N°23-60: Deep Learning from Implied Volatility Surfaces
B. Kuznetsov, S. Malamud, B. Kelly, T. A. Xu
Working Papers
2 Aug. 2023
Financial Intermediation, Capital Accumulation and Crisis Recovery
J. Rochet, H. Gersbach, M. Scheffel
Academic Publications
2 Aug. 2023
Climate Risk Disclosure and Institutional Investors
P. Krüger, Z. Sautner, E. Ilhan, L. T. Starks
Academic Publications
25 July 2023
SFI Roundup: Insights into Today's Real Estate Market—A Focus on Switzerland
L. Küng , R. Füss, Petra S. Häfliger, Daniel Salzmann, Jörg Schläpfer
Roundups
6 July 2023
N°23-59: Crime and Punishment'? How Banks Anticipate and Propagate Global Financial Sanctions
S. Ongena, M. Mamonov, A. Pestova
Working Papers
5 July 2023
N°23-58: Green Stocks and the 2023 Banking Crisis
A. Wagner, F. D'Ercole
Working Papers
4 July 2023
N°23-57: Spend or Invest? Analyzing MPC Heterogeneity Across Three Stimulus Programs
J. Toczynski
Working Papers
22 June 2023
N°23-56: Modelling Sustainable Investing in the CAPM
T. Hens, E. Trutwin
Working Papers
21 June 2023
N°23-55: Difference-in-differences with Economic Factors and the Case of Housing Returns
J. Huang, P. Östberg
Working Papers
20 June 2023
Pension at Risk: Is Our Pension System Under Threat? Future Scenarios for the Swiss 2nd Pillar
O. Scaillet, M. Fournier, St. Riesen
Public Discussion Notes
19 June 2023
N°23-54: Green Finance and Inequality
O. Mahmoud, T. Lea
Working Papers
19 June 2023
N°23-53: Tokenization: a Potential Pathway for Bitcoin’s Future
G. Zvonka
Working Papers
16 June 2023
N°23-52: Are Acquirer Shareholders Happier when Their Industries Are Unhappy?
T. Tykvová, J. P. Fidrmuc
Working Papers
15 June 2023
N°23-51: Retail Investors' Cryptocurrency Investments
V. Pursiainen, J. Toczynski
Working Papers
14 June 2023
N°23-50: The Role of Stock Indices in Analyst Career Outcomes and Stock Recommendations
V. Pursiainen, S. Pohl
Working Papers
13 June 2023