Working Papers
LTI 10/2021
Structure and complexity of global insurance groups
A. Kartasheva
LTI 9/2021
The impact of rating standards on risk-taking of financial institutions: evidence from catastrophe risks in insurance
C. Basten, A. Kartasheva, S. Park
LTI 8/2021
The COVID-19 Auction Premium
G. Ferrara, M. Flora, R. Renò
LTI 7/2020
Robo-advising for small investors
M. Bianchi, M. Brière
LTI 6/2020
Dissecting the Yield curve: international evidence
A. Berardi, A. Plazzi
LTI 5/2020
Real Effects of Climate Policy: Financial Constraints and Spillovers
S. Bartram, K. Hou, S. Kim
LTI 4/2019
Phantom of the Opera: ETF Shorting and Shareholder Voting
Richard B. Evans, Oğuzhan Karakaş, Rabih Moussawi and Michael J. Young
LTI 3/2018
Benign Neglect of Covenant Violations: Blissful Banking or Ignorant Monitoring?
Stefano Colonnello, Michael Koetter and Moritz Stieglitz
LTI 2/2018
Why is capital slow moving? Liquidity hysteresis and the dynamics of limited arbitrage
James Dow, Jungsuk Han and Francesco Sangiorgi
LTI 1/2018
Learning and Term Structures
Michael Hasler, Mariana Khapko, Roberto Marfè
Published Papers
Hysteresis in Price Efficiency and the Economics of Slow-Moving Capital
J. Dow, J. Han, F. Sangiorgi, Review of Financial Studies (forthcoming)
The Price of the Smile and Variance Risk Premia
P. Gruber, C. Tebaldi, F. Trojani, Management Science (forthcoming)
Benign Neglect of Covenant Violations: Blissful Banking or Ignorant Monitoring?
S. Colonnello, M. Koetter, M. Stieglitz, Economic Inquiry (Forthcoming)
Climate Change and Credit Risk
Giusy Capasso, Gianfranco Gianfrate, Marco Spinelli
Journal of Cleaner production (2020), 266, 1-11
