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Publikationen

Nº 21-09: A Penalized Two-Pass Regression to Predict Stock Returns with Time-Varying Risk Premia

O. Scaillet, G. Bakalli, S. Guerrier
Working Papers
28. Jan. 2021

Nº 21-08: Commercial Real Estate Prices and Covid-19

M. Hoesli, R. Malle
Working Papers
22. Jan. 2021

Nº 21-07: Institutional Corporate Bond Pricing

L. Bretscher, L. Schmid, I. Sen, V. Sharma
Working Papers
21. Jan. 2021

Nº 21-06: Marking to Market Corporate Debt

L. Bretscher, P. Feldhütter, A. Kane, L. Schmid
Working Papers
20. Jan. 2021

Digital Pulse Check Schweiz

Studie zum aktuellen Stand der digitalen Transformation im Bankensektor
R. Fahlenbrach, D. Filipović, M. Bürgi, André Ehlerding, Norman J. Karrer, Wieland Weinrich
Branchen­orientierte Studien
20. Jan. 2021

Nº 21-05: COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission

L. Bretscher, A. Hsu, P. Simasek, A. Tamoni
Working Papers
19. Jan. 2021

Nº 21-04: Financial Technology and the Inequality Gap

R. Mihet
Working Papers
18. Jan. 2021

Nº 21-03: Competition for Attention in the ETF Space

F. Franzoni, I. Ben-David, B. Kim, R. Moussawi
Working Papers
17. Jan. 2021

Nº 21-02: Product Market Strategy and Corporate Policies

B. Nikolov, J. Hajda
Working Papers
6. Jan. 2021

Nº 21-01: The Value of Intermediation in the Stock Market

F. Franzoni, M. Di Maggio, M. Egan
Working Papers
5. Jan. 2021

Nº 20-121: The Resilience and Realignment of House Prices in the Era of Covid-19

M. Hoesli, J. V. Duca, J. Montezuma
Working Papers
28. Dez. 2020

Nº 20-120: Adjusted Expected Shortfall

C. Munari, M. Burzoni, R. Wang
Working Papers
26. Dez. 2020

Nº 20-119: Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices

A. Mele, W. Distaso, G. Vilkov
Working Papers
25. Dez. 2020

Nº 20-118: Insider Trading Regulation and Market Quality Tradeoffs

A. Mele, F. Sangiorgi
Working Papers
24. Dez. 2020

Nº 20-117: Pollution Permits and Financing Costs

S. Ongena, F. Antoniou, M. D. Delis, C. Tsoumas
Working Papers
23. Dez. 2020
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