Swiss Finance Institute Research Paper Series

Continuation of FAME Research Paper Series.

From Swiss Finance Institute
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24-56: Rewiring Supply Chains Through Uncoordinated Climate Policy

Emanuela Benincasa, Olimpia Carradori, Miguel A. Ferreira and Emilia Garcia-Appendini

24-55: Proxy-identification of a structural MGARCH model for asset returns

Matthias Fengler and Jeannine Polivka

24-54: Discretionary Administrative Power and Conflicts of Interest in China's IPO Approvals

Heng Geng, Harald Hau and Hanzhang Zheng

24-53: Pricing of risk in credit and equity index options-A role for option order flow?

Pierre Collin-Dufresne and Anders B. Trolle

24-52: Hunting for Dollars

Peteris Kloks, Edouard Mattille and Angelo Ranaldo

24-50: Adaptive joint distribution learning

Damir Filipović, Michael D. Multerer and Paul Schneider

24-49: The Volatility of Listed Real Estate in Europe and Portfolio Implications

Martin Hoesli, Louis Johner and Zhaklin Krayushkina

24-48: Multiple Outlier Detection in Samples with Exponential & Pareto Tails

Didier Sornette and Ran Wei

24-47: Smoothing Out Momentum and Reversal

Soros Chitsiripanich, Marc S. Paolella, Pawel Polak and Patrick S. Walker

24-46: Climate Change and Bank Deposits

Özlem Dursun- de Neef and Steven Ongena

24-45: Beyond Peers: Cross-Industry Competition and Strategic Financing

Boris Nikolov, Norman Schuerhoff and Zepeng Wang

24-44: Performance and Challenges of Net-Zero Strategies in the Context of the EU Regulation

Fabio Alessandrini, Eric Jondeau and Lou-Salomé Vallée

24-43: Too-big-to-strand? Bond versus bank financing in the transition to a low-carbon economy

Winta Beyene, Manthos D. Delis, Kathrin de Greiff and Steven Ongena

24-42: Fundamental properties of linear factor models

Damir Filipović and Paul Schneider

24-41: Pay transparency, bank and non-bank employment, and loan performance

Piotr Danisewicz and Steven Ongena

24-40: Do Banks Price Environmental Risk? Only When Local Beliefs are Binding!

Irem Erten and Steven Ongena

24-39: Understanding Reputational Risks: The Impact of ESG Events on European Banks

Erdinc Akyildirim, Shaen Corbet, Steven Ongena and David Staunton

24-38: Who monitors climate risk of financial institutions? Evidence from catastrophe risks in insurance

Christoph Basten and Anastasia V. Kartasheva

24-37: The Collateral Spread Puzzle: Why Do Repo Rates Often Exceed Unsecured Rates?

Kjell Nyborg

24-36: Monetary Policy Transmission Through Cross-Selling Banks

Christoph Basten and Ragnar Juelsrud

24-35: The Value of NGOs in ESG

Janja Brendel, Cai Chen, Thomas Keusch and Zacharias Sautner

24-34: U.S. and European Listed Real Estate as an Inflation Hedge

Jan Muckenhaupt, Martin Hoesli and Bing Zhu

24-33: Deep LPPLS: Forecasting of temporal critical points in natural, engineering and financial systems

Joshua Nielsen, Didier Sornette and Maziar Raissi

24-32: Modelling risk sharing and impact on systemic risk

Walter Farkas and Patrick Lucescu

24-31: Overconfident Bank CEOs: Risk Amplification Amid Economic Uncertainty

Kwabena Aboah Addo, Shams Pathan and Steven Ongena

24-30: How good are LLMs in risk profiling?

Thorsten Hens and Trine Nordlie

24-29: Blockchain Currency Markets

Angelo Ranaldo, Ganesh Viswanath-Natraj and Junxuan Wang

24-28: Monetary Conditions and Community Redistribution through Mortgage Markets

Manish Gupta and Steven Ongena

24-27: Incomplete financial markets, the social cost of carbon and constrained efficient carbon pricing

Felix Kubler

24-26: Institutional Investors and the Fight Against Climate Change

Thea Kolasa and Zacharias Sautner

24-25: Technology Entrepreneurs' Environmental Commitments and Crowdfunding Outcomes

Vesa Pursiainen, Meichen Qian and Dragon Yongjun Tang

24-24: Examining the Relationship between Bank Reputational Disaster and Sponsored Money Market Fund Flows

Erdinc Akyildirim, Shaen Corbet, Steven Ongena and David Staunton

24-23: Good and Bad Credit Growth: Sectoral Credit Allocation and Systemic Risk

Alin Marius Andries, Steven Ongena and Nicu Sprincean

24-22: Climate Transition Beliefs

Marco Ceccarelli and Stefano Ramelli

24-21: Paying Too Much? Borrower Sophistication and Overpayment in the US Mortgage Market

Neil Bhutta, Andreas Fuster and Aurel Hizmo

24-20: Household Belief Formation in Uncertain Times

Luca Gemmi and Roxana Mihet

24-19: CEOs Showing Humanity: Human Care Statements in Conference Calls and Stock Market Performance During Crisis

Lauren C. Howe, Laura Giurge, Alexander Wagner and Jochen I. Menges

24-18: Green Innovations - Do patents pay off for the environment or for the investors?

Malte Schlosser, Ester Trutwin and Thorsten Hens

24-17: The Price of Money: The Reserves Convertibility Premium over the Term Structure

Kjell Nyborg and Jiri Woschitz

24-16: Pension Liquidity Risk

Kristy Jansen, Sven Klingler, Angelo Ranaldo and Patty Duijm

24-15: Sovereign debt sustainability, the carbon budget and climate damages

Caterina Seghini

24-14: Corporate Climate Lobbying

Markus Leippold, Zacharias Sautner and Tingyu Yu

24-13: Political uncertainty and currency markets

Markus Leippold, Felix Matthys, Philippe Mueller and Michal Svaton

24-12: Scheduling Processes and Inference of Scheduled Events From Price Data

Markus Leippold and Michal Svaton

24-11: Do “Too-Big-To-Fail” Banks Receive Preferential Treatment in Bailouts? Surprising Results from a Cross-Country Analysis

Allen N. Berger, Simona Nistor, Steven Ongena and Sergey Tsyplakov

24-10: An averaging framework for minimum-variance portfolios: Optimal rules for combining portfolio weights

Roland Füss, Thorsten Glück, Christian Koeppel and Felix Miebs

24-09: Cyclical systemic risk and banks’ vulnerability

Alona Shmygel and Steven Ongena

24-08: Sparse spanning portfolios and under-diversification with second-order stochastic dominance

Stelios Arvanitis, Olivier Scaillet and Nikolas Topaloglou

24-07: Sparse Portfolio Selection via Topological Data Analysis based Clustering

Anubha Goel, Damir Filipović and Puneet Pasricha

24-06: Asset Life, Leverage, and Debt Maturity Matching

Thomas Geelen, Jakub Hajda, Erwan Morellec and Adam Winegar