Swiss Finance Institute Research Paper Series

Continuation of FAME Research Paper Series.

From Swiss Finance Institute
Contact information at EDIRC.
Bibliographic data for series maintained by Ridima Mittal ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

23-26: Bounding the Impact of Hazard Interdependence on Climate Risk

Linda Isabella Hain, Julian Koelbel and Markus Leippold

23-25: The Cost of Privacy. The Impact of the California Consumer Protection Act on Mortgage Markets

Manish Gupta, Danny McGowan and Steven Ongena

23-24: Do Investors Care About Biodiversity?

Alexandre Garel, Arthur Romec, Zacharias Sautner and Alexander Wagner

23-23: Gender, Performance, and Promotion in the Labor Market for Commercial Bankers

Marco Ceccarelli, Christoph Herpfer and Steven Ongena

23-22: Foreign Exchange Swap Liquidity

Peteris Kloks, Edouard Mattille and Angelo Ranaldo

23-21: The Green Innovation Premium: Evidence from U.S. Patents and the Stock Market

Markus Leippold and Tingyu Yu

23-20: NFT Bubbles

Andrea Barbon and Angelo Ranaldo

23-19: Complexity in Factor Pricing Models

Antoine Didisheim, Shikun Ke, Bryan T. Kelly and Semyon Malamud

23-18: Longevity, Health and Housing Risks Management in Retirement

Pierre-Carl Michaud and Pascal St-Amour

23-17: Efficacy of Non-Pharmacological Interventions Before COVID Mass Vaccination: An Open Data Study Across 185 Countries

Andreas G. F. Hoepner, Robert Hoepner, Markus Leippold, Ming-Tsung Lin and Yanan Lin

23-16: International Firm Performance and Proximity to Rare Disaster Risk

Chongyu Wang, Rose Neng Lai and Martin Hoesli

23-15: Beyond the Headline: How Personal Inflation Exposure Shapes Households’ Financial Choices

Christoph Basten, Merike Kukk and Jan Toczynski

23-14: The Implementation of Central Bank Policy in China: The Roles of Commercial Bank Ownership and CEO Faction Membership

Michel Antoine Habib, Yushi Peng, Yanjie Wang and Zexi Wang

23-13: Listed Real Estate as an Inflation Hedge across Regimes

Jan Muckenhaupt, Martin Hoesli and Bing Zhu

23-12: Money Market Disconnect

Benedikt Ballensiefen, Angelo Ranaldo and Hannah Winterberg

23-11: Sentiment Spin: Attacking Financial Sentiment with GPT-3

Markus Leippold

23-10: Beyond Climate: The Impact of Biodiversity, Water, and Pollution on the CDS Term Structure

Andreas G. F. Hoepner, Johannes Klausmann, Markus Leippold and Jordy Rillaerts

23-09: A Leveraged Gender Gap: The Combined Effect of Longevity Risk (Mis)-Perception and Financial Risk-Taking

Giovanna Apicella and Enrico G. De Giorgi

23-08: The Role of Multi-Family Properties in Hedging Pension Liability Risk: Long-Run Evidence

Martin Hoesli, Louis Johner and Jon Lekander

23-07: Who Pays for Sustainability? An Analysis of Sustainability-Linked Bonds

Julian F Kölbel and Adrien-Paul Lambillon

23-06: Inflation, the Corporate Greed Narrative, and the Value of Corporate Social Responsibility

Ana Mão- de-Ferro and Stefano Ramelli

23-05: Retail Customer Reactions to Private Equity Acquisitions

Vesa Pursiainen and Tereza Tykvova

23-04: Money Market Funds and the Pricing of Near-Money Assets

Sebastian Doerr, Egemen Eren and Semyon Malamud

23-03: The Horizon of Investors' Information and Corporate Investment

Olivier Dessaint, Thierry Foucault and Laurent Frésard

23-02: Gender-inclusive financial and demographic literacy: lessons from the empirical evidence

Giovanna Apicella, Enrico G. De Giorgi, Emilia Di Lorenzo and Marilena Sibillo

23-01: “Out of Sight, Out of Mind?” Banks’ Private Information, Distance, and Relationship Length

Stijn Claessens, Steven Ongena and Teng Wang

22-98: Revealed Beliefs about Responsible Investing: Evidence from Mutual Fund Managers

Vitaly Orlov, Stefano Ramelli and Alexander Wagner

22-97: Bottleneck effects of monetary policy

Emilia Garcia-Appendini, Frédéric Boissay and Steven Ongena

22-96: Evolutionary finance: A model with endogenous asset payoffs

Igor V. Evstigneev, Thorsten Hens and Mohammad Javad Vanaei

22-95: Empirical Asset Pricing via Ensemble Gaussian Process Regression

Damir Filipović and Puneet Pasricha

22-94: Global Evidence on Profit Shifting Within Firms and Across Time

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

22-93: Stock Market Liquidity, Monetary Policy and the Business Cycle

Markus Leippold and Vincent Wolff

22-92: The Impact of Positive Information Sharing on Banks’ Lending to Households

Tamas Briglevics, Artashes Karapetyan, Steven Ongena and Ibolya Schindele

22-91: Collateral Cycles

Evangelos Benos, Gerardo Ferrara and Angelo Ranaldo

22-90: Realized Illiquidity

Demetrio Lacava, Angelo Ranaldo and Paolo Santucci de Magistris

22-89: Do Institutional Directors Matter?

Heng Geng, Harald Hau, Roni Michaely and Binh Nguyen

22-88: Density and Risk Prediction with Non-Gaussian COMFORT Models

Marc S. Paolella and Pawel Polak

22-87: Momentum Without Crashes

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

22-86: The Heterogeneous Response of Real Estate Asset Prices to a Global Shock

Sandro Heiniger, Winfried Koeniger and Michael Lechner

22-85: Asset Pricing with “Buy Now, Pay Later”

Semyon Malamud, Neng Wang and Yuan Zhang

22-84: Non-Fungible Tokens

Andrea Barbon and Angelo Ranaldo

22-83: Banks, Credit Reallocation, and Creative Destruction

Christian Keuschnigg, Michael Kogler and Johannes Matt

22-82: Constrained Liquidity Provision in Currency Markets

Wenqian Huang, Angelo Ranaldo, Andreas Schrimpf and Fabricius Somogyi

22-81: Eigenvalue tests for the number of latent factors in short panels

Alain-Philippe Fortin, Patrick Gagliardini and Olivier Scaillet

22-80: The Unicorn Puzzle

Daria Davydova, Ruediger Fahlenbrach, Leandro Sanz and René M. Stulz

22-79: Identifiability and Generalizability from Multiple Experts in Inverse Reinforcement Learning

Paul Rolland, Luca Viano, Norman Schürhoff, Boris Nikolov and Volkan Cevher

22-78: House Price Bubble Detection in Ukraine

Alona Shmygel and Martin Hoesli

22-77: Can Time-Varying Currency Risk Hedging Explain Exchange Rates?

Leonie Bräuer and Harald Hau

22-76: Do Lenders Price the Brown Factor in Car Loans? Evidence from Diesel Cars

Winta Beyene, Matteo Falagiarda, Steven Ongena and Alessandro Scopelliti

22-75: Movables as Collateral and Corporate Credit: Loan-Level Evidence from Legal Reforms across Europe

Steven Ongena, Walid Saffar, Yuan Sun and Lai Wei