Swiss Finance Institute Research Paper Series

Continuation of FAME Research Paper Series.

From Swiss Finance Institute
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26-71: The Price of Position: Spatial Equilibrium in the Geostationary Arc

Alexander F. Wagner

26-70: Estimating Systematic Risk for Non-Listed European Banks

Alin Marius Andries and Steven Ongena

26-69: Climate-Related Communication of Central Banks and Systemic Risk

Alin Marius Andries, Steven Ongena and Nicu Sprincean

26-68: Risk Prudence Premia

Fabio Girardi and Paul Schneider

26-67: Financial Innovation and Speculative Expansion: Evidence from Polymarket

Ali Kakhbod, Dmitry Livdan, Bernardo Maciel and Norman Schuerhoff

26-66: Asymmetric Reversals

Federico Baldi-Lanfranchi, Pierre Collin-Dufresne and Kent D. Daniel

26-65: CEO Overconfidence and Bank Payout Strategies

Kwabena A. Addo, Shams Pathan, Enrico Onali and Steven Ongena

26-64: When Is Private Money Information-Sensitive? Evidence from Stablecoin Reserve Disclosures

Antonis Ballis, Phuong Anh Nguyen, Dimitrios Anastasiou and Steven Ongena

26-63: Common Ownership and Firm Profitability

Harald Hau, Ferdinand Loessl and Stefan Sperlich

26-62: Asymmetric Price Competition on Hybrid Platforms: Theory and Evidence from Amazon

Luise Eisfeld, Jun Yan and Li Yu

26-61: Price Efficiency in Securities Lending

Evangelos Benos, Gerardo Ferrara, Angelo Ranaldo and Vittorio Vergano

26-60: Beyond the Smokestack: Supply Chains and the Industrial Incidence of Net Zero

Eric Jondeau, Côme Poirier and Gauthier Vermandel

26-59: When the Job Opens Doors to Loans: Bank Employment, Loan Access, and Durable Spending

Ahya Eyvazi, Naser Amanzadeh, Majid Einian and Steven Ongena

26-58: Nature Dependence and Labor Investment Efficiency

Jifeng Hong, Pantelis Kazakis, Steven Ongena and Martin Strieborny

26-57: Algorithm-Driven SVARs: Navigating the Wilderness of Big Data

Yucheng Yang and Tao Zha

26-56: How Do CCyBs Travel? Internal Capital Markets & Domestic Borrowing

Björn Imbierowicz, Axel Loeffler, Steven Ongena and Ursula Vogel

26-55: Taker vs. Maker Arbitrage

Marco Gortan and Angelo Ranaldo

26-54: From Tellers to Tech: Labor Demand Shift and Bank Lending

Yuna Heo and Steven Ongena

26-53: Carbon Pricing and Corporate Biodiversity Footprints: Environmental Co-Benefits and Resource Use Trade-Offs

Pejman Abedifar, Soroush Kamyab and Steven Ongena

26-52: Stripping Discount Curves Across Currencies: Transfer Learning from US Treasuries

Damir Filipović, Markus Pelger and Rose Wang

26-51: Commercial Financing Disclosure Laws and Nonbank Lending: Who Benefits and Who Suffers?

Yuna Heo and Steven Ongena

26-50: Climate Targets and Sectoral Risk Premia

Eric Jondeau

26-49: What can you Really Tell from Option Prices?

Oleg Bondarenko, Yannick Dillschneider, Paul Schneider and Fabio Trojani

26-48: A Heterogeneous-Quantile Global VAR for Tail-Risk Transmission

Konstantinos Konstantakis, Olivier Scaillet, Nikolas Topaloglou and Panayotis G. Michaelides

26-47: Fiscal Constraints and the Power of Words: Does High Debt Mute the Fed?

Thanos Andrikopoulos, Apostolos G. Katsafados and Steven Ongena

26-46: Do Banks Price Pollution Risk?

Steven Ongena, Jiaping Qiu, Chenyu Shan and Xiaohui Shi

26-45: Credit Risk Externalities: Evidence from European Non-Performing Loan Spillovers

Michail Giannoulakis, Stelios Giannoulakis and Steven Ongena

26-44: Dynamic Evolution of Corporate Emissions Determinants

George Kapetanios, Steven Ongena, Alexia Ventouri and Huiyan Xiao

26-43: BANK MACROPRUDENTIAL POLICIES AND BORROWER ESG PERFORMANCE

Jie Cui, Mamiza Haq, Steven Ongena and Kian Tan

26-42: The Participation Reversal Puzzle

Federico Mainardi, Roxana Mihet and Laura Veldkamp

26-41: Cross-Country CIP Deviations

Philippe Bacchetta and Eric van Wincoop

26-39: Emissions, Liquidity, and Institutional Ownership

Adrian Finke, Julia Meyer, Martin Nerlinger, Ryan Riordan and Sebastian Utz

26-38: Corporate Payout Policy and Bad-News Hoarding

Dimitrios Anastasiou, Athanasios Michairinas, Steven Ongena and Athanasios Sakkas

26-37: Scaling Point-in-Time Language Models

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

26-36: Recursive Portfolio Machines

Jonathan S. Fan, Bryan T. Kelly, Semyon Malamud and Yuan Zhang

26-35: Words That Move Markets: ECB Presidential Tone and Euro Area Bank CDS Spreads

Dimitrios Anastasiou, Theodore D. Bratis, Apostolos G. Katsafados and Steven Ongena

26-34: Regulatory Simplification and Bank Lending: Evidence from the Community Bank Leverage Ratio

Vasileios Pappas, Athina Petropoulou and Steven Ongena

26-33: Global Banks' Macroeconomic Expectations and Credit Supply

Xiang Li and Steven Ongena

26-32: Business Owner Wealth and the Credit Channel of Monetary Policy

Manthos Delis, Annalisa Ferrando, Klaas Mulier and Steven Ongena

26-31: The Anatomy of Decarbonizing Firms

Guillaume Coqueret, Thomas Giroux and Borui Qiu

26-30: Bail-In or Bailout? Regulatory Power in CoCo Bond Yields

Jiacheng Chen, Walter Farkas and Patrick Lucescu

26-29: Powering AI: How Do Data Centers Affect Renewable Energy Investment?

Alexander Heiss, Zacharias Sautner and Thomas Schmid

26-28: HawkesRank: Event-Driven Centrality for Real-Time Importance Ranking

Didier Sornette, Yishan Luo and Sandro Claudio Lera

26-27: From Funds to Families: Organizational Scale in Value Creation

Laurent Barras, Phorn-Arpha Phutphithak and Olivier Scaillet

26-26: Asset Pricing Robustness in Venture Capital

Ioannis Michopoulos, Olivier Scaillet and Nikolas Topaloglou

26-25: Artificial Intelligence and Risk-Taking in Banking

Tudor-Andrei Drăgan, Wenjing Jiang, Simona Nistor and Steven Ongena

26-24: Analyzing Individual Bracketing Behavior in Risk Aggregation Tasks

Enrico G. De Giorgi, Askhat Omar and Thierry Post

26-23: Reference Points Driven Investors' Demand, Disposition Effect and Momentum in Stock Returns

Enrico G. De Giorgi, Dominik Kachel and Robert Leitner

26-22: Beyond Hot Money: Brokered Deposits and Bank Funding Stability

Jihad C. Dagher and Andreas Fuster

26-21: Transparency and the Visibility of Misconduct: Evidence from ESG Disclosure Mandates

Erdinc Akyildirim, Giray Gözgör, Thang Ho and Alexander F. Wagner