change Adaptation

  Authors: Yasmine van der Straten, University of Amsterdam; Enrico Perotti, University of Amsterdam; Frederick van der Ploeg, University of Oxford

  Date: February 29, 2024

• 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

• 22-088/IV - Intergenerational Sharing of Unhedgeable Inflation Risk

  Authors: Damiaan H.J. Chen, University of Amsterdam; Roel M.W.J. Beetsma, University of Amsterdam; Sweder J.G. van Wijnbergen, University of Amsterdam

  Date: November 24, 2022

• 22-078/IV - Firm subsidies, financial intermediation, and bank stability

  Authors: Aleksandr Kazakov , Halle Institute for Economic Research; Michael Koetter, University of Magdeburg; Mirko Titze, University of Halle; Lena Tonzer, Vrije Universiteit Amsterdam

  Date: October 24, 2022

• 22-076/IV - The Demand for Programmable Payments

  Authors: Charles M. Kahn, University of Illinois; Maarten R.C. van Oordt, Vrije Universiteit Amsterdam

  Date: October 24, 2022

• 22-064/IV - A Note on the Use of Syndicated Loan Data

  Authors: Isabella Mueller, Halle Institute for Economic Research; Felix Noth, Halle Institute for Economic Research; Lena Tonzer, Vrije Universiteit Amsterdam

  Date: September 16, 2022

• 22-017/IV - Risk-Taking, Competition and Uncertainty: Do Contingent Convertible (CoCo) Bonds Increase the Risk Appetite of Banks?

  Authors: Mahmoud Fatouh, University of Essex; Ioana Neamtu, Bank of England; Sweder van Wijnbergen, University of Amsterdam

  Date: February 27, 2022

• 22-015/IV - The Emerging Autonomy-Stability Choice for Stablecoins

  Author: Maarten van Oordt, Vrije Universiteit Amsterdam

  Date: February 23, 2022

• 22-007/IV - Solving penalised American options for jump diffusions using the POST algorithm

  Authors: Jean-Claude Hessing, Erasmus School of Economics; Rutger-Jan Lange, Erasmus School of Economics; Daniel Ralphj, Cambridge Judge Business School

  Date: January 28, 2022

• 21-102/IV - Non-Standard Errors

  Authors: Albert J. Menkveld, Vrije Universiteit Amsterdam, Tinbergen Institute; Anna Dreber, Stockholm School of Economics; Felix Holzmeister, University of Innsbruck; Juergen Huber, University of Innsbruck; Magnus Johannesson, Stockholm School of Economics; Michael Kirchler, University of Innsbruck

  Date: November 25, 2021