2019 |
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2019/16
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The Behavioral Economics of Currency Unions: Economic Integration and Monetary Policy
Akvile Bertasiute, Domenico Massaro, Matthias Weber
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2019/15
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Risk-Neutral Momentum and Market Fear
Wolfgang Schadner
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2019/14 |
The Role of Daytime Stock Auctions in Intraday Return Seasonality
Ekaterina Serikova |
2019/13 |
Sentiment Risk Premia in the Cross Section of Global Equity
Roland Füss, Massimo Guidolin, Christian Koeppel |
2019/12
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Judgment Day: Algorithmic Trading around the Swiss Franc Cap Removal
Francis Breedon, Louisa Chen, Angelo Ranaldo, Nicholas Vause
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2019/11
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Analyst changes and credit ratings
Kilian R. Dinkelaker, Andreas-Walter Mattig, Stefan Morkoetter |
2019/10
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Environmental Hazards and Risk Management in the Financial Sector
Miriam Breitenstein, Duc K. Ngyen, Thomas Walther
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2019/09 |
Safe Asset Carry Trade
Benedikt Ballensiefen, Angelo Ranaldo
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2019/08 |
Credit Variance Risk Premiums
Manuel Ammann, Mathis Moerke |
2019/07 |
Loss aversion and the demand for index insurance
Immanuel Lampe, Daniel Würtenberger |
2019/06 |
Local House Price Comovements
Marcel Fischer, Roland Füss, Simon Stehle |
2019/05 |
Credit Default Swap Regulation in Experimental Bond Markets.
Matthias Weber, John Duffy, Arthur Schram |
2019/04 |
As California goes, so goes the nation? Board gender quotas and the legislation of non-economic values.
Felix von Meyerinck, Alexandra Niessen-Ruenzi, Markus Schmid, Steven Davidoff Solomon |
2019/03 |
Liquidity Risk and Funding Cost
Alexander Bechtel, Angelo Ranaldo, Jan Wrampelmeyer |
2019/02
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Robust Estimation of Risk-Neutral Moments
Manuel Ammann, Alexander Feser |
2019/01 |
Multivariate Crash Risk
Fousseni Chabi-Yo, Markus Huggenberger, Florian Weigert
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2018 |
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2018/30 |
Office Market Interconnectedness and Systemic Risk Exposure
Roland Füss, Daniel Ruf |
2018/29 |
Cycles of Declines and Reversals following Overnight Market Declines
Farshid Abdi
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2018/28 |
Informed Corporate Credit Market Before Monetary Policy Surprises: Explaining Pre-FOMC Stock Market Movements.
Farshid Abdi, Botao Wu
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2018/27
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Have Hedge Funds Solved the Idiosyncratic Volatility Puzzle?
Turan G. Bali, Florian Weigert |
2018/26 |
In Military We Trust: The Effect of Managers' Military Background on Mutual Fund Flows
Alexander Cochardt, Stephan Heller, Vitaly Orlov |
2018/25 |
Unobserved Hedge Fund Performance
Vikas Agarwal, Stefan Ruenzi, Florian Weigert
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2018/24
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Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables
Duc Khuong Nguyen, Thomas Walther
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2018/23
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Liquidity in the Global Currency Market
Angelo Ranaldo, Paolo Santucci de Magistris
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2018/22
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Experience Does not Eliminate Bubbles: Experimental Evidence
Anita Kopanyi-Peuker, Matthias Weber
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2018/21
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Managerial Networks and Shareholder Value: Evidence from Sudden Deaths
Kirsten Tangaa Nielsen, Felix von Meyerinck |
2018/20 |
Asymmetric Information Risk in FX Markets
Angelo Ranaldo, Fabricius Somogyi |
2018/19
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Communication, Credit Provision and Loan Repayment: Evidence from a Person-to-Person Lending Experiment
Martin Brown, Jan Schmitz, Christian Zehnder
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2018/18
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OTC Premia
Gino Cenedese, Angelo Ranaldo, Michalis Vasios |
2018/17
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Risk Factor Exposure Variation and Mutual Fund Performance
Manuel Ammann, Sebastian Fischer, Florian Weigert |
2018/16 |
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different?
Lanouar Charfeddine, Tony Klein, Thomas Walther
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2018/15
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Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach to Forecasting
Thomas Walther, Tony Klein
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2018/14
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The Impact of Regulatory Stress Testing on Bank's Equity and CDS Performance.
Lukas Ahnert, Pascal Vogt, Volker Vonhoff, Florian Weigert |
2018/13
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Buy Low, Sell High? Do Private Equity Fund Managers have Market Abilities?
Tim Jenkinson, Stefan Morkoetter, and Thomas Wetzer
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2018/12
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Bitcoin is not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance
Tony Klein, Hien Pham Thu, Thomas Walther
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2018/11 |
Local Banks, Credit Supply, and House Prices
Kristian Blickle
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2018/10
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Illiquidity Spirals in Coupled Over-The-Counter Markets
Christoph Aymanns, Co-Pierre Georg, Benjamin Golub
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2018/09
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Immigration and the Displacement of Incumbent Households
Zeno Adams, Kristian Blickle |
2018/08
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Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal
Francis Breedon, Louisa Chen, Angelo Ranaldo, Nicholas Vause
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2018/07 |
Cash Holdings and the Performance of European Mutual Funds.
Frank Graef, Pascal Vogt, Volker Vonhoff, Florian Weigert
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2018/06 |
Should Investors Care Where Private Equity Managers Went To School?
Florian Fuchs, Roland Füss, Tim Jenkinson, Stefan Morkoetter |
2018/05 |
Models of Financial Stability and Their Application in Stress Tests
Christoph Aymanns, Doyne Farmer, Alissa M. Kleinnijenhuis, Thomas Wetzer |
2018/04 |
Fake News in Social Networks
Christoph Aymanns, Jakob Foerster, Co-Pierre Georg
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2018/03 |
Internationalization and Firm Valuation: New Evidence from First Offshore Bond Issuances of US Firms
Nebosja Dimic, Vitaly Orlov |
2018/02 |
Solvency Risk Premia and the Carry Trade
Vitaly Orlov
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2018/01 |
Momentum and Crash Sensitivity
Stefan Ruenzi, Florian Weigert |
2017 |
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2017/18 |
The Impact of the Morningstar Sustainability Rating on Mutual Fund Flows
Manuel Ammann, Christopher Bauer, Sebastian Fischer, Philipp Müller |
2017/17 |
Does Unobservable Heterogeneity Matter for Portfolio-Based Asset Pricing Tests?*
Daniel Hoechle, Markus Schmid, Heinz Zimmermann |
2017/16 |
Get the Balance Right: A Simultaneous Equation Model to Analyze Growth, Profitability, and Safety
Martin Eling, Ruo Jia, Philipp Schaper |
2017/15 |
Winning a Deal in Private Equity: Do Educational Networks Matter?
Florian Fuchs, Roland Fuess, Tim Jenkinson, Stefan Morkoetter |
2017/14 |
Do Local Governments Tax Homeowner Communities Differently?
Roland Fuess, Oliver Lerbs, Alois Weigand
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2017/13 |
Settling the Staggered Board Debate
Yakov Amihud, Markus Schmid, Steven Davidoff Solomon |
2017/12 |
Investor Attention and Sentiment: Risk or Anomaly?
Melk Bucher |
2017/11 |
Numeracy and the Quality of On-the-Job Decisions: Evidence from Loan Officers
Martin Brown, Karolin Kirschenmann, Thomas Spycher |
2017/10 |
Has Crude Oil Become a Financial Asset? Evidence from Ten Years of Financialization
Zeno Adams, Maria Kartsakli
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2017/09 |
Credit Scoring vs. Expert Judgment - A Randomized Controlled Trial
Thomas Gietzen |
2017/08 |
Monetary Policy and Currency Returns: the Foresight Saga
Dmitry Borisenko, Igor Pozdeev |
2017/07 |
Cultural Preferences and the Choice between Formal and Informal Financing
Mascia Bedendo, Emilia Garcia-Appendini, Linus Siming |
2017/06 |
The Long-Term Performance of IPO's, Revisited
Daniel Hoechle, Larissa Karthaus, Markus Schmid
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2017/05 |
Best Land Use with Negative Externalities: Determining Land Values from Residential Rents
Roland Fuess, Jan A. Koller |
2017/04 |
Illuminating the Dark Side of Financial Innovation: The Role of Investor Information
Manuel Ammann, Marc Arnold, Simon Straumann |
2017/03 |
Culture and Financial Literacy
Martin Brown, Caroline Henchoz, Thomas Spycher |
2017/02 |
Agglomeration Effects and Liquidity Gradients in Local Rental Housing Markets
Daniel Ruf
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2017/01 |
Contract Nonperformance Risk and Ambiguity in Insurance Markets
Christian Biener, Andreas Landmann, Maria Isabel Santana
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2016 |
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2016/22 |
Prediction of Extreme Price Occurrences in the German Day-ahead Electricity Market
Lars Ivar Hagfors, Hilde Horthe Kamperud, Florentina Paraschiv, Marcel Prokopczuk, Alma Sator, Sjur Westgaard |
2016/21 |
Asset Pricing and Extreme Event Risk: Common Factors in ILS Fund Returns
Semir Ben Ammar, Alexander Braun, Martin Eling
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2016/20 |
Currency Strategies and Sovereign Ratings
Nina Karnaukh |
2016/19 |
The Forward Premium in Short-Term Rates
Angelo Ranaldo, Matthias Rupprecht
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2016/18 |
Liquidity Constraints, Wealth Transfers and Home Ownership
Kristian Blickle, Martin Brown
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2016/17 |
Pricing of Catastrophe Risk and the Implied Volatility Smile
Semir Ben Ammar
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2016/16 |
Unsecured and Secured Funding
Mario di Filippo, Angelo Ranaldo, Jan Wrampelmeyer
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2016/15 |
Immigration, Real Estate Prices and the Consumption Decisions of Native Households
Zeno Adams, Kristian Blickle |
2016/14 |
Verbal Interventions and Exchange Rate Policies: The Case of Swiss Franc Cap
Nikola Mirkov, Igor Pozdeev, Paul Söderlind |
2016/13 |
Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance
Zeno Adams, Roland Füss, Thorsten Glück |
2016/12 |
The Impact of Credit Information Sharing on Interest Rates
Thomas Gietzen |
2016/11 |
A Structural Model for Electricity Forward Prices
Fred Espen Benth, Florentina Paraschiv |
2016/10 |
Can Group Incentives Alleviate Moral Hazard? The Role of Pro-Social Preferences
Christian Biener, Martin Eling, Andreas Landmann, Shailee Pradhan
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2016/09 |
Uniform-Price Auctions for Swiss Government Bonds: Origin and Evolution
Angelo Ranaldo, Enzo Rossi
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2016/08 |
Social Norms and Strategic Default
Martin Brown, Jan Schmitz, Christian Zehnder |
2016/07 |
Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients
Florentina Paraschiv, Derek W. Bunn, Sjur Westgaard |
2016/06 |
Characteristics-based Portfolio Choice with Leverage Constraints
Manuel Ammann, Guillaume Coqueret, Jan-Philip Schade |
2016/05 |
Experience and Brokerage in Asset Markets: Evidence from Art Auctions
Brunella Bruno, Emilia Garcia-Appendini, Giacomo Nocera |
2016/04 |
A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices
Farshid Abdi, Angelo Ranaldo |
2016/03 |
The Structure of the Global Reinsurance Market: An Analysis of Efficiency, Scale, and Scope
Christian Biener, Martin Eling, Ruo Jia |
2016/02 |
The Roles of Industry Idiosyncrasy, Cost Efficiency, and Risk in Internationalization: Evidence from the Insurance Industry
Christian Biener, Martin Eling, Ruo Jia |
2016/01 |
Funding Illiquidity
Matthias Rupprecht, Jan Wrampelmeyer |
2015 |
|
2015/26 |
The Economic Drivers of Differences in House Price Inflation Rates across MSAs
Roland Füss, Joachim Zietz |
2015/25 |
Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry
Manuel Ammann, Kristian Blickle, Christian Ehmann |
2015/24 |
Testing Competing Factor Pricing Models
Paul Söderlind |
2015/23 |
The Role of Spatial and Temporal Structure for Residential Rent Predictions
Roland Füss, Jan Koller |
2015/22 |
Do Private Equity Funds Always Pay Less? A Synergy-Related Explanation Based on Add-on Acquisitions
Stefan Morkötter, Thomas Wetzer |
2015/21 |
Econometric Analysis of 15-Minute Intraday Electricity Prices
Rüdiger Kiesel, Florentina Paraschiv
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2015/20 |
Pre-Trade Transparency and Return Co-movements in Commercial Real Estate Markets
Roland Füss, Daniel Ruf |
2015/19 |
Does Foreign Information Predict the Returns of Multinational Firms Worldwide
Christian Finke, Florian Weigert |
2015/18 |
State Space Geometry of Asset Pricing: An Introduction
Igor Pozdeev |
2015/17 |
Something in the Air: Information Density, News Surprises, and Price Jumps
Roland Füss, Markus Grabellus, Ferdinand Mager, Michael Stein |
2015/16 |
Asset Pricing of Financial Institutions: The Cross-Section of Expected Stock Returns in the Property/Liability Insurance Industry
Semir Ben Ammar, Martin Eling, Andreas Milidonis |
2015/15 |
Conflicts of Interest and the Role of Financial Advisors in M&A Transactions: Empirical Evidence from the Private Equity Industry
Stefan Morkoetter, Thomas Wetzer |
2015/14 |
The Value of Creditor Governance: Debt Renegotiations In and Outside Distress
Marc Arnold, Ramona Westermann |
2015/13 |
Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation
Matthias D. Aepli, Karl Frauendorfer, Roland Füss, Florentina Paraschiv |
2015/12 |
Electricity Market Coupling in Europe: Status Quo and Future Challenges
Steffen Mahringer, Roland Füss, Marcel Prokopczuk |
2015/11 |
All Good Things Come to an End: CEO Tenure and Firm Value
Peter Limbach, Markus Schmid, Meik Scholz
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2015/10 |
Competing with Superstars
Manuel Ammann, Philipp Horsch, David Oesch |
2015/9 |
The Exposure of Mortgage Borrowers to Interest Rate Risk, Income Risk and House Price Risk – Evidence from Swiss Loan Application Data
Martin Brown, Benjamin Guin |
2015/8 |
Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings
Vikas Agarwal, Stefan Ruenzi, Florian Weigert |
2015/7 |
Sharing a Director with a Peer
Tatjana Berg, Philipp Horsch, Markus Schmid |
2015/6 |
The Exposure of Microfinance Institutions to Financial Risk
Thomas Gietzen |
2015/5 |
Competition in the Credit Rating Industry: Benefits for Investors and Issuers
Stefan Morkoetter, Roman Stebler, Simone Westerfeld |
2015/4 |
Internal Control and Strategic Communication within Firms - Evidence from Bank Lending
Martin Brown, Matthias Schaller, Simone Westerfeld, Markus Heusler |
2015/3 |
Insurability of Cyber Risk: An Empirical Analysis
Christian Biener, Martin Eling, Jan Hendrik Wirfs |
2015/2 |
The Determinants of Efficiency and Productivity in the Swiss Insurance Industry
Christian Biener, Martin Eling, Jan Hendrik Wirfs |
2015/1 |
Does Female Management Influence Firm Performance? Evidence From Luxembourg Banks
Regina M. Reinert, Florian Weigert, Christoph H. Winnefeld |
2014 |
|
2014/23 |
Sovereign Risk and the Pricing of Corporate Credit Default Swaps
Matthias Haerri, Stefan Morkoetter, Simone Westerfeld |
2014/22 |
Sophisticated vs. Simple Systemic Risk Measures
David Pankoke |
2014/21 |
Systemic Risk in the Insurance Sector: Review and Directions for Future Research
Martin Eling, David Pankoke |
2014/20 |
Costs and Benefits of Financial Regulation – An Empirical Assessment for Insurance Companies
Martin Eling, David Pankoke |
2014/19 |
The Impact of Financial Advice on Trade Performance and Behavioral Biases
Daniel Hoechle, Stefan Ruenzi, Nic Schaub, Markus Schmid |
2014/18 |
Ambiguity and Reality
Fabio Trojani, Christian Wiehenkamp, Jan Wrampelmeyer |
2014/17 |
Non-Interest Income and Bank Performance: Does Ring-Fencing Reduce Bank Risk?
Anthony Saunders, Markus Schmid, Ingo Walter |
2014/16 |
Shareholder Voting and Merger Returns
Laura Sophie Henning, David Oesch, Markus Schmid |
2014/15 |
Do Mutual Funds Outperform During Recessions? International (Counter-) Evidence
Christopher Fink, Katharina Raatz, Florian Weigert |
2014/14 |
Credit Booms and Busts in Emerging Markets: The Role of Bank Governance and Risk Managment
Alin Marius Andries, Martin Brown |
2014/13 |
Financialization in Commodity Markets: Disentangling the Crisis from the Style Effect
Zeno Adams, Thorsten Glück |
2014/12 |
The Euroization of Bank Deposits in Eastern Europe
Martin Brown, Helmut Stix |
2014/11 |
Trade Credit and Financial Distress
Emilia Garcia-Appendini, Judit Montoriol-Garriga |
2014/10 |
Idiosyncratic Shocks and Industry Contagion: Evidence from a Quasi-experiment
Emilia Garcia-Appendini |
2014/9 |
Precious Metals Under the Microscope: A High-Frequency Analysis
Massimiliano Caporin, Angelo Ranaldo, Gabriel G. Velo |
2014/8 |
Individual Investor Activity and Performance
Magnus Dahlquist, José Vincente Martinez, Paul Söderlind |
2014/7 |
The Treat of Exclusion and Relational Contracting
Martin Brown, Marta Serra-García |
2014/6 |
Neglected Risk: Evidence from Structured product Counterparty Exposure
Marc Arnold, Dustin Schuette, Alexander Wagner |
2014/5 |
Real Effects of Investment Banking Relationships: Evidence from the Financial Crisis
David Oesch, Dustin Schuette, Ingo Walter |
2014/4 |
Corporate Transparency and Bond Liquidity
Flako Fecht, Roland Füss, Philipp B. Rindler |
2014/3 |
Evidence of Adverse Selection in the Group Insurance Market
Martin Eling, Ruo Jia, Yi Yao |
2014/2 |
Banks' Loan Screening Incentives with Credit Risk Transfer: An Alternative to Risk Retention
Marc Arnold |
2014/1 |
Is Board Industry Experience a Corporate Goverance Mechanism?
Wolfgang Drobetz, Felix von Meyerinck, David Oesch, Markus Schmid |
2013 |
|
2013/29 |
Management Influence on Investors: Evidence from Shareholder Votes on the Frequency of Say on Pay
Fabrizio Ferri, David Oesch |
2013/28 |
Hysteresis in Potential Output and Monetary Policy
Daniel Kienzler, Kai D. Schmid |
2013/27 |
Regional Inflation and Financial Dollarization
Martin Brown, Ralph De Haas, Vladimir Sokolov |
2013/26 |
Extreme Downside Liquidity Risk
Stefan Ruenzi, Michael Ungeheuer, Florian Weigert |
2013/25 |
Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide
Florian Weigert |
2013/24 |
Crash Sensitivity and the Cross-Section of Expected Stock Returns
Fousseni Chabi-Yo, Stefan Ruenzi, Florian Weigert |
2013/23
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Electricity Spot and Derivatives Pricing when Markets are Interconnected
Roland Füss, Steffen Mahringer, Marcel Prokopczuk |
2013/22 |
Monetary Policy Effects on Long-term Rates and Stock Prices
Angelo Ranaldo, Samuel Reynard |
2013/21 |
The Impact of the Regulation of Centrally Cleard Credit Risk Transfer and Capital Requirements on Banks' Lending Discipline
Marc Arnold |
2013/20 |
Financing Asset Sales and Business Cycles
Marc Arnold, Dirk Hackbarth, Tatjana-Xenia Puhan |
2013/19 |
Deposit Withdrawals from Distressed Commercial Banks: Client Relationships Matter
Martin Brown, Benjamin Guin, Stefan Morkoetter |
2013/18 |
Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals
Massimiliano Caporin, Angelo Ranaldo, Gabriel G. Velo |
2013/17 |
Electricity Derivatives Pricing with Forward-Looking Information
Roland Füss, Steffen Mahringer, Marcel Prokopczuk |
2013/16
|
The Euro Interbank Repo Market
Loriano Mancini, Angelo Ranaldo, Jan Wrampelmeyer |
2013/15
|
Understanding FX Liquidity
Nina Karnaukh, Angelo Ranaldo, Paul Söderlind |
2013/14
|
Price Dynamics in Electricity Markets
Florentina Paraschiv |
2013/13
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Investors' Behavior under Changing Market Volatility
Agustin Daviou, Florentina Paraschiv |
2013/12
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Extreme Spillover Between Shadow Banking and Regular Banking
Florentina Paraschiv, Minzi Qin |
2013/11 |
Spot-Forward Model for Electricity Prices
Fleten Stein-Erik, Florentina Paraschiv, Michael Schürle |
2013/10 |
Mortgage Relationships
Martin Brown, Matthias Hoffmann |
2013/9 |
Des Price Fixing Benefit Corporate Managers?
Tanja Artiga González, Markus Schmid, David Yermack |
2013/8 |
The Determinants of Microinsurance Demand
Martin Eling, Shailee Pradhan, Joan T. Schmit |
2013/7 |
Common Risk Factors of Infrastructure Firms
Semir Ben Ammar, Martin Eling |
2013/6 |
Basis Risk, Procyclicality, and Systemic Risk in the Solvency II Equity Risk Module
Martin Eling, David Pankoke |
2013/5 |
Regulation in Microinsurance Markets: Principles, Practice, and Directions for Future Development
Christian Biener, Martin Eling, Joan T. Schmit |
2013/4 |
Variance Risk Premiums in Foreign Exchange Markets
Manuel Ammann, Ralf Buesser |
2013/3 |
Announcements of Interest Rate Forecasts: Do Policymakers Stick to Them?
Nikola Mirkov, Gisle James Natvik |
2013/2 |
Microfinance Banks and Financial Inclusion
Martin Brown, Benjamin Guin, Karolin Kirchenmann |
2013/1 |
Financial Literacy, Household Investment and Household Debt: Evidence from Switzerland
Martin Brown, Roman Graf |
2012 |
2012/20 |
Medium-Term Planning for Thermal Electricity Production
Raimund M. Kovacevic, Florentina Paraschiv |
2012/19 |
Adjustment Policy of Deposit Rates in the Case of Swiss non-Maturing Savings Accounts
Florentina Paraschiv |
2012/18 |
Modeling non-Maturing Savings Volums
Florentina Paraschiv |
2012/17 |
Is Director Industry Experience Valuable?
Felix von Meyerinck, David Oesch, Markus Schmid |
2012/15 |
Time Stamp Errors and the Stock Price Reaction to Analyst Recommendation and Forecasts Revisions
Daniel Hoechle, Nic Schaub, Markus Schmid |
2012/14 |
Risk Spillovers in International Equity Portfolios
Matteo Bonato, Massimiliano Caporin, Angelo Ranaldo |
2012/13 |
On the Predictability of Stock Prices: A Case for High and Low Prices
Massimiliano Caporin, Angelo Ranaldo, Paolo Santucci de Magistris |
2012/12 |
Limits to Arbitrage During the Crisis: Funding Liquidity Constraints and Covered Interest Parity
Tommaso Mancini Griffoli, Angelo Ranaldo |
2012/11 |
Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model
Matteo Bonato, Massimiliano Caporin, Angelo Ranaldo |
2012/10 |
Fragmentation in European Equity Markets and Market Quality - Evidence from the Analysis of Trade-Throughs
Alexander Kohler, Rico von Wyss |
2012/9 |
Where does Information Processing in a Fragmented Market Take Place? - Evidence from the Swiss Stock Market after MiFID
Alexander Kohler, Rico von Wyss |
2012/8 |
Central Bank Reserves and the Yield Curve at the ZLB
Nikola Mirkov, Barbara Sutter |
2012/7 |
Contagious Bank Runs: Experimental Evidence
Martin Brown, Stefan T. Trautmann, Razvan Vlahu |
2012/6 |
Foreign Bank Ownership and Household Credit
Thorsten Beck, Martin Brown |
2012/5 |
Long-term Unemployment over the Business Cycle, Skill Loss, and Monetary Policy
Daniel Kienzler |
2012/4 |
Do Newspaper Articles Predict Aggregate Stock Returns?
Manuel Ammann, Roman Frey, Michael Verhofen |
2012/3 |
Information or Insurance? On the Role of Loan Officer Discretion in Credit Assessment
Martin Brown, Matthias Schaller, Simone Westerfeld, Markus Heusler |
2012/2 |
An Alternative Three-factor Model for International Markets: Evidence from the European Monetary Union
Manuel Ammann, Sandro Odoni, David Oesch |
2012/1 |
International Financial Transmission of the US Monetary Policy
Nikola Mirkov |
2011 – No. 139 to 173 |
No. 173 |
The Sources of Risk Spillovers among U.S. REITs: Financial Characteristics and Regional Proximity
Zeno Adams, Roland Füss, Felix Schindler |
No. 172 |
A Jackknife-Type Estimator for Portfolio Revision
Roland Füss, Felix Miebs, Fabian Trübenbach |
No. 171 |
Did the 2007-08 Financial Crisis Change Risk Perception?
Roland Füss, Thomas Gehrig, Philipp B. Rindeler |
No. 170 |
Bank Funding, Securitization and Loan Terms: Evidence from Foreign Currency Lending
Martin Brown, Karolin Kirschenmann, Steven Ongena |
No. 169 |
The US Term Premia around the FOMC Decisions
Nikola Mirkov |
No. 168 |
Corporate Taxes, Internal Borrowing, and the Lending Capacity within Multinational Firms
Peter Egger, Christian Keuschnigg, Valeria Merlo, Georg Wamser |
No. 167 |
The Design of Capital Income Taxation: Reflections on the Mirrlees Review
Christian Keuschnigg |
No. 166 |
Use of Banking Services in Emerging Markets - Household-Level Evidence
Thorsten Beck, Martin Brown |
No. 165 |
Debt Enforcement and Relational Contracting
Martin Brown, Marta Serra-García |
No. 164 |
Foreign Banks and Foreign Currency Lending in Emerging Europe
Martin Brown, Ralph De Haas |
No. 163 |
Stock vs. Mutual Insurers: Who Does and Who Should Charge More?
Alexander Braun, Przemyslaw Rymaszewski, Hato Schmeiser |
No. 162 |
Is There Really No conglomerate Discount?
Manuel Ammann, Daniel Hoechle, Markus Schmid |
No. 161 |
Product Market Competition, Corporate Governance, and Firm Value: Evidence from the EU-Area
Manuel Ammann, David Oesch, Markus Schmid |
No. 160 |
Can a Transaction Tax or Capital Gains Tax smooth House Prices?
Nicole Aregger, Martin Brown, Enzo Rossi |
No. 159 |
Model Uncertainty and its Impact on Solvency Measurement in Property-Liability Insurance
Hato Schmeiser, Caroline Siegel, Joël Wagner |
No. 158 |
A Proposal for a Capital Market-Based Guaranty Scheme for the Financial Industry
Hato Schmeiser, Joël Wagner, Alexandra Zemp |
No. 157 |
Insurance Guaranty Funds and Their Relation to Solvency Regulation
Przemyslaw Rymaszewski, Hato Schmeiser |
No. 156 |
Risk Comparison of Different Bonus Distribution Approaches in Participating Life Insurance
Alexandra Zemp |
No. 155 |
How Do Price Presentation Effects Influence Consumer Choice? The Case of Investment Guarantees in Unit-Linked Life Insurance Products
Nadine Gatzert, Carin Huber, Hato Schmeiser |
No. 154 |
A Note on the Merits of Pooling Claims
Nadine Gatzert, Hato Schmeiser |
No. 153 |
The Impact of Introducing Insurance Guaranty Schemes on Pricing and Capital Structures
Hato Schmeiser, Joël Wagner |
No. 152 |
Disposition Effect and Mutual Fund Performance
Manuel Ammann, Alexander Ising, Stephan Kessler |
No. 151 |
What Drives the Performance of Convertible-Bond Funds
Manuel Ammann, Axel Kind, Ralf Seiz |
No. 150 |
Hedge Fund Characteristics and Performance Persistence
Manuel Ammann, Otto Huber, Markus Schmid |
No. 149 |
Corporate Governance and Firm Value: International Evidence
Manuel Ammann, David Oesch, Markus Schmid |
No. 148 |
Feasible Momentum Strategies in the US Stock Market
Manuel Ammann, Marcel Moellenbeck, Markus Schmid |