Swiss Finance Institute Research Paper Series

Continuation of FAME Research Paper Series.

From Swiss Finance Institute
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21-69: Persuasion by Dimension Reduction

Semyon Malamud and Andreas Schrimpf

21-68: Expectations and Aggregate Risk

Lorenzo Bretscher, Aytek Malkhozov and Andrea Tamoni

21-67: Counteroffers and Price Descrimination in Mortgage Lending

Steven Ongena, Florentina Paraschiv and Endre J Reite

21-66: The countercyclical capital buffer and the composition of bank lending

Raphael Auer, Alexandra Matyunina and Steven Ongena

21-65: Various Course Proposals for: Mathematics with a View Towards (the Theoretical Underpinnings of) Machine Learning

Marc S. Paolella

21-64: The Impact of Monetary Conditions on Bank Lending to Households

Gyozo Gyongyosi, Steven Ongena and Ibolya Schindele

21-63: Climate-Related Disasters and the Death Toll

Valérie Chavez-Demoulin, Eric Jondeau and Linda Mhalla

21-62: Hedonic Models and Market Segmentation

Steven Bourassa, Martijn Dröes and Martin Hoesli

21-61: Scale Effects on Efficiency and Profitability in the Swiss Banking Sector

Marc Blatter and Andreas Fuster

21-60: Dynamic Currency Hedging with Ambiguity

Pawel Polak and Urban Ulrych

21-59: Greening the Swiss National Bank's Portfolio

Ruediger Fahlenbrach and Eric Jondeau

21-58: Capital Requirements and Claims Recovery: A New Perspective on Solvency Regulation

Cosimo Munari, Stefan Weber and Lutz Wilhelmy

21-57: Limited Liability and the Demand for Coinsurance by Individuals and Corporations

Andrea Bergesio, Pablo Koch-Medina and Cosimo Munari

21-56: Deposit Insurance, Bank Ownership and Depositor Behavior

Sumeyra Atmaca, Karolin Kirschenmann, Steven Ongena and Koen Schoors

21-55: Bank Credit and Market-Based Finance for Corporations: The Effects of Minibond Issuances

Steven Ongena, Sara Pinoli, Paola Rossi and Alessandro Scopelliti

21-54: Economic Support during the COVID Crisis. Quantitative Easing and Lending Support Schemes in the UK

Mahmoud Fatouh, Simone Giansante and Steven Ongena

21-53: Universal Time Preference

Marc Oliver Rieger, Thorsten Hens and Mei Wang

21-52: The Long-Term Effects of Capital Requirements

Gianni De Nicolo, Nataliya Klimenko, Sebastian Pfeil and Jean Rochet

21-51: Smart Stochastic Discount Factors

Sofonias A. Korsaye, Alberto Quaini and Fabio Trojani

21-50: Significant Hot Hand Effect in International Cricket

Sumit Kumar Ram, Shyam Nandan and Didier Sornette

21-49: Estimation and Comparison Between Rank-Dependent Expected Utility, Cumulative Prospect Theory and Quantum Decision Theory

Giuseppe Ferro, Tatyana Kovalenko and Didier Sornette

21-48: Pricing Event Risk: Evidence from Concave Implied Volatility Curves

Lykourgos Alexiou, Amit Goyal, Alexandros Kostakis and Leonidas Rompolis

21-47: FinTech Credit and Entrepreneurial Growth

Harald Hau, Yi Huang, Hongzhe Shan and Zixia Sheng

21-46: Relationship Capital and Financing Decisions

Thomas Geelen, Erwan Morellec and Natalia Rostova

21-45: Constrained Polynomial Likelihood

Caio Almeida and Paul Schneider

21-44: The Effects of Mandatory ESG Disclosure Around the World

Philipp Krueger, Zacharias Sautner, Dragon Yongjun Tang and Rui Zhong

21-43: Do we need dealers in OTC markets?

Terrence Hendershott, Dmitry Livdan and Norman Schürhoff

21-42: What Is the Impact of Mutual Funds' ESG Preferences on Portfolio Firms?

Maxime Couvert

21-41: How Resilient is Mortgage Credit Supply? Evidence from the Covid-19 Pandemic

Andreas Fuster, Aurel Hizmo, Lauren Lambie-Hanson, James Vickery and Paul Willen

21-40: The Effect of Board Overlap on Firm Behavior

Heng Geng, Harald Hau, Roni Michaely and Binh Nguyen

21-39: Unlocking ESG Premium from Options

Jie Cao, Amit Goyal, Xintong Zhan and Weiming Elaine Zhang

21-38: A Theory of Debt Accumulation and Deficit Cycles

Antonio Mele

21-37: Disasters, Large Drawdowns, and Long-term Asset Management

Eric Jondeau and Alexandre Pauli

21-36: “Salvation and Profit”: Deconstructing the Clean-Tech Bubble

Vincent Giorgis, Tobias Huber and Didier Sornette

21-35: Excess financial volatility explained by endogenous excitations revealed by EM calibrations of a generalized Hawkes point process

Alexander Wehrli and Didier Sornette

21-34: ALIENs and Continuous Time Economies

Goutham Gopalakrishna

21-33: Event studies on investor sentiment

Marc-Aurèle Divernois and Damir Filipović

21-32: Revisiting metropolitan house price-income relationships

Elias Oikarinen, Steven Bourassa, Martin Hoesli and Janne Engblom

21-31: Squeezing Shorts Through Social News Platforms

Angel Tengulov, Franklin Allen, Eric Nowak and Matteo Pirovano

21-30: The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times

Ruggero Jappelli, Loriana Pelizzon and Alberto Plazzi

21-29: Strategic Similarity in Mergers and Acquisitions

Tina Oreski

21-28: Information Pools and Insider Trading: A Snapshot of America's Financial Elite

Antoine Didisheim and Luciano Somoza

21-27: The Performance of Non-Listed Opportunity Real Estate Funds in China

Graeme Newell, Jufri Marzuki, Martin Hoesli and Rose Neng Lai

21-26: ICO Analysts

Andreas Barth, Valerie Laturnus, Sasan Mansouri and Alexander Wagner

21-25: Central Bank Digital Currency and Balance Sheet Policy

Martina Fraschini, Luciano Somoza and Tammaro Terracciano

21-24: Dynamical Internal Cost of Capital Driven by Cash Flow Growth

David Solo, Didier Sornette and Florian Ulmann

21-23: Direct democracy, corporate political strategy, and firm value

Ruediger Fahlenbrach, Alexei Ovtchinnikov and Philip Valta

21-22: Greening (Runnable) Brown Assets with a Liquidity Backstop

Eric Jondeau, Benoit Mojon and Cyril Monnet

21-21: Backcasting, Nowcasting, and Forecasting Residential Repeat-Sales Returns: Big Data meets Mixed Frequency

Matteo Garzoli, Alberto Plazzi and Rossen I. Valkanov

21-20: How Green FinTech Can Alleviate the Impact of Climate Change—The Case of Switzerland

Thomas Puschmann, Christian Hoffmann and Valentyn Khmarskyi