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.

22-74: External Wealth of Nations and Systemic Risk

Alin Marius Andries, Alexandra-Maria Chiper, Steven Ongena and Nicu Sprincean

22-72: Experimental Research on Retirement Decision-Making: Evidence from Reproductions

Kremena Bachmann, Andre Lot, Xiaogeng Xu and Thorsten Hens

22-71: Pricing Autocallables under Local-Stochastic Volatility

Walter Farkas, Francesco Ferrari and Urban Ulrych

22-70: Quote Competition in Corporate Bonds

Terrence Hendershott, Dan Li, Dmitry Livdan, Norman Schürhoff and Kumar Venkataraman

22-69: Comprehensive empirical assessment of nuclear power risks

Ali Ayoub and Didier Sornette

22-68: Consumer Privacy and the Value of Consumer Data

Mehmet Canayaz, Ilja Kantorovitch and Roxana Mihet

22-67: On the Estimation of Demand-Based Asset Pricing Models

Philippe van der Beck

22-66: Building portfolios of sovereign securities with decreasing carbon footprints

Gong Cheng, Eric Jondeau and Benoit Mojon

22-65: Cross-Selling in Bank Household Relationships. Implications for Deposit Pricing, Loan Pricing, and Monetary Policy

Christoph Basten and Ragnar Juelsrud

22-64: Different Shades of Green: Estimating the Green Bond Premium using Natural Language Processing

Emanuela Benincasa, Jonathan Fu, Mrinal Mishra and Adityavardhan Paranjape

22-63: Machine Learning and the Implementable Efficient Frontier

Theis Ingerslev Jensen, Bryan T. Kelly, Semyon Malamud and Lasse Heje Pedersen

22-62: Valuing Life over the Life Cycle

Pascal St-Amour

22-61: Shrinking the Term Structure

Damir Filipović, Markus Pelger and Ye Ye

22-59: The Disciplining Effect of Supervisory Scrutiny in the EU-Wide Stress Test

Cosimo Pancaro, Christoffer Kok, Carola Müller and Steven Ongena

22-58: Fake News in Social Networks

Christoph Aymanns, Jakob Foerster, Co-Pierre Georg and Matthias Weber

22-57: The Virtue of Complexity Everywhere

Bryan T. Kelly, Semyon Malamud and Kangying Zhou

22-56: Swiss Electricity Supply and Demand in 2017 and 2050. Is the Swiss 2050 energy plan viable?

Euan Mearns and Didier Sornette

22-55: Hedonic, Residual, and Matching Methods for Residential Land Valuation

Steven Bourassa and Martin Hoesli

22-54: Cheap Talk in Corporate Climate Commitments: The effectiveness of climate initiatives

Julia Anna Bingler, Mathias Kraus, Markus Leippold and Nicolas Webersinke

22-53: The End of the Crypto-Diversification Myth

Luciano Somoza and Antoine Didisheim

22-52: Flood, Farms and Credit: How Bank Ties Keep Farmers, Young and Female, above Water

Pejman Abedifar, Seyed Javad Kashizadeh and Steven Ongena

22-51: Foreign Exchange Swaps and Cross-Currency Swaps

Angelo Ranaldo

22-50: Graduating from Group to Individual Loans, with the Help of Personal Guarantees

Vasso Ioannidou, Sheng Li, Mrinal Mishra and Steven Ongena

22-49: The impact of the Russia-Ukraine conflict on the green energy transition – A capital market perspective

Martin Nerlinger and Sebastian Utz

22-48: Bitcoin Price Factors: Natural Language Processing Approach

Oksana Bashchenko

22-47: When do proxy advisors improve corporate decisions?

Berno Buechel, Lydia Mechtenberg and Alexander Wagner

22-46: How Sustainable Is Swiss Real Estate? Evidence from Institutional Property Portfolios

Fabio Alessandrini, Eric Jondeau, Ghislaine Lang and Evert Reins

22-45: Environmental Subsidies to Mitigate Transition Risk

Eric Jondeau, Grégory Levieuge, Jean-Guillaume Sahuc and Gauthier Vermandel

22-44: Misfortunes Never Come Alone: From the Financial Crisis to the COVID-19 Pandemic

Antonio Moreno, Steven Ongena, Alexia Ventula Veghazy and Alexander Wagner

22-43: Non-Normal Interactions Create Socio-Economic Bubbles

Didier Sornette, Sandro Claudio Lera, Jianhong Lin and Ke Wu

22-42: Green versus sustainable loans: The impact on firms’ ESG performance

Özlem Dursun- de Neef, Steven Ongena and Gergana Tsonkova

22-41: Polytope Fraud Theory

Dongshuai Zhao, Zhongli Wang, Florian Schweizer-Gamborino and Didier Sornette

22-40: Liquidity Provision to Leveraged ETFs and Equity Options Rebalancing Flows: Evidence from End-of-Day Stock Prices

Andrea Barbon, Heiner Beckmeyer, Andrea Buraschi and Mathis Moerke

22-39: Can the Government Be an Effective Venture Capital Investor?

Martina Fraschini, Andrea Maino and Luciano Somoza

22-38: On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges

Andrea Barbon and Angelo Ranaldo

22-37: Agent-based model generating stylized facts of fixed income markets

Antoine Kopp, Rebecca Westphal and Didier Sornette

22-36: Economic Policy Uncertainty and the Yield Curve

Markus Leippold and Felix Matthys

22-35: Can unconventional monetary policy contribute to climate action?

Alice Eliet-Doillet and Andrea Maino

22-34: On the Directional Destabilizing Feedback Effects of Option Hedging

Didier Sornette, Florian Ulmann and Alexander Wehrli

22-33: Back to the Roots of Internal Credit Risk Models: Why Do Banks’ Risk-Weighted Asset Levels Converge over Time?

Victoria Böhnke, Steven Ongena, Florentina Paraschiv and Endre J Reite

22-32: The Role of the End Time in Experimental Asset Markets

Anita Kopányi-Peuker and Matthias Weber

22-31: The Impact of the SBA Funding Programs on the Distance and Pricing of Loans to Small Businesses

Manish Gupta and Steven Ongena

22-30: Ensemble learning for portfolio valuation and risk management

Lotfi Boudabsa and Damir Filipović

22-29: War and Policy: Investor Expectations on the Net-Zero Transition

Ming Deng, Markus Leippold, Alexander Wagner and Qian Wang

22-28: “There is No Planet B", but for Banks “There are Countries B to Z": Domestic Climate Policy and Cross-Border Bank Lending

Emanuela Benincasa, Gazi Kabaş and Steven Ongena

22-27: The Wealth Creation Effect in Stock Returns

Francesco A. Franzoni, Daniel Obrycki and Rafael Resendes

22-26: The Economics of Sustainability Linked Bonds

Tony Berrada, Leonie Engelhardt, Rajna Gibson and Philipp Krueger

22-25: ESG and Systemic Risk

George-Marian Aevoae, Alin Marius Andries, Steven Ongena and Nicu Sprincean

22-24: Stripping the Discount Curve - a Robust Machine Learning Approach

Damir Filipović, Markus Pelger and Ye Ye

22-23: Deconstructing ESG Scores: How to Invest with Your own Criteria

Torsten Ehlers, Ulrike Elsenhuber, Kumar Jegarasasingam and Eric Jondeau