Working Papers

From Swiss National Bank
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2007-11: The reaction of asset markets to Swiss National Bank communication

Angelo Ranaldo and Enzo Rossi

2007-10: Applying the Hirose-Kamada filter to Swiss data: Output gap and exchange rate pass-through estimates

Franziska Bignasca and Enzo Rossi

2007-09: The Colonial Origins of Comparative Development: Comment. A Solution to the Debate on Settler Mortality Rates

Raphael Auer

2007-08: An Orthogonal Polynomial Approach to Estimate the Term Structure of Interest Rates

Hans-Jürg Büttler

2007-07: Banking Sector Reform and Interest Rates in Transition Economies: Bank-Level Evidence from Kyrgyzstan

Martin Brown, Maria Clara Rueda Maurer, Tamara Pak and Nurlanbek Tynaev

2007-06: Loss Aversion in Aggregate Macroeconomic Time Series

Rina Rosenblatt-Wisch

2007-05: Maintaining Low Inflation: Money, Interest Rates, and Policy Stance

Samuel Reynard

2007-04: Why 'Basel II' May Need a Leverage Ratio Restriction

Jürg Blum

2007-03: Segmentation and Time-of-Day Patterns in Foreign Exchange Markets

Angelo Ranaldo

2007-02: Federal Reserve Policy viewed through a Money Supply Lens

Ibrahim Chowdhury and Andreas Schabert

2007-01: Do FX traders in Bishkek have similar perceptions to their London colleagues? Survey evidence of market practitioners' views

Andreas Fischer and Ulan Termechikov

2006-11: Intraday Market Dynamics Around Public Information Arrivals

Angelo Ranaldo

2006-10: On Understanding Sources of Growth and Output Gaps for Switzerland

Kevin Fox and Mathias Zurlinden

2006-09: A Two-Pillar Phillips Curve for Switzerland

Petra Gerlach-Kristen

2006-08: Can bank supervisors rely on market data? A critical assessment from a Swiss perspective

Urs Birchler and Matteo Facchinetti

2006-07: Money and the Great Disinflation

Samuel Reynard

2006-06: Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data

Marlene Amstad and Andreas Fischer

2006-05: Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland

Katrin Assenmacher and Stefan Gerlach

2006-04: The Exposure of Swiss Banks to Macroeconomic Shocks - an Empirical Investigation

Hansjörg Lehmann and Michael Manz

2006-03: Credit Reporting, Relationship Banking, and Loan Repayment

Martin Brown and Christian Zehnder

2006-02: Realized Bond-Stock Correlation: Macroeconomic Announcement Effects

Charlotte Christiansen and Angelo Ranaldo

2006-01: Measuring Income Elasticity for Swiss Money Demand: What do the Cantons say about Financial Innovation?

Andreas Fischer

2005-02: On the Inadequacy of Newswire Reports for Empirical Research on Foreign Exchange Interventions

Andreas Fischer

2005-01: The Phillips curve under state-dependent pricing

Hasan Bakhshi, Hashmat Khan and Barbara Rudolf

2004-02: What Does the Yield on Subordinated Bank Debt Measure?

Diana Hancock and Urs Birchler

2004-01: Financial Market Participation and the Apparent Instability of Money Demand

Samuel Reynard