Discussion paper DP20307 The Financial Premium Jens Dick-Nielsen Peter Feldhütter David Lando 30 May 2025 Asset Pricing Banking and Corporate Finance C23 G12
Discussion paper DP20163 The Trade Imbalance Network and Currency Returns Ai Jun Hou Lucio Sarno Xiaoxia Ye 25 Apr 2025 International Macroeconomics and Finance Asset Pricing F31 F37 G12 G15
Discussion paper DP19956 Housing Prices Propagation: A Theory of Spatial Interactions Christophe Bruneel Guillaume Chapelle Jean Benoit Eymeoud Etienne Wasmer 23 Feb 2025 International Macroeconomics and Finance International Trade and Regional Economics Asset Pricing R31 G12 D83 C61
Discussion paper DP19205 Higher-Order Beliefs and Risky Asset Holdings Yuriy Gorodnichenko Xiao Yin 2 Jul 2024 Monetary Economics and Fluctuations Asset Pricing G11 G12 G51 D84 C83
Discussion paper DP17824 Where is the Carbon Premium? Global Performance of Green and Brown Stocks Michael Bauer Daniel Huber Glenn Rudebusch Ole Wilms 20 Jan 2023 Asset Pricing G11 G12 Q54
Discussion paper DP12245 Intraday Market Making with Overnight Inventory Costs Tobias Adrian Agostino Capponi Erik Vogt 25 Aug 2017 Financial Economics G12 G17 G01