Publications

Nº 21-69: Persuasion by Dimension Reduction

S. Malamud, A. Schrimpf
Working Papers
14 oct. 2021

Nº 21-68: Expectations and Aggregate Risk

L. Bretscher, A. Malkhozov, A. Tamoni
Working Papers
4 oct. 2021

Nº 21-67: Determinants of Price Discrimination and Switching Mortgage Provider under Regulation and Digitalization

S. Ongena, F. Paraschiv, E. J. Reite
Working Papers
28 sept. 2021

Nº 21-66: The Countercyclical Capital Buffer and the Composition of Bank Lending

S. Ongena, A. Matyunina, R. Auer
Working Papers
10 sept. 2021

How is Liquidity Priced in Global Markets?

I. Chaieb, V. R. Errunza, H. Langlois
Academic Publications
9 sept. 2021

SFI Public Discussion Note: Des taux d'intérêt bas dans un monde post-covid

Le thème des taux d'intérêt négatifs est très controversé en Suisse, mais également dans d’autres pa...
P. Bacchetta
Public Discussion Notes
8 sept. 2021

Nº 21-65: Various Course Proposals for: Mathematics with a View Towards (the Theoretical Underpinnings of) Machine Learning

M. Paolella
Working Papers
8 sept. 2021

Market Efficiency and Limits to Arbitrage: Evidence from the Volkswagen Short Squeeze

E. Nowak, F. Allen, M. Haas, A. Tengulov
Academic Publications
7 sept. 2021

Nº 21-64: Foreign Currency Mortgages and Monetary Policy: A Heterogeneous Bank‐lending Channel

S. Ongena, G. Gyöngyösi, I. Schindele
Working Papers
6 sept. 2021

Nº 21-63: Climate-Related Disasters and the Death Toll

E. Jondeau, V. Chavez-Demoulin, L. Mhalla
Working Papers
1 sept. 2021

Nº 21-62: Hedonic Models and Market Segmentation

M. Hoesli, S. C. Bourassa, M. I. Dröes
Working Papers
26 août 2021

Nº 21-61: Scale Effects on Efficiency and Profitability in the Swiss Banking Sector

A. Fuster, M. Blatter
Working Papers
23 août 2021

Nº 21-60: Dynamic Currency Hedging with Non-Gaussianity and Ambiguity

U. Ulrych, P. Polak
Working Papers
11 août 2021

Nº 21-59: Greening the Swiss National Bank's Portfolio

R. Fahlenbrach, E. Jondeau
Working Papers
10 août 2021

Nº 21-58: Capital Requirements and Claims Recovery: A New Perspective on Solvency Regulation

C. Munari, S. Weber, L. Wilhelmy
Working Papers
9 août 2021
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