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Publications

N°16-46: Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH Models, P. Gagliardini, E. Ghyseks, and M. Rubin, 2016.

P. Gagliardini, E. Ghyseks, and M. Rubin
Working Papers
24 July 2016

Was ist ein Derivat?

Ein Derivat ist ein synthetisches Finanzinstrument, dessen wirtschaftlicher Wert von einem sogenannt...
N. Schürhoff
Videos
22 July 2016

N°16-45: When and why do ripple effects of dishonesty occur?

A. Wagner, S. Behnk , A. E. Greenberg
Working Papers
20 July 2016

Was sind ETFs?

Ein ETF (Exchange Traded Fund) ist ein Investmentfonds, der an einer Börse kotiert ist und gehandelt...
S. Malamud
Videos
8 July 2016

N°16-44: On the American Swaption in the Linear-Rational Framework, D. Filipovic and Y. Kitapbayev, 2016.

D. Filipović, Y. Kitapbayev
Working Papers
7 July 2016

N°16-43: A False Sense of Security: Why U.S. Banks Diversify and Does it Help?, P. Gandhi, P.C. Kiefer, and A. Plazzi, 2016.

A. Plazzi, P. Gandhi and P.C. Kiefer
Working Papers
6 July 2016

N°16-42: Aggregate Bank Capital and Credit Dynamics, G. De Nicolo, N. Klimenko, S. Pfeil, and J.-C. Rochet, 2016.

J. Rochet, G. De Nicolo, N. Klimenko and S. Pfeil
Working Papers
4 July 2016

‘Too Interconnected to Fail’? Regulating Crucial Utilities

J. Rochet, G. Roger
Roundups
1 July 2016

N°16-41: Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy, L. Camponovo, O. Scaillet, and F. Trojani, 2016.

O. Scaillet, F. Trojani, L. Camponovo
Working Papers
1 July 2016

SFI Practitioner Roundups Magazine Summer 2016

D. Filipović, M. Habib, T. Hens, S. Malamud, L. Mancini, A. Plazzi, K. Schmedders
Roundups
30 June 2016

N°16-40: Real Estate Research in Europe, M. Hoesli, 2016.

M. Hoesli
Working Papers
25 June 2016

Was versteht man unter Quantitativer Lockerung?

Quantitative Lockerung bezeichnet eine geldpolitische Massnahme einer Zentralbank, bei der durch Ank...
F. Kübler
Videos
24 June 2016

N°16-39: Quantification of the Evolution of Firm Size Distributions Due to Mergers and Acquisitions, S. C. Lera and D. Sornette, 2016.

D. Sornette, S. C. Lera
Working Papers
23 June 2016

N°16-38: Exact Smooth Term Structure Estimation, D. Filipovic and S. Willems, 2016.

D. Filipović, S. Willems
Working Papers
18 June 2016

N°16-37: Risk Factors of European Non-Listed Real Estate Fund Returns, J.-C. Delfim and M. Hoesli, 2016.

M. Hoesli, J.-C. Delfim
Working Papers
17 June 2016
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