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Are green bonds priced lower than their conventional peers?

Publications associées (30)

Minimax rate for optimal transport regression between distributions

Distribution-on-distribution regression considers the problem of formulating and es-timating a regression relationship where both covariate and response are probability distributions. The optimal transport distributional regression model postulates that th ...

ELSEVIER2022

Validation of a Non-invasive Inverse Problem-Solving Method for Stroke Volume

Nikolaos Stergiopoulos, Stamatia Zoi Pagoulatou, Emma Marie Roussel, Vasiliki Bikia, Georgios Rovas

Stroke volume (SV) is a major biomarker of cardiac function, reflecting ventricular-vascular coupling. Despite this, hemodynamic monitoring and management seldomly includes assessments of SV and remains predominantly guided by brachial cuff blood pressure ...

FRONTIERS MEDIA SA2022

Predicting the stressed expected loss of large US banks

Eric Jondeau, Amir Hossein Khalilzadeh Naghneh

We develop a methodology to measure the expected loss of commercial banks in a market downturn, which we call stressed expected loss (SEL). We simulate a market downturn as a negative shock on interest rate and credit market risk factors that reflect the b ...

ELSEVIER2022

Mechanistic modelling of solar disinfection (SODIS) kinetics of Escherichia coli, enhanced with H2O2 - Part 2: Shine on you, crazy peroxide

César Pulgarin, Stefanos Giannakis, Ling Feng

In this second part of the development of a mechanistic kinetic model of the solar inactivation of E. coli enhanced with hydrogen peroxide, we evaluate the mechanisms based on photonic inactivation and integrate them into the kinetic model of the dark proc ...

ELSEVIER SCIENCE SA2022

Daily Contributors of Tinnitus Loudness and Distress: An Ecological Momentary Assessment Study

Patrick Karl Alois Neff

BackgroundTinnitus is a heterogeneous condition which may be associated with moderate to severe disability, but the reasons why only a subset of individuals is burdened by the condition are not fully clear. Ecological momentary assessment (EMA) allows a be ...

FRONTIERS MEDIA SA2022

Heterogeneity in decentralized asset markets

Julien Hugonnier

We study a canonical model of decentralized exchange for a durable good or asset, where agents are assumed to have time-varying, heterogeneous utility types. Whereas the existing literature has focused on the special case of two types, we allow agents' uti ...

ECONOMETRIC SOCIETY2022

Essays in Financial Economics

Kevin Marc Rageth

This thesis consists of two chapters that study separate subjects in the area of corporate finance. The first chapter, titled â Economic Gains in Bank Mergers and Acquisitions â Evidence from Targetsâ , investigates economic gains in bank mergers and ...

EPFL2022

Mechanistic modelling of solar disinfection (SODIS) kinetics of Escherichia coli, enhanced with H2O2 - part 1: The dark side of peroxide

César Pulgarin, Stefanos Giannakis, Ling Feng

The present bi-partite work describes the development and validation of a mechanistic kinetic model of SODIS E. coli inactivation, enhanced with H2O2. In this first part, the mechanism of the baseline dark phenomena is modelled. A mechanistic model involvi ...

ELSEVIER SCIENCE SA2022

Linear regression analysis of regional mean speed of Athens city network using drone data: A multi-modal approach

Nikolaos Geroliminis, Emmanouil Barmpounakis

The work proposes a multi-modal regional mean speed regression analysis for the city network of Athens, Greece. The dataset from pNUEMA experiment is used in the present context. Accumulations and mean speeds of different modes are estimated and compared t ...

2021

Informational frictions in financial markets

Erik Hapnes

This thesis consists of three chapters on informational frictions in financial markets. The chapters analyze problems related to markets' ability to guide real investment, and what drives liquidity. Both problems are important to ensure efficient resource ...

EPFL2021