Reaching for yield in decentralized financial markets

P Augustin, R Chen-Zhang, D Shin - 2022 - papers.ssrn.com
Among the ecosystem of decentralized financial services, yield farming is a complex
investment strategy with hidden downside risks providing opportunities for passively earning …

[PDF][PDF] Salient Attributes and Household Demand for Security Designs

P Vokata - Fisher College of Business Working Paper, 2023 - aeaweb.org
Can salient attributes distort high-stakes investment decisions? Using a rich dataset of
complex retail securities, I show banks add non-standard (fine-print) conditions to artificially …

How do Retail Investors Adapt to Exchange Rate Shocks?

M Brown, D Hoechle, A Perez… - Swiss Finance Institute …, 2024 - papers.ssrn.com
We study the impact of monetary policy on household finance in open economies. We
examine the response of retail investors to a policy shock which led to (i) a sharp …

[PDF][PDF] A housing portfolio channel of QE transmission

D Boddin, D te Kaat, C Ma, A Rebucci - 2024 - aeaweb.org
We document a housing portfolio channel of quantitative easing (QE) transmission
exploiting household-level and regional variation in German data. We show that QE induces …

Beyond Steady States: Three Essays in Financial Economics

R Chen-Zhang - 2024 - cdr.lib.unc.edu
This dissertation is about forces which persistently push financial variables away from
theirsteady state. In chapter one, we show that a steady state is not necessary in …

A literature review of securities holdings statistics research and a practitioner's guide

M Adriaan Boermans - 2024 - papers.ssrn.com
Granular holdings data have emerged as a crucial resource for economic and financial
research. Recently, the Securities Holdings Statistics (SHS), collected by the European …