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Publications

Nº 20-14: On the Fast Track: Information Acquisition Costs and Information Production

R. Michaely, D. Chen, Y. Ma, X. Martin
Working Papers
19 mars 2020

Nº 20-13: Do Responsible Investors Invest Responsibly?

P. Krüger, R. Gibson, S. Glossner, P. Matos, T. Steffen
Working Papers
18 mars 2020

SFI Public Discussion Note: Taux d'intérêt négatifs

P. Bacchetta, M. Bürgi, U. Lendermann
Public Discussion Notes
16 mars 2020

Relationship Trading in Over‐the‐Counter Markets

N. Schürhoff, T. Hendershott, D. Li, D. Livdan
Academic Publications
13 mars 2020

Nº 20-12: Feverish Stock Price Reactions to COVID-19

A. Wagner, S. Ramelli
Working Papers
13 mars 2020

Nº 20-11: Geometric Step Options with Jumps: Parity Relations, PIDEs, and Semi-Analytical Pricing

W. Farkas, L. Mathys
Working Papers
12 mars 2020

Higher Bank Capital Requirements and Mortgage Pricing: Evidence from the Counter-Cyclical Capital Buffer

Academic Publications
12 mars 2020

Video-Webinar "Meta-Index Finanzregulierung"

Der Schweizer Finanzplatz führt unseren neuen Regulierungsindex an – Top oder Flop? Erfahren Sie meh...
J. Gasser, A. Mettler, C. Roth
Videos
11 mars 2020

Nº 20-10: Deep Learning, Jumps, and Volatility Bursts

O. Bashchenko, A. Marchal
Working Papers
11 mars 2020

Nº 20-09: How Integrated Are Corporate Bond and Stock Markets?

P. Sandulescu
Working Papers
9 mars 2020

Nº 20-08: Deep Learning for Asset Bubbles Detection

O. Bashchenko, A. Marchal
Working Papers
6 mars 2020

The Importance of Climate Risks for Institutional Investors

P. Krüger, Z. Sautner, L. T. Starks
Academic Publications
3 mars 2020

Nº 20-07: Flooded Through the Back Door: The Role of Bank Capital in Local Shock Spillovers

S. Ongena, O. Rehbein
Working Papers
2 mars 2020

Nº 20-06: An Investigation of the Synchronization in Global House Prices

M. Hoesli
Working Papers
27 fév. 2020

Average Skewness Matters!

Q. Zhang, E. Jondeau, X. Zhu
Academic Publications
19 fév. 2020
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