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Swiss Finance Institute Research Paper Series

Continuation of FAME Research Paper Series.

From Swiss Finance Institute
Contact information at EDIRC.

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20-99: Fixed Rate versus Adjustable Rate Mortgages: Evidence from Euro Area Banks Downloads
Ugo Albertazzi, Fulvia Fringuellotti and Steven Ongena
20-98: Interest rate pass-through and bank risk-taking under negative-rate policies with tiered remuneration of Central Bank Reserves Downloads
Christoph Basten and Mike Mariathasan
20-97: Climate Change Risk and the Costs of Mortgage Credit Downloads
Duc Duy Nguyen, Steven Ongena, Shusen Qi and Vathunyoo Sila
20-96: Asset Pricing with Realistic Crises Dynamics Downloads
Goutham Gopalakrishna
20-95: CDS Central Counterparty Clearing Default Measures: Road to Recovery or Invitation to Predation? Downloads
Magdalena Tywoniuk
20-94: Affine Pricing and Hedging of Collateralized Debt Obligations Downloads
Zehra Eksi and Damir Filipović
20-93: Bank Credit and Market-based Finance for Corporations: The Effects of Minibond Issuances Downloads
Steven Ongena, Sara Pinoli, Paola Rossi and Alessandro Scopelliti
20-92: Classification of flash crashes using the Hawkes(p,q) framework Downloads
Alexander Wehrli and Didier Sornette
20-90: Are ‘Flow of Ideas’ and ‘Research Productivity’ in secular decline? Downloads
Peter Cauwels and Didier Sornette
20-89: Fiscal transfers, local government, and entrepreneurship Downloads
Piotr Danisewicz and Steven Ongena
20-88: Credit Volatility Indexes Downloads
Antonio Mele and Yoshiki Obayashi
20-87: Inter-industry FDI spillovers from foreign banks: Evidence in transition economies Downloads
Shusen Qi, Kent Hui and Steven Ongena
20-86: A Cost-Benefit Analysis of Capital Requirements Adjusted for Model Risk Downloads
Walter Farkas, Fulvia Fringuellotti and Radu Tunaru
20-85: Crash-sensitive Kelly Strategy built on a modified Kreuser-Sornette bubble model tested over three decades of twenty equity indices Downloads
Gerlach J-C, Jerome L Kreuser and Didier Sornette
20-84: Artificial Intelligence and High-Skilled Work: Evidence from Analysts Downloads
Jillian Grennan and Roni Michaely
20-83: It’s The End of Bank Branching As We Know It (And We Feel Fine) Downloads
Jan Keil and Steven Ongena
20-82: Hedge Fund Performance under Misspecified Models Downloads
David Ardia, Laurent Barras, Patrick Gagliardini and Olivier Scaillet
20-81: Do Mutual Funds and ETFs Affect the Commonality in Liquidity of Corporate Bonds? Downloads
Efe Çötelioğlu
20-80: Asset Prices and Liquidity with Market Power and Non-Gaussian Payoffs Downloads
Sergei Glebkin, Semyon Malamud and Alberto Teguia
20-79: A Deep Learning Approach to Estimate Forward Default Intensities Downloads
Marc-Aurèle Divernois
20-78: Trapped in the “zero-risk” society and how to break free Downloads
Didier Sornette and Peter Cauwels
20-77: Get beyond policy uncertainty: Evidence from political connections Downloads
Hua Cheng, Kishore Gawande, Steven Ongena and Shusen Qi
20-76: Information Leakages, Distribution of Profits from Informed Trading, and Last Mover Advantage Downloads
Andrey Pankratov
20-75: CEO Incentives and Bank Risk over the Business Cycle Downloads
Steven Ongena, Tanseli Savaser and Elif Sisli Ciamarra
20-74: How market intervention can prevent bubbles and crashes Downloads
Rebecca Westphal and Didier Sornette
20-73: Ambiguity and the Home Currency Bias Downloads
Urban Ulrych and Nikola Vasiljevic
20-72: To Be or Not to Be? The Questionable Benefits of Mutual Clearing Agreements for Derivatives Downloads
Magdalena Tywoniuk
20-71: True Cost of Immediacy Downloads
Terrence Hendershott, Dan Li, Dmitry Livdan and Norman Schürhoff
20-70: Financial Returns to Household Inventory Management Downloads
Scott Baker, Stephanie Johnson and Lorenz Kueng
20-69: Securities lending and information transmission: a model of endogenous short-sale constraints Downloads
Andrey Pankratov
20-68: Nepotism in IPOs: consequences for issuers and investors Downloads
Francois Degeorge and Giuseppe Pratobevera
20-67: Principal Portfolios Downloads
Bryan T. Kelly, Semyon Malamud and Lasse Heje Pedersen
20-66: Price Discovery for Options Downloads
Semyon Malamud, Michael Tseng and Yuan Zhang
20-65: How Integrated Are Credit and Equity Markets? Evidence From Index Options Downloads
Pierre Collin-Dufresne, Benjamin Junge and Anders B. Trolle
20-64: Cheap Options Are Expensive Downloads
Assaf Eisdorfer, Amit Goyal and Alexei Zhdanov
20-63: Choosing Investment Managers Downloads
Amit Goyal, Sunil Wahal and M. Deniz Yavuz
20-62: On the Fast Track: Information Acquisition Costs and Information Production Downloads
Deqiu Chen, Yujing Ma, Xiumin Martin and Roni Michaely
20-61: Out of Balance: Do Analysts Issue Sell Recommendations to Manage their Recommendation Distributions? Downloads
Charles Chao Kang, Kenneth J. Merkley, Roni Michaely and Joseph Pacelli
20-60: Political Activism and Market Power Downloads
Elia Ferracuti, Roni Michaely and Laura Wellman
20-59: Government Support for SMEs in Response to COVID-19: Theoretical Model Using Wang Transform Downloads
Shaun Shuxun Wang, Jing Rong Goh, Didier Sornette, He Wang and Esther Ying Yang
20-58: Impact of Governmental Interventions on Epidemic Progression and Workplace Activity during the COVID-19 Outbreak Downloads
Sumit Kumar Ram and Didier Sornette
20-57: Portfolio Selection With Exploration of New Investment Opportunities Downloads
Didier Sornette and Moris Simon Strub
20-56: Where Do Institutional Investors Seek Shelter when Disaster Strikes? Evidence from COVID-19 Downloads
Simon Glossner, Pedro Matos, Stefano Ramelli and Alexander F. Wagner
20-55: Operational Risk Capital Downloads
Thomas Conlon, Xing Huan and Steven Ongena
20-54: Mutual Funds and Risk Disclosure: Information Content of Fund Prospectuses Downloads
Nils Jonathan Krakow and Timo Schäfer
20-53: On the origins of financial development: Ancestral population diversity and financial risk-taking Downloads
Manthos Delis, Evangelos Dioikitopoulos and Steven Ongena
20-52: Optimal Risk-Sharing Across a Network of Insurance Companies Downloads
Nicolas Ettlin, Walter Farkas, Andreas Kull and Alexander Smirnow
20-51: The Rise in Foreign Currency Bonds: The Role of US Monetary Policy and Capital Controls Downloads
Philippe Bacchetta, Rachel Arulraj-Cordonier and Ouarda Merrouche
20-50: The Effect of Conflict on Lending: Evidence from Indian Border Areas Downloads
Mrinal Mishra and Steven Ongena
20-49: Swag: A Wrapper Method for Sparse Learning Downloads
Roberto Molinari, Gaetan Bakalli, Stéphane Guerrier, Cesare Miglioli, Samuel Orso and Olivier Scaillet
Page updated 2020-12-03
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