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Publications

by members of

Universität St. Gallen → School of Finance

University of St. Gallen

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2025

  1. Martin Brown & Laura Felber & Christoph Meyer, 2025, "Consumer Adoption and Use of Payment Technology: Convenience Benefits vs. Security Concerns," Working Papers, Swiss National Bank, Study Center Gerzensee, number 25.01, Jan.
  2. Martin Brown & Daniel Hoechle & Lizet Alejandra Perez Cortes & Markus Schmid, 2025, "Monetary Policy Wealth Effects: Evidence from the 2015 Swiss Franc Shock," Working Papers, Swiss National Bank, Study Center Gerzensee, number 25.06, Nov.
  3. Chotibhak Jotikasthira & Anastasia Kartasheva & Christian T. Lundblad & Tarun Ramadorai, 2025, "Strategic Claim Payment Delays: Evidence from Property and Casualty Insurance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-14, Jan.
  4. Körükmez, Berke, 2025, "Microstructure implications of ETF arbitrage with custom baskets," ESRB Working Paper Series, European Systemic Risk Board, number 149, Jan.

2024

  1. Martin Brown & Daniel Hoechle & Alejandra Perez & Markus Schmid, 2024, "How do Retail Investors Adapt to Exchange Rate Shocks?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-108, Dec.
  2. Antonio Accetturo & Giorgia Barboni & Michele Cascarano & Emilia Garcia-Appendini & Marco Tomasi, 2024, "Credit supply and green investments," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1456, Jun.
  3. Emanuela Benincasa & Olimpia Carradori & Miguel A. Ferreira & Emilia Garcia-Appendini, 2024, "Rewiring Supply Chains Through Uncoordinated Climate Policy," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-56, Oct.
  4. Jin Cao & Emilia Garcia-Appendini & Cédric Huylebroek, 2024, "Banking on Deposit Relationships: Implications for Hold-Up Problems in the Loan Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-64, Mar.
  5. Christoph Basten & Anastasia V. Kartasheva, 2024, "Who monitors climate risk of financial institutions? Evidence from catastrophe risks in insurance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-38, Jul.
  6. Peteris Kloks & Edouard Mattille & Angelo Ranaldo, 2024, "Hunting for Dollars," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-52, Sep.

2023

  1. Martin Brown & Yves Nacht & Thomas Nellen & Helmut Stix, 2023, "Cashless payments and consumer spending," Working Papers, Swiss National Bank, number 2023-06.
  2. Martin Brown & Laura Felber & Christoph Meyer, 2023, "Consumer adoption and use of financial technology: "tap and go" payments," Working Papers, Swiss National Bank, number 2023-08.
  3. Martin Brown & Jan Schmitz & Christian Zehnder, 2023, "Communication and Hidden Action: A Credit Market Experiment," Working Papers, Swiss National Bank, Study Center Gerzensee, number 23.02, Jun.
  4. Martin Brown & Jan Schmitz & Christian Zehnder, 2023, "Moral Constraints, Social Norm Enforcement and Strategic Default in Weak and Strong Economic Conditions," Working Papers, Swiss National Bank, Study Center Gerzensee, number 23.03, Aug.
  5. Brown, Martin & Fengler, Matthias & Huwyler, Jonas & Koeniger, Winfried & Lalive, Rafael & Rohrkemper, Robert, 2023, "Monitoring Consumption Switzerland: Data, Background, and Use Cases," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 2301, Jan.
  6. Martin Eling & Anastasia V. Kartasheva & Dingchen Ning, 2023, "The Supply of Cyber Risk Insurance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-118, Dec.
  7. Patrick Bolton & Wei Jiang & Anastasia V. Kartasheva, 2023, "The Credit Suisse CoCo Wipeout: Facts, Misperceptions, and Lessons for Financial Regulation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-32, May.
  8. Peteris Kloks & Edouard Mattille & Angelo Ranaldo, 2023, "Foreign Exchange Swap Liquidity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-22, Mar.
  9. Joshua Traut & Wolfgang Schadner, 2023, "Which is Worse: Heavy Tails or Volatility Clusters?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-61, Aug.
  10. Roland Füss & Kathleen Kürschner Rauck & Alois Weigand, 2023, "Photovoltaic Systems and Housing Prices: The Relevance of View," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-100, Oct.

2022

  1. Emilia Garcia-Appendini & Frédéric Boissay & Steven Ongena, 2022, "Bottleneck effects of monetary policy," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-97, Dec.
  2. Emilia Garcia-Appendini & Stefano Gatti & Giacomo Nocera, 2022, "Does Asset Encumbrance Affect Bank Risk? Evidence from Covered Bonds," Post-Print, HAL, number hal-04057165, Oct, DOI: 10.1016/j.jbankfin.2022.106705.
  3. Claudia Custodio & Miguel A. Ferreira & Emilia Garcia-Appendini & Adrian Lam, 2022, "Economic impact of climate change," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp645.
  4. Claudia Custodio & Miguel A. Ferreira & Emilia Garcia-Appendini, 2022, "Indirect costs of financial distress," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp648.

2021

  1. Frederic Boissay & Emilia Garcia-Appendini & Steven Ongena, 2021, "Ripple effects of monetary policy," BIS Working Papers, Bank for International Settlements, number 957, Aug.
  2. Wolfgang Schadner, 2021, "Feasible Implied Correlation Matrices from Factor Structures," Papers, arXiv.org, number 2107.00427, Jul.

2020

  1. Martin Brown & Nicole Hentschel & Hannes Mettler & Helmut Stix, 2020, "Financial Innovation, Payment Choice and Cash Demand – Causal Evidence from the Staggered Introduction of Contactless Debit Cards (Martin Brown,Nicole Hentschel, Hannes Mettler, Helmut Stix)," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 230, May.
  2. Martin Brown & Nicole Hentschel & Hannes Mettler & Helmut Stix, 2020, "Financial Innovation, Payment Choice and Cash Demand - Causal Evidence from the Staggered Introduction of Contactless Debit Cards," Working Papers on Finance, University of St. Gallen, School of Finance, number 2002, Apr.
  3. Accetturo, Antonio & Barboni, Giorgia & Cascarano, Michele & Garcia-Appendini, Emilia, 2020, "Cultural Proximity and the Formation of Lending Relationships," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 514.

2019

  1. Prashant Das & Parmanand Sinha & Julia Freybote & Roland Fuess, 2019, "A Behavioral Explanation to Spatial Dependencies in Commercial Real Estate Asset Prices," ERES, European Real Estate Society (ERES), number eres2019_29, Jan.
  2. Marcel Fischer & Roland Füss & Simon Stehle, 2019, "Local House Price Comovements," Working Papers on Finance, University of St. Gallen, School of Finance, number 1906, May.
  3. Roland Füss & Massimo Guidolin & Christian Koeppel, 2019, "Sentiment Risk Premia In The Cross-Section of Global Equity," Working Papers on Finance, University of St. Gallen, School of Finance, number 1913, Aug, revised May 2020.
  4. Roland Fuess & Massimo Guidolin & Christian Koeppel, 2019, "Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19116.
  5. Custódio, Cláudia & Ferreira, Miguel & Garcia-Appendini, Emilia, 2019, "The Economic Costs of Financial Distress," CEPR Discussion Papers, Centre for Economic Policy Research, number 13862, Jul.
  6. Wolfgang Schadner, 2019, "Risk-Neutral Momentum and Market Fear," Working Papers on Finance, University of St. Gallen, School of Finance, number 1915, Nov.

2018

  1. Martin Brown & Jan Schmitz & Christian Zehnder, 2018, "Communication, Credit Provision and Loan Repayment: Evidence from a Person-to-Person Lending Experiment," Working Papers on Finance, University of St. Gallen, School of Finance, number 1819, Aug, revised Aug 2020.
  2. Florian Fuchs & Roland Füss & Tim Jenkisnon & Stefan Morkoetter, 2018, "Should Investors Care Where Private Equity Managers Went To School?," Working Papers on Finance, University of St. Gallen, School of Finance, number 1806, Jan.
  3. Roland Füss & Wei Lin & Daniel Ruf, 2018, "Risk Factors in Private Commercial Real Estate," ERES, European Real Estate Society (ERES), number eres2018_228, Jan.
  4. Roland Füss & Daniel Ruf, 2018, "Office Market Interconnectedness and Systemic Risk Exposure," Working Papers on Finance, University of St. Gallen, School of Finance, number 1830, Apr.
  5. Wagner, Wolf & Kartasheva, Anastasia & Chotibhak, Jotikasthira & Ellul, Andrew & Lundblad, Christian, 2018, "Insurers as Asset Managers and Systemic Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 12849, Apr.

2017

  1. Martin Brown & Ioanna S. Evangelou & Helmut Stix, 2017, "Banking Crises, Bail-ins and Money Holdings," Working Papers, Central Bank of Cyprus, number 2017-2, Nov.
  2. Brown, Martin & Henchoz, Caroline & Spycher, Thomas, 2017, "Culture and Financial Literacy," Working Papers on Finance, University of St. Gallen, School of Finance, number 1703, Feb.
  3. Brown, Martin & Kirschenmann, Karolin & Spycher, Thomas, 2017, "Numeracy and the quality of on-the-job decisions: Evidence from loan officers," Working Papers on Finance, University of St. Gallen, School of Finance, number 1711, Jul.
  4. Fuess, Roland & Koller, Jan A. & Weigand, Alois, 2017, "Best Land Use with Negative Externalities: Determining Land Values from Residential Rents," Working Papers on Finance, University of St. Gallen, School of Finance, number 1705, Apr, revised May 2019.
  5. Roland Füss & Oliver Lerbs, 2017, "Homeowner Effect and Strategic Interaction in Local Property Taxation," ERES, European Real Estate Society (ERES), number eres2017_149, Jul.
  6. Fuess, Roland & Lerbs, Oliver, 2017, "Do Local Governments Tax Homeowner Communities Differently?," Working Papers on Finance, University of St. Gallen, School of Finance, number 1714, Sep.
  7. Fuchs, Florian & Fuess, Roland & Jenkinson, Tim & Morkoetter, Stefan, 2017, "Winning a Deal in Private Equity: Do Educational Networks Matter?," Working Papers on Finance, University of St. Gallen, School of Finance, number 17155, Oct.
  8. Bedendo, Mascia & Garcia-Appendini, Emilia & Siming, Linus, 2017, "Cultural Preferences and the Choice between Formal and Informal Financing," Working Papers on Finance, University of St. Gallen, School of Finance, number 1707, May.
  9. Stefan Avdjiev & Bilyana Bogdanova & Patrick Bolton & Wei Jiang & Anastasia Kartasheva, 2017, "CoCo issuance and bank fragility," BIS Working Papers, Bank for International Settlements, number 678, Nov.

2016

  1. Martin Brown & Marta Serra-Garcia, 2016, "The Threat of Exclusion and Implicit Contracting," CESifo Working Paper Series, CESifo, number 6092.
  2. Brown, Martin & Schmitz, Jan & Zehnder, Christian, 2016, "Social Norms and Strategic Default," Working Papers on Finance, University of St. Gallen, School of Finance, number 1608, Mar, revised Jun 2017.
  3. Blickle, Kristian & Brown, Martin, 2016, "Liquidity Constraints, Wealth Transfers and Home Ownership," Working Papers on Finance, University of St. Gallen, School of Finance, number 1618, Sep.
  4. Adams, Zeno & Fuess, Roland & Glueck, Thorsten, 2016, "Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance," Working Papers on Finance, University of St. Gallen, School of Finance, number 1613, Jun.
  5. Roland Fuess & Jan Koller, 2016, "Efficient Land Use with Congestion: Determining Land Values from Residential Rents," ERES, European Real Estate Society (ERES), number eres2016_303, Jan.
  6. Bruno, Brunella & Garcia-Appendini, Emilia & Nocera, Giacomo, 2016, "Experience and Brokerage in Asset Markets: Evidence from Art Auctions," Working Papers on Finance, University of St. Gallen, School of Finance, number 1605, Feb.

2015

  1. Brown, Martin & Haas, Ralph De & Sokolov, Vladimir, 2015, "Regional Inflation and Financial Dollarization," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 22, Jun.
  2. de Haas, R. & Brown, M. & Sokolov, V., 2015, "Regional Inflation, Financial Integration and Dollarization (This is a revision of CentER DP 2013-073)," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-012.
  3. de Haas, R. & Brown, M. & Sokolov, V., 2015, "Regional Inflation, Financial Integration and Dollarization," Other publications TiSEM, Tilburg University, School of Economics and Management, number ef569549-635c-490c-b44c-2.
  4. Brown, Martin & Schaller, Matthias & Westerfeld, Simone & Heusler, Markus, 2015, "Internal Control and Strategic Communication within Firms – Evidence from Bank Lending," Working Papers on Finance, University of St. Gallen, School of Finance, number 1504, Feb, revised Jul 2015.
  5. Brown, Martin & Guin, Benjamin, 2015, "The Exposure of Mortgage Borrowers to Interest Rate Risk, Income Risk and House Price Risk – Evidence from Swiss Loan Application Data," Working Papers on Finance, University of St. Gallen, School of Finance, number 1509, Jan.
  6. Guin, Benjamin & Brown, Martin & Morkötter, Stefan, 2015, "Deposit Withdrawals from Distressed Commercial Banks," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113081.
  7. Fuess, Roland & Grabellus, Markus & Mager, Ferdinand & Stein, Michael, 2015, "Something in the Air: Information Density, News Surprises, and Price Jumps," Working Papers on Finance, University of St. Gallen, School of Finance, number 1517, Aug.
  8. Mahringer, Steffen & Fuess, Roland & Prokopczuk, Marcel, 2015, "Electricity Market Coupling and the Pricing of Transmission Rights: An Option-based Approach," Working Papers on Finance, University of St. Gallen, School of Finance, number 1512, Jun.
  9. Aepli, Matthias D. & Frauendorfer, Karl & Fuess, Roland & Paraschiv, Florentina, 2015, "Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation," Working Papers on Finance, University of St. Gallen, School of Finance, number 1513, Jul.
  10. Fuess, Roland & Ruf, Daniel, 2015, "Pre-Trade Transparency and Return Co-movements in Commercial Real Estate Markets," Working Papers on Finance, University of St. Gallen, School of Finance, number 1520, Sep, revised Jan 2017.
  11. Fuess, Roland & Zietz, Joachim, 2015, "The Economic Drivers of Differences in House Price Inflation Rates across MSAs," Working Papers on Finance, University of St. Gallen, School of Finance, number 1526, Dec.
  12. Fuess, Roland & Koller, Jan, 2015, "The Role of Spatial and Temporal Structure for Residential Rent Predictions," Working Papers on Finance, University of St. Gallen, School of Finance, number 1523, Nov.

2014

  1. Brown, Martin & Trautmann, Stefan T. & Vlahu, Razvan, 2014, "Understanding bank-run contagion," Working Paper Series, European Central Bank, number 1711, Aug.
  2. Martin Brown & Helmut Stix, 2014, "The Euroization of Bank Deposits in Eastern Europe," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 197, Nov.
  3. Andries, Alin Marius & Brown, Martin, 2014, "Credit Booms and Busts in Emerging Markets: The Role of Bank Governance and Risk Managment," Working Papers on Finance, University of St. Gallen, School of Finance, number 1414, Sep.
  4. Fecht, Falko & Füss, Roland & Rindler, Philipp B., 2014, "Corporate Transparency and Bond Liquidity," Working Papers on Finance, University of St. Gallen, School of Finance, number 1404, Feb.
  5. Garcia-Appendini, Emilia, 2014, "Idiosyncratic Shocks and Industry Contagion: Evidence from a Quasi-experiment," Working Papers on Finance, University of St. Gallen, School of Finance, number 1410, Jun, revised Mar 2015.
  6. Garcia-Appendini, Emilia & Montoriol-Garriga, Judit, 2014, "Trade credit use as firms approach default: A supplier's hold-up story," Working Papers on Finance, University of St. Gallen, School of Finance, number 1411, Jun, revised Jan 2015.

2013

  1. Martin Brown & Ralph De Haas & Vladimir Sokolov, 2013, "Regional inflation and financial dollarisation," Working Papers, European Bank for Reconstruction and Development, Office of the Chief Economist, number 163, Nov.
  2. Nicole Aregger & Martin Brown & Enzo Rossi, 2013, "Transaction Taxes, Capital Gains Taxes and House Prices," Working Papers, Swiss National Bank, number 2013-02.
  3. Brown, Martin & Graf, Roman, 2013, "Financial Literacy, Household Investment and Household Debt: Evidence from Switzerland," Working Papers on Finance, University of St. Gallen, School of Finance, number 1301, Jan.
  4. Brown, Martin & Guin, Benjamin & Kirschenmann, Karolin, 2013, "Microfinance Banks and Household Access to Finance," Working Papers on Finance, University of St. Gallen, School of Finance, number 1302, Feb.
  5. Brown, Martin & Hoffmann, Matthias, 2013, "Relationship Banking in the Residential Mortgage Market? Evidence from Switzerland," Working Papers on Finance, University of St. Gallen, School of Finance, number 1310, Aug, revised Jun 2015.
  6. Brown, Martin & Guin, Benjamin & Morkoetter, Stefan, 2013, "Deposit Withdrawals from Distressed Commercial Banks: The Importance of Switching Costs," Working Papers on Finance, University of St. Gallen, School of Finance, number 1319, Nov, revised Dec 2017.
  7. Brown, Martin, 2013, "The transmission of banking crises to households : lessons from the 2008-2011 crises in the ECA region," Policy Research Working Paper Series, The World Bank, number 6528, Jul.
  8. Brown, Martin & Degryse, Hans & Höwer, Daniel & Penas, MarÍa Fabiana, 2013, "Start-up financing: How credit ratings and bank concentration impact credit access," ZEW policy briefs, ZEW - Leibniz Centre for European Economic Research, number 1/2013.
  9. Füss, Roland & Mahringer, Steffen & Prokopczuk, Marcel, 2013, "Electricity Derivatives Pricing with Forward-Looking Information," Working Papers on Finance, University of St. Gallen, School of Finance, number 1317, Mar.
  10. Füss, Roland & Mahringer, Steffen & Prokopczuk, Marcel, 2013, "Electricity Spot and Derivatives Pricing when Markets are Interconnected," Working Papers on Finance, University of St. Gallen, School of Finance, number 1323, Sep.
  11. Adams, Zeno & Füss, Roland & Gropp, Reint E., 2013, "Spillover effects among financial institutions: A state-dependent sensitivity value-at-risk approach," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 20, DOI: 10.2139/ssrn.2267853.

2012

  1. Martin Brown & Matthias Schaller & Simone Westerfeld & Markus Heusler, 2012, "Information or Insurance? On the Role of Loan Officer Discretion in Credit Assessment," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 67, May.
  2. Martin Brown & Marta Serra García, 2012, "Debt Enforcement and Relational Contracting," Working Papers, Departament Empresa, Universitat Autònoma de Barcelona, number 1201, Jan, revised Jan 2012.
  3. Ongena, Steven & Popov, Alexander & Brown, Martin & Yesin, Pinar, 2012, "Who needs credit and who gets credit in Eastern Europe?," Working Paper Series, European Central Bank, number 1421, Feb.
  4. Brown, Martin & de Haas, Ralph, 2012, "Foreign banks and foreign currency lending in emerging Europe," MPRA Paper, University Library of Munich, Germany, number 36323, Jan.
  5. Martin Brown & Steven Ongena & Pinar Yesin, 2012, "Information Asymmetry and Foreign Currency Borrowing by Small Firms," Working Papers, Swiss National Bank, number 2012-05.
  6. Brown, Martin & Trautmann, Stefan T. & Vlahu, Razvan, 2012, "Contagious Bank Runs: Experimental Evidence," Working Papers on Finance, University of St. Gallen, School of Finance, number 1207, Oct.
  7. Brown, Martin & Degryse, Hans & Höwer, Daniel & Penas, María Fabiana, 2012, "How do banks screen innovative firms? Evidence from start-up panel data," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 12-032.
  8. Roland Füss Zeno Adams & Felix Schindler, 2012, "The sources of risk spillovers among US REITs: Asset similarities and regional proximity," ERES, European Real Estate Society (ERES), number eres2012_140, Jan.
  9. Hirschberger, Markus & Steuer, Ralph E. & Utz, Sebastian & Wimmer, Maximilian, 2012, "Is socially responsible investing just screening? Evidence from mutual funds," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-025.

2011

  1. Thorsten Beck & Martin Brown, 2011, "Which Households Use Banks? Evidence from the Transition Economies," BCL working papers, Central Bank of Luxembourg, number 50, Feb.
  2. Brown, Martin & Beck, Thorsten, 2011, "Use of Banking Services in Emerging Markets--Household-Level Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 8475, Jul.
  3. Brown, Martin & Serra-Garcia, Marta, 2011, "The Threat of Exclusion and Relational Contracting," Discussion Papers in Economics, University of Munich, Department of Economics, number 12287, Jun.
  4. Beck, T.H.L. & Brown, M., 2011, "Use of Banking Services in Emerging Markets -Household-Level Evidence (Replaces CentER DP 2010-092)," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-089.
  5. Beck, T.H.L. & Brown, M., 2011, "Use of Banking Services in Emerging Markets -Household-Level Evidence (Replaces EBC DP 2010-025)," Other publications TiSEM, Tilburg University, School of Economics and Management, number 9bb7dc9a-700a-42db-97f1-d.
  6. Brown, Martin & Lane, Philip R., 2011, "Debt overhang in emerging Europe ?," Policy Research Working Paper Series, The World Bank, number 5784, Aug.
  7. Gehrig, Thomas & Füss, Roland & Rindler, Philipp B, 2011, "Scattered Trust - Did the 2007-08 financial crisis change risk perceptions?," CEPR Discussion Papers, Centre for Economic Policy Research, number 8714, Dec.
  8. Dorfleitner, Gregor & Utz, Sebastian, 2011, "Safety first portfolio choice based on financial and sustainability returns," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 452, Jan.

2010

  1. Ongena, Steven & Brown, Martin & Kirschenmann, Karolin, 2010, "Foreign Currency Loans - Demand or Supply Driven?," CEPR Discussion Papers, Centre for Economic Policy Research, number 7952, Aug.
  2. Martin Brown & Ralph De Haas, 2010, "Foreign currency lending in emerging Europe: bank-level evidence," Working Papers, European Bank for Reconstruction and Development, Office of the Chief Economist, number 122, Dec.
  3. Brown, M. & de Haas, R., 2010, "Foreign Currency Lending in Emerging Europe : Bank Level Evidence," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-135.
  4. Brown, M. & Serra Garcia, M., 2010, "Relational Contracting Under the Threat of Expropriation – Experimental Evidence," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-85.
  5. Roland Füss & Nico Rottke & Joachim Zietz, 2010, "What Drives Ceos To Take On More Risk? Some Evidence From The Laboratory Of Reits," ERES, European Real Estate Society (ERES), number eres2010_059, Jan.

2009

  1. Ongena, Steven & Brown, Martin & Yeşin, Pınar, 2009, "Foreign Currency Borrowing by Small Firms," CEPR Discussion Papers, Centre for Economic Policy Research, number 7540, Nov.
  2. Schindler, Felix & Rottke, Nico & Füss, Roland, 2009, "Testing the predictability and efficiency of securitized real estate markets," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 09-054.
  3. Nico Rottke & Roland Füss, 2009, "Does the Top Executive Influence the Performance of US Real Estate Investment Trusts?," ERES, European Real Estate Society (ERES), number eres2009_228, Jan.
  4. Roland Füss & Zeno Adams, 2009, "An Equilibrium Model of German Real Office Rents Using Panel Cointegration Analysis," ERES, European Real Estate Society (ERES), number eres2009_277, Jan.

2008

  1. Brown, Martin & Falk, Armin & Fehr, Ernst, 2008, "Competition and Relational Contracts: The Role of Unemployment as a Disciplinary Device," IZA Discussion Papers, IZA Network @ LISER, number 3345, Feb.
  2. Fehr, Ernst & Brown, Martin & Zehnder, Christian, 2008, "On Reputation: A Microfoundation of Contract Enforcement and Price Rigidity," IZA Discussion Papers, IZA Network @ LISER, number 3655, Aug.
  3. Martin Brown & Christian Zehnder, 2008, "The Emergence of Information Sharing in Credit Markets," Working Papers, Swiss National Bank, number 2008-01.
  4. Brown, M. & Ongena, S. & Yesin, P., 2008, "Currency Denomination of Bank Loans : Evidence from Small Firms in Transition Countries," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-16.
  5. Roland FÜSS & Michael M. BECHTEL, 2008, "Capitalizing on Partisan Politics: Expected Government Partisanship and Sector-Specific Redistribution in Germany," EcoMod2008, EcoMod, number 23800040, Jul.

2007

  1. Pagano, Marco & Jappelli, Tullio & Brown, Martin, 2007, "Information Sharing and Credit: Firm-Level Evidence from Transition Countries," CEPR Discussion Papers, Centre for Economic Policy Research, number 6313, May.
  2. Martin Brown & Maria Clara Rueda Maurer & Tamara Pak & Nurlanbek Tynaev, 2007, "Banking Sector Reform and Interest Rates in Transition Economies: Bank-Level Evidence from Kyrgyzstan," Working Papers, Swiss National Bank, number 2007-07.

2006

  1. Martin Brown & Christian Zehnder, 2006, "Credit Reporting, Relationship Banking, and Loan Repayment," Working Papers, Swiss National Bank, number 2006-03.

2005

  1. Martin Brown & Christian Zehnder, 2005, "Credit Registries, Relationship Banking and Loan Repayment," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 240, May.

2003

  1. Brown, Martin & Falk, Armin & Fehr, Ernst, 2003, "Relational Contracts and the Nature of Market Interactions," IZA Discussion Papers, IZA Network @ LISER, number 897, Oct.

2002

  1. Fehr, Ernst & Falk, Armin & Brown, Martin, 2002, "Contractual Incompleteness and the Nature of Market Interactions," CEPR Discussion Papers, Centre for Economic Policy Research, number 3272, Mar.

Journal articles

2025

  1. Martin Brown & Jan Schmitz & Christian Zehnder, 2025, "Moral Constraints, Social Norm Enforcement, and Strategic Default in Weak and Strong Economic Conditions," Journal of Money, Credit and Banking, Blackwell Publishing, volume 57, issue 2-3, pages 309-348, March, DOI: 10.1111/jmcb.13165.
  2. Anastasia Kartasheva & Eleonora Pascucci & Omid Ghavibazoo, 2025, "Building economic resilience to pandemic risk in Switzerland," Risk Management and Insurance Review, American Risk and Insurance Association, volume 28, issue 1, pages 107-149, March, DOI: 10.1111/rmir.70003.

2024

  1. Brown, Martin & Schmitz, Jan & Zehnder, Christian, 2024, "Communication and hidden action: A credit market experiment," Journal of Economic Behavior & Organization, Elsevier, volume 218, issue C, pages 423-455, DOI: 10.1016/j.jebo.2023.12.019.
  2. Jasmin Barman-Aksözen & Nicole Hentschel & Mårten Pettersson & Eva Schupp & Francesca Granata & Cornelia Dechant & Mehmet Hakan Aksözen & Rocco Falchetto, 2024, "Fair Funding Decisions: Consistency of the Time Horizons Used in the Calculation of Quality-Adjusted Life Years for Therapies for Very Rare Diseases by the National Institute for Health and Care Excellence in England," IJERPH, MDPI, volume 21, issue 5, pages 1-14, May.
  3. Roland Füss & Oliver Lerbs & Alois Weigand, 2024, "Do local governments tax homeowner communities differently?," Real Estate Economics, American Real Estate and Urban Economics Association, volume 52, issue 2, pages 401-433, March, DOI: 10.1111/1540-6229.12469.

2023

  1. Martin Brown & Matthias R. Fengler & Jonas Huwyler & Winfried Koeniger & Rafael Lalive & Robert Rohrkemper, 2023, "Monitoring consumption Switzerland: data, background, and use cases," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 159, issue 1, pages 1-16, December, DOI: 10.1186/s41937-023-00108-9.
  2. Bedendo, Mascia & Garcia-Appendini, Emilia & Siming, Linus, 2023, "Managers' cultural origin and corporate response to an economic shock," Journal of Corporate Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jcorpfin.2023.102412.
  3. Garcia-Appendini, Emilia & Gatti, Stefano & Nocera, Giacomo, 2023, "Does asset encumbrance affect bank risk? Evidence from covered bonds," Journal of Banking & Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jbankfin.2022.106705.
  4. Accetturo, Antonio & Barboni, Giorgia & Cascarano, Michele & Garcia-Appendini, Emilia, 2023, "The role of culture in firm-bank matching," Journal of Financial Intermediation, Elsevier, volume 53, issue C, DOI: 10.1016/j.jfi.2023.101018.
  5. Cláudia Custódio & Miguel A Ferreira & Emilia Garcia-Appendini, 2023, "Indirect Costs of Financial Distress," Review of Finance, European Finance Association, volume 27, issue 6, pages 2233-2270.
  6. Wolfgang Schadner & Sebastian Lang, 2023, "The value of expected return persistence," Annals of Finance, Springer, volume 19, issue 4, pages 449-476, December, DOI: 10.1007/s10436-023-00428-z.
  7. Chang, Zheng & Füss, Roland & von Möllendorff, Johannes & Olaf Olaussen, Jon & Weigand, Alois, 2023, "Metro’s night travel offer on the weekend and its impact on house prices," Transportation Research Part A: Policy and Practice, Elsevier, volume 178, issue C, DOI: 10.1016/j.tra.2023.103883.

2022

  1. Brown, Martin & Hentschel, Nicole & Mettler, Hannes & Stix, Helmut, 2022, "The convenience of electronic payments and consumer cash demand," Journal of Monetary Economics, Elsevier, volume 130, issue C, pages 86-102, DOI: 10.1016/j.jmoneco.2022.06.001.
  2. Füss, Roland & Ruf, Daniel, 2022, "Information precision and return co-movements in private commercial real estate markets," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106402.
  3. Andrew Ellul & Chotibhak Jotikasthira & Anastasia Kartasheva & Christian T Lundblad & Wolf Wagner, 2022, "Insurers as Asset Managers and Systemic Risk," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 12, pages 5483-5534.
  4. Schadner, Wolfgang, 2022, "U.S. Politics from a multifractal perspective," Chaos, Solitons & Fractals, Elsevier, volume 155, issue C, DOI: 10.1016/j.chaos.2021.111677.
  5. Wolfgang Schadner & Joshua Traut, 2022, "Estimating Forward-Looking Stock Correlations from Risk Factors," Mathematics, MDPI, volume 10, issue 10, pages 1-19, May.

2021

  1. Roland Füss & Jan A. Koller & Alois Weigand, 2021, "Determining Land Values from Residential Rents," Land, MDPI, volume 10, issue 4, pages 1-29, March.
  2. Fuchs, Florian & Füss, Roland & Jenkinson, Tim & Morkoetter, Stefan, 2021, "Winning a deal in private equity: Do educational ties matter?," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101740.
  3. Marcel Fischer & Roland Füss & Simon Stehle, 2021, "Local house price comovements," Real Estate Economics, American Real Estate and Urban Economics Association, volume 49, issue S1, pages 169-198, March, DOI: 10.1111/1540-6229.12331.
  4. Kristoffer B. Birkeland & Allan D. D'Silva & Roland Füss & Are Oust, 2021, "The Predictability of House Prices: "Human Against Machine"," International Real Estate Review, Global Social Science Institute, volume 24, issue 2, pages 139-183.
  5. Nadia Balemi & Roland Füss & Alois Weigand, 2021, "COVID-19’s impact on real estate markets: review and outlook," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 4, pages 495-513, December, DOI: 10.1007/s11408-021-00384-6.
  6. Füss, Roland & Ruf, Daniel, 2021, "Bank systemic risk exposure and office market interconnectedness," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106311.
  7. Helmut Gründl & Danjela Guxha & Anastasia Kartasheva & Hato Schmeiser, 2021, "Insurability of pandemic risks," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 88, issue 4, pages 863-902, December, DOI: 10.1111/jori.12368.
  8. Schadner, Wolfgang, 2021, "Ex-Ante Risk Factors and Required Structures of the Implied Correlation Matrix," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101855.
  9. Lang, Sebastian & Schadner, Wolfgang, 2021, "The trilemma of expansionary monetary policy in the Euro area during the COVID-19 crisis," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.102048.
  10. Schadner, Wolfgang, 2021, "On the persistence of market sentiment: A multifractal fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 581, issue C, DOI: 10.1016/j.physa.2021.126242.

2020

  1. Martin Brown & Karolin Kirschenmann & Thomas Spycher, 2020, "Numeracy And On‐The‐Job Performance: Evidence From Loan Officers," Economic Inquiry, Western Economic Association International, volume 58, issue 2, pages 998-1022, April, DOI: 10.1111/ecin.12873.
  2. Martin Brown, 2020, "Negative Interest Rates and Bank Lending," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 21, issue 01, pages 18-23, April.
  3. Brown, Martin & Guin, Benjamin & Morkoetter, Stefan, 2020, "Deposit withdrawals from distressed banks: Client relationships matter," Journal of Financial Stability, Elsevier, volume 46, issue C, DOI: 10.1016/j.jfs.2019.100707.
  4. Das, Prashant & Füss, Roland & Hanle, Benjamin & Russ, Isabel Nina, 2020, "The cross-over effect of irrational sentiments in housing, commercial property, and stock markets," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105799.
  5. Bedendo, Mascia & Garcia-Appendini, Emilia & Siming, Linus, 2020, "Cultural Preferences and Firm Financing Choices," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 3, pages 897-930, May.
  6. Emilia Garcia‐Appendini & Judit Montoriol‐Garriga, 2020, "Trade Credit Use as Firms Approach Default," Journal of Money, Credit and Banking, Blackwell Publishing, volume 52, issue 5, pages 1199-1229, August, DOI: 10.1111/jmcb.12618.
  7. Avdjiev, Stefan & Bogdanova, Bilyana & Bolton, Patrick & Jiang, Wei & Kartasheva, Anastasia, 2020, "CoCo issuance and bank fragility," Journal of Financial Economics, Elsevier, volume 138, issue 3, pages 593-613, DOI: 10.1016/j.jfineco.2020.06.008.
  8. Schadner, Wolfgang, 2020, "An idea of risk-neutral momentum and market fear," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101347.

2019

  1. Kristian Blickle & Martin Brown, 2019, "Borrowing Constraints, Home Ownership and Housing Choice: Evidence from Intra‐Family Wealth Transfers," Journal of Money, Credit and Banking, Blackwell Publishing, volume 51, issue 2-3, pages 539-580, March, DOI: 10.1111/jmcb.12566.
  2. Alois Weigand, 2019, "Machine learning in empirical asset pricing," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 1, pages 93-104, March, DOI: 10.1007/s11408-019-00326-3.

2018

  1. Brown, Martin & Henchoz, Caroline & Spycher, Thomas, 2018, "Culture and financial literacy: Evidence from a within-country language border," Journal of Economic Behavior & Organization, Elsevier, volume 150, issue C, pages 62-85, DOI: 10.1016/j.jebo.2018.03.011.
  2. Martin Brown & Ralph De Haas & Vladimir Sokolov, 2018, "Regional Inflation, Banking Integration, and Dollarization
    [On the unstable relationship between exchange rates and macroeconomic fundamentals]    ," Review of Finance, European Finance Association, volume 22, issue 6, pages 2073-2108.
  3. Martin Brown & Volker Grossmann & Rafael Lalive & Cédric Tille, 2018, "Swiss Journal of Economics and Statistics," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 154, issue 1, pages 1-2, December, DOI: 10.1186/s41937-018-0020-4.
  4. Füss, Roland & Grabellus, Markus & Mager, Ferdinand & Stein, Michael, 2018, "Something in the air: Information density, news surprises, and price jumps," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 53, issue C, pages 50-75, DOI: 10.1016/j.intfin.2017.09.011.
  5. Roland Füss & Ferdinand Mager & Michael Stein & Lu Zhao, 2018, "Financial crises, price discovery, and information transmission: a high-frequency perspective," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 4, pages 333-365, November, DOI: 10.1007/s11408-018-0318-3.
  6. Brunella Bruno & Emilia Garcia‐Appendini & Giacomo Nocera, 2018, "Experience and Brokerage in Asset Markets: Evidence from Art Auctions," Financial Management, Financial Management Association International, volume 47, issue 4, pages 833-864, December, DOI: 10.1111/fima.12207.
  7. Garcia-Appendini, Emilia, 2018, "Financial distress and competitors' investment," Journal of Corporate Finance, Elsevier, volume 51, issue C, pages 182-209, DOI: 10.1016/j.jcorpfin.2018.06.003.

2017

  1. Alin Marius Andries & Martin Brown, 2017, "Credit booms and busts in emerging markets," The Economics of Transition, The European Bank for Reconstruction and Development, volume 25, issue 3, pages 377-437, July.
  2. Martin Brown & Stefan T. Trautmann & Razvan Vlahu, 2017, "Understanding Bank-Run Contagion," Management Science, INFORMS, volume 63, issue 7, pages 2272-2282, July, DOI: 10.1287/mnsc.2015.2416.
  3. Adams, Zeno & Füss, Roland & Glück, Thorsten, 2017, "Are correlations constant? Empirical and theoretical results on popular correlation models in finance," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 9-24, DOI: 10.1016/j.jbankfin.2017.07.003.
  4. Aepli, Matthias D. & Füss, Roland & Henriksen, Tom Erik S. & Paraschiv, Florentina, 2017, "Modeling the multivariate dynamic dependence structure of commodity futures portfolios," Journal of Commodity Markets, Elsevier, volume 6, issue C, pages 66-87, DOI: 10.1016/j.jcomm.2017.05.002.
  5. Amita Sharma & Sebastian Utz & Aparna Mehra, 2017, "Omega-CVaR portfolio optimization and its worst case analysis," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., volume 39, issue 2, pages 505-539, March, DOI: 10.1007/s00291-016-0462-y.

2016

  1. Martin Brown & Benjamin Guin & Karolin Kirschenmann, 2016, "Microfinance Banks and Financial Inclusion," Review of Finance, European Finance Association, volume 20, issue 3, pages 907-946.
  2. Martin Brown & Matthias Hoffmann, 2016, "Relationship Banking in the Residential Mortgage Market? Evidence from Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 152, issue 1, pages 23-48, March.
  3. Füss, Roland & Zietz, Joachim, 2016, "The economic drivers of differences in house price inflation rates across MSAs," Journal of Housing Economics, Elsevier, volume 31, issue C, pages 35-53, DOI: 10.1016/j.jhe.2015.12.002.
  4. Roland Füss & Thomas Gehrig & Philipp B. Rindler, 2016, "Changing Risk Perception and the Time-Varying Price of Risk," Review of Finance, European Finance Association, volume 20, issue 4, pages 1549-1585.
  5. Füss, Roland & Koller, Jan A., 2016, "The role of spatial and temporal structure for residential rent predictions," International Journal of Forecasting, Elsevier, volume 32, issue 4, pages 1352-1368, DOI: 10.1016/j.ijforecast.2016.06.001.
  6. Roland Füss & Ulrich Hommel & Jan‐Carl Plagge, 2016, "Determinants of Liquidity (Re)Allocation and the Decision to Cross‐List or Cross‐Delist," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 21, issue 4, pages 447-471, October.
  7. Sebastian Utz & Martina Weber & Maximilian Wimmer, 2016, "German Mittelstand bonds: yield spreads and liquidity," Journal of Business Economics, Springer, volume 86, issue 1, pages 103-129, January, DOI: 10.1007/s11573-015-0791-3.

2015

  1. Beck, Thorsten & Brown, Martin, 2015, "Foreign bank ownership and household credit," Journal of Financial Intermediation, Elsevier, volume 24, issue 4, pages 466-486, DOI: 10.1016/j.jfi.2013.10.002.
  2. Martin Brown & Helmut Stix, 2015, "The euroization of bank deposits in Eastern Europe," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 30, issue 81, pages 95-139.
  3. Martin Brown & Benjamin Suman Guin, 2015, "The Exposure of Mortgage Borrowers to Interest Rate Risk and House Price Risk – Evidence from Swiss Loan Application Data," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 151, issue 2, pages 3-37, June.
  4. Füss, Roland & Mahringer, Steffen & Prokopczuk, Marcel, 2015, "Electricity derivatives pricing with forward-looking information," Journal of Economic Dynamics and Control, Elsevier, volume 58, issue C, pages 34-57, DOI: 10.1016/j.jedc.2015.05.016.
  5. Zeno Adams & Roland Füss & Felix Schindler, 2015, "The Sources of Risk Spillovers among U.S. REITs: Financial Characteristics and Regional Proximity," Real Estate Economics, American Real Estate and Urban Economics Association, volume 43, issue 1, pages 67-100, March.
  6. Utz, Sebastian & Wimmer, Maximilian & Steuer, Ralph E., 2015, "Tri-criterion modeling for constructing more-sustainable mutual funds," European Journal of Operational Research, Elsevier, volume 246, issue 1, pages 331-338, DOI: 10.1016/j.ejor.2015.04.035.

2014

  1. Martin Brown & Steven Ongena & Pinar Yeşin, 2014, "Information Asymmetry and Foreign Currency Borrowing by Small Firms," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 56, issue 1, pages 110-131, March.
  2. Martin Brown & Karolin Kirschenmann & Steven Ongena, 2014, "Bank Funding, Securitization, and Loan Terms: Evidence from Foreign Currency Lending," Journal of Money, Credit and Banking, Blackwell Publishing, volume 46, issue 7, pages 1501-1534, October, DOI: 10.1111/jmcb.12147.
  3. Roland Füss & Urich Hommel & Jan-Carl Plagge, 2014, "Valuation effects of termination of cross-listings," Journal of Financial Perspectives, EY Global FS Institute, volume 2, issue 1, pages 177-193.
  4. Füss, Roland & Miebs, Felix & Trübenbach, Fabian, 2014, "A jackknife-type estimator for portfolio revision," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 14-28, DOI: 10.1016/j.jbankfin.2014.01.029.
  5. Adams, Zeno & Füss, Roland & Gropp, Reint, 2014, "Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 49, issue 3, pages 575-598, June.
  6. Utz, Sebastian & Wimmer, Maximilian & Hirschberger, Markus & Steuer, Ralph E., 2014, "Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds," European Journal of Operational Research, Elsevier, volume 234, issue 2, pages 491-498, DOI: 10.1016/j.ejor.2013.07.024.
  7. Gregor Dorfleitner & Sebastian Utz, 2014, "Profiling German-speaking socially responsible investors," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 6, issue 2, pages 118-156, July, DOI: 10.1108/QRFM-07-2012-0024.

2013

  1. Bing Zhu & Roland Füss & Nico B. Rottke, 2013, "Spatial Linkages in Returns and Volatilities among U.S. Regional Housing Markets," Real Estate Economics, American Real Estate and Urban Economics Association, volume 41, issue 1, pages 29-64, March, DOI: j.1540-6229.2012.00337.x.
  2. Garcia-Appendini, Emilia & Montoriol-Garriga, Judit, 2013, "Firms as liquidity providers: Evidence from the 2007–2008 financial crisis," Journal of Financial Economics, Elsevier, volume 109, issue 1, pages 272-291, DOI: 10.1016/j.jfineco.2013.02.010.
  3. Caselli, Stefano & Garcia-Appendini, Emilia & Ippolito, Filippo, 2013, "Contracts and returns in private equity investments," Journal of Financial Intermediation, Elsevier, volume 22, issue 2, pages 201-217, DOI: 10.1016/j.jfi.2012.08.002.
  4. Emilia Garcia-Appendini, 2013, "Book review of Fault Lines by Raghuram G. Rajan," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 4, pages 431-433, December, DOI: 10.1007/s11408-013-0219-4.
  5. Stefan Avdjiev & Anastasia Kartasheva & Bilyana Bogdanova, 2013, "CoCos: a primer," BIS Quarterly Review, Bank for International Settlements, September.
  6. Markus Hirschberger & Ralph E. Steuer & Sebastian Utz & Maximilian Wimmer & Yue Qi, 2013, "Computing the Nondominated Surface in Tri-Criterion Portfolio Selection," Operations Research, INFORMS, volume 61, issue 1, pages 169-183, February, DOI: 10.1287/opre.1120.1140.

2012

  1. Martin Brown & Armin Falk & Ernst Fehr, 2012, "Competition And Relational Contracts: The Role Of Unemployment As A Disciplinary Device," Journal of the European Economic Association, European Economic Association, volume 10, issue 4, pages 887-907, August, DOI: j.1542-4774.2011.01058.x.
  2. Brown, Martin & Guin, Benjamin & Kirschenmann, Karolin, 2012, "Microfinance Commercialization and Mission Drift," Die Unternehmung - Swiss Journal of Business Research and Practice, Nomos Verlagsgesellschaft mbH & Co. KG, volume 66, issue 4, pages 340-357, DOI: 10.5771/0042-059X-2012-4-340.
  3. Martin Brown & Ralph De Haas, 2012, "Foreign banks and foreign currency lending in emerging Europe
    [Capital structure and financial risk: evidence from foreign debt use in East Asia]    ," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 27, issue 69, pages 57-98.
  4. Roland Füss & Denis Schweizer, 2012, "Short and long-term interactions between venture capital returns and the macroeconomy: evidence for the United States," Review of Quantitative Finance and Accounting, Springer, volume 38, issue 3, pages 391-410, April, DOI: 10.1007/s11156-011-0233-4.
  5. Zeno Adams & Roland Füss, 2012, "Disentangling the Short and Long-Run Effects of Occupied Stock in the Rental Adjustment Process," The Journal of Real Estate Finance and Economics, Springer, volume 44, issue 4, pages 570-590, May, DOI: 10.1007/s11146-010-9250-7.
  6. Roland Füss & Michael Stein & Joachim Zietz, 2012, "A Regime-Switching Approach to Modeling Rental Prices of U.K. Real Estate Sectors," Real Estate Economics, American Real Estate and Urban Economics Association, volume 40, issue 2, pages 317-350, June, DOI: j.1540-6229.2011.00316.x.
  7. Roland Füss & Johannes Richt & Matthias Thomas, 2012, "Excess return sources of active property management: a case study," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 30, issue 4, pages 354-374, July, DOI: 10.1108/14635781211241761.
  8. Zeno Adams & Roland Füss & Volker Wohlschieß, 2012, "Investment choice and performance potential in the mutual fund industry," Journal of Asset Management, Palgrave Macmillan, volume 13, issue 2, pages 84-101, April, DOI: 10.1057/jam.2012.1.
  9. Kartasheva, Anastasia V., 2012, "Design of investment promotion policies," International Journal of Industrial Organization, Elsevier, volume 30, issue 2, pages 127-136, DOI: 10.1016/j.ijindorg.2011.04.005.
  10. Doherty, Neil A. & Kartasheva, Anastasia V. & Phillips, Richard D., 2012, "Information effect of entry into credit ratings market: The case of insurers' ratings," Journal of Financial Economics, Elsevier, volume 106, issue 2, pages 308-330, DOI: 10.1016/j.jfineco.2012.05.012.
  11. Dorfleitner, Gregor & Utz, Sebastian, 2012, "Safety first portfolio choice based on financial and sustainability returns," European Journal of Operational Research, Elsevier, volume 221, issue 1, pages 155-164, DOI: 10.1016/j.ejor.2012.02.034.

2011

  1. Brown, Martin & Ongena, Steven & Yesin, Pinar, 2011, "Foreign currency borrowing by small firms in the transition economies," Journal of Financial Intermediation, Elsevier, volume 20, issue 3, pages 285-302, July.
  2. Martin Brown & Steven Ongena & Alexander Popov & Pinar Yeşin, 2011, "Who needs credit and who gets credit in Eastern Europe?
    [Interaction terms in logit and probit models]    ," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 26, issue 65, pages 93-130.
  3. Roland Füss & Nico Rottke & Joachim Zietz, 2011, "What Drives CEOs to Take on More Risk? Some Evidence from the Laboratory of REITs," Journal of Applied Corporate Finance, Morgan Stanley, volume 23, issue 1, pages 92-105, January.
  4. Bing Zhu & Roland Füss & Nico Rottke, 2011, "The Predictive Power of Anisotropic Spatial Correlation Modeling in Housing Prices," The Journal of Real Estate Finance and Economics, Springer, volume 42, issue 4, pages 542-565, May, DOI: 10.1007/s11146-009-9209-8.
  5. Roland Füss & Felix Schindler, 2011, "Diversifikationsvorteile verbriefter Immobilienanlagen in einem Mixed‐Asset‐Portfolio," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, volume 12, issue 2, pages 170-191, May, DOI: j.1468-2516.2011.00362.x.

2010

  1. Brown, Martin & Zehnder, Christian, 2010, "The emergence of information sharing in credit markets," Journal of Financial Intermediation, Elsevier, volume 19, issue 2, pages 255-278, April.
  2. Adams, Zeno & Füss, Roland, 2010, "Macroeconomic determinants of international housing markets," Journal of Housing Economics, Elsevier, volume 19, issue 1, pages 38-50, March.
  3. Michael M. Bechtel & Roland F‹Ss, 2010, "Capitalizing on Partisan Politics? The Political Economy of Sector-Specific Redistribution in Germany," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 2-3, pages 203-235, March.
  4. Roland Füss & Zeno Adams & Dieter G Kaiser, 2010, "The predictive power of value-at-risk models in commodity futures markets," Journal of Asset Management, Palgrave Macmillan, volume 11, issue 4, pages 261-285, October, DOI: 10.1057/jam.2009.21.

2009

  1. Ernst Fehr & Martin Brown & Christian Zehnder, 2009, "On Reputation: A Microfoundation of Contract Enforcement and Price Rigidity," Economic Journal, Royal Economic Society, volume 119, issue 536, pages 333-353, March.
  2. Brown, Martin & Maurer, Maria Rueda & Pak, Tamara & Tynaev, Nurlanbek, 2009, "The impact of banking sector reform in a transition economy: Evidence from Kyrgyzstan," Journal of Banking & Finance, Elsevier, volume 33, issue 9, pages 1677-1687, September.
  3. Brown, Martin & Jappelli, Tullio & Pagano, Marco, 2009, "Information sharing and credit: Firm-level evidence from transition countries," Journal of Financial Intermediation, Elsevier, volume 18, issue 2, pages 151-172, April.
  4. Domagoj Arapovic & Martin Brown, 2009, "Remittance Outflows from Switzerland," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, volume 64, issue 01, pages 7-18, March.
  5. Martin Brown & Marcel Peter & Simon Wehrmüller, 2009, "Swiss Franc Lending in Europe," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, volume 64, issue 02, pages 167-181, June.

2008

  1. Jaroslaw Morawski & Heinz Rehkugler & Roland Füss, 2008, "The nature of listed real estate companies: property or equity market?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 22, issue 2, pages 101-126, June, DOI: 10.1007/s11408-008-0075-9.
  2. Roland Füss & Michael Bechtel, 2008, "Partisan politics and stock market performance: The effect of expected government partisanship on stock returns in the 2002 German federal election," Public Choice, Springer, volume 135, issue 3, pages 131-150, June, DOI: 10.1007/s11127-007-9250-1.

2007

  1. Martin Brown & Christian Zehnder, 2007, "Credit Reporting, Relationship Banking, and Loan Repayment," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 8, pages 1883-1918, December.
  2. Roland Füss & Dieter Kaiser, 2007, "The tactical and strategic value of hedge fund strategies: a cointegration approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 4, pages 425-444, December, DOI: 10.1007/s11408-007-0060-8.

2005

  1. Roland Füss, 2005, "Financial Liberalization and Stock Price Behaviour in Asian Emerging Markets," Economic Change and Restructuring, Springer, volume 38, issue 1, pages 37-62, March, DOI: 10.1007/s10644-005-4522-6.

2004

  1. Martin Brown & Armin Falk & Ernst Fehr, 2004, "Relational Contracts and the Nature of Market Interactions," Econometrica, Econometric Society, volume 72, issue 3, pages 747-780, May.

1999

  1. Renate Schubert, 1999, "Financial Decision-Making: Are Women Really More Risk-Averse?," American Economic Review, American Economic Association, volume 89, issue 2, pages 381-385, May.

Chapters

2025

  1. Anastasia Kartasheva, 2025, "Private Equity Investments in the Life Insurance Industry," Springer Books, Springer, in: Georges Dionne, "Handbook of Insurance", DOI: 10.1007/978-3-031-69561-2_11.

2024

  1. Sebastian Lang & Wolfgang Schadner, 2024, "An Empirical Analysis of the Trilemma of Exiting Expansionary Monetary Policy in the Euro Area," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Sabri Boubaker & Marwa Elnahass, "Banking Resilience and Global Financial Stability".

2020

  1. Roland Füss & Steffen Mahringer & Marcel Prokopczuk, 2020, "Electricity Market Coupling in Europe: Status Quo and Future Challenges," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".

2011

  1. Zeno Adams & Roland Füss & Philipp Grüber & Ulrich Hommel & Holger Wohlenberg, 2011, "Estimating the Arbitrage Pricing Theory Factor Sensitivities Using Quantile Regression," Palgrave Macmillan Books, Palgrave Macmillan, chapter 2, in: Greg N. Gregoriou & Razvan Pascalau, "Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models", DOI: 10.1057/9780230295223_2.

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