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Themes

Key Themes
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C58

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Quantifying the Gains from Eradicating Malaria using a Structural Model

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Unpacking Economic Development: Evidence from Cohort- and Region-Level Data

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C58

Discussion paper

DP17194 The Virtue of Complexity in Return Prediction

Semyon Malamud
Bryan Kelly
Kangying Zhou

7 Apr 2022

Financial Economics
C3
C58
C61
G11
G12
G14

Discussion paper

DP15411 Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions

Gabriele Fiorentini
ENRIQUE SENTANA

29 Oct 2020

Financial Economics
C32
C46
C51
C58

Discussion paper

DP14415 Hypothesis tests with a repeatedly singular information matrix

Dante Amengual
Xinyue Bei
ENRIQUE SENTANA

17 Feb 2020

Financial Economics
C12
C46
C58
C22
C34

Discussion paper

DP14235 Market Efficiency in the Age of Big Data

Ian Martin
Stefan Nagel

22 Dec 2019

Financial Economics
G10
G12
G14
C11
C12
C58

Discussion paper

DP13990 The War Next Door and the Reds are Coming: The Spanish Civil War and the Portuguese Stock Market

Diogo Leitão
Jaime Pereira
Joao Pereira Dos Santos
José Tavares

12 Sep 2019

Economic History
C12
C58
G12
N43
N83

Discussion paper

DP13693 The transmission channels of unconventional monetary policy: Evidence from a change in collateral requirements in France

Anne-Laure Delatte
Jean Imbs

24 Apr 2019

Financial Economics
International Macroeconomics and Finance
C55
C58
E44
E52
E58
G21
G28
G30
G32

Discussion paper

DP13049 Factors that Fit the Time Series and Cross-Section of Stock Returns

Martin Lettau

14 Jul 2018

Financial Economics
C14
C52
C58
G12

Discussion paper

DP12926 Estimating Latent Asset-Pricing Factors

Martin Lettau

10 May 2018

Financial Economics
C14
C38
C52
C58
G12

Discussion paper

DP12824 Volatility, diversification and contagion

ENRIQUE SENTANA

27 Mar 2018

Financial Economics
C58
G11
G32

Discussion paper

DP12687 Risk Everywhere: Modeling and Managing Volatility

Lasse Heje Pedersen

5 Feb 2018

Financial Economics
C22
C51
C53
C58

Discussion paper

DP11730 The Term Structure and Inflation Uncertainty

Athanasios Orphanides

31 Dec 2016

Financial Economics
Monetary Economics and Fluctuations
G12
E43
E44
C58

Discussion paper

DP10449 Regression Based Estimation of Dynamic Asset Pricing Models

Emanuel Moench
Tobias Adrian
Richard K. Crump

1 Mar 2015

Financial Economics
C58
G10
G12

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