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Working Papers on Finance

From University of St. Gallen, School of Finance
Contact information at EDIRC.

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1318: Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals Downloads
Massimiliano Caporin, Angelo Ranaldo and Gabriel G. Velo
1317: Electricity Derivatives Pricing with Forward-Looking Information Downloads
Roland Füss, Steffen Mahringer and Marcel Prokopczuk
1316: The Euro Interbank Repo Market Downloads
Loreano Mancini, Angelo Ranaldo and Jan Wrampelmeyer
1315: Understanding FX Liquidity Downloads
Nina Karnaukh, Angelo Ranaldo and Paul Söderlind
1314: Price Dynamics in Electricity Markets Downloads
Florentina Paraschiv
1313: Investors’ Behavior under Changing Market Volatility Downloads
Agustin Daviou and Florentina Paraschiv
1312: Extreme Spillover Between Shadow Banking and Regular Banking Downloads
Florentina Paraschiv and Minzi Qin
1311: Spot-forward Model for Electricity Prices Downloads
Stein-Erik Fleten, Florentina Paraschiv and Michel Schürle
1310: Relationship Banking in the Residential Mortgage Market? Evidence from Switzerland Downloads
Martin Brown and Matthias Hoffmann
1309: Does Price Fixing Benefit Corporate Managers? Downloads
Tanja Artiga Gonzalez, Markus Schmid and David Yermack
1308: The Determinants of Microinsurance Demand Downloads
Martin Eling, Shailee Pradhan and Joan T. Schmit
1307: Common Risk Factors of Infrastructure Firms Downloads
Semir Ben Ammar and Martin Eling
1306: Basis Risk, Procylicality, and Systemic Risk in the Solvency II Equity Risk Module Downloads
Martin Eling and David Pankoke
1305: Regulation in Microinsurance Markets: Principles, Practice, and Directions for Future Development Downloads
Christian Biener, Martin Eling and Joan T. Schmit
1304: Variance Risk Premiums in Foreign Exchange Markets Downloads
Manuel Ammann and Ralf Buesser
1303: Announcements of Interest Rate Forecasts: Do Policymakers Stick to Them? Downloads
Nikola Mirkov and Gisle Natvik
1302: Microfinance Banks and Household Access to Finance Downloads
Martin Brown, Benjamin Guin and Karolin Kirschenmann
1301: Financial Literacy, Household Investment and Household Debt: Evidence from Switzerland Downloads
Martin Brown and Roman Graf
1224: Research on Lapse in Life Insurance – What Has Been Done and What Needs to Be Done? Downloads
Martin Eling and Michael Kochanski
1223: Who is Changing Health Insurance Coverage? Empirical Evidence on Policyholder Dynamics Downloads
Marcus Christiansen, Martin Eling, Jan-Philipp Schmidt and Lorenz Zirkelbach
1222: Systemic Risk in the Insurance Sector – What Do We Know? Downloads
Martin Eling and David Pankoke
1221: The Value of Interest Rate Guarantees in Participating Life insurance Contracts: Status Quo and Alternative Product Design Downloads
Martin Eling and Stefan Holder
1220: Medium-term Planning for Thermal Electricity Production Downloads
Raimund Kovacevic and Florentina Paraschiv
1219: Adjustment Policy of Deposit Rates in the Case of Swiss non-Maturing Savings Accounts Downloads
Florentina Paraschiv
1218: Modeling Non-maturing Savings Volumes Downloads
Florentina Paraschiv
1217: Is Director Industry Experience Valuable? Downloads
Felix von Meyerinck, David Oesch and Markus Schmid
1216: Decomposing Performance Downloads
Daniel Hoechle, Markus Schmid and Heinz Zimmermann
1215: Time Stamp Errors and the Stock Price Reaction to Analyst Recommendation and Forecast Revisions Downloads
Daniel Hoechle, Nic Schaub and Markus Schmid
1214: Risk Spillovers in International Equity Portfolios Downloads
Mateo Bonato, Massimiliano Caporin and Angelo Ranaldo
1213: On the Predictability of Stock Prices: a Case for High and Low Prices Downloads
Massimiliano Caporin, Angelo Ranaldo and Paolo Santucci de Magistris
1212: Limits to Arbitrage during the Crisis: Finding Liquidity Constraints and Covered Interest Parity Downloads
Tommaso Mancini Griffoli and Angelo Ranaldo
1211: Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model Downloads
Matteo Bonato, Massimiliano Caporin and Angelo Ranaldo
1210: Fragmentation in European Equity Markets and Market Quality – Evidence from the Analysis of Trade-Throughs Downloads
Alexander Kohler and Rico von Wyss
1209: Where does Information Processing in a Fragmented Market Take Place? – Evidence from the Swiss Stock Market after MiFID Downloads
Alexander Kohler and Rico von Wyss
1208: Central Bank Reserves and the Yield Curve at the ZLB Downloads
Nikola Mirkov and Barbara Sutter
1207: Contagious Bank Runs: Experimental Evidence Downloads
Martin Brown, Stefan Trautmann and Razvan Vlahu
1206: Foreign Bank Ownership and Household Credit Downloads
Thorsten Beck
1205: Long-term Unemployment over the Business Cycle, Skill Loss, and Monetary Policy Downloads
Daniel Kienzler
1204: Do Newspaper Articles Predict Aggregate Stock Returns? Downloads
Manuel Ammann, Roman Frey and Michael Verhofen
1203: Information or Insurance? On the Role of Loan Officer Discretion in Credit Assessment Downloads
Martin Brown, Matthias Schaller, Simone Westerfeld and Markus Heusler
1202: An Alternative Three-Factor Model for International Markets: Evidence from the European Monetary Union Downloads
Manuel Ammann, Sandro Odoni and David Oesch
1201: International Financial Transmission of the US Monetary Policy: An Empirical Assessment Downloads
Nikola Mirkov
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