Swiss Finance Institute Research Paper Series

Continuation of FAME Research Paper Series.

From Swiss Finance Institute
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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: The Political Economy of Green Investing: Insights from the 2024 U.S. Election

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

25-10: “Time for a Change of Scenery”: Loan Conditions When Firms Switch Bank Branches

Di Gong, Steven Ongena and Shusen Qi

25-09: House Prices and Systemic Events Over the Last Six Centuries

Alona Shmygel and Martin Hoesli

25-08: Artificial Intelligence Asset Pricing Models

Bryan T. Kelly, Boris Kuznetsov, Semyon Malamud and Teng Andrea Xu

25-07: Redistributive Inflation and Optimal Monetary Policy

Yucheng Yang

25-06: DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks

Jiequn Han, Yucheng Yang and Weinan E

25-05: Deep Learning for Search and Matching Models

Jonathan Payne, Adam Rebei and Yucheng Yang

25-04: Behavioral Impulse Responses

Bryan T. Kelly, Semyon Malamud, Emil Siriwardane and Hongyu Wu

25-03: The Transmission of Monetary Policy to the Cost of Hedging

Matthias Fengler, Winfried Koeniger and Stephan Minger

25-02: Isolating Location Value Using SHAP and Interaction Constraints

Nicola Stalder, Michael Mayer, Steven C. Bourassa and Martin Hoesli

25-01: Sanctions and Knowledge Spillovers

Kiet Tuan Duong, Steven Ongena, Nam T. Vu and Luu Duc Toan Huynh

24-110: The Demand for Safe Assets

Filippo Cavaleri, Angelo Ranaldo and Enzo Rossi

24-109: The Puzzle of ESG Fund Fees

Aaron J. Black and Julian F Kölbel

24-108: How do Retail Investors Adapt to Exchange Rate Shocks?

Martin Brown, Daniel Hoechle, Alejandra Perez and Markus Schmid

24-107: From Credit Spread of CoCo Bonds to Franchise Value

Jiacheng Chen and Walter Farkas

24-106: Unveiling Themes in 10-K Disclosures: A New Topic Modeling Perspective

Matthias Fengler and Minh Tri Phan

24-105: Consumption Expenditures in Austria & Germany: New Evidence Based on Transactional Data

Winfried Koeniger, Peter Kress and Jonas Lehmann

24-104: Magnitude and Social Correlates of Poor Decisions in Health Insurance

Lan Zou and Christian Biener

24-103: Fund-Level FX Hedging Redux

Leonie Bräuer and Harald Hau

24-102: The Pricing of Asset-Backed Securities and Households' Pecking Order of Debt

Roland Füss, Dominik Meyland and Stefan Morkoetter

24-101: Mean Reversion Trading on the Naphtha Crack

Briac Turquet, Pierre Bajgrowicz and Olivier Scaillet

24-100: The Resilience of MDB Bonds to Credit Rating Downgrades

Thea Kolasa, Steven Ongena and Chris Humphrey

24-99: Nothing to hide? Gender and age differences in willingness to share data

Olivier Armantier, Sebastian Doerr, Jon Frost, Andreas Fuster and Kelly Shue