Valerio Astuti, Adriano Baldeschi, Luca Bastianelli, Giuseppe Bruno, Riccardo Russo, Ajit Desai and Danica Marsden, “Liquidity Optimization in Gross Settlement Systems with Quantum Reordering: Application to TARGET2”
Bank of Canada, Working paper n° 2026-32
Posted in: Articolo
Set
24
2026
Tagged width: banking, capital markets
Antonio Diez de los Rios, “A New Approach to Estimating Portfolio-Balance Models of the Yield Curve”
Bank of Canada, Working paper n° 2026-33
Posted in: Articolo
Set
24
2026
Tagged width: banking, capital markets
Luís Fonseca, Giulia Martorana, Fabian Schupp and Giovanni Trebbi, “Inflation narratives and risk premia”
European Central Bank, Working paper n° 3288
Posted in: Articolo
Set
24
2026
Tagged width: banking, capital markets
Craig A. Chikis, Jonathan Goldberg and David López-Salido, “The Innovator’s Risk Premium: Sticky Hurdle Rates, the Cost of Capital, and Creative Destruction”
Banco de España, Working paper n° 2628
Posted in: Articolo
Set
24
2026
Tagged width: banking, capital markets
Lucas ter Steege and Sofia Velasco, “What Volatility Reveals: Agnostic Identification of Exchange Rate and Treasury-Market Dynamics in Inconvenient Times”
Banco de España, Working paper n° 2629
Posted in: Articolo
Set
24
2026
Tagged width: banking, capital markets
Marco Grotteria and Alex Kontoghiorghes, “One dollar, many prices: dealer-specific pricing of synthetic dollar funding”
Bank of England, Working paper n° 1,207
Posted in: Articolo
Set
24
2026
Tagged width: banking, capital markets
Erik Heitfield, Mallick Hossain and Katie Merritt, “Premiums or Peril”
Federal Reserve Board, Washington, D.C., Working paper n° 2026-063
Posted in: Articolo
Set
24
2026
Michele Modugno, Benjamin Roscoe and Sarah Zoi, “Beyond Financial Conditions: Measuring Structural Vulnerabilities in the U.S. Financial System”
Federal Reserve Board, Washington, D.C., Working paper n° 2026-065
Posted in: Articolo
Set
24
2026
Tagged width: banking, capital markets
Alessandro Calvia, Salvatore Federico, Giorgio Ferrari, Fausto Gozzi “Existence and Uniqueness Results for a Mean-Field Game of Optimal Investment”
Posted in: Articolo
Set
19
2026
Tagged width: Calvia Alessandro, Optimal investment, Price formation
