Working Papers

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2023-04: The economic impact of Russia’s invasion of Ukraine on European countries - a SVAR approach

Jonas M. Bruhin, Rolf Scheufele and Yannic Stucki

2023-03: Payments and prices

Dirk Niepelt

2023-02: The kindness of strangers: Brexit and bilateral financial linkages

Andreas Fischer and Pinar Yesin

2023-01: Nowcasting economic activity using transaction payments data

Laura Felber and Simon Beyeler

2022-14: The exchange rate elasticity of the Swiss current account

Johannes Eugster and Giovanni Donato

2022-13: The growing importance of investment funds in capital flows

Richard Schmidt and Pinar Yesin

2022-12: Price setting before and during the pandemic: evidence from Swiss consumer prices

Barbara Rudolf and Pascal Seiler

2022-11: Measuring Swiss employment growth: a measurement-error approach

Yannic Stucki

2022-10: Systemic bank runs without aggregate risk: how a misallocation of liquidity may trigger a solvency crisis

Lukas Altermatt, Hugo van Buggenum and Lukas Voellmy

2022-09: CDS market structure and bond spreads

Andrada Bilan and Yalin Gündüz

2022-08: Responses of Swiss bond yields and stock prices to ECB policy surprises

Thomas Nitschka and Diego M. Hager

2022-07: Firm net worth, external finance premia and monitoring cost - estimates based on firm-level data

Gregor Bäurle, Sarah Lein and Elizabeth Steiner

2022-06: Public debt management announcements under "beat-the-market" opportunities

Alexander Dentler and Enzo Rossi

2022-05: What were they thinking? Estimating the quarterly forecasts underlying annual growth projections

Christian Hepenstrick and Jason Blunier

2022-04: The influence of financial corporations on IMF lending: Has it changed with the global financial crisis?

Lena Lee Andresen

2022-03: Analysing households' consumption and saving patterns using tax data

Alain Galli and Rina Rosenblatt-Wisch

2022-02: Measuring and stress-testing market-implied bank capital

Martin Indergand, Eric Jondeau and Andreas Fuster

2022-01: Fiscal regimes and the exchange rate

Enrique Alberola, Carlos Cantu Garcia, Paolo Cavallino and Nikola Mirkov

2021-20: Shooting up liquidity: the effect of crime on real estate

Alexander Dentler and Enzo Rossi

2021-19: Retail CBDC purposes and risk transfers to the central bank

Romain Baeriswyl, Samuel Reynard and Alexandre Swoboda

2021-18: Are banks still 'too big to fail'? - A market perspective

Nicole Allenspach, Oleg Reichmann and Javier Rodriguez-Martin

2021-17: Reserve tiering and the interbank market

Lucas Fuhrer, Matthias Jüttner, Jan Wrampelmeyer and Matthias Zwicker

2021-16: Fiscal policy in a monetary union with downward nominal wage rigidity

Matthias Burgert, Philipp Pfeiffer and Werner Roeger

2021-15: Scale effects on efficiency and profitability in the Swiss banking sector

Marc Blatter and Andreas Fuster

2021-14: Monetary policy financial transmission and treasury liquidity premia

Maxime Phillot and Samuel Reynard

2021-13: Does the market believe in loss-absorbing bank debt?

Martin Indergand and Gabriela Hrasko

2021-12: What drives inflation and how? Evidence from additive mixed models selected by cAIC

Philipp F. M. Baumann, Enzo Rossi and Alexander Volkmann

2021-11: The rise in foreign currency bonds: the role of US monetary policy and capital controls

Philippe Bacchetta, Rachel Arulraj-Cordonier and Ouarda Merrouche

2021-10: Tiers of joy? Reserve tiering and bank behavior in a negative-rate environment

Andreas Fuster, Tan Schelling and Pascal Towbin

2021-09: Optimal monetary policy with the risk-taking channel

Angela Abbate and Dominik Thaler

2021-08: Habits die hard: implications for bond and stock markets internationally

Thomas Nitschka and Shajivan Satkurunathan

2021-07: Real interest rates and demographic developments across generations: A panel-data analysis over two centuries

Lucas Fuhrer and Nils Herger

2021-06: On the transmission of monetary policy to the housing market

Winfried Koeniger, Benedikt Lennartz and Marc-Antoine Ramelet

2021-05: The dynamics of bank rates in a negative-rate environment - the Swiss case

Romain Baeriswyl, Lucas Fuhrer, Petra Gerlach-Kristen and Jörn Tenhofen

2021-04: Financial inclusion, technology and their impacts on monetary and fiscal policy: theory and evidence

Robert Oleschak

2021-03: How to issue a central bank digital currency

David Chaum, Christian Grothoff and Thomas Moser

2021-02: The safety premium of safe assets

Jens Christensen and Nikola Mirkov

2021-01: The rise of digital watchers

Till Ebner, Thomas Nellen and Jörn Tenhofen

2020-25: Firms' participation in the COVID-19 loan programme

Lucas Fuhrer, Marc-Antoine Ramelet and Jörn Tenhofen

2020-24: (In)Efficiencies of current financial market infrastructures - a call for DLT?

Basil Guggenheim, Sébastien Kraenzlin and Christoph Meyer

2020-23: Demographics, pension systems, and the current account: an empirical assessment using the IMF current account model

Miriam Koomen and Laurence Wicht

2020-22: A neoclassical perspective on Switzerland's 1990s stagnation

Yannic Stucki and Jacqueline Thomet

2020-21: Short-term determinants of bilateral exchange rates: A decomposition model for the Swiss franc

Fabian Fink, Lukas Frei and Oliver Gloede

2020-20: A multi-sector analysis of Switzerland's gains from trade

Laurence Wicht

2020-19: Exploring BIS credit-to-GDP gap critiques: the Swiss case

Terhi Jokipii, Reto Nyffeler and Stéphane Riederer

2020-18: Spillovers to exchange rates from monetary and macroeconomic communications events

Enzo Rossi and Vincent Wolff

2020-17: Does communication influence executives' opinion of central bank policy?

In Do Hwang and Enzo Rossi

2020-16: Money, inflation and the financial crisis: the case of Switzerland

Peter Kugler and Samuel Reynard

2020-15: COVID-19 and regional shifts in Swiss retail payments

Sébastien Kraenzlin, Christoph Meyer and Thomas Nellen

2020-14: Lower bound uncertainty and long-term interest rates

Christian Grisse