Authors

Title

Journal

Volume

Publication Date

Barigozzi, M., Hallin, M., Luciani, M., Zaffaroni, P.

Inferential theory for generalized dynamic factor models

Journal Of Econometrics

March 2023

Bonfim, D., Custodio, C., Raposo, C.

Supporting small firms through recessions and recoveries

Journal Of Financial Economics

Volume 147, pp.658-688

March 2023

Miles, D.

Macroeconomic impacts of changes in life expectancy and fertility

Journal Of The Economics Of Ageing

February 2023

Buraschi, A., Tebaldi, C.

Financial Contagion in Network Economies and Asset Prices

Management Science

February 2023

Custodio, C., Ferreira, M.A., Garcia-Appendini, E.

Indirect Costs of Financial Distress

Review Of Finance

April 2023

Allen, F., Gu, X., Li, C.W., Qian, J.Q.J., Qian, Y.

Implicit guarantees and the rise of shadow banking: The case of trust products

Journal Of Financial Economics

Volume 149, pp.115-141

August 2023

Barucci, E., Biffis, E., Marazzina, D.

Health insurance, portfolio choice, and retirement incentives

European Journal Of Operational Research

Volume 307, pp.910-921

January 2023

Biffis, E., Goldys, B., Prosdocimi, C., Zanella, M.

A pricing formula for delayed claims: appreciating the past to value the future

Mathematics And Financial Economics

January 2023

Della Corte, P., Jeanneret, A., Patelli, E.D.S.

A credit-based theory of the currency risk premium

Journal Of Financial Economics

   Volume 149, pp.473-496 

September 2023

Carvalho, B.P., Custodio, C., Geys, B., Mendes, D., Peralta, S.

Information, perceptions, and electoral behaviour of young voters: A randomised controlled experiment

Electoral Studies

August 2023  

Davila, E., Walther, A.

Prudential Policy with Distorted Beliefs

American Economic Review

   Volume 113, pp.1967-2006 

July 2023  

Balasubramaniam, V., Campbell, J.Y., Ramadorai, T., Ranish, B.

Who Owns What? A Factor Model for Direct Stockholding

Journal Of Finance

   Volume 78, pp.1545-1591 

June 2023  

Ibragimov, R., Kim, J., Skrobotov, A.

NEW ROBUST INFERENCE for PREDICTIVE REGRESSIONS

Econometric Theory

January 2023 

Sundaresan, S.

Emergency Preparation and Uncertainty Persistence

Management Science

July 2023  

Buss, A., Sundaresan, S.

More Risk, More Information: How Passive Ownership Can Improve Informational Efficiency

Ssrn Electronic Journal

May 2023

Mansurov, K., Semenov, A., Grigoriev, D., Radionov, A., Ibragimov, R.

Impact of self-learning based high-frequency traders on the stock market

Expert Systems with Applications

Volume 232

December 2023

Andersen, A.L Joannesen, N., Jaregnsen, M.I.A., Peydra, J

Monetary Policy and Inequality

The Journal of Finance

Volume 78, pp.2945-2989

October 2023

Bolton, P., Kacperczyk M.

Global Pricing of Carbon‐Transition Risk

The Journal of Finance

August 2023

Ibragimov, R., Pedersen, R.S., Skrobotov, A.

New Approaches to Robust Inference on Market (Non-)efficiency, Volatility Clustering and Nonlinear Dependence

Journal of Financial Econometrics

August 2023

Buss, A., Sundaresan, S.

More Risk, More Information: How Passive Ownership Can Improve Informational Efficiency

The Review of Financial Studies

May 2023

Peydro, J.-.L., Rodriguez-Tous, F., Tripathy, J., Uluc, A.

Macroprudential Policy, Mortgage Cycles, and Distributional Effects: Evidence from the United Kingdom

Review of Financial Studies

September 2023

Della Corte, P., Krecetovs, A.

Current Account Uncertainty and Currency Premia

Management Science

October 2023

De Jong, A., Jonker, J., Roell, A., Westerhuis, G.

Repurposing Institutions: Trust Offices and the Dutch Financial System, 1690s-2000s

Enterprise & Society

Volume 24

March 2023

Zaffaroni, P.

Comment on: Identification Robust Testing of Risk Premia in Finite Samples

Journal of Financial Ecnometrics

Volume 21

March 2023

Bolton, P., Jiang, W., Kartasheva, A.

The Credit Suisse CoCo wipeout: Facts, misperceptions, and lessons for financial regulation

Journal of Applied Corporate Finance

Volume 35

March 2023

Bhamra, H.S., Dorion, C., Jeanneret, A., Weber, M.

High Inflation: Low Default Risk and Low Equity Valuations

Review of Financial Studies

Volume 36

February 2023

Bolton, P., Kacperczyk, M.

Are Carbon Emissions Associated with Stock Returns? Comment

Review of Finance

May 2023

Albuquerque, A., Bennett, B., Custadio, C., Cvijanovia, D. CEO compensation and real estate prices: pay for luck or pay for action? Review of Accounting Studies Volume 28, pp.2401-2447

December 2023