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Themes

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  • Artificial Intelligence
  • Central Banking
  • Climate Change
  • Competition Policy
  • Development & Growth
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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
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