Details about Lucas Marc Fuhrer

Access statistics for papers by Lucas Marc Fuhrer.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pfu165

Working Papers

2022

1. Real interest rates and population growth across generations
   Working Papers, Swiss National Bank, Study Center Gerzensee

2021

2. Real interest rates and demographic developments across generations: A panel-data analysis over two centuries
   Working Papers, Swiss National Bank View citations (1)
3. Reserve tiering and the interbank market
   Working Papers, Swiss National Bank View citations (1)
4. The dynamics of bank rates in a negative-rate environment - the Swiss case
   Working Papers, Swiss National Bank View citations (3)

2020

5. Firms' participation in the COVID-19 loan programme
   Working Papers, Swiss National Bank

2018

6. What do Swiss franc Libor futures really tell us?
   Working Papers, Swiss National Bank

2017

7. Liquidity in the Repo Market
   Working Papers, Swiss National Bank View citations (1)
   See also Journal Article Liquidity in the repo market, Journal of International Money and Finance, Elsevier (2018) View citations (2) (2018)

2016

8. The Liquidity Coverage Ratio and Security Prices
   Working Papers, Swiss National Bank View citations (12)
   See also Journal Article The Liquidity Coverage Ratio and security prices, Journal of Banking & Finance, Elsevier (2017) View citations (23) (2017)

2015

9. Re-use of collateral in the repo market
   Working Papers, Swiss National Bank View citations (10)
   See also Journal Article Re‐Use of Collateral in the Repo Market, Journal of Money, Credit and Banking, Blackwell Publishing (2016) View citations (20) (2016)

Journal Articles

2021

1. Central bank reserves and bank lending spreads
   Applied Economics Letters, 2021, 28, (15), 1301-1305 View citations (5)
2. Firms’ participation in the Swiss COVID-19 loan programme
   Swiss Journal of Economics and Statistics, 2021, 157, (1), 1-22 View citations (1)
3. Gilt auctions and secondary market dynamics
   Finance Research Letters, 2021, 38, (C) View citations (1)

2019

4. A survey-based estimation of the Swiss franc forward term premium
   Swiss Journal of Economics and Statistics, 2019, 155, (1), 1-18

2018

5. Liquidity in the repo market
   Journal of International Money and Finance, 2018, 84, (C), 1-22 View citations (2)
   See also Working Paper Liquidity in the Repo Market, Working Papers (2017) View citations (1) (2017)

2017

6. The Liquidity Coverage Ratio and security prices
   Journal of Banking & Finance, 2017, 75, (C), 292-311 View citations (23)
   See also Working Paper The Liquidity Coverage Ratio and Security Prices, Working Papers (2016) View citations (12) (2016)

2016

7. Re‐Use of Collateral in the Repo Market
   Journal of Money, Credit and Banking, 2016, 48, (6), 1169-1193 View citations (20)
   See also Working Paper Re-use of collateral in the repo market, Working Papers (2015) View citations (10) (2015)