Discussion paper DP20817 The Sovereign Greenium: Big Promise but Small Price Effect Ugo Panizza Shuyang Shi Beatrice Weder di Mauro Mitu Gulati 6 Nov 2025 International Macroeconomics and Finance Climate Change and the Environment Q54 Q56 H63 G15 G12
Discussion paper DP20812 Reaching for Beta Egemen Genc Emanuel Moench Altan Pazarbasi 4 Nov 2025 Monetary Economics and Fluctuations Asset Pricing E44 G11 G12 G23
Discussion paper DP20800 Long-Run Asset Returns David Chambers Elroy Dimson Antti Ilmanen Paul Rintamäki 31 Oct 2025 Asset Pricing G11 G12 G32 G38 N20
Discussion paper DP20792 Breaking Parity: Equilibrium Exchange Rates and Currency Premia Mai Chi Dao Pierre-Olivier Gourinchas Oleg Itskhoki 28 Oct 2025 International Macroeconomics and Finance Asset Pricing E4 F3 G12
Discussion paper DP20748 The Future of AI in Capital Markets Tobias Adrian Benjamin Mosk Jason Wu 15 Oct 2025 Banking and Corporate Finance G11 G12 G14
Discussion paper DP20745 Carry Trade and Currency Crash Risk Merve Mavus Kutuk Sweder van Wijnbergen 15 Oct 2025 International Macroeconomics and Finance Asset Pricing Banking and Corporate Finance F13 G01 G10 G12 G15
Discussion paper DP20719 Crypto Carry Maik Schmeling Andreas Schrimpf Karamfil Todorov 8 Oct 2025 Asset Pricing G12 G13 G15
Discussion paper DP20684 Financial Value of Nature: Coastal Housing Markets, Mangroves, and Climate Resilience Teng Liu Brook Constantz Galina Hale Michael Beck 28 Sep 2025 Climate Change and the Environment Q54 G12 R31
Discussion paper DP20657 U.S. Risk and Treasury Convenience Giancarlo Corsetti Simon Lloyd Emile Marin Daniel Ostry 19 Sep 2025 International Macroeconomics and Finance Asset Pricing F30 F31 G12
Discussion paper DP20655 The Dual Strategy of Exclusion and Engagement: Impact on Asset Prices and Green Transition Madhushree Ayalasomayajula Eric Jondeau 18 Sep 2025 Asset Pricing Climate Change and the Environment G11 G12 Q51
Discussion paper DP20646 Green Premium or Brown Discount? Evidence from Experimental Asset Markets Peiran Jiao Kees Koedijk Yilong Xu 16 Sep 2025 Asset Pricing C92 D81 G12 G14
Discussion paper DP20587 Skewness Risk Premia and the Cross-Section of Currency Returns Junye Li Lucio Sarno Gabriele Zinna 22 Aug 2025 International Macroeconomics and Finance Asset Pricing F31 G12 G15