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Content
2024
- 2024-13 You are how you pay: understanding and identifying the payment behavior of sociodemographic groups
by Aurel Ruben Mäder & Matthias Jüttner & Daniel Gatica-Perez - 2024-12 Quantifying uncertainty: a new era of measurement through large language models
by Francesco Audrino & Jessica Gentner & Simon Stalder - 2024-11 Oil price shocks and household heterogeneity: the income side
by Marc-Antoine Ramelet & Anna Zeitz - 2024-10 A decade of low interest rates: impact on Swiss bank profitability
by Terhi Jokipii & Jayson Danton - 2024-09 Regulating decentralized systems: evidence from sanctions on Tornado Cash
by Anders Brownworth & Jon Durfee & Michael Junho Lee & Antoine Martin - 2024-08 Corporate leverage and the effects of monetary policy on investment: a reconciliation of micro and macro elasticities
by Gabriel Züllig & Valentin Grob - 2024-07 Evidence on the international financial spillovers of the New York Bankers' Panic of 1907
by Thomas Nitschka - 2024-06 Nowcasting GDP: what are the gains from machine learning algorithms?
by Milen Arro-Cannarsa & Rolf Scheufele - 2024-05 The role of hedge funds in the Swiss franc foreign exchange market
by Jessica Gentner - 2024-04 FX interventions as a form of unconventional monetary policy
by Tobias Cwik & Christoph Winter - 2024-03 Decomposing liquidity risk in banking models
by Lukas Voellmy - 2024-02 The impact of exchange rate fluctuations on markups - firm-level evidence for Switzerland
by Elizabeth Steiner - 2024-01 The interest rate sensitivity of house prices: international evidence on its state dependence
by Matthias Burgert & Johannes Eugster & Victoria Otten
2023
- 2023-08 Consumer adoption and use of financial technology: "tap and go" payments
by Martin Brown & Laura Felber & Christoph Meyer - 2023-07 Assessing economic sentiment with newspaper text indices: evidence from Switzerland
by Marie-Catherine Bieri - 2023-06 Cashless payments and consumer spending
by Martin Brown & Yves Nacht & Thomas Nellen & Helmut Stix - 2023-05 Exchange rate shocks and equity prices: the role of currency denomination
by Romain Baeriswyl & Alex Oktay & Marc-Antoine Ramelet - 2023-04 The economic impact of Russia’s invasion of Ukraine on European countries - a SVAR approach
by Jonas M. Bruhin & Rolf Scheufele & Yannic Stucki - 2023-03 Payments and prices
by Dirk Niepelt - 2023-02 The kindness of strangers: Brexit and bilateral financial linkages
by Andreas M. Fischer & Pinar Yesin - 2023-01 Nowcasting economic activity using transaction payments data
by Laura Felber & Simon Beyeler
2022
- 2022-14 The exchange rate elasticity of the Swiss current account
by Johannes Eugster & Giovanni Donato - 2022-13 The growing importance of investment funds in capital flows
by Richard Schmidt & Pinar Yesin - 2022-12 Price setting before and during the pandemic: evidence from Swiss consumer prices
by Barbara Rudolf & Pascal Seiler - 2022-11 Measuring Swiss employment growth: a measurement-error approach
by Yannic Stucki - 2022-10 Systemic bank runs without aggregate risk: how a misallocation of liquidity may trigger a solvency crisis
by Lukas Altermatt & Hugo van Buggenum & Lukas Voellmy - 2022-09 CDS market structure and bond spreads
by Andrada Bilan & Yalin Gündüz - 2022-08 Responses of Swiss bond yields and stock prices to ECB policy surprises
by Thomas Nitschka & Diego M. Hager - 2022-07 Firm net worth, external finance premia and monitoring cost - estimates based on firm-level data
by Gregor Bäurle & Sarah M. Lein & Elizabeth Steiner - 2022-06 Public debt management announcements under "beat-the-market" opportunities
by Alexander Dentler & Enzo Rossi - 2022-05 What were they thinking? Estimating the quarterly forecasts underlying annual growth projections
by Christian Hepenstrick & Jason Blunier - 2022-04 The influence of financial corporations on IMF lending: Has it changed with the global financial crisis?
by Lena Lee Andresen - 2022-03 Analysing households' consumption and saving patterns using tax data
by Alain Galli & Rina Rosenblatt-Wisch - 2022-02 Measuring and stress-testing market-implied bank capital
by Martin Indergand & Eric Jondeau & Andreas Fuster - 2022-01 Fiscal regimes and the exchange rate
by Enrique Alberola & Carlos Cantú & Paolo Cavallino & Nikola Mirkov
2021
- 2021-20 Shooting up liquidity: the effect of crime on real estate
by Alexander Dentler & Enzo Rossi - 2021-19 Retail CBDC purposes and risk transfers to the central bank
by Romain Baeriswyl & Samuel Reynard & Alexandre Swoboda - 2021-18 Are banks still 'too big to fail'? - A market perspective
by Nicole Allenspach & Oleg Reichmann & Javier Rodriguez-Martin - 2021-17 Reserve tiering and the interbank market
by Lucas Marc Fuhrer & Matthias Jüttner & Jan Wrampelmeyer & Matthias Zwicker - 2021-16 Fiscal policy in a monetary union with downward nominal wage rigidity
by Matthias Burgert & Philipp Pfeiffer & Werner Roeger - 2021-15 Scale effects on efficiency and profitability in the Swiss banking sector
by Marc Blatter & Andreas Fuster - 2021-14 Monetary policy financial transmission and treasury liquidity premia
by Maxime Phillot & Samuel Reynard - 2021-13 Does the market believe in loss-absorbing bank debt?
by Martin Indergand & Gabriela Hrasko - 2021-12 What drives inflation and how? Evidence from additive mixed models selected by cAIC
by Philipp F. M. Baumann & Enzo Rossi & Alexander Volkmann - 2021-11 The rise in foreign currency bonds: the role of US monetary policy and capital controls
by Philippe Bacchetta & Rachel Cordonier & Ouarda Merrouche - 2021-10 Tiers of joy? Reserve tiering and bank behavior in a negative-rate environment
by Andreas Fuster & Tan Schelling & Pascal Towbin - 2021-09 Optimal monetary policy with the risk-taking channel
by Angela Abbate & Dominik Thaler - 2021-08 Habits die hard: implications for bond and stock markets internationally
by Thomas Nitschka & Shajivan Satkurunathan - 2021-07 Real interest rates and demographic developments across generations: A panel-data analysis over two centuries
by Lucas Marc Fuhrer & Nils Herger - 2021-06 On the transmission of monetary policy to the housing market
by Winfried Koeniger & Benedikt Lennartz & Marc-Antoine Ramelet - 2021-05 The dynamics of bank rates in a negative-rate environment - the Swiss case
by Romain Baeriswyl & Lucas Marc Fuhrer & Petra Gerlach & Jörn Tenhofen - 2021-04 Financial inclusion, technology and their impacts on monetary and fiscal policy: theory and evidence
by Robert Oleschak - 2021-03 How to issue a central bank digital currency
by David Chaum & Christian Grothoff & Thomas Moser - 2021-02 The safety premium of safe assets
by Jens H. E. Christensen & Nikola Mirkov - 2021-01 The rise of digital watchers
by Till Ebner & Thomas Nellen & Jörn Tenhofen
2020
- 2020-25 Firms' participation in the COVID-19 loan programme
by Lucas Marc Fuhrer & Marc-Antoine Ramelet & Jörn Tenhofen - 2020-24 (In)Efficiencies of current financial market infrastructures - a call for DLT?
by Basil Guggenheim & Sébastien P. Kraenzlin & Christoph Meyer - 2020-23 Demographics, pension systems, and the current account: an empirical assessment using the IMF current account model
by Miriam Koomen & Laurence Wicht - 2020-22 A neoclassical perspective on Switzerland's 1990s stagnation
by Yannic Stucki & Jacqueline Thomet - 2020-21 Short-term determinants of bilateral exchange rates: A decomposition model for the Swiss franc
by Fabian Fink & Lukas Frei & Oliver Gloede - 2020-20 A multi-sector analysis of Switzerland's gains from trade
by Laurence Wicht - 2020-19 Exploring BIS credit-to-GDP gap critiques: the Swiss case
by Terhi Jokipii & Reto Nyffeler & Stéphane Riederer - 2020-18 Spillovers to exchange rates from monetary and macroeconomic communications events
by Enzo Rossi & Vincent Wolff - 2020-17 Does communication influence executives' opinion of central bank policy?
by In Do Hwang & Enzo Rossi - 2020-16 Money, inflation and the financial crisis: the case of Switzerland
by Peter Kugler & Samuel Reynard - 2020-15 COVID-19 and regional shifts in Swiss retail payments
by Sébastien P. Kraenzlin & Christoph Meyer & Thomas Nellen - 2020-14 Lower bound uncertainty and long-term interest rates
by Christian Grisse - 2020-13 Financial shocks and inflation dynamics
by Angela Abbate & Sandra Eickmeier & Esteban Prieto - 2020-12 Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time
by Toni Beutler & Matthias Gubler & Simona Hauri & Sylvia Kaufmann - 2020-11 Shall we twist?
by Sophie Altermatt & Simon Beyeler - 2020-10 Stock market evidence on the international transmission channels of US monetary policy surprises
by Tim D. Maurer & Thomas Nitschka - 2020-09 Double overreaction in beauty contests with information acquisition: theory and experiment
by Romain Baeriswyl & Kene Boun My & Camille Cornand - 2020-08 Deviations from covered interest rate parity and capital outflows: The case of Switzerland
by Albi Tola & Miriam Koomen & Amalia Repele - 2020-07 The margin of importing sectors in the gains from trade
by Laurence Wicht - 2020-06 Effects of macroprudential policies on bank lending and credit risks
by Stefanie Behncke - 2020-05 Negative interest rates, deposit funding and bank lending
by Tan Schelling & Pascal Towbin - 2020-04 News, sentiment and capital flows
by Kenza Benhima & Rachel Cordonier - 2020-03 A theory of the nominal character of stock securities
by Bernard Dumas & Marcel R. Savioz - 2020-02 The effect of monetary policy on the Swiss franc: an SVAR approach
by Christian Grisse - 2020-01 The impact of SNB monetary policy on the Swiss franc and longer-term interest rates
by Fabian Fink & Lukas Frei & Thomas Maag & Tanja Zehnder
2019
- 2019-06 Central Counterparty Auctions and Loss Allocation
by Robert Oleschak - 2019-05 Covered interest rate parity, relative funding liquidity and cross-currency repos
by Daniel Kohler & Benjamin Müller - 2019-04 Foreign currency loan conversions and currency mismatches
by Andreas M. Fischer & Pinar Yesin - 2019-03 Quantification of feedback effects in FX options markets
by Benjamin Anderegg & Didier Sornette & Florian Ulmann - 2019-02 The demand for Swiss banknotes: some new evidence
by Katrin Assenmacher & Franz Seitz & Jörn Tenhofen - 2019-01 Does the IMF Program Implementation Matter for Sovereign Spreads? The Case of Selected European Emerging Markets
by Darlena Tartari & Albi Tola
2018
- 2018-19 Negative Interest Rate, QE and Exit
by Samuel Reynard - 2018-18 The impact of guidance, short-term dynamics and individual characteristics on firms' long-term inflation expectations
by Hans-Ueli Hunziker & Christian Raggi & Rina Rosenblatt-Wisch & Attilio Zanetti - 2018-17 Carry trade and forward premium puzzle from the perspective of a safe-haven currency
by Thomas Nitschka & David Haab - 2018-16 Forecasting the production side of GDP
by Gregor Bäurle & Elizabeth Steiner & Gabriel Züllig - 2018-15 Sovereign debt crises and cross-country assistance
by Christian Grisse & Gisle J. Natvik - 2018-14 Has the American Output Growth Path Experienced a Permanent Change?
by Thomas Lustenberger - 2018-13 The Risk-Taking Channel of Liquidity Regulations and Monetary Policy
by Stephan Imhof & Cyril Monnet & Shengxing Zhang - 2018-12 Current account adjustment and retained earnings
by Andreas M. Fischer & Henrike Groeger & Philip U. Sauré & Pinar Yesin - 2018-11 Inflation Expectations: The Effect of Question Ordering on Forecast Inconsistencies
by Maxime Phillot & Rina Rosenblatt-Wisch - 2018-10 International Evidence on Professional Interest Rate Forecasts: The Impact of Forecasting Ability
by Alex Cukierman & Thomas Lustenberger - 2018-09 Did China's anti-corruption campaign affect the risk premium on stocks of global luxury goods firms?
by Thomas Nitschka - 2018-08 Do the rich pay their taxes early?
by Andreas M. Fischer & Lucca Zachmann - 2018-07 Confederation debt management since 1970
by Basil Guggenheim & Mario Meichle & Thomas Nellen - 2018-06 What do Swiss franc Libor futures really tell us?
by Lucas Marc Fuhrer & Basil Guggenheim & Matthias Jüttner - 2018-05 The speed of exchange rate pass-through
by Barthélémy Bonadio & Andreas M. Fischer & Philip U. Sauré - 2018-04 International Monetary Policy Transmission through Banks in Small Open Economies
by Simone Auer & Christian Friedrich & Maja Ganarin & Teodora Paligorova & Pascal Towbin - 2018-03 Observing and shaping the market: the dilemma of central banks
by Romain Baeriswyl & Camille Cornand & Bruno Ziliotto - 2018-02 Cultural Differences in Monetary Policy Preferences
by Adriel Jost - 2018-01 Loss Aversion at the Aggregate Level Across Countries and its Relation to Economic Fundamentals
by Reto Foellmi & Adrian Jäggi & Rina Rosenblatt-Wisch
2017
- 2017-18 Employment Adjustment and Financial Constraints - Evidence from Firm-level Data
by Gregor Bäurle & Sarah M. Lein & Elizabeth Steiner - 2017-17 The Social Value of Information: A Test of a Beauty and Non-Beauty Contest
by Thomas Lustenberger & Enzo Rossi - 2017-16 A Tale of Fire-Sales and Liquidity Hoarding
by Aleksander Berentsen & Benjamin Müller - 2017-15 Is Monetary Policy Too Complex for the Public? Evidence from the UK
by Adriel Jost - 2017-14 Predicting returns on asset markets of a small, open economy and the influence of global risks
by David Haab & Thomas Nitschka - 2017-13 Government Debt and Growth: The Role of Liquidity
by Mathieu Grobéty - 2017-12 Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?
by Thomas Lustenberger & Enzo Rossi - 2017-11 Portfolio rebalancing in times of stress
by Andreas M. Fischer & Rafael Greminger & Christian Grisse - 2017-10 The response of long-term yields to negative interest rates: evidence from Switzerland
by Christian Grisse & Silvio Schumacher - 2017-09 Computing long‐term market inflation expectations for countries without inflation expectation markets
by Petra Gerlach & Richhild Moessner & Rina Rosenblatt-Wisch - 2017-08 Which indicators matter? Analyzing the Swiss business cycle using a large-scale mixed-frequency dynamic factor model
by Alain Galli - 2017-07 International inflation spillovers - the role of different shocks
by Gregor Bäurle & Matthias Gubler & Diego R. Känzig - 2017-06 Liquidity in the Repo Market
by Lucas Marc Fuhrer - 2017-05 Lower bound beliefs and long-term interest rates
by Christian Grisse & Signe Krogstrup & Silvio Schumacher - 2017-04 The Impact of Interest Rate Risk on Bank Lending
by Toni Beutler & Robert Bichsel & Adrian Bruhin & Jayson Danton - 2017-03 International Inflation Spillovers Through Input Linkages
by Raphael A. Auer & Andrei A. Levchenko & Philip U. Sauré - 2017-02 Mixed-frequency models for tracking short-term economic developments in Switzerland
by Alain Galli & Christian Hepenstrick & Rolf Scheufele - 2017-01 The Balassa-Samuelson Effect Reversed: New Evidence from OECD Countries
by Matthias Gubler & Christoph Sax
2016
- 2016-19 A Portfolio Model of Quantitative Easing
by Jens H. E. Christensen & Signe Krogstrup - 2016-18 Securitisation, loan growth and bank funding: the Swiss experience since 1932
by Jonas Meuli & Thomas Nellen & Thomas Nitschka - 2016-17 Price change dispersion and time-varying pass-through to consumer prices
by Rita Fleer & Barbara Rudolf & Mathias Zurlinden - 2016-16 Changing dynamics at the zero lower bound
by Gregor Bäurle & Daniel Kaufmann & Sylvia Kaufmann & Rodney W. Strachan - 2016-15 Macroeconomic surprises, market environment and safe-haven currencies
by Adrian Jäggi & Martin Schlegel & Attilio Zanetti - 2016-14 Sticky consumption and wealth effects in Switzerland
by Alain Galli - 2016-13 Credit cycles and real activity - the Swiss case
by Gregor Bäurle & Rolf Scheufele - 2016-12 Networks and lending conditions: Empirical evidence from the Swiss franc money markets
by Silvio Schumacher - 2016-11 The Liquidity Coverage Ratio and Security Prices
by Lucas Marc Fuhrer & Benjamin Müller & Luzian Steiner - 2016-10 Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions
by Nikola Mirkov & Igor Pozdeev & Paul Söderlind - 2016-09 Cross-border Spillover Effects of Unconventional Monetary Policies on Swiss Asset Prices
by Severin Bernhard & Till Ebner - 2016-08 Capital Flows and the Swiss Franc
by Pinar Yesin - 2016-07 On the roles of different foreign currencies in European bank lending
by Signe Krogstrup & Cédric Tille - 2016-06 Price expectations and the US housing boom
by Pascal Towbin & Sebastian Weber - 2016-05 The banking sector and the Swiss financial account during the financial and European debt crises
by Raphael A. Auer & Cédric Tille - 2016-04 Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter
by Christian Hepenstrick & Massimiliano Marcellino - 2016-03 How reliable are cointegration-based estimates for wealth effects on consumption? Evidence from Switzerland
by Alain Galli - 2016-02 Exchange Rate Predictability and State-of-the-Art Models
by Pinar Yesin - 2016-01 Foreign PMIs: A reliable indicator for exports?
by Sandra Hanslin Grossmann & Rolf Scheufele
2015
- 2015-13 Collateralised liquidity, two-part tariff and settlement coordination
by Thomas Nellen - 2015-12 Private information, capital flows, and exchange rates
by Jacob Gyntelberg & Mico Loretan & Tientip Subhanij - 2015-11 Time-intensive R&D and unbalanced trade
by Philip U. Sauré - 2015-10 Ben Bernanke vs. Janet Yellen: Exploring the (a)symmetry of individual and aggregate inflation expectations
by Nikola Mirkov & Andreas Steinhauer - 2015-09 Exit Strategies and Trade Dynamics in Repo Markets
by Aleksander Berentsen & Sébastien P. Kraenzlin & Benjamin Müller - 2015-08 Is there a too-big-to-fail discount in excess returns on German banks' stocks?
by Thomas Nitschka - 2015-07 The impact of international swap lines on stock returns of banks in emerging markets
by Alin Marius Andries & Andreas M. Fischer & Pinar Yesin - 2015-06 Transmission of Quantitative Easing: The Role of Central Bank Reserves
by Jens H. E. Christensen & Signe Krogstrup - 2015-05 Mortgage arrears in Europe: The impact of monetary and macroprudential policies
by Petra Gerlach & Seán Lyons - 2015-04 A dynamic North-South model of demand-induced product cycles
by Reto Foellmi & Sandra Hanslin Grossmann & Andreas Kohler - 2015-03 Real exchange rate persistence: The case of the Swiss franc-US dollar rate
by Katarina Juselius & Katrin Assenmacher - 2015-02 Re-use of collateral in the repo market
by Lucas Marc Fuhrer & Basil Guggenheim & Silvio Schumacher - 2015-01 Capital flow waves to and from Switzerland before and after the financial crisis
by Pinar Yesin
2014
- 2014-13 Have investors been looking for exposure to specific countries since the global financial crisis? - Insights from the Swiss franc bond market
by Thomas Nitschka - 2014-12 Exchange rate returns and external adjustment: evidence from Switzerland
by Christian Grisse & Thomas Nitschka - 2014-11 Quantification and characteristics of household inflation expectations in Switzerland
by Rina Rosenblatt-Wisch & Rolf Scheufele - 2014-10 Exchange rate and price dynamics in a small open economy - the role of the zero lower bound and monetary policy regimes
by Gregor Bäurle & Daniel Kaufmann - 2014-09 Skill-Biased Technological Change and the Real Exchange Rate
by Matthias Gubler & Christoph Sax - 2014-08 Determinants of the Swiss Franc Real Exchange Rate
by Tommaso Mancini Griffoli & Christoph Meyer & Jean-Marc Natal & Attilio Zanetti - 2014-07 Real exchange rates and fundamentals: robustness across alternative model specifications
by Konrad Adler & Christian Grisse - 2014-06 Carry Trade Activities: A Multivariate Threshold Model Analysis
by Matthias Gubler - 2014-05 Trade linkages and the globalisation of inflation in Asia and the Pacific
by Raphael A. Auer & Aaron Mehrotra - 2014-04 The Collateral Costs of Clearing
by Cyril Monnet & Thomas Nellen - 2014-03 Repatriation of Debt in the Euro Crisis: Evidence for the Secondary Market Theory
by Filippo Brutti & Philip U. Sauré - 2014-02 Monetary Policy Shocks and Foreign Investment Income: Evidence from a large Bayesian VAR
by Simone Auer - 2014-01 The Good? The Bad? The Ugly? Which news drive (co)variation in Swiss and US bond and stock excess returns?
by Thomas Nitschka
2013
- 2013-11 Time variation in asset price responses to macro announcements
by Linda S. Goldberg & Christian Grisse - 2013-10 Does SIC need a heart pacemaker?
by Robert Oleschak & Thomas Nellen - 2013-09 How do individual sectors respond to macroeconomic shocks? A structural dynamic factor approach applied to Swiss data
by Gregor Bäurle & Elizabeth Steiner - 2013-08 Estimating Taylor Rules for Switzerland: Evidence from 2000 to 2012
by Nikolay Markov & Thomas Nitschka - 2013-07 Currency excess returns and global downside market risk
by Victoria Galsband & Thomas Nitschka - 2013-06 Merchanting and Current Account Balances
by Elisabeth Beusch & Barbara Döbeli & Andreas M. Fischer & Pinar Yesin - 2013-05 Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S
by Matthias Gubler & Matthias S. Hertweck - 2013-04 On financial risk and the safe haven characteristics of Swiss franc exchange rates
by Christian Grisse & Thomas Nitschka - 2013-03 Financial Globalization and Monetary Transmission
by Simone Meier - 2013-02 Transaction Taxes, Capital Gains Taxes and House Prices
by Nicole Aregger & Martin Brown & Enzo Rossi - 2013-01 Portfolio balance effects of the SNB's bond purchase program
by Andreas Kettemann & Signe Krogstrup
2012
- 2012-16 Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment
by Katja Drechsel & Rolf Scheufele - 2012-15 What Drives Target2 Balances? Evidence From a Panel Analysis
by Raphael A. Auer - 2012-14 Market Structure and Exchange Rate Pass-Through
by Raphael A. Auer & Raphael S. Schoenle - 2012-13 Fixed Costs per Shipment
by Andreas Kropf & Philip U. Sauré - 2012-12 Access policy and money market segmentation
by Sébastien P. Kraenzlin & Thomas Nellen - 2012-11 Quality Pricing-to-Market
by Raphael A. Auer & Thomas Chaney & Philip U. Sauré - 2012-10 Global and country-specific business cycle risk in time-varying excess returns on asset markets
by Thomas Nitschka - 2012-09 Asymmetries in Price-Setting Behavior: New Microeconometric Evidence from Switzerland
by Bo E. Honoré & Daniel Kaufmann & Sarah M. Lein - 2012-08 Reducing overreaction to central banks' disclosures:theory and experiment
by Romain Baeriswyl & Camille Cornand - 2012-07 Housing Bubbles and Interest Rates
by Christian Hott & Terhi Jokipii - 2012-06 Retirement Age across Countries: The Role of Occupations
by Philip U. Sauré & Hosny Zoabi - 2012-05 Information Asymmetry and Foreign Currency Borrowing by Small Firms
by Martin Brown & Steven Ongena & Pinar Yesin - 2012-04 Banking sectors' international interconnectedness: Implications for consumption risk sharing in Europe
by Thomas Nitschka - 2012-03 Risk spillovers in international equity portfolios
by Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo - 2012-02 Liquidity Effects of Quantitative Easing on Long-Term Interest Rates
by Signe Krogstrup & Samuel Reynard & Barbara Sutter - 2012-01 Exchange Rate Pass-Through, Domestic Competition, and Inflation: Evidence from the 2005/08 Revaluation of the Renminbi
by Raphael A. Auer
2011
- 2011-14 Bargaining Power in the Repo Market
by Sébastien P. Kraenzlin & Benedikt von Scarpatetti - 2011-13 K-state switching models with endogenous transition distributions
by Sylvia Kaufmann - 2011-12 Interoperability between central counterparties
by Jürg Mägerle & Thomas Nellen - 2011-11 On the Predictability of Stock Prices: a Case for High and Low Prices
by Massimiliano Caporin & Angelo Ranaldo