Now showing items 1-20 of 99

    • All Economic Ideas are Equal, but Some are more Equal than Others: A Differentiated Perspective on Macroprudential Ideas and their Implementation 

      Ibrocevic, Edin; Thiemann, Matthias (2018-06-01)
      In this study we investigate which economic ideas were prevalent in the macroprudential discourse post-crises in order to understand the availability of ideas for reform minded agents. We base our analysis on new findings ...
    • BaFin 

      Unknown author
      Die Bundesanstalt für Finanzdienstleistungsaufsicht (kurz: BaFin) ist eine rechtsfähige deutsche Anstalt des öffentlichen Rechts des Bundes mit Sitz in Frankfurt am Main und Bonn.
    • Bank and Sovereign Debt Risk Connection 

      Darracq Pariès, Matthieu; Faia, Ester; Rodriguez Palenzuela, Diego (2013-01-01)
      Euro area data show a positive connection between sovereign and bank risk, which increases with banks’ and sovereign long run fragility. We build a macro model with banks subject to moral hazard and liquidity risk (sudden ...
    • BEA NIPA 

      Unknown author
      BEA's national economic accounts provide a comprehensive picture of the U.S. economy and feature many macroeconomic statistics.
    • BEDOFIH 

      Unknown author
      The BEDOFIH database includes trades and orders with the highest frequency. BEDOFIH covers the most important European stock markets.
    • BIC 

      Unknown author
      Der Bank Identifier Code - BIC ist ein international standardisierter Code für die weltweit eindeutige Identifikation von Banken.
    • Bloomberg 

      Unknown author
      Bloomberg offers a wide range of data on the world's leading public and private companies. Bloomberg database components includes: Stock price data, CDS and bond data, calculated ratios, financial accounts information; ...
    • Buildings' Energy Efficiency and the Probability of Mortgage Default: The Dutch Case 

      Billio, Monica; Costola, Michele; Pelizzon, Loriana; Riedel, Max (2020-03-01)
      We investigate the relation between buildings’ energy efficiency and the probability of mortgage default. To this end, we construct a novel panel dataset by combining Dutch loan-level mortgage information with provisional ...
    • Bundesbank 

      Unknown author
      The monetary, financial and foreign trade statistics compiled within the framework of the Bundesbank's statutory mandate as well as the comprehensive indicator sets and seasonally adjusted economic data comprise a broad ...
    • CBOE 

      Unknown author
      Cboe Global Markets, Inc. (Cboe) is one of the world's largest exchange holding companies, offering cutting-edge trading and investment solutions to investors
    • CCM 

      Unknown author
      The CRSP/Compustat Merged Database provides CRSP and Compustat subscribers the ability to access CRSP’s stock data and Compustat’s Xpressfeed fundamental data within a single linked database. The CRSPLink® maps complex ...
    • CMIP5 

      Unknown author
      Under the World Climate Research Programme (WCRP) the Working Group on Coupled Modelling (WGCM) established the Coupled Model Intercomparison Project (CMIP) as a standard experimental protocol for studying the output of ...
    • Collateral Eligibility of Corporate Debt in the Eurosystem 

      Pelizzon, Loriana; Riedel, Max; Simon, Zorka; Subrahmanyam, Marti G. (2020-04-01)
      We study how the Eurosystem Collateral Framework for corporate bonds helps the European Central Bank (ECB) fulfill its policy mandate. Using the ECBs eligibility list, we identify the first inclusion date of both bonds and ...
    • Coming Early to the Party 

      Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti; Uno, Jun; Yuferova, Darya (2017-09-15)
      "We examine the strategic behavior of High Frequency Traders (HFTs) during the pre-opening phase and the opening auction of the NYSE-Euronext Paris exchange. HFTs actively participate, and profitably extract information ...
    • Commercial Bank Index 

      Unknown author
    • Compustat 

      Unknown author
      Compustat (from Standard & Poor's) provides annual and quarterly income statements, balance sheets, statements and supplemental data on North American public companies.
    • CRSP 

      Unknown author
      Our portfolio of stock, indexes, mutual fund, treasury, and REIT market databases is relied on by academicians whose research and publications must withstand rigorous analysis for accuracy. Quantitative analysts in the ...
    • DataScope 

      Unknown author
      DataScope Plus is the solution for bulk pricing, reference and entity data requirements that provides access to broad, rich datasets – 80 million globally sourced active and delisted securities – that automatically update ...
    • Datastream 

      Unknown author
      Historical financial database with over 35 million individual instruments or indicators across all major asset classes, including 8.5 million active economic indicators. It features 70 years of data, across 175 countries ...
    • Designated Market Makers: Competition and Incentives 

      Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; Yuferova, Darya (2020-03-30)
      Do competition and incentives offered to designated market makers (DMMs) improve market liquidity? Using data from NYSE Euronext Paris, we show that an exogenous increase in competition among DMMs leads to a significant ...