The Institute's faculty is a diversified international team of professors and researchers who are primarily dedicated to publishing cutting-edge research in top finance journals, but they also engage in high-level education in finance as well as in knowledge transfer activities such as conferences, seminars, and public debates on a broad range of finance topics.
Research video series
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Sovereign debt sustainability in advanced economiesIn this video, Professor Jean-Charles Rochet presents his research on sovereign debt aimed at answering the following question: what is the maximum debt-to-GDP ratio that is sustainable by a government? 10 June 2021 |
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Selected Publications
Arvanitis, S., Scaillet, O., & Topaloglou, N. (2020)
Spanning tests for Markowitz stochastic dominance
Journal of Econometrics, 217(2), 291–311.
doi:10.1016/j.jeconom.2019.12.005
Chaieb, I., Errunza, V., & Gibson Brandon, R. (2020)
Measuring Sovereign Bond Market Integration
The Review of Financial Studies, 33(8), 3446–3491.
doi:10.1093/rfs/hhz107
Chaieb, I., Errunza, V., & Langlois, H. (2020)
How is Liquidity Priced in Global Markets?
The Review of Financial Studies.
doi:10.1093/rfs/hhaa125/5956731
Gibson Brandon, R., & Wang, S. (2020)
Earnings Belief Risk and the Cross-Section of Stock Returns
Review of Finance, 24(5), 1107–1158.
doi:10.1093/rof/rfaa001
Gruber, P. H., Tebaldi, C., & Trojani, F. (2020)
The Price of the Smile and Variance Risk Premia
Management Science.
doi:10.1287/mnsc.2020.3689
Hau, H., Huang Y., & Wang, G. (2020)
Firm Response to Competitive Shocks: Evidence from China’s Minimum Wage Policy
The Review of Economic Studies, 87(6), 2639–2671.
doi:10.1093/restud/rdz058
Krüger, P., Sautner, Z., & Starks, L. T. (2020)
The Importance of Climate Risks for Institutional Investors
The Review of Financial Studies, 33(3), 1067–1111.
doi:10.1093/rfs/hhz137
Schneider, P. & Trojani F. (2019)
(Almost) Model-Free Recovery
The Journal of Finance, 74(1), 323–370.
doi:10.1111/jofi.12737
> For a complete list, please visit our Knowledge & Publications page.
Recent Ph.D. Theses
Three Essays on Chinese Banking and Corporate Finance (Zhang, Z. 2020)
Essays on bank capital structure (Hrasko, G. 2019)
Dynamic stochastic general equilibrium models with heterogeneous agents: theory, computation and application (Pröhl, E. 2018)
Essays in Asset Pricing (Pederzolli, P. 2018)
Three essays on behavioural finance (Hemmens, C. 2017)
Three important financial stability issues in banking (Efing, M. 2016)
Essays on asset pricing and portfolio allocation (Coupy, S. 2016)
Jumps in high-frequency data : spurious detections, dynamics, and news (Treccani, A. 2016)
> Click here for more information on the Ph.D. in Finance program.
