Working Papers

from Swiss National Bank
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2013-05: Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S

Matthias Gubler and Matthias Sebastian Hertweck

2013-04: On financial risk and the safe haven characteristics of Swiss franc exchange rates

Christian Grisse and Thomas Nitschka

2013-03: Financial Globalization and Monetary Transmission

Simone Meier

2013-02: Transaction Taxes, Capital Gains Taxes and House Prices

Nicole Aregger, Martin Brown and Enzo Rossi

2013-01: Portfolio balance effects of the SNB's bond purchase program

Andreas Kettemann and Signe Krogstrup

2012-16: Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment

Katja Drechsel and Rolf Scheufele

2012-15: What Drives Target2 Balances? Evidence From a Panel Analysis

Raphael Anton Auer

2012-14: Market Structure and Exchange Rate Pass-Through

Raphael Anton Auer and Raphael S. Schoenle

2012-13: Fixed Costs per Shipment

Andreas Kropf and Philip Ulrich Sauré

2012-12: Access policy and money market segmentation

Sébastien Philippe Kraenzlin and Thomas Nellen

2012-11: Quality Pricing-to-Market

Raphael Anton Auer, Thomas Chaney and Philip Ulrich Sauré

2012-10: Global and country-specific business cycle risk in time-varying excess returns on asset markets

Thomas Nitschka

2012-09: Asymmetries in Price-Setting Behavior: New Microeconometric Evidence from Switzerland

Bo E. Honoré, Daniel Kaufmann and Sarah Marit Lein

2012-08: Reducing overreaction to central banks' disclosures:theory and experiment

Romain Baeriswyl and Camille Cornand

2012-07: Housing Bubbles and Interest Rates

Christian Hott and Terhi Jokipii

2012-06: Retirement Age across Countries: The Role of Occupations

Philip Ulrich Sauré and Hosny Zoabi

2012-05: Information Asymmetry and Foreign Currency Borrowing by Small Firms

Martin Brown, Steven Ongena and Pinar Ayse Yesin

2012-04: Banking sector's international interconnectedness: Implications for consumption risk sharing in Europe

Thomas Nitschka

2012-03: Risk spillovers in international equity portfolios

Matteo Bonato, Massimiliano Caporin and Angelo Ranaldo

2012-02: Liquidity Effects of Quantitative Easing on Long-Term Interest Rates

Signe Krogstrup, Samuel Reynard and Barbara Sutter

2012-01: Exchange Rate Pass-Through, Domestic Competition, and Inflation: Evidence from the 2005/08 Revaluation of the Renminbi

Raphael Anton Auer

2011-14: Bargaining Power in the Repo Market

Sébastien Philippe Kraenzlin and Benedikt von Scarpatetti

2011-13: K-state switching models with endogenous transition distributions

Sylvia Kaufmann

2011-12: Interoperability between central counterparties

Jürg Mägerle and Thomas Nellen

2011-11: On the Predictability of Stock Prices: a Case for High and Low Prices

Massimiliano Caporin and Angelo Ranaldo

2011-10: Spatial Competition in Quality, Demand-Induced Innovation, and Schumpeterian Growth

Raphael Anton Auer and Philip Ulrich Sauré

2011-09: Low-Wage Import Competition, Inflationary Pressure,and Industry Dynamics in Europe

Raphael Anton Auer, Kathrin Degen and Andreas M Fischer

2011-08: Mortgage Rate Pass-Through in Switzerland

Iva Cecchin

2011-07: Sectoral Inflation Dynamics, Idiosyncratic Shocks and Monetary Policy

Daniel Kaufmann and Sarah Marit Lein

2011-06: Is there any evidence of a Greenspan put?

Hall Pamela

2011-05: Exploring an uncharted market: Evidence on the unsecured Swiss franc money market

Basil Guggenheim, Sébastien Philippe Kraenzlin and Silvio Schumacher

2011-04: Intraday patterns in FX returns and order flow

Francis Breedon and Angelo Ranaldo

2011-03: Foreign currency returns and systematic risks

Victoria Galsband and Thomas Nitschka

2011-02: Foreign Currency Loans - Demand or Supply Driven?

Martin Brown, Karolin Kirschenmann and Steven Ongena

2011-01: Which Households Use Banks? Evidence from the Transition Economies

Thorsten Beck and Martin Brown

2010-19: Executive Compensation: A General Equilibrium Perspective

Jean-Pierre Danthine and John B. Donaldson

2010-18: Are Imports from Rich Nations Deskilling Emerging Economies? - Human Capital and the Dynamic Effects of Trade

Raphael Anton Auer

2010-17: Immigration and large banknotes

Andreas M Fischer

2010-16: Immigration and Swiss House Prices

Kathrin Degen and Andreas M Fischer

2010-15: Monerary Policy Response to Oil Price Shocks

Jean-Marc Natal

2010-14: Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity

Tommaso Mancini Griffoli and Angelo Ranaldo

2010-13: Consumer Heterogeneity and the Impact of Trade Liberalization: How Representative is the Representative Agent Framework?

Raphael Anton Auer

2010-12: Macroeconomic and interest rate volatility under alternative monetary operating procedures

Petra Gerlach-Kristen and Barbara Rudolf

2010-11: Momentum in stock market returns: Implications ofr risk premia on foreign currencies

Thomas Nitschka

2010-10: The Business Cycle Implications of Reciprocity in Labor Relations

Jean-Pierre Danthine and André Kurmann

2010-09: Who Needs Credit and Who Gets Credit in Eastern Europe?

Martin Brown, Steven Ongena, Alexander Popov and Pinar Ayse Yesin

2010-08: Estimating a stock-flow model for the Swiss housing market

Elizabeth Steiner

2010-07: Overreporting Oil Reserves

Philip Ulrich Sauré

2010-06: Daytime is money

Sébastien Philippe Kraenzlin and Thomas Nellen

2010-05: The Impact of Banking Sector Stability on the Real Economy

Pierre Monnin and Terhi Jokipii