LTI Working Papers

Gianna Figà-Talamanca, Paolo Guiotto, Andrea Roncoroni*

Operational Resilience Anew

No. 23 | February 2025 | LTI WP
Tiziano De Angelis, Caio César Graciani Rodrigues, Peter Tankov*

A model of strategic sustainable investment

No. 22 | December 2024 | LTI WP
Tiziano De Angelis, Fabien Gensbittel, Stéphane Villeneuve*

Nash equilibria for dividend distribution with competition

No. 21 | June 2024 | LTI WP
Menachem Abudy, Daniel Nathan, Avi Wohl*

Mutual fund flows and government bonds returns

No. 20 | February 2024 | LTI WP
Michela Altieri*, Deyan Radev

Bank Resolution, Regulatory Arbitrage, and Systemic Risk

No. 19 | October 2023 | LTI WP
Ludwig Chincarini*, Renato Lazo-Paz, Fabio Moneta*

Crowded Space and Anomalies

No. 18 | September 2023 | LTI WP
Doron Avramov, Abraham Lioui, Yang Liu, Andrea Tarelli*

Dynamic ESG Equilibrium

No. 17 | September 2023 | LTI WP
Markus Broman, Fabio Moneta*

On the Anomaly Tilts of Factor Funds

No. 16 | June 2023 | LTI WP
Frank De Jong*, Demir Alperen Yilmaz

Are stocks good inflation hedges? Theory and evidence from the Turkish stock market

No. 15 | June 2023 | LTI WP
Pierre Lavigne, Peter Tankov*

Decarbonization of financial markets: a mean-field game approach

No. 14 | March 2023 | LTI WP
Andrea Modena*

Inefficient Bank Recapitalization, Bailout, and Post-Crisis Recoveries

No. 13 | November 2022 | LTI WP
Agustin Benetrix, Hayley Pallan, Ugo Panizza*

The Elusive Link Between FDI and Economic Growth

No. 12 | November 2022 | LTI WP
Stanislava Nikolova*, Liying Wang

Corporate Bond Flipping

No. 11 | September 2022 | LTI WP
A. Kartasheva*

Structure and complexity of global insurance groups

No. 10 | November 2021 | LTI WP
C. Basten, A. Kartasheva*, S. Park

The impact of rating standards on risk-taking of financial institutions: evidence from catastrophe risks in insurance

No. 9 | November 2021 | LTI WP
G. Ferrara, M. Flora*, R. Renò*

The COVID-19 Auction Premium

No. 8 | May 2021 | LTI WP
M. Bianchi*, M. Brière

Robo-advising for small investors

No. 7 | December 2020 | LTI WP
A. Berardi*, A. Plazzi

Dissecting the Yield curve: international evidence

No. 6 | October 2020 | LTI WP
S. Bartram*, K. Hou, S. Kim

Real Effects of Climate Policy: Financial Constraints and Spillovers

No. 5 | October 2020 | LTI WP
Richard B. Evans*, Oguzhan Karakas, Rabih Moussawi, Michael J. Young*

Phantom of the Opera: ETF Shorting and Shareholder Voting

No. 4 | September 2019 | LTI WP

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Published Papers

Dissecting the yield curve: the international evidence
A. Berardi, A. Plazzi, (2022), Journal of Banking and Finance 134, 106286.

Real effects of climate policy: Financial Constraints and Spillovers
S. Bartram, K. Hou, S. Kim, (2022) Journal of Financial Economics 143,2, 668-696.

Hysteresis in Price Efficiency and the Economics of Slow-Moving Capital
J. Dow, J. Han, F. Sangiorgi, (2021), Review of Financial Studies 34, 6, 2857-2909.

The Price of the Smile and Variance Risk Premia
P. Gruber, C. Tebaldi, F. Trojani, (2021), Management Science 67, 7, 4056-4074.

Benign Neglect of Covenant Violations: Blissful Banking or Ignorant Monitoring?
S. Colonnello, M. Koetter, M. Stieglitz, (2021), Economic Inquiry 59, 1, 459-477.

Climate Change and Credit Risk
Giusy Capasso, Gianfranco Gianfrate, Marco Spinelli
Journal of Cleaner production (2020), 266, 1-11.

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