Swiss Finance Institute Research Paper Series

Continuation of FAME Research Paper Series.

From Swiss Finance Institute
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25-60: Locally adaptive modeling of unconditional heteroskedasticity

Matthias Fengler, Bruno Jäger and Ostap Okhrin

25-59: Addressing Anticipation Effects in Finance

Tomislav Ladika, Elisa Pazaj and Zacharias Sautner

25-58: Insurers' Carbon Underwriting Policies

Olimpia Carradori, Felix von Meyerinck and Zacharias Sautner

25-57: The Leverage of Hedge Funds and the Risk of Their Prime Brokers

Ariston Karagiorgis, Dimitrios Anastasiou, Konstantinos Drakos and Steven Ongena

25-56: AI Employment and Political Risk Disclosures in Earnings Calls

Erdinc Akyildirim, Gamze Ozturk Danisman and Steven Ongena

25-55: Heterogeneous Beliefs Recovery

Julien Hugonnier and Darius Nik Nejad

25-54: Biodiversity Risk and Small Business Lending

Duc Duy Nguyen, Steven Ongena, Shusen Qi, Vathunyoo Sila and Yibing Wang

25-53: Kernel Density Machines

Damir Filipović and Paul Schneider

25-52: Quo Vadis? Bank Closures, Firm Performance, and New Bank-Firm Relationships

Roman Goncharenko, Mikhail Mamonov, Steven Ongena, Svetlana Popova and Natalia Turdyeva

25-51: Training NTK to Generalize with KARE

Johannes Schwab, Bryan T. Kelly, Semyon Malamud and Teng Andrea Xu

25-50: Transfer Learning Across Fixed-Income Product Classes

Nicolas Camenzind and Damir Filipović

25-49: Digital Washing under Conflicting Institutional Logics: Evidence from China

Tami Dinh, Florian Eugster, Zhongze Li, Yuchen Wu and Yi Zhang

25-48: A Lagrangian Approach to Optimal Lotteries in Non-Convex Economies

Chengfeng Shen, Felix Kubler, Yucheng Yang and Zhennan Zhou

25-47: AI for Climate Finance: Agentic Retrieval and Multi-Step Reasoning for Early Warning System Investments

Chiaki Hara and Thorsten Hens

25-46: AI for Climate Finance: Agentic Retrieval and Multi-Step Reasoning for Early Warning System Investments

Saeid Vaghefi, Aymane Hachcham, Veronica Grasso, Jiska Manicus, Nakiete Msemo, Chiara Colesanti Senni and Markus Leippold

25-45: Real-Time Climate Controversy Detection

David Jaggi, Markus Leippold and Tingyu Yu

25-44: Firm-Level Nature Dependence

Alexandre Garel, Arthur Romec, Zacharias Sautner and Alexander F. Wagner

25-43: Bank Bond Holdings and Bail-in Regulatory Changes: Evidence from Euro Area Security Registers

Angie Andrikogiannopoulou, Philipp Krueger, Shema Mitali and Filippos Papakonstantinou

25-42: Decarbonizing Institutional Investor Portfolios: Helping to Green the Planet or Just Greening Your Portfolio?

Vaska Atta-Darkua, Simon Glossner, Philipp Krueger and Pedro Matos

25-41: Drawing Up the Bill: Are ESG Ratings Related to Stock Returns Around the World?

Romulo Alves, Philipp Krueger and Mathijs A. van Dijk

25-40: The Green Transition: Evidence from Corporate Green Revenues

Johannes Klausmann, Philipp Krueger and Pedro Matos

25-39: Cyberrisk and AI Firms

Kumar Rishabh, Roxana Mihet and Julian Jang-Jaccard

25-38: Bank Bond Holdings and Bail-in Regulatory Changes: Evidence from Euro Area Security Registers

Carlo Altavilla, Cecilia Melo Fernandes, Steven Ongena and Alessandro Scopelliti

25-37: Is It AI or Data That Drives Market Power?

Roxana Mihet, Kumar Rishabh and Orlando Gomes

25-36: Socially Responsible Investing in the Political Context

Marco Ceccarelli, Stefano Ramelli, Anna Vasileva and Alexander F. Wagner

25-35: Narratives and Business Creation

Jonathan Fu, Mrinal Mishra and Steven Ongena

25-34: Skilled Banker Mobility and Bank Default

Yuna Heo and Steven Ongena

25-33: Macroprudential Policies and their Impact on Bank Earnings Management

Jie Cui, Mamiza Haq, Steven Ongena and Eric K. M. Tan

25-32: Generalized Portfolio Sorts for Factor Validation

Markus Schmid, Daniel Hoechle and Heinz Zimmermann

25-31: Navigating Information Imperfections in Commercial Real Estate Pricing

Martin Hoesli

25-30: Climate-Related Financial Policy and Systemic Risk

Alin Marius Andries, Steven Ongena and Nicu Sprincean

25-29: Small is Beautiful, … and Efficient. On the Efficiency Premium of U.S. Community Banks

Steven Ongena, Vasileios Pappas and Athina Petropoulou

25-28: Affordable housing, unaffordable credit? Concentration and high-cost lending for manufactured homes

Sebastian Doerr and Andreas Fuster

25-27: Optimal Maximin GMM Tests for Sphericity in Latent Factor Analysis of Short Panels

Alain-Philippe Fortin, Patrick Gagliardini and Olivier Scaillet

25-26: A Test of the Efficiency of a Given Portfolio in High Dimensions

Mikhail Chernov, Bryan T. Kelly, Semyon Malamud and Johannes Schwab

25-25: Extreme Rainfall and Municipal Financing: Risk Pricing and Adaptive Mitigation by Sponge Cities

Li Li, Xiangyang Li, Steven Ongena and Yabin Wang

25-24: ESG Ratings, ESG News Sentiment and Firm Credit Risk Perception

Fangfang Wang, Florina Silaghi, Steven Ongena and Miguel García-Cestona

25-23: AI in Corporate Governance: Can Machines Recover Corporate Purpose?

Boris Nikolov, Norman Schuerhoff and Sam Wagner

25-22: From Pledges to Portfolios: Integrating Countries' Climate Commitments into Sovereign Bond Investments

Fabio Alessandrini, Eric Jondeau and Lou-Salomé Vallée

25-21: Paid Sick Leave Mandates and Household Portfolio Choice

Yibing Wang, Steven Ongena, Duc Duy Nguyen and Tarik Driouchi

25-20: Ego versus Environment? How Overconfident Bank CEOs Delay Joining the Green Club That Would Have Them as a Member

Kwabena A. Addo, Shams Pathan and Steven Ongena

25-19: Sticks, Carrots, and Investor Behavior: Evidence from Japan

Francesco D'Ercole, Kazuo Yamada and Alexander F. Wagner

25-18: The Unintended Effects of Ethical Decision Aids in Organizations

Malte Baader, Maxim Egorov, Baiba Renerte, Carmen Tanner, Alexander F. Wagner and Nicole Witt

25-17: The Implications of Faster Lending: Loan Processing Time and Corporate Cash Holdings

Vesa Pursiainen, Hanwen Sun, Qiong Wang and Guochao Yang

25-16: The Carbon Cost of Competitive Pressure

Vesa Pursiainen, Hanwen Sun and Yue Xiang

25-15: Academia Meets Leadership: How Doctoral Degrees Shape CEO Communication and Impact Markets

Markus Leippold, Qian Wang and Min Yang

25-14: Strategic Claim Payment Delays: Evidence from Property and Casualty Insurance

Chotibhak Jotikasthira, Anastasia Kartasheva, Christian T. Lundblad and Tarun Ramadorai

25-13: High-Frequency Estimation of ITÔ Semimartingale Baseline for Hawkes Processes

Yoann Potiron, Olivier Scaillet, Vladimir Volkov and Seunghyeon Yu

25-12: Effects of Bank Capital Requirements on Lending by Banks and Non-Bank Financial Institutions

Peter Bednarek, Olga Briukhova, Steven Ongena and Natalja von Westernhagen

25-11: Banks’ Stock Market Reaction To Prudential Policy Announcements. The Role Of Central Bank Independence And Financial Stability Sentiment

Andreea Maura Bobiceanu, Simona Nistor and Steven Ongena