Working Papers

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2011-13: K-state switching models with endogenous transition distributions

Sylvia Kaufmann

2011-12: Interoperability between central counterparties

Jürg Mägerle and Thomas Nellen

2011-11: On the Predictability of Stock Prices: a Case for High and Low Prices

Massimiliano Caporin and Angelo Ranaldo

2011-10: Spatial Competition in Quality, Demand-Induced Innovation, and Schumpeterian Growth

Raphael Auer and Philip Sauré

2011-09: Low-Wage Import Competition, Inflationary Pressure,and Industry Dynamics in Europe

Raphael Auer, Kathrin Degen and Andreas Fischer

2011-08: Mortgage Rate Pass-Through in Switzerland

Iva Cecchin

2011-07: Sectoral Inflation Dynamics, Idiosyncratic Shocks and Monetary Policy

Daniel Kaufmann and Sarah Lein

2011-06: Is there any evidence of a Greenspan put?

Pamela Hall

2011-05: Exploring an uncharted market: Evidence on the unsecured Swiss franc money market

Basil Guggenheim, Sébastien Kraenzlin and Silvio Schumacher

2011-04: Intraday patterns in FX returns and order flow

Francis Breedon and Angelo Ranaldo

2011-03: Foreign currency returns and systematic risks

Victoria Galsband and Thomas Nitschka

2011-02: Foreign Currency Loans - Demand or Supply Driven?

Martin Brown, Karolin Kirschenmann and Steven Ongena

2011-01: Which Households Use Banks? Evidence from the Transition Economies

Thorsten Beck and Martin Brown

2010-19: Executive Compensation: A General Equilibrium Perspective

Jean-Pierre Danthine

2010-18: Are Imports from Rich Nations Deskilling Emerging Economies? - Human Capital and the Dynamic Effects of Trade

Raphael Auer

2010-17: Immigration and large banknotes

Andreas Fischer

2010-16: Immigration and Swiss House Prices

Kathrin Degen and Andreas Fischer

2010-15: Monerary Policy Response to Oil Price Shocks

Jean-Marc Natal

2010-14: Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity

Tommaso Mancini Griffoli and Angelo Ranaldo

2010-13: Consumer Heterogeneity and the Impact of Trade Liberalization: How Representative is the Representative Agent Framework?

Raphael Auer

2010-12: Macroeconomic and interest rate volatility under alternative monetary operating procedures

Petra Gerlach-Kristen and Barbara Rudolf

2010-11: Momentum in stock market returns: Implications for risk premia on foreign currencies

Thomas Nitschka

2010-10: The Business Cycle Implications of Reciprocity in Labor Relations

Jean-Pierre Danthine

2010-09: Who Needs Credit and Who Gets Credit in Eastern Europe?

Martin Brown, Steven Ongena, Alexander Popov and Pinar Yesin

2010-08: Estimating a stock-flow model for the Swiss housing market

Elizabeth Steiner

2010-07: Overreporting Oil Reserves

Philip Sauré

2010-06: Daytime is money

Sébastien Kraenzlin and Thomas Nellen

2010-05: The Impact of Banking Sector Stability on the Real Economy

Pierre Monnin and Terhi Jokipii

2010-04: Modeling Monetary Policy

Samuel Reynard and Andreas Schabert

2010-03: Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums

Loriano Mancini, Angelo Ranaldo and Jan Wrampelmeyer

2010-02: The Timing of Price Changes and the Role of Heterogeneity

Daniel Kaufmann

2010-01: The Time-Varying Systematic Risk of Carry Trade Strategies

Charlotte Christiansen, Angelo Ranaldo and Paul Söderlind

2009-16: Monetary determinants of the Swiss franc

Carlos Lenz and Marcel Savioz

2009-15: Demand for Reserves and the Central Bank's Management of Interest Rates

Martin Schlegel and Sébastien Kraenzlin

2009-14: Bidding Behavior in the SNB's Repo Auctions

Sébastien Kraenzlin and Martin Schlegel

2009-13: Productivity and economic growth in Switzerland 1991-2005

Barbara Rudolf and Mathias Zurlinden

2009-12: Effects of Trade on Female Labor Force Participation

Philip Sauré and Hosny Zoabi

2009-11: Banking and Transparency: Is More Information Always Better?

Nicole Allenspach

2009-10: Bounded Love of Variety and Patterns of Trade

Philip Sauré

2009-09: Bank Capital Buffer and Risk Adjustment Decisions

Terhi Jokipii and Alistair Milne

2009-08: Banks and Real Estate Prices

Christian Hott

2009-07: Optimal Central Counterparty Risk Management

Philipp Haene and Andy Sturm

2009-06: Capacity Utilisation, Constraints and Price Adjustments under the Microscope

Sarah Lein and Eva Köberl

2009-05: Explaining House Price Fluctuations

Christian Hott

2009-04: Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty

Paul Söderlind

2009-03: Forecasting realized (co)variances with a block structure Wishart autoregressive model

Matteo Bonato, Massimiliano Caporin and Angelo Ranaldo

2009-02: Foreign Currency Borrowing by Small Firms

Martin Brown, Steven Ongena and Pinar Yesin

2009-01: Measurement of labor quality growth caused by unobservable characteristics

Thomas Bolli and Mathias Zurlinden

2008-19: Borrowing in Foreign Currency: Austrian Households as Carry Traders

Christian Beer, Steven Ongena and Marcel Peter

2008-18: The Effect of Low-Wage Import Competition on U.S. Inflationary Pressure

Raphael Auer and Andreas Fischer