Swiss Finance Institute Research Paper Series

Continuation of FAME Research Paper Series.

From Swiss Finance Institute
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25-75: Climate Transition Risks and Bank Liquidity Creation: Adapting to Regulatory Shocks

Francisco González, Md Rajib Kamal, Steven Ongena and Shams Pathan

25-74: The Dual Strategy of Exclusion and Engagement: Impact on Asset Prices and Green Transition

Madhushree Ayalasomayajula and Eric Jondeau

25-73: Is AI Trained on Public Money? Evidence from US Data Centers

Adam Feher, Emilia Garcia-Appendini and Roxana Mihet

25-72: Beyond Words: Fed Chairs' Voice Sentiments and US Bank Stock Price Crash Risk

Dimitris Anastasiou, Apostolos G. Katsafados, Steven Ongena and Christos Tzomakas

25-71: Tariffs, Corporate Cash Holdings, and Innovation

Konrad Adler, JaeBin Ahn and Mai Dao

25-70: Financial Covenants, Firm Financing, and Investment

Konrad Adler

25-69: Cybersecurity and Bank Distance-to-Default

Yuna Heo

25-68: Natural Disasters and the Real Effect of Skilled Labor Mobility

Yuna Heo and S. Ghon Rhee

25-67: Corporate Opportunity Waiver Laws Did Not Produce Disloyal Managers

Heng Geng, Harald Hau and Pengfei Liu

25-66: Green Silence: Double Machine Learning Carbon Emissions Under Sample Selection Bias

Cathy Yi‐Hsuan Chen, Abraham Lioui and Olivier Scaillet

25-65: Dollar Funding Fragility and non-US Global Banks

Philippe Bacchetta, J. Scott Davis and Eric van Wincoop

25-64: Geopolitical Risk and Domestic Bank Deposits

Theodore Kapopoulos, Dimitris Anastasiou, Steven Ongena and Athanasios Sakkas

25-63: Stickiness in Bank Credit Ratings

Dimitris Anastasiou, Antonis Ballis, Christos Ioannidis, Steven Ongena and Emmanouil Sifodaskalakis

25-62: The Pricing of Profit Shifting

Fotis Delis, Manthos D. Delis, Sotirios Kokas, Luc Laeven and Steven Ongena

25-61: When No News is Good News: Multidimensional Heterogeneous Beliefs in Financial Markets

Can Gao and Brandon Yueyang Han

25-60: Locally adaptive modeling of unconditional heteroskedasticity

Matthias Fengler, Bruno Jäger and Ostap Okhrin

25-59: Addressing Anticipation Effects in Finance

Tomislav Ladika, Elisa Pazaj and Zacharias Sautner

25-58: Insurers' Carbon Underwriting Policies

Olimpia Carradori, Felix von Meyerinck and Zacharias Sautner

25-57: The Leverage of Hedge Funds and the Risk of Their Prime Brokers

Ariston Karagiorgis, Dimitris Anastasiou, Konstantinos Drakos and Steven Ongena

25-56: AI Employment and Political Risk Disclosures in Earnings Calls

Erdinc Akyildirim, Gamze Ozturk Danisman and Steven Ongena

25-55: Heterogeneous Beliefs Recovery

Julien Hugonnier and Darius Nik Nejad

25-54: Biodiversity Risk and Small Business Lending

Duc Duy Nguyen, Steven Ongena, Shusen Qi, Vathunyoo Sila and Yibing Wang

25-53: Kernel Density Machines

Damir Filipović and Paul Schneider

25-52: Quo Vadis? Bank Closures, Firm Performance, and New Bank-Firm Relationships

Roman Goncharenko, Mikhail Mamonov, Steven Ongena, Svetlana Popova and Natalia Turdyeva

25-51: Training NTK to Generalize with KARE

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

25-50: Transfer Learning Across Fixed-Income Product Classes

Nicolas Camenzind and Damir Filipović

25-49: Digital Washing under Conflicting Institutional Logics: Evidence from China

Tami Dinh, Florian Eugster, Zhongze Li, Yuchen Wu and Yi Zhang

25-48: A Lagrangian Approach to Optimal Lotteries in Non-Convex Economies

Chengfeng Shen, Felix Kubler, Yucheng Yang and Zhennan Zhou

25-47: AI for Climate Finance: Agentic Retrieval and Multi-Step Reasoning for Early Warning System Investments

Chiaki Hara and Thorsten Hens

25-46: AI for Climate Finance: Agentic Retrieval and Multi-Step Reasoning for Early Warning System Investments

Saeid Vaghefi, Aymane Hachcham, Veronica Grasso, Jiska Manicus, Nakiete Msemo, Chiara Colesanti Senni and Markus Leippold

25-45: Real-Time Climate Controversy Detection

David Jaggi, Markus Leippold and Tingyu Yu

25-44: Firm-Level Nature Dependence

Alexandre Garel, Arthur Romec, Zacharias Sautner and Alexander F. Wagner

25-43: Bank Bond Holdings and Bail-in Regulatory Changes: Evidence from Euro Area Security Registers

Angie Andrikogiannopoulou, Philipp Krueger, Shema Mitali and Filippos Papakonstantinou

25-42: Decarbonizing Institutional Investor Portfolios: Helping to Green the Planet or Just Greening Your Portfolio?

Vaska Atta-Darkua, Simon Glossner, Philipp Krueger and Pedro Matos

25-41: Drawing Up the Bill: Are ESG Ratings Related to Stock Returns Around the World?

Romulo Alves, Philipp Krueger and Mathijs A. van Dijk

25-40: The Green Transition: Evidence from Corporate Green Revenues

Johannes Klausmann, Philipp Krueger and Pedro Matos

25-39: Cyberrisk and AI Firms

Kumar Rishabh, Roxana Mihet and Julian Jang-Jaccard

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 Firm Growth?

Roxana Mihet, Kumar Rishabh and Orlando Gomes

25-36: Socially Responsible Investing in the Political Context

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 Bank Earnings Management

Jie Cui, Mamiza Haq, Steven Ongena and Kian 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