Publications
by members of
School of Finance
Universität St. Gallen
Sankt Gallen, Switzerland
(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. This page is updated in the first days of each month.| Working papers | Journal articles | Books | Chapters |
Working papers
2022
- Angelo Ranaldo, 2022. "Foreign Exchange Swaps and Cross-Currency Swaps," Swiss Finance Institute Research Paper Series 22-51, Swiss Finance Institute.
- Benos, Evangelos & Ferrara, Gerardo & Ranaldo, Angelo, 2022.
"Collateral cycles,"
Bank of England working papers
966, Bank of England, revised 24 Oct 2022.
- Evangelos Benos & Gerardo Ferrara & Angelo Ranaldo, 2022. "Collateral Cycles," Swiss Finance Institute Research Paper Series 22-91, Swiss Finance Institute.
- Demetrio Lacava & Angelo Ranaldo & Paolo Santucci de Magistris, 2022. "Realized Illiquidity," Swiss Finance Institute Research Paper Series 22-90, Swiss Finance Institute.
- Andrea Barbon & Angelo Ranaldo, 2022. "Non-Fungible Tokens," Swiss Finance Institute Research Paper Series 22-84, Swiss Finance Institute.
- Huang, Wenqian & Ranaldo, Angelo & Schrimpf, Andreas & Somogyi, Fabricius, 2022. "Constrained Dealers and Market Efficiency," VfS Annual Conference 2022 (Basel): Big Data in Economics 264054, Verein für Socialpolitik / German Economic Association.
- Wenqian Huang & Angelo Ranaldo & Andreas Schrimpf & Fabricius Somogyi, 2022. "Constrained Liquidity Provision in Currency Markets," Swiss Finance Institute Research Paper Series 22-82, Swiss Finance Institute.
- Weber, Matthias, 2022. "From Individual Human Decisions to Economic and Financial Policies," SocArXiv 5ju7z, Center for Open Science.
- Anita Kopányi-Peuker & Matthias Weber, 2022. "The Role of the End Time in Experimental Asset Markets," Swiss Finance Institute Research Paper Series 22-32, Swiss Finance Institute.
- Christoph Aymanns & Jakob Foerster & Co-Pierre Georg & Matthias Weber, 2022.
"Fake News in Social Networks,"
Swiss Finance Institute Research Paper Series
22-58, Swiss Finance Institute.
- Aymanns, Christoph & Foerster, Jakob & Georg, Co-Pierre & Weber, Matthias, 2022. "Fake News in Social Networks," SocArXiv y4mkd, Center for Open Science.
2021
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-DÃaz & Menachem Abudy & To, 2021.
"Non-Standard Errors,"
Working Paper Series, Social and Economic Sciences
2021-11, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian Brownlees & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
- Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, University of Innsbruck.
- Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Menkveld, Albert J. & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz & Wolff, Christian C, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
- Vilhelmsson, Anders, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
- Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
- Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
- Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Andrea Barbon & Angelo Ranaldo, 2021.
"On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges,"
Papers
2112.07386, arXiv.org, revised Oct 2022.
- Andrea Barbon & Angelo Ranaldo, 2022. "On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges," Swiss Finance Institute Research Paper Series 22-38, Swiss Finance Institute.
- Skliaustyte, Egle & Weber, Matthias, 2021. "Subsidies or Tax Breaks Versus Intellectual Property Rights: Dual Markets," SocArXiv x87fy, Center for Open Science.
- Lehmann, Timo & Weber, Matthias, 2021. "IPO Underpricing and Aftermarket Price Accuracy: Auctions vs. Bookbuilding in Japan," SocArXiv sa385, Center for Open Science.
- Weber, Matthias & Striaukas, Jonas & Schumacher, Martin & Binder, Harald, 2021. "Regularized regression when covariates are linked on a network: the 3CoSE algorithm," LIDAM Reprints LFIN 2021022, Université catholique de Louvain, Louvain Finance (LFIN).
- Wolfgang Schadner, 2021. "Feasible Implied Correlation Matrices from Factor Structures," Papers 2107.00427, arXiv.org.
2020
- Angelo Ranaldo & Benedikt Ballensiefen & Hannah Winterberg, 2020. "Monetary policy disconnect," Working Papers on Finance 2003, University of St. Gallen, School of Finance.
- 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 230, Oesterreichische Nationalbank (Austrian Central Bank).
- 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 2002, University of St. Gallen, School of Finance.
2019
- Ranaldo, Angelo & Schaffner, Patrick & Vasios, Michalis, 2019.
"Regulatory effects on short-term interest rates,"
Bank of England working papers
801, Bank of England.
- Ranaldo, Angelo & Schaffner, Patrick & Vasios, Michalis, 2021. "Regulatory effects on short-term interest rates," Journal of Financial Economics, Elsevier, vol. 141(2), pages 750-770.
- Benedikt Ballensiefen & Angelo Ranaldo, 2019. "Safe Asset Carry Trade," Working Papers on Finance 1909, University of St. Gallen, School of Finance, revised Oct 2019.
- Alexander Bechtel & Angelo Ranaldo & Jan Wrampelmeyer, 2019. "Liquidity Risk and Funding Cost," Working Papers on Finance 1903, University of St. Gallen, School of Finance, revised Aug 2020.
- Prashant Das & Parmanand Sinha & Julia Freybote & Roland Fuess, 2019. "A Behavioral Explanation to Spatial Dependencies in Commercial Real Estate Asset Prices," ERES eres2019_29, European Real Estate Society (ERES).
- Marcel Fischer & Roland Füss & Simon Stehle, 2019.
"Local House Price Comovements,"
Working Papers on Finance
1906, University of St. Gallen, School of Finance.
- Marcel Fischer & Roland Füss & Simon Stehle, 2021. "Local house price comovements," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(S1), pages 169-198, March.
- Roland Füss & Massimo Guidolin & Christian Koeppel, 2019. "Sentiment Risk Premia In The Cross-Section of Global Equity," Working Papers on Finance 1913, University of St. Gallen, School of Finance, revised May 2020.
- Roland Fuess & Massimo Guidolin & Christian Koeppel, 2019. "Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns," BAFFI CAREFIN Working Papers 19116, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Kilian R. Dinkelaker & Andreas-Walter Mattig & Stefan Morkoetter, 2019. "A Closer Look at Credt Rating Processes: Uncovering the Impact of Analyst Rotation," Working Papers on Finance 1911, University of St. Gallen, School of Finance.
- Brochet, Francois & Limbach, Peter & Schmid, Markus M. & Scholz-Daneshgari, Meik, 2019. "CEO tenure and firm value," CFR Working Papers 16-11, University of Cologne, Centre for Financial Research (CFR).
- Felix von Meyerinck & Alexandra Niessen-Ruenzi & Markus Schmid & Steven Davidoff Solomon, 2019. "As California goes, so goes the nation? Board gender quotas and the legislation of non-economic values," Working Papers on Finance 1904, University of St. Gallen, School of Finance, revised Dec 2019.
- Manuel Ammann & Mathis Mörke, 2019. "Credit Variance Risk Premiums," Working Papers on Finance 1908, University of St. Gallen, School of Finance.
- Matthias Weber & John Duffy & Arthur Schram, 2019.
"Credit Default Swap Regulation in Experimental Bond Markets,"
Tinbergen Institute Discussion Papers
19-039/I, Tinbergen Institute.
- Matthias Weber & John Duffy & Arthur Schram, 2019. "Credit Default Swap Regulation in Experimental Bond Markets," Working Papers on Finance 1905, University of St. Gallen, School of Finance.
- Weber, Matthias, 2019. "Behavioral Optimal Taxation: The Case of Aspirations," SocArXiv fpnw6, Center for Open Science.
- Wolfgang Schadner, 2019. "Risk-Neutral Momentum and Market Fear," Working Papers on Finance 1915, University of St. Gallen, School of Finance.
2018
- Francis Breedon & Louisa Chen & Angelo Ranaldo & Nicholas Vause, 2018.
"Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal,"
Working Papers on Finance
1808, University of St. Gallen, School of Finance.
- Breedon, Francis & Chen, Louisa & Ranaldo, Angelo & Vause, Nicholas, 2023. "Judgment day: Algorithmic trading around the Swiss franc cap removal," Journal of International Economics, Elsevier, vol. 140(C).
- Francis Breedon & Louisa Chen & Angelo Ranaldo & Nicholas Vause, 2019. "Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal," Working Papers on Finance 1912, University of St. Gallen, School of Finance.
- Breedon, Francis & Chen, Louisa & Ranaldo, Angelo & Vause, Nicholas, 2018. "Judgement Day: algorithmic trading around the Swiss franc cap removal," Bank of England working papers 711, Bank of England.
- Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis, 2018.
"OTC premia,"
Bank of England working papers
751, Bank of England.
- Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis, 2020. "OTC premia," Journal of Financial Economics, Elsevier, vol. 136(1), pages 86-105.
- Gino Cenedese & Angelo Ranaldo & Michalis Vasios, 2018. "OTC Premia," Working Papers on Finance 1818, University of St. Gallen, School of Finance, revised May 2019.
- Angelo Ranaldo & Fabricius Somogyi, 2018.
"Asymmetric Information Risk in FX Markets,"
Working Papers on Finance
1820, University of St. Gallen, School of Finance, revised Apr 2020.
- Ranaldo, Angelo & Somogyi, Fabricius, 2021. "Asymmetric information risk in FX markets," Journal of Financial Economics, Elsevier, vol. 140(2), pages 391-411.
- Angelo Ranaldo & Paolo Santucci de Magistris, 2018. "Trading Volume, Illiquidity and Commonalities in FX Markets," Working Papers on Finance 1823, University of St. Gallen, School of Finance, revised Oct 2019.
- Florian Fuchs & Roland Füss & Tim Jenkisnon & Stefan Morkoetter, 2018. "Should Investors Care Where Private Equity Managers Went To School?," Working Papers on Finance 1806, University of St. Gallen, School of Finance.
- Roland Füss & Wei Lin & Daniel Ruf, 2018. "Risk Factors in Private Commercial Real Estate," ERES eres2018_228, European Real Estate Society (ERES).
- Roland Füss & Daniel Ruf, 2018. "Office Market Interconnectedness and Systemic Risk Exposure," Working Papers on Finance 1830, University of St. Gallen, School of Finance.
- Tim Jenkinson & Stefan Morkoetter & Thomas Wetzer, 2018. "Buy Low, Sell High? Do Private Equity Fund Managers Have Market Abilities?," Working Papers on Finance 1813, University of St. Gallen, School of Finance.
- Akvile Bertasiute & Domenico Massaro & Matthias Weber, 2018.
"The behavioral economics of currency unions: Economic integration and monetary policy,"
Bank of Lithuania Working Paper Series
49, Bank of Lithuania.
- Bertasiute, Akvile & Massaro, Domenico & Weber, Matthias, 2020. "The behavioral economics of currency unions: Economic integration and monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 112(C).
- Akvile Bertasiute & Domenico Massaro & Matthias Weber, 2019. "The Behavioral Economics of Currency Unions: Economic Integration and Monetary Policy," Working Papers on Finance 1916, University of St. Gallen, School of Finance.
- Matthias Weber & Jonas Striaukas & Martin Schumacher & Harald Binder, 2018.
"Network constrained covariate coefficient and connection sign estimation,"
Bank of Lithuania Discussion Paper Series
8, Bank of Lithuania.
- Jonas Striaukas & Martin Schumacher & Harald Binder & Matthias Weber, 2020. "Network-Constrained Covariate Coefficient and Connection Sign Estimation," Working Papers on Finance 2001, University of St. Gallen, School of Finance.
- WEBER Matthias, & STRIAUKAS Jonas, & SCHUMACHER Martin, & HARALD Binder,, 2018. "Network constrained covariate coefficient and connection sign estimation," LIDAM Discussion Papers CORE 2018018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Anita (A.G.) Kopanyi-Peuker & Matthias Weber, 2018.
"Experience Does not Eliminate Bubbles: Experimental Evidence,"
Tinbergen Institute Discussion Papers
18-092/II, Tinbergen Institute.
- Anita Kopányi-Peuker & Matthias Weber & Lauren Cohen, 2021. "Experience Does Not Eliminate Bubbles: Experimental Evidence," Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4450-4485.
- Anita Kopanyi-Peuker & Matthias Weber, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," Working Papers on Finance 1822, University of St. Gallen, School of Finance.
- Kopanyi-Peuker, Anita & Weber, Matthias, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," SocArXiv ecj7q, Center for Open Science.
2017
- Brown, Martin & Kirschenmann, Karolin & Spycher, Thomas, 2017.
"Numeracy and the quality of on-the-job decisions: Evidence from loan officers,"
ZEW Discussion Papers
17-026, ZEW - Leibniz Centre for European Economic Research.
- Brown, Martin & Kirschenmann, Karolin & Spycher, Thomas, 2017. "Numeracy and the quality of on-the-job decisions: Evidence from loan officers," Working Papers on Finance 1711, University of St. Gallen, School of Finance.
- Brown, Martin & Henchoz, Caroline & Spycher, Thomas, 2017. "Culture and Financial Literacy," Working Papers on Finance 1703, University of St. Gallen, School of Finance.
- Ammann, Manuel & Arnold, Marc & Straumann, Simon, 2017. "Illuminating the Dark Side of Financial Innovation: The Role of Investor Information," Working Papers on Finance 1704, University of St. Gallen, School of Finance.
- Fuess, Roland & Koller, Jan A. & Weigand, Alois, 2017. "Best Land Use with Negative Externalities: Determining Land Values from Residential Rents," Working Papers on Finance 1705, University of St. Gallen, School of Finance, revised May 2019.
- Roland Füss & Oliver Lerbs, 2017. "Homeowner Effect and Strategic Interaction in Local Property Taxation," ERES eres2017_149, European Real Estate Society (ERES).
- Fuess, Roland & Lerbs, Oliver, 2017.
"Do Local Governments Tax Homeowner Communities Differently?,"
Working Papers on Finance
1714, University of St. Gallen, School of Finance.
- Lerbs, Oliver & Füss, Roland, 2017. "Do Local Governments Tax Homeowner Communities Differently?," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168128, Verein für Socialpolitik / German Economic Association.
- Füss, Roland & Lerbs, Oliver, 2017. "Do local governments tax homeowner communities differently?," ZEW Discussion Papers 17-036, ZEW - Leibniz Centre for European Economic Research.
- Fuchs, Florian & Fuess, Roland & Jenkinson, Tim & Morkoetter, Stefan, 2017. "Winning a Deal in Private Equity: Do Educational Networks Matter?," Working Papers on Finance 17155, University of St. Gallen, School of Finance.
- Biener, Christian & Landmann, Andreas & Santana, Maria Isabel, 2017.
"Contract Nonperformance Risk and Uncertainty in Insurance Markets,"
Working Papers on Finance
1701, University of St. Gallen, School of Finance, revised Apr 2019.
- Biener, Christian & Landmann, Andreas & Santana, Maria Isabel, 2019. "Contract nonperformance risk and uncertainty in insurance markets," Journal of Public Economics, Elsevier, vol. 175(C), pages 65-83.
- Hoechle, Daniel & Karthaus, Larissa & Schmid, Markus, 2017. "The Long-Term Performance of IPO’s, Revisited," Working Papers on Finance 1706, University of St. Gallen, School of Finance.
- Amihud, Yakov & Schmid, Markus & Davidoff Solomon, Steven, 2017. "Settling the Staggered Board Debate," Working Papers on Finance 1713, University of St. Gallen, School of Finance.
- Hoechle, Daniel & Schmid, Markus & Zimmermann, Heinz, 2017. "Does Unobservable Heterogeneity Matter for Portfolio-Based Asset Pricing Tests?," Working Papers on Finance 1717, University of St. Gallen, School of Finance, revised Mar 2020.
- Borisenko, Dmitry & Pozdeev, Igor, 2017. "Monetary Policy and Currency Returns: the Foresight Saga," Working Papers on Finance 1708, University of St. Gallen, School of Finance, revised 1710.
2016
- Mirkov, Nikola & Pozdeev, Igor & Soderlind, Paul, 2016.
"Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions,"
Working Papers on Finance
1614, University of St. Gallen, School of Finance.
- Nikola Mirkov & Igor Pozdeev & Paul Söderlind, 2016. "Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions," Working Papers 2016-10, Swiss National Bank.
- Brown, Martin & Schmitz, Jan & Zehnder, Christian, 2016. "Social Norms and Strategic Default," Working Papers on Finance 1608, University of St. Gallen, School of Finance, revised Jun 2017.
- Blickle, Kristian & Brown, Martin, 2016. "Liquidity Constraints, Wealth Transfers and Home Ownership," Working Papers on Finance 1618, University of St. Gallen, School of Finance.
- , 2016. "Funding Illiquidity," Working Papers on Finance 1601, University of St. Gallen, School of Finance, revised Sep 2019.
- Angelo Ranaldo & Enzo Rossi, 2016.
"Uniform-price auctions for Swiss government bonds: Origin and evolution,"
Economic Studies
2016-10, Swiss National Bank.
- Ranaldo, Angelo & Rossi, Enzo, 2016. "Uniform-price Auctions for Swiss Government Bonds: Origin and Evolution," Working Papers on Finance 1609, University of St. Gallen, School of Finance.
- Abdi, Farshid & Ranaldo, Angelo, 2016. "A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low PricesWe propose a new method to estimate the bid-ask spread when quote data are not available. Compared to other low-frequency e," Working Papers on Finance 1604, University of St. Gallen, School of Finance, revised Apr 2017.
- Ranaldo, Angelo & Wrampelmeyer, Jan, 2016.
"Unsecured and Secured Funding,"
Working Papers on Finance
1616, University of St. Gallen, School of Finance.
- Mario Di Filippo & Angelo Ranaldo & Jan Wrampelmeyer, 2022. "Unsecured and Secured Funding," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 651-662, March.
- Mario di Filippo & Angelo Ranaldo & Jan Wrampelmeyer, 2018. "Unsecured and Secured Funding," Tinbergen Institute Discussion Papers 18-038/IV, Tinbergen Institute.
- Ranaldo, Angelo & Rupprecht, Matthias, 2016. "The Forward Premium in Short-Term Rates," Working Papers on Finance 1619, University of St. Gallen, School of Finance, revised Sep 2019.
- Ammann, Manuel & Coqueret, Guillaume & Schade, Jan-Philip, 2016.
"Characteristics-based Portfolio Choice with Leverage Constraints,"
Working Papers on Finance
1607, University of St. Gallen, School of Finance.
- Ammann, Manuel & Coqueret, Guillaume & Schade, Jan-Philip, 2016. "Characteristics-based portfolio choice with leverage constraints," Journal of Banking & Finance, Elsevier, vol. 70(C), pages 23-37.
- Ammann, Manuel & Ehmann, Christian, 2016. "Is Governance Related to Investment Performance and Asset Allocation? Empirical Evidence from Swiss Pension Funds," Working Papers on Finance 1623, University of St. Gallen, School of Finance.
- Adams, Zeno & Fuess, Roland & Glueck, Thorsten, 2016.
"Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance,"
Working Papers on Finance
1613, University of St. Gallen, School of Finance.
- 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, vol. 84(C), pages 9-24.
- Roland Fuess & Jan Koller, 2016. "Efficient Land Use with Congestion: Determining Land Values from Residential Rents," ERES eres2016_303, European Real Estate Society (ERES).
- Biener, Christian & Eling, Martin & Jia, Ruo, 2016. "The Roles of Industry Idiosyncrasy, Cost Efficiency, and Risk in Internationalization: Evidence from the Insurance Industry," Working Papers on Finance 1602, University of St. Gallen, School of Finance.
- Biener, Christian & Eling, Martin & Jia, Ruo, 2016.
"The Structure of the Global Reinsurance Market: An Analysis of Efficiency, Scale, and Scope,"
Working Papers on Finance
1603, University of St. Gallen, School of Finance.
- Biener, Christian & Eling, Martin & Jia, Ruo, 2017. "The structure of the global reinsurance market: An analysis of efficiency, scale, and scope," Journal of Banking & Finance, Elsevier, vol. 77(C), pages 213-229.
- Biener, Christian & Eling, Martin & Pradhan, Shailee, 2016.
"Can Group Incentives Alleviate Moral Hazard? The Role of Pro-Social Preferences,"
Working Papers on Finance
1610, University of St. Gallen, School of Finance, revised Nov 2016.
- Biener, Christian & Eling, Martin & Landmann, Andreas & Pradhan, Shailee, 2018. "Can group incentives alleviate moral hazard? The role of pro-social preferences," European Economic Review, Elsevier, vol. 101(C), pages 230-249.
- Matthias Weber & John Duffy & Arthur Schram, 2016.
"An Experimental Study of Bond Market Pricing,"
Tinbergen Institute Discussion Papers
16-059/I, Tinbergen Institute.
- Matthias Weber & John Duffy & Arthur Schram, 2018. "An Experimental Study of Bond Market Pricing," Journal of Finance, American Finance Association, vol. 73(4), pages 1857-1892, August.
- Matthias Weber & John Duffy & Arthur Schram, 2016. "An Experimental Study of Bond Market Pricing," Working Papers 161701, University of California-Irvine, Department of Economics.
- Matthias Weber, 2016. "The Effects of Listing Authors in Alphabetical Order: A survey of the Empirical Evidence," Bank of Lithuania Occasional Paper Series 12, Bank of Lithuania.
2015
- Soederlind, Paul, 2015. "Testing Competing Factor Pricing Models," Working Papers on Finance 1524, University of St. Gallen, School of Finance, revised May 2016.
- 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
2015-012, Tilburg University, Center for Economic Research.
- de Haas, R. & Brown, M. & Sokolov, V., 2015. "Regional Inflation, Financial Integration and Dollarization (This is a revision of CentER DP 2013-073)," Other publications TiSEM c29568c0-0139-47e1-b7e2-3, Tilburg University, School of Economics and Management.
- 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 1509, University of St. Gallen, School of Finance.
- Brown, Martin & Schaller, Matthias & Westerfeld, Simone & Heusler, Markus, 2015. "Internal Control and Strategic Communication within Firms – Evidence from Bank Lending," Working Papers on Finance 1504, University of St. Gallen, School of Finance, revised Jul 2015.
- Guin, Benjamin & Brown, Martin & Morkötter, Stefan, 2015. "Deposit Withdrawals from Distressed Commercial Banks," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113081, Verein für Socialpolitik / German Economic Association.
- Ammann, Manuel & Horsch, Philipp & Oesch, David, 2015.
"Competing with Superstars,"
Working Papers on Finance
1510, University of St. Gallen, School of Finance, revised Jan 2016.
- Manuel Ammann & Philipp Horsch & David Oesch, 2016. "Competing with Superstars," Management Science, INFORMS, vol. 62(10), pages 2842-2858, October.
- Ammann, Manuel & Blickle, Kristian & Ehmann, Christian, 2015.
"Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry,"
Working Papers on Finance
1525, University of St. Gallen, School of Finance.
- Manuel Ammann & Kristian Blickle & Christian Ehmann, 2017. "Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry," European Financial Management, European Financial Management Association, vol. 23(1), pages 127-152, January.
- Fabio Bertoni & Tereza Tykvova, 2015.
"Does governmental venture capital spur invention and innovation? : Evidence from young European biotech companies,"
Post-Print
hal-02313268, HAL.
- Bertoni, Fabio & Tykvová, Tereza, 2015. "Does governmental venture capital spur invention and innovation? Evidence from young European biotech companies," Research Policy, Elsevier, vol. 44(4), pages 925-935.
- Fuess, Roland & Grabellus, Markus & Mager, Ferdinand & Stein, Michael, 2015.
"Something in the Air: Information Density, News Surprises, and Price Jumps,"
Working Papers on Finance
1517, University of St. Gallen, School of Finance.
- 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, vol. 53(C), pages 50-75.
- Mahringer, Steffen & Fuess, Roland & Prokopczuk, Marcel, 2015. "Electricity Market Coupling and the Pricing of Transmission Rights: An Option-based Approach," Working Papers on Finance 1512, University of St. Gallen, School of Finance.
- Aepli, Matthias D. & Frauendorfer, Karl & Fuess, Roland & Paraschiv, Florentina, 2015. "Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation," Working Papers on Finance 1513, University of St. Gallen, School of Finance.
- Fuess, Roland & Ruf, Daniel, 2015. "Pre-Trade Transparency and Return Co-movements in Commercial Real Estate Markets," Working Papers on Finance 1520, University of St. Gallen, School of Finance, revised Jan 2017.
- Fuess, Roland & Zietz, Joachim, 2015.
"The Economic Drivers of Differences in House Price Inflation Rates across MSAs,"
Working Papers on Finance
1526, University of St. Gallen, School of Finance.
- Füss, Roland & Zietz, Joachim, 2016. "The economic drivers of differences in house price inflation rates across MSAs," Journal of Housing Economics, Elsevier, vol. 31(C), pages 35-53.
- Fuess, Roland & Koller, Jan, 2015.
"The Role of Spatial and Temporal Structure for Residential Rent Predictions,"
Working Papers on Finance
1523, University of St. Gallen, School of Finance.
- Füss, Roland & Koller, Jan A., 2016. "The role of spatial and temporal structure for residential rent predictions," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1352-1368.
- Arnold, Marc & Westermann, Ramona, 2015. "The Value of Creditor Governance: Debt Renegotiations In and Outside Distress," Working Papers on Finance 1514, University of St. Gallen, School of Finance, revised Jul 2016.
- Berg, Tatjana & Horsch, Philipp & Schmid, Markus, 2015. "Sharing a Director with a Peer," Working Papers on Finance 1507, University of St. Gallen, School of Finance.
- Morkoetter, Stefan & Wetzer, Thomas, 2015. "Conflicts of Interest and the Role of Financial Advisors in M&A Transactions: Empirical Evidence from the Private Equity Industry," Working Papers on Finance 1515, University of St. Gallen, School of Finance, revised Apr 2017.
- Morkoetter, Stefan & Stebler, Roman & Westerfeld, Simone, 2015.
"Competition in the Credit Rating Industry: Benefits for Investors and Issuers,"
Working Papers on Finance
1505, University of St. Gallen, School of Finance, revised Feb 2016.
- Morkoetter, Stefan & Stebler, Roman & Westerfeld, Simone, 2017. "Competition in the credit rating Industry: Benefits for investors and issuers," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 235-257.
- Morkoetter, Stefan & Wetzer, Thomas, 2015. "Do Private Equity Funds Always Pay Less? A Synergy-Related Explanation Based on Add-on Acquisitions," Working Papers on Finance 1522, University of St. Gallen, School of Finance, revised Sep 2016.
- Biener, Christian & Eling, Martin & Wirfs, Jan Hendrik, 2015.
"The Determinants of Efficiency and Productivity in the Swiss Insurance Industry,"
Working Papers on Finance
1502, University of St. Gallen, School of Finance.
- Biener, Christian & Eling, Martin & Wirfs, Jan Hendrik, 2016. "The determinants of efficiency and productivity in the Swiss insurance industry," European Journal of Operational Research, Elsevier, vol. 248(2), pages 703-714.
- Biener, Christian & Eling, Martin & Wirfs, Jan Hendrik, 2015.
"Insurability of Cyber Risk: An Empirical Analysis,"
Working Papers on Finance
1503, University of St. Gallen, School of Finance.
- Christian Biener & Martin Eling & Jan Hendrik Wirfs, 2015. "Insurability of Cyber Risk: An Empirical Analysis†," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 40(1), pages 131-158, January.
- Landmann, Andreas & Biener, Christian & Eling, Martin & Santana, Maria Isabel, 2015. "Contract Nonperformance and Ambiguity in Insurance Markets," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113050, Verein für Socialpolitik / German Economic Association.
- Limbach, Peter & Schmid, Markus & Scholz, Meik, 2015. "Do CEOs Matter? Corporate Performance and the CEO Life Cycle," Working Papers on Finance 1511, University of St. Gallen, School of Finance, revised Apr 2016.
- Pozdeev, Igor, 2015. "State Space Geometry of Asset Pricing: An Introduction," Working Papers on Finance 1518, University of St. Gallen, School of Finance, revised Mar 2016.
- Cars Hommes & Domenico Massaro & Matthias Weber, 2015.
"Monetary Policy under Behavioral Expectations: Theory and Experiment,"
Tinbergen Institute Discussion Papers
15-087/II, Tinbergen Institute.
- Hommes, Cars & Massaro, Domenico & Weber, Matthias, 2019. "Monetary policy under behavioral expectations: Theory and experiment," European Economic Review, Elsevier, vol. 118(C), pages 193-212.
- Cars Hommes & Domenico Massaro & Matthias Weber, 2017. "Monetary Policy under Behavioral Expectations: Theory and Experiment," Bank of Lithuania Working Paper Series 42, Bank of Lithuania.
2014
- Brown, Martin & Trautmann, Stefan T. & Vlahu, Razvan, 2014.
"Understanding bank-run contagion,"
Working Paper Series
1711, European Central Bank.
- Martin Brown & Stefan T. Trautmann & Razvan Vlahu, 2017. "Understanding Bank-Run Contagion," Management Science, INFORMS, vol. 63(7), pages 2272-2282, July.
- Brown, Martin & Serra-García, Marta, 2014.
"The Threat of Exclusion and Implicit Contracting,"
Working Papers on Finance
1407, University of St. Gallen, School of Finance, revised Jun 2016.
- Martin Brown & Marta Serra-Garcia, 2017. "The Threat of Exclusion and Implicit Contracting," Management Science, INFORMS, vol. 63(12), pages 4081-4100, December.
- Martin Brown & Marta Serra-Garcia, 2016. "The Threat of Exclusion and Implicit Contracting," CESifo Working Paper Series 6092, CESifo.
- Brown, Martin & Stix, Helmut, 2014.
"The Euroization of Bank Deposits in Eastern Europe,"
Working Papers on Finance
1412, University of St. Gallen, School of Finance.
- Martin Brown & Helmut Stix, 2015. "The euroization of bank deposits in Eastern Europe," Economic Policy, CEPR;CES;MSH, vol. 30(81), pages 95-139.
- Martin Brown & Helmut Stix, 2014. "The Euroization of Bank Deposits in Eastern Europe," Working Papers 197, Oesterreichische Nationalbank (Austrian Central Bank).
- 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 1414, University of St. Gallen, School of Finance.
- Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G., 2014.
"Precious Metals Under the Microscope: A High-Frequency Analysis,"
Working Papers on Finance
1409, University of St. Gallen, School of Finance.
- Massimiliano Caporin & Angelo Ranaldo & Gabriel G. Velo, 2015. "Precious metals under the microscope: a high-frequency analysis," Quantitative Finance, Taylor & Francis Journals, vol. 15(5), pages 743-759, May.
- Fecht, Falko & Füss, Roland & Rindler, Philipp B., 2014. "Corporate Transparency and Bond Liquidity," Working Papers on Finance 1404, University of St. Gallen, School of Finance.
- Arnold, Marc, 2014. "Banks’ Loan Screening Incentives with Credit Risk Transfer: An Alternative to Risk Retention," Working Papers on Finance 1402, University of St. Gallen, School of Finance.
- Arnold, Marc & Schuette, Dustin & Wagner, Alexander, 2014. "Neglected Risk: Evidence from Structured Product Counterparty Exposure," Working Papers on Finance 1406, University of St. Gallen, School of Finance, revised Apr 2016.
- Haerri, Matthias & Morkoetter, Stefan & Westerfeld, Simone, 2014. "Sovereign Risk and the Pricing of Corporate Credit Default Swaps," Working Papers on Finance 1423, University of St. Gallen, School of Finance, revised Feb 2015.
- Hoechle, Daniel & Ruenzi, Stefan & Schaub, Nic & Schmid, Markus, 2014.
"The Impact of Financial Advice on Trade Performance and Behavioral Biases,"
Working Papers on Finance
1419, University of St. Gallen, School of Finance, revised Dec 2015.
- Daniel Hoechle & Stefan Ruenzi & Nic Schaub & Markus Schmid, 2017. "The Impact of Financial Advice on Trade Performance and Behavioral Biases," Review of Finance, European Finance Association, vol. 21(2), pages 871-910.
- Drobetz, Wolfgang & von Meyerinck, Felix & Oesch, David & Schmid, Markus, 2014. "Board Industry Experience, Firm Value, and Investment Behavior," Working Papers on Finance 1401, University of St. Gallen, School of Finance, revised Dec 2015.
- Saunders, Anthony & Schmid, Markus & Walter, Ingo, 2014. "Non-Interest Income and Bank Performance: Does Ring-Fencing Reduce Bank Risk?," Working Papers on Finance 1417, University of St. Gallen, School of Finance, revised Mar 2016.
- Matthias Weber & Martin Schumacher & Harald Binder, 2014. "Regularized Regression Incorporating Network Information: Simultaneous Estimation of Covariate Coefficients and Connection Signs," Tinbergen Institute Discussion Papers 14-089/I, Tinbergen Institute.
- Matthias Weber, 2014. "Choosing Voting Systems behind the Veil of Ignorance: A Two-Tier Voting Experiment," Tinbergen Institute Discussion Papers 14-042/I, Tinbergen Institute.
- Matthias Weber, 2014. "Solving the Inverse Power Problem in Two-Tier Voting Settings," Tinbergen Institute Discussion Papers 14-019/I, Tinbergen Institute.
- Sascha Kurz & Nicola Maaser & Stefan Napel & Matthias Weber, 2014. "Mostly Sunny: A Forecast of Tomorrow's Power Index Research," Tinbergen Institute Discussion Papers 14-058/I, Tinbergen Institute.
2013
- Karnaukh, Nina & Ranaldo, Angelo & Söderlind, Paul, 2013.
"Understanding FX Liquidity,"
Working Papers on Finance
1315, University of St. Gallen, School of Finance, revised Apr 2015.
- Nina Karnaukh & Angelo Ranaldo & Paul Söderlind, 2015. "Understanding FX Liquidity," Review of Financial Studies, Society for Financial Studies, vol. 28(11), pages 3073-3108.
- Nicole Aregger & Martin Brown & Enzo Rossi, 2013. "Transaction Taxes, Capital Gains Taxes and House Prices," Working Papers 2013-02, Swiss National Bank.
- 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 6528, The World Bank.
- Brown, Martin & Guin, Benjamin & Morkoetter, Stefan, 2013. "Deposit Withdrawals from Distressed Commercial Banks: The Importance of Switching Costs," Working Papers on Finance 1319, University of St. Gallen, School of Finance, revised Dec 2017.
- Brown, Martin & Graf, Roman, 2013. "Financial Literacy, Household Investment and Household Debt: Evidence from Switzerland," Working Papers on Finance 1301, University of St. Gallen, School of Finance.
- Brown, Martin & Guin, Benjamin & Kirschenmann, Karolin, 2013. "Microfinance Banks and Household Access to Finance," Working Papers on Finance 1302, University of St. Gallen, School of Finance.
- Brown, Martin & Hoffmann, Matthias, 2013.
"Relationship Banking in the Residential Mortgage Market? Evidence from Switzerland,"
Working Papers on Finance
1310, University of St. Gallen, School of Finance, revised Jun 2015.
- 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), vol. 152(I), pages 23-48, March.
- Brown, M. & de Haas, R. & Sokolov, V., 2013.
"Regional Inflation and Financial Dollarization,"
Discussion Paper
2013-073, Tilburg University, Center for Economic Research.
- Brown, Martin & Haas, Ralph De & Sokolov, Vladimir, 2015. "Regional Inflation and Financial Dollarization," HIT-REFINED Working Paper Series 22, Institute of Economic Research, Hitotsubashi University.
- Brown, M. & de Haas, R. & Sokolov, V., 2013. "Regional Inflation and Financial Dollarization," Other publications TiSEM 9ff11062-bd85-49b8-a0e1-3, Tilburg University, School of Economics and Management.
- Brown, Martin & De Haas, Ralph & Sokolov, Vladimir, 2013. "Regional Inflation and Financial Dollarization," Working Papers on Finance 1327, University of St. Gallen, School of Finance.
- 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 1/2013, ZEW - Leibniz Centre for European Economic Research.
- Mancini, Loreano & Ranaldo, Angelo & Wrampelmeyer, Jan, 2013.
"The Euro Interbank Repo Market,"
Working Papers on Finance
1316, University of St. Gallen, School of Finance, revised Sep 2015.
- Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer, 2016. "The Euro Interbank Repo Market," Review of Financial Studies, Society for Financial Studies, vol. 29(7), pages 1747-1779.
- Ranaldo, Angelo & Reynard, Samuel, 2013. "Monetary Policy Effects on Long-term Rates and Stock Prices," Working Papers on Finance 1322, University of St. Gallen, School of Finance.
- Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G., 2013. "Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals," Working Papers on Finance 1318, University of St. Gallen, School of Finance.
- Ammann, Manuel & Buesser, Ralf, 2013. "Variance Risk Premiums in Foreign Exchange Markets," Working Papers on Finance 1304, University of St. Gallen, School of Finance.
- Füss, Roland & Mahringer, Steffen & Prokopczuk, Marcel, 2013.
"Electricity Derivatives Pricing with Forward-Looking Information,"
Working Papers on Finance
1317, University of St. Gallen, School of Finance.
- Füss, Roland & Mahringer, Steffen & Prokopczuk, Marcel, 2015. "Electricity derivatives pricing with forward-looking information," Journal of Economic Dynamics and Control, Elsevier, vol. 58(C), pages 34-57.
- Füss, Roland & Mahringer, Steffen & Prokopczuk, Marcel, 2013. "Electricity Spot and Derivatives Pricing when Markets are Interconnected," Working Papers on Finance 1323, University of St. Gallen, School of Finance.
- 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
20, Leibniz Institute for Financial Research SAFE.
- 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, vol. 49(3), pages 575-598, June.
- Arnold, Marc, 2013. "This article analyzes the impact of the introduction of centrally cleared credit risk transfer on a loan originating bank's lending discipline in the primary loan market. Under Basel III, a bank can t," Working Papers on Finance 1321, University of St. Gallen, School of Finance, revised Dec 2014.
- Arnold, Marc & Hackbarth, Dirk & Puhan, Tatjana-Xenia, 2013.
"Financing Asset Sales and Business Cycles,"
Working Papers on Finance
1320, University of St. Gallen, School of Finance.
- Marc ARNOLD & Dirk HACKBARTH & Tatjana XENIA PUHAN, 2014. "Financing Asset Sales and Business Cycles," Swiss Finance Institute Research Paper Series 14-11, Swiss Finance Institute.
- Stein-Erik, Fleten & Paraschiv, Florentina & Schürle, Michel, 2013. "Spot-forward Model for Electricity Prices," Working Papers on Finance 1311, University of St. Gallen, School of Finance.
- Biener, Christian & Eling, Martin & Schmit, Joan T., 2013.
"Regulation in Microinsurance Markets: Principles, Practice, and Directions for Future Development,"
Working Papers on Finance
1305, University of St. Gallen, School of Finance.
- Biener, Christian & Eling, Martin & Schmit, Joan T., 2014. "Regulation in Microinsurance Markets: Principles, Practice, and Directions for Future Development," World Development, Elsevier, vol. 58(C), pages 21-40.
- Tanja Artiga González & Markus Schmid & David Yermack, 2013. "Smokescreen: How Managers Behave When They Have Something To Hide," NBER Working Papers 18886, National Bureau of Economic Research, Inc.
- Artiga González, Tanja & Schmid, Markus & Yermack, David, 2013.
"Does Price Fixing Benefit Corporate Managers?,"
Working Papers on Finance
1309, University of St. Gallen, School of Finance, revised Sep 2017.
- Tanja Artiga González & Markus Schmid & David Yermack, 2019. "Does Price Fixing Benefit Corporate Managers?," Management Science, INFORMS, vol. 65(10), pages 4813-4840, October.
- Matthias Weber & Arthur Schram, 2013.
"The Non-Equivalence of Labor Market Taxes: A Real-Effort Experiment,"
Tinbergen Institute Discussion Papers
13-030/I, Tinbergen Institute.
- Matthias Weber & Arthur Schram, 2017. "The Non‐equivalence of Labour Market Taxes: A Real‐effort Experiment," Economic Journal, Royal Economic Society, vol. 127(604), pages 2187-2215, September.
2012
- Dahlquist, Magnus & Martinez, José Vicente & Söderlind, Paul, 2012.
"Individual Investor Activity and Performance,"
CEPR Discussion Papers
8744, C.E.P.R. Discussion Papers.
- Magnus Dahlquist & José Vicente Martinez & Paul Söderlind, 2017. "Individual Investor Activity and Performance," Review of Financial Studies, Society for Financial Studies, vol. 30(3), pages 866-899.
- Dahlquist, Magnus & Martinez, Jose Vincente & Soderlind, Paul, 2014. "Individual Investor Activity and Performance," Working Papers on Finance 1408, University of St. Gallen, School of Finance, revised Sep 2016.
- Brown, Martin & de Haas, Ralph, 2012.
"Foreign banks and foreign currency lending in emerging Europe,"
MPRA Paper
36323, University Library of Munich, Germany.
- 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;CES;MSH, vol. 27(69), pages 57-98.
- 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
67, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Brown, Martin & Schaller, Matthias & Westerfeld, Simone & Heusler, Markus, 2012. "Information or Insurance? On the Role of Loan Officer Discretion in Credit Assessment," Working Papers on Finance 1203, University of St. Gallen, School of Finance.
- Martin Brown & Steven Ongena & Pinar Yesin, 2012.
"Information Asymmetry and Foreign Currency Borrowing by Small Firms,"
Working Papers
2012-05, Swiss National Bank.
- 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, vol. 56(1), pages 110-131, March.
- Brown, M. & Ongena, S. & Yesin, P., 2011. "Information Asymmetry and Foreign Currency Borrowing by Small Firms," Other publications TiSEM 08c5de21-1bff-41eb-929f-5, Tilburg University, School of Economics and Management.
- Brown, M. & Ongena, S. & Yesin, P., 2011. "Information Asymmetry and Foreign Currency Borrowing by Small Firms," Discussion Paper 2011-099, Tilburg University, Center for Economic Research.
- Brown, M. & Ongena, S. & Yesin, P., 2011. "Information Asymmetry and Foreign Currency Borrowing by Small Firms," Other publications TiSEM ebc0da7f-1886-4209-a528-d, Tilburg University, School of Economics and Management.
- 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 12-032, ZEW - Leibniz Centre for European Economic Research.
- Brown, Martin & Trautmann, Stefan T. & Vlahu, Razvan, 2012. "Contagious Bank Runs: Experimental Evidence," Working Papers on Finance 1207, University of St. Gallen, School of Finance.
- Martin Brown & Marta Serra García, 2012. "Debt Enforcement and Relational Contracting," Working Papers 1201, Departament Empresa, Universitat Autònoma de Barcelona, revised Jan 2012.
- Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2012.
"Risk spillovers in international equity portfolios,"
Working Papers
2012-03, Swiss National Bank.
- Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2013. "Risk spillovers in international equity portfolios," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 121-137.
- Bonato, Mateo & Caporin, Massimiliano & Ranaldo, Angelo, 2012. "Risk Spillovers in International Equity Portfolios," Working Papers on Finance 1214, University of St. Gallen, School of Finance.
- Ammann, Manuel & Odoni, Sandro & Oesch, David, 2012.
"An Alternative Three-Factor Model for International Markets: Evidence from the European Monetary Union,"
Working Papers on Finance
1202, University of St. Gallen, School of Finance.
- Ammann, Manuel & Odoni, Sandro & Oesch, David, 2012. "An alternative three-factor model for international markets: Evidence from the European Monetary Union," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 1857-1864.
- Ammann, Manuel & Frey, Roman & Verhofen, Michael, 2012. "Do Newspaper Articles Predict Aggregate Stock Returns?," Working Papers on Finance 1204, University of St. Gallen, School of Finance.
- Roland Füss Zeno Adams & Felix Schindler, 2012. "The sources of risk spillovers among US REITs: Asset similarities and regional proximity," ERES eres2012_140, European Real Estate Society (ERES).
- Markus Hirschberger & Ralph E. Steuer & Sebastian Utz & Maximilian Wimmer, 2012. "Is socially responsible investing just screening? Evidence from mutual funds," SFB 649 Discussion Papers SFB649DP2012-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Hoechle, Daniel & Schaub, nic & Schmid, Markus, 2012. "Time Stamp Errors and the Stock Price Reaction to Analyst Recommendation and Forecast Revisions," Working Papers on Finance 1215, University of St. Gallen, School of Finance, revised Sep 2015.
- von Meyerinck, Felix & Oesch, David & Schmid, Markus, 2012.
"Is Director Industry Experience Valuable?,"
Working Papers on Finance
1217, University of St. Gallen, School of Finance.
- Felix Meyerinck & David Oesch & Markus Schmid, 2016. "Is Director Industry Experience Valuable?," Financial Management, Financial Management Association International, vol. 45(1), pages 207-237, March.
- Hoechle, Daniel & Schmid, Markus & Zimmermann, Heinz, 2012. "Decomposing Performance," Working Papers on Finance 1216, University of St. Gallen, School of Finance, revised Nov 2015.
2011
- Beck, Thorsten & Brown, Martin, 2011.
"Which households use banks? Evidence from the transition economies,"
Working Paper Series
1295, European Central Bank.
- Thorsten Beck & Martin Brown, 2011. "Which Households Use Banks? Evidence from the Transition Economies," Working Papers 2011-01, Swiss National Bank.
- Thorsten Beck & Martin Brown, 2011. "Which Households Use Banks? Evidence from the Transition Economies," BCL working papers 50, Central Bank of Luxembourg.
- Brown, Martin & Serra-Garcia, Marta, 2011. "The Threat of Exclusion and Relational Contracting," Discussion Papers in Economics 12287, University of Munich, Department of Economics.
- Brown, Martin & Lane, Philip R., 2011. "Debt overhang in emerging Europe ?," Policy Research Working Paper Series 5784, The World Bank.
- Beck, Thorsten & Brown, Martin, 2011. "Use of Banking Services in Emerging Markets--Household-Level Evidence," CEPR Discussion Papers 8475, C.E.P.R. Discussion Papers.
- Beck, T.H.L. & Brown, M., 2011.
"Use of Banking Services in Emerging Markets -Household-Level Evidence (Replaces CentER DP 2010-092),"
Discussion Paper
2011-089, Tilburg University, Center for Economic Research.
- Beck, T.H.L. & Brown, M., 2011. "Use of Banking Services in Emerging Markets -Household-Level Evidence (Replaces CentER DP 2010-092)," Other publications TiSEM 8e1de523-af28-4d95-ad27-f, Tilburg University, School of Economics and Management.
- Francis Breedon & Angelo Ranaldo, 2011.
"Intraday patterns in FX returns and order flow,"
Working Papers
2011-04, Swiss National Bank.
- Francis Breedon & Angelo Ranaldo, 2013. "Intraday Patterns in FX Returns and Order Flow," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 953-965, August.
- Francis Breedon & Angelo Ranaldo, 2013. "Intraday Patterns in FX Returns and Order Flow," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 953-965, August.
- Francis Breedon & Angelo Ranaldo, 2012. "Intraday Patterns in FX Returns and Order Flow," Working Papers 694, Queen Mary University of London, School of Economics and Finance.
- Francis Breedon & Angelo Ranaldo, 2012. "Intraday Patterns in FX Returns and Order Flow," Working Papers 694, Queen Mary University of London, School of Economics and Finance.
- Massimiliano Caporin & Angelo Ranaldo, 2011.
"On the Predictability of Stock Prices: a Case for High and Low Prices,"
Working Papers
2011-11, Swiss National Bank.
- Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2013. "On the predictability of stock prices: A case for high and low prices," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5132-5146.
- Massimiliano Caporin & Angelo Ranaldo & Paolo Santucci de Magistris, 2011. "On the Predictability of Stock Prices: A Case for High and Low Prices," "Marco Fanno" Working Papers 0136, Dipartimento di Scienze Economiche "Marco Fanno".
- Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2012. "On the Predictability of Stock Prices: a Case for High and Low Prices," Working Papers on Finance 1213, University of St. Gallen, School of Finance.
- Tykvová, Tereza & Borell, Mariela, 2011.
"Do private equity owners increase risk of financial distress and bankruptcy?,"
ZEW Discussion Papers
11-076, ZEW - Leibniz Centre for European Economic Research.
- Tykvová, Tereza & Borell, Mariela, 2012. "Do private equity owners increase risk of financial distress and bankruptcy?," Journal of Corporate Finance, Elsevier, vol. 18(1), pages 138-150.
- Füss, Roland & Gehrig, Thomas & Rindler, Philipp B, 2011. "Scattered Trust - Did the 2007-08 financial crisis change risk perceptions?," CEPR Discussion Papers 8714, C.E.P.R. Discussion Papers.
- 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
452, University of Regensburg, Department of Economics.
- Dorfleitner, Gregor & Utz, Sebastian, 2012. "Safety first portfolio choice based on financial and sustainability returns," European Journal of Operational Research, Elsevier, vol. 221(1), pages 155-164.
2010
- Brown, Martin & Kirschenmann, Karolin & Ongena, Steven, 2010.
"Foreign Currency Loans - Demand or Supply Driven?,"
CEPR Discussion Papers
7952, C.E.P.R. Discussion Papers.
- Brown, Martin & Kirschenmann, Karolin & Ongena, Steven, 2010. "Foreign Currency Loans - Demand or Supply Driven?," Proceedings of the German Development Economics Conference, Hannover 2010 8, Verein für Socialpolitik, Research Committee Development Economics.
- Brown, M. & Kirschenmann, K. & Ongena, S., 2009. "Foreign Currency Loans - Demand or Supply Driven?," Other publications TiSEM 348b5baa-3378-42ad-a661-e, Tilburg University, School of Economics and Management.
- Brown, M. & Kirschenmann, K. & Ongena, S., 2009. "Foreign Currency Loans - Demand or Supply Driven?," Discussion Paper 2009-78, Tilburg University, Center for Economic Research.
- Martin Brown & Karolin Kirschenmann & Steven Ongena, 2011. "Foreign Currency Loans - Demand or Supply Driven?," Working Papers 2011-02, Swiss National Bank.
- Brown, M. & Kirschenmann, K. & Ongena, S., 2009. "Foreign Currency Loans - Demand or Supply Driven?," Other publications TiSEM 75ee4df5-492e-4e1f-8dc4-3, Tilburg University, School of Economics and Management.
- Martin Brown & Steven Ongena & Alexander Popov & Pinar Yesin, 2010.
"Who Needs Credit and Who Gets Credit in Eastern Europe?,"
Working Papers
2010-09, Swiss National Bank.
- 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;CES;MSH, vol. 26(65), pages 93-130.
- Ongena, Steven & Popov, Alexander & Brown, Martin & Yesin, Pinar, 2012. "Who needs credit and who gets credit in Eastern Europe?," Working Paper Series 1421, European Central Bank.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Other publications TiSEM 48806ab8-09f6-4b48-a712-1, Tilburg University, School of Economics and Management.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Discussion Paper 2010-50, Tilburg University, Center for Economic Research.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Other publications TiSEM d364e5fd-ede9-4017-ba9e-1, Tilburg University, School of Economics and Management.
- Brown, M. & Serra Garcia, M., 2010. "Relational Contracting Under the Threat of Expropriation – Experimental Evidence," Discussion Paper 2010-85, Tilburg University, Center for Economic Research.
- Brown, M. & de Haas, R., 2010.
"Foreign Currency Lending in Emerging Europe : Bank Level Evidence,"
Discussion Paper
2010-135, Tilburg University, Center for Economic Research.
- Brown, M. & de Haas, R., 2010. "Foreign Currency Lending in Emerging Europe : Bank Level Evidence," Other publications TiSEM 29059e97-755d-4c51-b372-e, Tilburg University, School of Economics and Management.
- Brown, M. & de Haas, R., 2010. "Foreign Currency Lending in Emerging Europe : Bank Level Evidence," Other publications TiSEM ade568c2-7e6f-4dce-8e29-3, Tilburg University, School of Economics and Management.
- Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer, 2010.
"Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums,"
Working Papers
2010-03, Swiss National Bank.
- Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer, 2013. "Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums," Journal of Finance, American Finance Association, vol. 68(5), pages 1805-1841, October.
- Loriano MANCINI & Angelo RANALDO & Jan WRAMPELMEYER, 2009. "Liquidity in the Foreign Exchange Market: Measurement, Commonality,and Risk Premiums," Swiss Finance Institute Research Paper Series 09-44, Swiss Finance Institute.
- Tommaso Mancini Griffoli & Angelo Ranaldo, 2010.
"Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity,"
Working Papers
2010-14, Swiss National Bank.
- Mancini Griffoli, Tommaso & Ranaldo, Angelo, 2012. "Limits to Arbitrage during the Crisis: Finding Liquidity Constraints and Covered Interest Parity," Working Papers on Finance 1212, University of St. Gallen, School of Finance.
- Schertler, Andrea & Tykvová, Tereza, 2010.
"What lures cross-border venture capital inflows?,"
ZEW Discussion Papers
10-001, ZEW - Leibniz Centre for European Economic Research.
- Schertler, Andrea & Tykvová, Tereza, 2012. "What lures cross-border venture capital inflows?," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1777-1799.
- Roland Füss & Nico Rottke & Joachim Zietz, 2010.
"What Drives Ceos To Take On More Risk? Some Evidence From The Laboratory Of Reits,"
ERES
eres2010_059, European Real Estate Society (ERES).
- 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, vol. 23(1), pages 92-105, January.
- Marc ARNOLD & Alexander F. WAGNER & Ramona WESTERMANN, 2010. "Macroeconomic Conditions, Growth Opportunities and the Cross-Section of Credit Risk," Swiss Finance Institute Research Paper Series 10-19, Swiss Finance Institute, revised Jul 2010.
2009
- Paul Soderlind & Angelo Ranaldo & Charlotte Christiansen, 2009.
"The Time-Varying Systematic Risk of Carry Trade Strategies,"
University of St. Gallen Department of Economics working paper series 2009
2009-06, Department of Economics, University of St. Gallen.
- Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul, 2011. "The Time-Varying Systematic Risk of Carry Trade Strategies," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(4), pages 1107-1125, August.
- Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," CEPR Discussion Papers 7345, C.E.P.R. Discussion Papers.
- Charlotte Christiansen & Angelo Ranaldo & Paul Söderllind, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," CREATES Research Papers 2009-15, Department of Economics and Business Economics, Aarhus University.
- Charlotte Christiansen & Angelo Ranaldo & Paul Söderlind, 2010. "The Time-Varying Systematic Risk of Carry Trade Strategies," Working Papers 2010-01, Swiss National Bank.
- Thomas Jordan & Angelo Ranaldo & Paul Soderlind, 2009.
"The Implementation of SNB Monetary Policy,"
University of St. Gallen Department of Economics working paper series 2009
2009-08, Department of Economics, University of St. Gallen.
- Thomas Jordan & Angelo Ranaldo & Paul Söderlind, 2009. "The implementation of SNB monetary policy," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(4), pages 349-359, December.
- Paul Soderlind, 2009.
"Reaction of Swiss Term Premia to Monetary Policy Surprises,"
University of St. Gallen Department of Economics working paper series 2009
2009-33, Department of Economics, University of St. Gallen.
- Paul Söderlind, 2010. "Reaction of Swiss Term Premia to Monetary Policy Surprises," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 385-404, March.
- Brown, Martin & Ongena, Steven & Yesin, Pinar, 2009.
"Foreign Currency Borrowing by Small Firms,"
CEPR Discussion Papers
7540, C.E.P.R. Discussion Papers.
- Martin Brown & Steven Ongena & Pinar Yesin, 2009. "Foreign Currency Borrowing by Small Firms," Working Papers 2009-02, Swiss National Bank.
- Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2009.
"Forecasting realized (co)variances with a block structure Wishart autoregressive model,"
Working Papers
2009-03, Swiss National Bank.
- Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2012. "Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model," Working Papers on Finance 1211, University of St. Gallen, School of Finance.
- Schertler, Andrea & Tykvová, Tereza, 2009.
"Venture capital and internationalization,"
ZEW Discussion Papers
09-055, ZEW - Leibniz Centre for European Economic Research.
- Schertler, Andrea & Tykvová, Tereza, 2011. "Venture capital and internationalization," International Business Review, Elsevier, vol. 20(4), pages 423-439, August.
- Schindler, Felix & Rottke, Nico & Füss, Roland, 2009. "Testing the predictability and efficiency of securitized real estate markets," ZEW Discussion Papers 09-054, ZEW - Leibniz Centre for European Economic Research.
- Nico Rottke & Roland Füss, 2009. "Does the Top Executive Influence the Performance of US Real Estate Investment Trusts?," ERES eres2009_228, European Real Estate Society (ERES).
- Roland Füss & Zeno Adams, 2009. "An Equilibrium Model of German Real Office Rents Using Panel Cointegration Analysis," ERES eres2009_277, European Real Estate Society (ERES).
2008
- Paul Söderlind, 2008.
"Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty,"
University of St. Gallen Department of Economics working paper series 2008
2008-12, Department of Economics, University of St. Gallen.
- Paul Söderlind, 2011. "Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty," International Journal of Central Banking, International Journal of Central Banking, vol. 7(2), pages 113-133, June.
- Paul Söderlind, 2009. "Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty," Working Papers 2009-04, Swiss National Bank.
- Söderlind, Paul, 2009. "Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty," CEPR Discussion Papers 7250, C.E.P.R. Discussion Papers.
- Paul Söderlind, 2008.
"Why Disagreement May Not Matter (much) for Asset Prices,"
University of St. Gallen Department of Economics working paper series 2008
2008-11, Department of Economics, University of St. Gallen.
- Söderlind, Paul, 2009. "Why disagreement may not matter (much) for asset prices," Finance Research Letters, Elsevier, vol. 6(2), pages 73-82, June.
- Brown, Martin & Falk, Armin & Fehr, Ernst, 2008.
"Competition and Relational Contracts: The Role of Unemployment as a Disciplinary Device,"
IZA Discussion Papers
3345, Institute of Labor Economics (IZA).
- 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, vol. 10(4), pages 887-907, August.
- Martin Brown & Armin Falk & Ernst Fehr, 2008. "Competition and Relational Contracts: The Role of Unemployment as a Disciplinary Device," Working Papers 2008-07, Swiss National Bank.
- Brown, Martin & Falk, Armin & Fehr, Ernst, 2011. "Competition and Relational Contracts: The Role of Unemployment as a Disciplinary Device," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 359, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Ernst Fehr & Martin Brown & Christian Zehnder, 2008.
"On reputation: A microfoundation of contract enforcement and price rigidity,"
IEW - Working Papers
384, Institute for Empirical Research in Economics - University of Zurich.
- Ernst Fehr & Martin Brown & Christian Zehnder, 2009. "On Reputation: A Microfoundation of Contract Enforcement and Price Rigidity," Economic Journal, Royal Economic Society, vol. 119(536), pages 333-353, March.
- Ernst Fehr & Martin Brown & Christian Zehnder, 2009. "On Reputation: A Microfoundation of Contract Enforcement and Price Rigidity," Economic Journal, Royal Economic Society, vol. 119(536), pages 333-353, March.
- Fehr, Ernst & Brown, Martin & Zehnder, Christian, 2008. "On Reputation: A Microfoundation of Contract Enforcement and Price Rigidity," IZA Discussion Papers 3655, Institute of Labor Economics (IZA).
- Ernst Fehr & Martin Brown & Christian Zehnder, 2008. "On Reputation: A Microfoundation of Contract Enforcement and Price Rigidity," Working Papers 2008-17, Swiss National Bank.
- Brown, M. & Ongena, S. & Yesin, P., 2008.
"Currency Denomination of Bank Loans : Evidence from Small Firms in Transition Countries,"
Discussion Paper
2008-16, Tilburg University, Center for Economic Research.
- Brown, M. & Ongena, S. & Yesin, P., 2008. "Currency Denomination of Bank Loans : Evidence from Small Firms in Transition Countries," Other publications TiSEM c01ada6e-5c4b-48eb-8743-6, Tilburg University, School of Economics and Management.
- Fischer, Andreas M & Ranaldo, Angelo, 2008.
"Does FOMC News Increase Global FX Trading?,"
CEPR Discussion Papers
6753, C.E.P.R. Discussion Papers.
- Fischer, Andreas M. & Ranaldo, Angelo, 2011. "Does FOMC news increase global FX trading?," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2965-2973, November.
- Andreas M. Fischer & Angelo Ranaldo, 2008. "Does FOMC News Increase Global FX Trading?," Working Papers 2008-09, Swiss National Bank.
- Roland FÜSS & Michael M. BECHTEL, 2008. "Capitalizing on Partisan Politics: Expected Government Partisanship and Sector-Specific Redistribution in Germany," EcoMod2008 23800040, EcoMod.
2007
- Angelo Ranaldo & Paul Söderlind, 2007.
"Safe Haven Currencies,"
University of St. Gallen Department of Economics working paper series 2007
2007-22, Department of Economics, University of St. Gallen.
- Angelo Ranaldo & Paul Söderlind, 2010. "Safe Haven Currencies," Review of Finance, European Finance Association, vol. 14(3), pages 385-407.
- Ranaldo, Angelo & Söderlind, Paul, 2009. "Safe Haven Currencies," CEPR Discussion Papers 7249, C.E.P.R. Discussion Papers.
- Angelo Ranaldo & Paul Söderlind, 2007. "Safe Haven Currencies," Working Papers 2007-17, Swiss National Bank.
- Paul Söderlind, 2007.
"Predicting Stock Price Movements: Regressions versus Economists,"
University of St. Gallen Department of Economics working paper series 2007
2007-23, Department of Economics, University of St. Gallen.
- Paul Soderlind, 2010. "Predicting stock price movements: regressions versus economists," Applied Economics Letters, Taylor & Francis Journals, vol. 17(9), pages 869-874.
- Martin Brown & Tullio Jappelli & Marco Pagano, 2007.
"Information Sharing and Credit: Firm-Level Evidence from Transition Countries,"
CSEF Working Papers
178, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Brown, Martin & Jappelli, Tullio & Pagano, Marco, 2009. "Information sharing and credit: Firm-level evidence from transition countries," Journal of Financial Intermediation, Elsevier, vol. 18(2), pages 151-172, April.
- Brown, Martin & Jappelli, Tullio & Pagano, Marco, 2007. "Information Sharing and Credit: Firm-Level Evidence from Transition Countries," CEPR Discussion Papers 6313, C.E.P.R. Discussion Papers.
- Martin Brown & Tullio Jappelli & Marco Pagano, 2007. "Information Sharing and Credit: Firm-Level Evidence from Transition Countries," Working Papers 2007-15, Swiss National Bank.
- Brown, Martin & Jappelli, Tullio & Pagano, Marco, 2008. "Information Sharing and Credit: Firm-Level Evidence from Transition Countries," Proceedings of the German Development Economics Conference, Zurich 2008 3, Verein für Socialpolitik, Research Committee Development Economics.
- Martin Brown & Tullio Jappelli & Marco Pagano, 2008. "Information Sharing and Credit: Firm-Level Evidence from Transition Countries," Discussion Papers 3_2008, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
- Brown, Martin & Jappelli, Tullio & Pagano, Marco, 2008. "Information sharing and credit: Firm-level evidence from transition countries," CFS Working Paper Series 2008/34, Center for Financial Studies (CFS).
- Martin Brown & Christian Zehnder, 2007.
"The Emergence of Information Sharing in Credit Markets,"
IEW - Working Papers
317, Institute for Empirical Research in Economics - University of Zurich.
- Brown, Martin & Zehnder, Christian, 2010. "The emergence of information sharing in credit markets," Journal of Financial Intermediation, Elsevier, vol. 19(2), pages 255-278, April.
- Martin Brown & Christian Zehnder, 2008. "The Emergence of Information Sharing in Credit Markets," Working Papers 2008-01, Swiss National Bank.
- 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 2007-07, Swiss National Bank.
- Charlotte Christiansen & Angelo Ranaldo, 2007.
"Extreme Coexceedances in New EU Member States’ Stock Markets,"
CREATES Research Papers
2007-34, Department of Economics and Business Economics, Aarhus University.
- Christiansen, Charlotte & Ranaldo, Angelo, 2009. "Extreme coexceedances in new EU member states' stock markets," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 1048-1057, June.
- Charlotte Christiansen & Angelo Ranaldo, 2008. "Extreme Coexceedances in New EU Member States' Stock Markets," Working Papers 2008-10, Swiss National Bank.
- Angelo Ranaldo, 2007.
"Segmentation and Time-of-Day Patterns in Foreign Exchange Markets,"
Working Papers
2007-03, Swiss National Bank.
- Ranaldo, Angelo, 2009. "Segmentation and time-of-day patterns in foreign exchange markets," Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2199-2206, December.
- Angelo Ranaldo & Enzo Rossi, 2007.
"The reaction of asset markets to Swiss National Bank communication,"
Working Papers
2007-11, Swiss National Bank.
- Ranaldo, Angelo & Rossi, Enzo, 2010. "The reaction of asset markets to Swiss National Bank communication," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 486-503, April.
- Fischer, Matthias J. & Köck, Christian & Schlüter, Stephan & Weigert, Florian, 2007. "Multivariate Copula Models at Work: Outperforming the desert island copula?," Discussion Papers 79/2007, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Statistics and Econometrics.
- Drobetz, Wolfgang & Pensa, Pascal & Schmid, Markus M., 2007.
"Estimating the Cost of Executive Stock Options: Evidence from Switzerland,"
Working papers
2007/17, Faculty of Business and Economics - University of Basel.
- Wolfgang Drobetz & Pascal Pensa & Markus M. Schmid, 2007. "Estimating the Cost of Executive Stock Options: evidence from Switzerland," Corporate Governance: An International Review, Wiley Blackwell, vol. 15(5), pages 798-815, September.
- Schmid, Markus M. & Zimmermann, Heinz, 2007.
"Leadership Structure and Corporate Governance in Switzerland,"
Working papers
2007/11, Faculty of Business and Economics - University of Basel.
- Markus M. Schmid & Heinz Zimmermann, 2008. "Leadership Structure and Corporate Governance in Switzerland," Journal of Applied Corporate Finance, Morgan Stanley, vol. 20(1), pages 109-120, December.
2006
- Paul Söderlind, 2006.
"C-CAPM Refinements and the Cross-Section of Returns,"
University of St. Gallen Department of Economics working paper series 2006
2006-07, Department of Economics, University of St. Gallen.
- Paul Söderlind, 2006. "C-CAPM Refinements and the Cross-Section of Returns," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 20(1), pages 49-73, April.
- Paul Söderlind, 2006.
"Monetary Policy Effects on Financial Risk Premia,"
University of St. Gallen Department of Economics working paper series 2006
2006-26, Department of Economics, University of St. Gallen.
- Paul Söderlind, 2008. "Monetary Policy Effects On Financial Risk Premia," Manchester School, University of Manchester, vol. 76(6), pages 690-707, December.
- Martin Brown & Christian Zehnder, 2006.
"Credit Reporting, Relationship Banking, and Loan Repayment,"
Working Papers
2006-03, Swiss National Bank.
- Martin Brown & Christian Zehnder, 2007. "Credit Reporting, Relationship Banking, and Loan Repayment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(8), pages 1883-1918, December.
- Angelo Ranaldo, 2006. "Intraday Market Dynamics Around Public Information Arrivals," Working Papers 2006-11, Swiss National Bank.
- Ingo Walter & Markus M. Schmid, 2006.
"Do Financial Conglomerates Create or Destroy Economic Value?,"
Working Papers
06-28, New York University, Leonard N. Stern School of Business, Department of Economics.
- Schmid, Markus M. & Walter, Ingo, 2009. "Do financial conglomerates create or destroy economic value?," Journal of Financial Intermediation, Elsevier, vol. 18(2), pages 193-216, April.
- Schlumpf, Philipp M. & Schmid, Markus M. & Zimmermann, Heinz, 2006.
"The First- and Second-Hand Effect of Analysts' Stock Recommendations - Evidence from the Swiss Stock Market,"
Working papers
2006/14, Faculty of Business and Economics - University of Basel.
- Philipp M. Schlumpf & Markus M. Schmid & Heinz Zimmermann, 2008. "The First‐ and Second‐Hand Effect of Analysts' Stock Recommendations: Evidence from the Swiss Stock Market," European Financial Management, European Financial Management Association, vol. 14(5), pages 962-988, November.
2005
- Söderlind, Paul, 2005.
"C-CAPM Without Ex Post Data,"
CEPR Discussion Papers
5407, C.E.P.R. Discussion Papers.
- Söderlind, Paul, 2009. "The C-CAPM without ex post data," Journal of Macroeconomics, Elsevier, vol. 31(4), pages 721-729, December.
- Paul Söderlind, 2006. "C-CAPM without Ex Post Data," University of St. Gallen Department of Economics working paper series 2006 2006-22, Department of Economics, University of St. Gallen.
- Söderlind, Paul, 2005. "C-CAPM without Ex Post Data," SIFR Research Report Series 39, Institute for Financial Research.
- Martin Brown & Christian Zehnder, 2005. "Credit Registries, Relationship Banking and Loan Repayment," IEW - Working Papers 240, Institute for Empirical Research in Economics - University of Zurich.
- Christiansen, Charlotte & Ranaldo, Angelo, 2005.
"Realized Bond-Stock Correlation: Macroeconomic Announcement Effects,"
Finance Research Group Working Papers
F-2005-05, University of Aarhus, Aarhus School of Business, Department of Business Studies.
- Charlotte Christiansen & Angelo Ranaldo, 2007. "Realized bond—stock correlation: Macroeconomic announcement effects," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(5), pages 439-469, May.
- Charlotte Christiansen & Angelo Ranaldo, 2006. "Realized Bond-Stock Correlation: Macroeconomic Announcement Effects," Working Papers 2006-02, Swiss National Bank.
- Manuel Ammann & Axel Kind & Christian Wilde, 2005.
"Simulation-Based Pricing of Convertible Bonds,"
Finance
0507015, University Library of Munich, Germany.
- Ammann, Manuel & Kind, Axel & Wilde, Christian, 2008. "Simulation-based pricing of convertible bonds," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 310-331, March.
- Tykvová, Tereza, 2005.
"Who Chooses Whom? Syndication, Skills and Reputation,"
ZEW Discussion Papers
05-74, ZEW - Leibniz Centre for European Economic Research.
- Tereza Tykvová, 2007. "Who chooses whom? Syndication, skills and reputation," Review of Financial Economics, John Wiley & Sons, vol. 16(1), pages 5-28.
- Tykvova, Tereza, 2007. "Who chooses whom? Syndication, skills and reputation," Review of Financial Economics, Elsevier, vol. 16(1), pages 5-28.
- Rey, David & Schmid, Markus M., 2005.
"Feasible Momentum Strategies - Evidence from the Swiss Stock Market,"
Working papers
2005/12, Faculty of Business and Economics - University of Basel.
- David Rey & Markus Schmid, 2007. "Feasible momentum strategies: Evidence from the Swiss stock market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(3), pages 325-352, September.
2004
- Tykvová, Tereza, 2004. "Who Are the True Venture Capitalists in Germany?," ZEW Discussion Papers 04-16, ZEW - Leibniz Centre for European Economic Research.
- Tykvová, Tereza & Walz, Uwe, 2004.
"Are IPOs of Different VCs Different?,"
ZEW Discussion Papers
04-32, ZEW - Leibniz Centre for European Economic Research.
- Tykvová, Tereza & Walz, Uwe, 2004. "Are IPOs of different VCs different?," CFS Working Paper Series 2004/02, Center for Financial Studies (CFS).
- Kichelmann, Christoph, 2004. "Bedeutung des Patentschutzes für die Basler Industrie gestern und heute," Working papers 2004/03, Faculty of Business and Economics - University of Basel.
- Zimmermann, Heinz & Beiner, Stefan & Drobetz, Wolfgang & Schmid, Markus, 2004. "Corporate Governance, Unternehmensbewertung und Wettbewerb : eine Untersuchung für die Schweiz," Working papers 2004/01, Faculty of Business and Economics - University of Basel.
- Stefan Beiner & Markus Schmid & Gabrielle Wanzenried, 2004.
"Product Market Competition, Managerial Inventives, and Firm Valuation,"
Diskussionsschriften
dp0412, Universitaet Bern, Departement Volkswirtschaft.
- Stefan Beiner & Markus M. Schmid & Gabrielle Wanzenried, 2011. "Product Market Competition, Managerial Incentives and Firm Valuation," European Financial Management, European Financial Management Association, vol. 17(2), pages 331-366, March.
2003
- Söderlind, Paul & Söderström, Ulf & Vredin, Anders, 2003.
"Taylor Rules and the Predictability of Interest Rates,"
Working Paper Series
147, Sveriges Riksbank (Central Bank of Sweden).
- Söderlind, Paul & Söderström, Ulf & Vredin, Anders, 2003. "Taylor Rules and the Predictability of Interest Rates," CEPR Discussion Papers 3934, C.E.P.R. Discussion Papers.
- Söderlind, Paul, 2003.
"C-CAPM and the Cross-Section of Sharpe Ratios,"
SIFR Research Report Series
18, Institute for Financial Research.
- Söderlind, Paul, 2003. "C-CAPM and the Cross-Section of Sharpe Ratios," CEPR Discussion Papers 4067, C.E.P.R. Discussion Papers.
- Brown, Martin & Falk, Armin & Fehr, Ernst, 2003.
"Relational Contracts and the Nature of Market Interactions,"
IZA Discussion Papers
897, Institute of Labor Economics (IZA).
- Martin Brown & Armin Falk & Ernst Fehr, 2004. "Relational Contracts and the Nature of Market Interactions," Econometrica, Econometric Society, vol. 72(3), pages 747-780, May.
- Tykvová, Tereza, 2003. "The Decision of Venture Capitalists on Timing and Extent of IPOs," ZEW Discussion Papers 03-12, ZEW - Leibniz Centre for European Economic Research.
2002
- Giordani, Paolo & Söderlind, Paul, 2002.
"Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions,"
SSE/EFI Working Paper Series in Economics and Finance
499, Stockholm School of Economics, revised 15 May 2003.
- Giordani, Paolo & Soderlind, Paul, 2004. "Solution of macromodels with Hansen-Sargent robust policies: some extensions," Journal of Economic Dynamics and Control, Elsevier, vol. 28(12), pages 2367-2397, December.
- Söderström, Ulf & Söderlind, Paul & Vredin, Anders, 2002.
"New-Keynesian Models and Monetary Policy: A Reexamination of the Stylized Facts,"
SSE/EFI Working Paper Series in Economics and Finance
511, Stockholm School of Economics, revised 01 Oct 2003.
- Ulf Söderström & Paul Söderlind & Anders Vredin, 2005. "New‐Keynesian Models and Monetary Policy: A Re‐examination of the Stylized Facts," Scandinavian Journal of Economics, Wiley Blackwell, vol. 107(3), pages 521-546, September.
- Giordani, Paolo & Söderlind, Paul, 2002.
"Is there Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel,"
SSE/EFI Working Paper Series in Economics and Finance
519, Stockholm School of Economics, revised 01 Oct 2003.
- Giordani, Paolo & Söderlind, Paul, 2003. "Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel," CEPR Discussion Papers 4068, C.E.P.R. Discussion Papers.
- Giordani, Paolo & Söderlind, Paul, 2003. "Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel," SIFR Research Report Series 19, Institute for Financial Research.
- Söderström, Ulf & Söderlind, Paul & Vredin, Anders, 2002. "Can a Calibrated New-Keynesian Model of Monetary Policy Fit the Facts?," Working Paper Series 140, Sveriges Riksbank (Central Bank of Sweden).
- Brown, Martin & Falk, Armin & Fehr, Ernst, 2002.
"Contractual Incompleteness and the Nature of Market Interactions,"
CEPR Discussion Papers
3272, C.E.P.R. Discussion Papers.
- Martin Brown & Armin Falk & Ernst Fehr, "undated". "Contractual Incompleteness and the Nature of Market Interactions," IEW - Working Papers 038, Institute for Empirical Research in Economics - University of Zurich.
- Angelo Ranaldo, 2002. "Market Dynamics Around Public Information Arrivals," FAME Research Paper Series rp45, International Center for Financial Asset Management and Engineering.
2001
- Söderlind, Paul, 2001.
"What if the Fed Had Been an Inflation Nutter?,"
SSE/EFI Working Paper Series in Economics and Finance
0443, Stockholm School of Economics.
- Paul Soderlind, 2004. "What if the Fed had been an inflation nutter?," Applied Economics, Taylor & Francis Journals, vol. 36(13), pages 1471-1473.
- Söderlind, Paul, 2001.
"Monetary Policy and Bond Option Pricing in an Analytical RBC Model,"
SSE/EFI Working Paper Series in Economics and Finance
0447, Stockholm School of Economics, revised 03 Jan 2003.
- Soderlind, Paul, 2003. "Monetary policy and bond option pricing in an analytical RBC model," Journal of Economics and Business, Elsevier, vol. 55(4), pages 321-330.
2000
- Söderlind, Paul, 2000.
"Inflation Forecast Uncertainty,"
CEPR Discussion Papers
2499, C.E.P.R. Discussion Papers.
- Giordani, Paolo & Soderlind, Paul, 2003. "Inflation forecast uncertainty," European Economic Review, Elsevier, vol. 47(6), pages 1037-1059, December.
- Giordani, Paolo & Soderlind, Paul, 2000. "Inflation Forecast Uncertainty," SSE/EFI Working Paper Series in Economics and Finance 384, Stockholm School of Economics, revised 06 Nov 2001.
- Tykvová, Tereza, 2000.
"What do economists tell us about venture capital contracts?,"
ZEW Discussion Papers
00-62, ZEW - Leibniz Centre for European Economic Research.
- Tereza Tykvová, 2007. "What Do Economists Tell Us About Venture Capital Contracts?," Journal of Economic Surveys, Wiley Blackwell, vol. 21(1), pages 65-89, February.
1999
- Dahlquist, Magnus & Engström, Stefan & Söderlind, Paul, 1999. "Performance and Characteristics of Swedish Mutual Funds 1993-97," CEPR Discussion Papers 2166, C.E.P.R. Discussion Papers.
- Dahlquist, Magnus & Engström, Stefan & Söderlind, Paul, 1999.
"Performance and Characteristics of Swedish Mutual Funds,"
SSE/EFI Working Paper Series in Economics and Finance
312, Stockholm School of Economics, revised 10 May 2000.
- Dahlquist, Magnus & Engström, Stefan & Söderlind, Paul, 2000. "Performance and Characteristics of Swedish Mutual Funds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(3), pages 409-423, September.
1998
- Söderlind, Paul, 1998. "Extracting Expectations about 1992 UK Monetary Policy from Option Prices," CEPR Discussion Papers 1823, C.E.P.R. Discussion Papers.
- Söderlind, Paul, 1998.
"Solution and Estimation of RE Macromodels with Optimal Policy,"
SSE/EFI Working Paper Series in Economics and Finance
256, Stockholm School of Economics.
- Soderlind, Paul, 1999. "Solution and estimation of RE macromodels with optimal policy," European Economic Review, Elsevier, vol. 43(4-6), pages 813-823, April.
1997
- Söderlind, Paul & Svensson, Lars E O, 1997.
"New Techniques to Extract Market Expectations from Financial Instruments,"
CEPR Discussion Papers
1556, C.E.P.R. Discussion Papers.
- Soderlind, Paul & Svensson, Lars, 1997. "New techniques to extract market expectations from financial instruments," Journal of Monetary Economics, Elsevier, vol. 40(2), pages 383-429, October.
- Soderlind, P & Svensson, L-E-O, 1996. "New Techniques to Extract Market Expectations from Financial Instruments," Papers 621, Stockholm - International Economic Studies.
- Söderlind, Paul & Svensson, Lars E.O., 1996. "New Techniques to Extract Market expectations from Financial Instruments," SSE/EFI Working Paper Series in Economics and Finance 142, Stockholm School of Economics.
- Paul Soderlind & Lars E. O. Svensson, 1997. "New Techniques to Extract Market Expectations from Financial Instruments," NBER Working Papers 5877, National Bureau of Economic Research, Inc.
- Söderlind, Paul & Svensson, Lars E.O., 1997. "New Techniques to Extract Market Expectations from Financial Instruments," Seminar Papers 621, Stockholm University, Institute for International Economic Studies.
- Söderlind, Paul, 1997.
"Monetary Policy and the Fisher Effect,"
CEPR Discussion Papers
1610, C.E.P.R. Discussion Papers.
- Soderlind, Paul, 2001. "Monetary policy and the Fisher effect," Journal of Policy Modeling, Elsevier, vol. 23(5), pages 491-495, July.
- Söderlind, Paul, 1997. "Monetary Policy and the Fisher Effect," SSE/EFI Working Paper Series in Economics and Finance 159, Stockholm School of Economics, revised 04 Mar 1999.
- Dahlquist, Magnus & Söderlind, Paul, 1997.
"Evaluating Portfolio Performance with Stochastic Discount Factors,"
CEPR Discussion Papers
1663, C.E.P.R. Discussion Papers.
- Dahlquist, Magnus & Soderlind, Paul, 1999. "Evaluating Portfolio Performance with Stochastic Discount Factors," The Journal of Business, University of Chicago Press, vol. 72(3), pages 347-383, July.
- Dahlquist, Magnus & Söderlind, Paul, 1997. "Evaluating Portfolio Performance with Stochastic Discount Factors," SSE/EFI Working Paper Series in Economics and Finance 175, Stockholm School of Economics, revised 01 Sep 1998.
- Söderlind, Paul, 1997. "Market Expectations in the UK Before and After the ERM Crisis," SSE/EFI Working Paper Series in Economics and Finance 210, Stockholm School of Economics, revised 19 Mar 1999.
1995
- Söderlind, Paul & Vredin, Anders, 1995.
"Applied Cointegration Analysis in the Mirror of Macroeconomic Theory,"
CEPR Discussion Papers
1120, C.E.P.R. Discussion Papers.
- Soderlind, Paul & Vredin, Anders, 1996. "Applied Cointegration Analysis in the Mirror of Macroeconomic Theory," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(4), pages 363-381, July-Aug..
- Soderlind, P. & Vredin, A., 1994. "Applied Conintegration Analysis in the Mirror of Macroeconomic Theory," Papers 584, Stockholm - International Economic Studies.
- Söderlind, Paul & Vredin, Anders, 1994. "Applied Cointegration Analysis in the Mirror of Macroeconomic Theory," SSE/EFI Working Paper Series in Economics and Finance 30, Stockholm School of Economics.
- Söderlind, Paul, 1995.
"Forward Interest Rates as Indicators of Inflation Expectations,"
CEPR Discussion Papers
1313, C.E.P.R. Discussion Papers.
- Soderlind, P., 1995. "Forward Interest Rates as Indicators of Inflation Expectations," Papers 594, Stockholm - International Economic Studies.
- Söderlind, Paul, 1997. "Forward Interest Rates as Indicators of Inflation Expectations," Seminar Papers 594, Stockholm University, Institute for International Economic Studies.
1992
- John Hassler & Petter Lundvik & Torsten Persson & Paul Soderlind, 1992. "The Swedish business cycle: stylized facts over 130 years," Discussion Paper / Institute for Empirical Macroeconomics 63, Federal Reserve Bank of Minneapolis.
- Lindbecg, H. Soderlind, P., 1992. "Target Zone Models and the Intervention Policy; The Swedish Case," Papers 496, Stockholm - International Economic Studies.
1991
- Lindberg, H. & Soderlind, P., 1991. "Testing the Basic Target Zone Model on Swedish Data," Papers 488, Stockholm - International Economic Studies.
- Lindberg, H. & Svensson, L.E. & Soderlind, P., 1991.
"Devaluation Expectations: the Swedish Krona 1982-1991,"
Papers
495, Stockholm - International Economic Studies.
- Hans Lindberg & Lars E.O. Svensson & Paul Soderlind, 1991. "Devaluation Expectations: The Swedish Krona 1982-1991," NBER Working Papers 3918, National Bureau of Economic Research, Inc.
1990
- Soderlind, P., 1990. "The Swedish Tax Reform From An Intertemporal Perspective," Papers 465, Stockholm - International Economic Studies.
Journal articles
2022
- Mario Di Filippo & Angelo Ranaldo & Jan Wrampelmeyer, 2022.
"Unsecured and Secured Funding,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 651-662, March.
- Mario di Filippo & Angelo Ranaldo & Jan Wrampelmeyer, 2018. "Unsecured and Secured Funding," Tinbergen Institute Discussion Papers 18-038/IV, Tinbergen Institute.
- Ranaldo, Angelo & Wrampelmeyer, Jan, 2016. "Unsecured and Secured Funding," Working Papers on Finance 1616, University of St. Gallen, School of Finance.
- Ranaldo, Angelo & de Magistris, Paolo Santucci, 2022. "Liquidity in the global currency market," Journal of Financial Economics, Elsevier, vol. 146(3), pages 859-883.
- Füss, Roland & Ruf, Daniel, 2022. "Information precision and return co-movements in private commercial real estate markets," Journal of Banking & Finance, Elsevier, vol. 138(C).
- Wolfgang Schadner & Joshua Traut, 2022. "Estimating Forward-Looking Stock Correlations from Risk Factors," Mathematics, MDPI, vol. 10(10), pages 1-19, May.
- Schadner, Wolfgang, 2022. "U.S. Politics from a multifractal perspective," Chaos, Solitons & Fractals, Elsevier, vol. 155(C).
2021
- Ranaldo, Angelo & Somogyi, Fabricius, 2021.
"Asymmetric information risk in FX markets,"
Journal of Financial Economics, Elsevier, vol. 140(2), pages 391-411.
- Angelo Ranaldo & Fabricius Somogyi, 2018. "Asymmetric Information Risk in FX Markets," Working Papers on Finance 1820, University of St. Gallen, School of Finance, revised Apr 2020.
- Ranaldo, Angelo & Schaffner, Patrick & Vasios, Michalis, 2021.
"Regulatory effects on short-term interest rates,"
Journal of Financial Economics, Elsevier, vol. 141(2), pages 750-770.
- Ranaldo, Angelo & Schaffner, Patrick & Vasios, Michalis, 2019. "Regulatory effects on short-term interest rates," Bank of England working papers 801, Bank of England.
- Reiff, Annika & Tykvová, Tereza, 2021. "IPO withdrawals: Are corporate governance and VC characteristics the guiding light in the rough sea of volatile markets?," Journal of Corporate Finance, Elsevier, vol. 67(C).
- Brinster, Leonhard & Tykvová, Tereza, 2021. "Connected VCs and strategic alliances: Evidence from biotech companies," Journal of Corporate Finance, Elsevier, vol. 66(C).
- Roland Füss & Jan A. Koller & Alois Weigand, 2021. "Determining Land Values from Residential Rents," Land, MDPI, vol. 10(4), pages 1-29, March.
- Fuchs, Florian & Füss, Roland & Jenkinson, Tim & Morkoetter, Stefan, 2021. "Winning a deal in private equity: Do educational ties matter?," Journal of Corporate Finance, Elsevier, vol. 66(C).
- Marcel Fischer & Roland Füss & Simon Stehle, 2021.
"Local house price comovements,"
Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(S1), pages 169-198, March.
- Marcel Fischer & Roland Füss & Simon Stehle, 2019. "Local House Price Comovements," Working Papers on Finance 1906, University of St. Gallen, School of Finance.
- 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, vol. 24(2), pages 139-183.
- 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, vol. 35(4), pages 495-513, December.
- Füss, Roland & Ruf, Daniel, 2021. "Bank systemic risk exposure and office market interconnectedness," Journal of Banking & Finance, Elsevier, vol. 133(C).
- Markus Schmid, 2021. "Report of the Editor 2020," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(1), pages 149-150, March.
- Eling, Martin & Ghavibazoo, Omid & Hanewald, Katja, 2021. "Willingness to take financial risks and insurance holdings: A European survey," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 95(C).
- Matthias Weber, 2021. "Behavioral optimal taxation: Aspirations," Journal of Behavioral Economics for Policy, Society for the Advancement of Behavioral Economics (SABE), vol. 5(1), pages 19-26, Septembre.
- Anita Kopányi-Peuker & Matthias Weber & Lauren Cohen, 2021.
"Experience Does Not Eliminate Bubbles: Experimental Evidence,"
Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4450-4485.
- Anita (A.G.) Kopanyi-Peuker & Matthias Weber, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," Tinbergen Institute Discussion Papers 18-092/II, Tinbergen Institute.
- Anita Kopanyi-Peuker & Matthias Weber, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," Working Papers on Finance 1822, University of St. Gallen, School of Finance.
- Kopanyi-Peuker, Anita & Weber, Matthias, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," SocArXiv ecj7q, Center for Open Science.
- Lang, Sebastian & Schadner, Wolfgang, 2021. "The trilemma of expansionary monetary policy in the Euro area during the COVID-19 crisis," Finance Research Letters, Elsevier, vol. 42(C).
- Schadner, Wolfgang, 2021. "On the persistence of market sentiment: A multifractal fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 581(C).
- Schadner, Wolfgang, 2021. "Ex-Ante Risk Factors and Required Structures of the Implied Correlation Matrix," Finance Research Letters, Elsevier, vol. 41(C).
2020
- Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis, 2020.
"OTC premia,"
Journal of Financial Economics, Elsevier, vol. 136(1), pages 86-105.
- Gino Cenedese & Angelo Ranaldo & Michalis Vasios, 2018. "OTC Premia," Working Papers on Finance 1818, University of St. Gallen, School of Finance, revised May 2019.
- Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis, 2018. "OTC premia," Bank of England working papers 751, Bank of England.
- 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, vol. 114(C).
- Biener, Christian & Eling, Martin & Lehmann, Martin, 2020. "Balancing the desire for privacy against the desire to hedge risk," Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 608-620.
- Saunders, Anthony & Schmid, Markus & Walter, Ingo, 2020. "Strategic scope and bank performance," Journal of Financial Stability, Elsevier, vol. 46(C).
- Markus Schmid, 2020. "FMPM Best Paper Award 2019," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(2), pages 219-220, June.
- Bertasiute, Akvile & Massaro, Domenico & Weber, Matthias, 2020.
"The behavioral economics of currency unions: Economic integration and monetary policy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 112(C).
- Akvile Bertasiute & Domenico Massaro & Matthias Weber, 2018. "The behavioral economics of currency unions: Economic integration and monetary policy," Bank of Lithuania Working Paper Series 49, Bank of Lithuania.
- Akvile Bertasiute & Domenico Massaro & Matthias Weber, 2019. "The Behavioral Economics of Currency Unions: Economic Integration and Monetary Policy," Working Papers on Finance 1916, University of St. Gallen, School of Finance.
- Matthias Weber, 2020. "Emmanuel Saez and Gabriel Zucman: The Triumph of Injustice: How the Rich Dodge Taxes and How to Make Them Pay," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(3), pages 349-352, September.
- Schadner, Wolfgang, 2020. "An idea of risk-neutral momentum and market fear," Finance Research Letters, Elsevier, vol. 37(C).
2019
- Mirkov, Nikola & Pozdeev, Igor & Söderlind, Paul, 2019. "Verbal interventions and exchange rate policies: The case of Swiss franc cap," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 42-54.
- Patrick Schaffner & Angelo Ranaldo & Kostas Tsatsaronis, 2019. "Euro repo market functioning: collateral is king," BIS Quarterly Review, Bank for International Settlements, December.
- Kaminski, Jermain & Hopp, Christian & Tykvová, Tereza, 2019. "New technology assessment in entrepreneurial financing – Does crowdfunding predict venture capital investments?," Technological Forecasting and Social Change, Elsevier, vol. 139(C), pages 287-302.
- Biener, Christian & Landmann, Andreas & Santana, Maria Isabel, 2019.
"Contract nonperformance risk and uncertainty in insurance markets,"
Journal of Public Economics, Elsevier, vol. 175(C), pages 65-83.
- Biener, Christian & Landmann, Andreas & Santana, Maria Isabel, 2017. "Contract Nonperformance Risk and Uncertainty in Insurance Markets," Working Papers on Finance 1701, University of St. Gallen, School of Finance, revised Apr 2019.
- Tanja Artiga González & Markus Schmid & David Yermack, 2019.
"Does Price Fixing Benefit Corporate Managers?,"
Management Science, INFORMS, vol. 65(10), pages 4813-4840, October.
- Artiga González, Tanja & Schmid, Markus & Yermack, David, 2013. "Does Price Fixing Benefit Corporate Managers?," Working Papers on Finance 1309, University of St. Gallen, School of Finance, revised Sep 2017.
- Martin Eling & Omid Ghavibazoo, 2019. "Research on long-term care insurance: status quo and directions for future research," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 44(2), pages 303-356, April.
- Mathis Mörke, 2019. "Marcos López de Prado: Advances in financial machine learning," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(4), pages 491-493, December.
- Hommes, Cars & Massaro, Domenico & Weber, Matthias, 2019.
"Monetary policy under behavioral expectations: Theory and experiment,"
European Economic Review, Elsevier, vol. 118(C), pages 193-212.
- Cars Hommes & Domenico Massaro & Matthias Weber, 2015. "Monetary Policy under Behavioral Expectations: Theory and Experiment," Tinbergen Institute Discussion Papers 15-087/II, Tinbergen Institute.
- Cars Hommes & Domenico Massaro & Matthias Weber, 2017. "Monetary Policy under Behavioral Expectations: Theory and Experiment," Bank of Lithuania Working Paper Series 42, Bank of Lithuania.
2018
- Tykvová, Tereza, 2018. "Legal framework quality and success of (different types of) venture capital investments," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 333-350.
- Tereza Tykvová, 2018. "Venture capital and private equity financing: an overview of recent literature and an agenda for future research," Journal of Business Economics, Springer, vol. 88(3), pages 325-362, May.
- 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, vol. 53(C), pages 50-75.
- Fuess, Roland & Grabellus, Markus & Mager, Ferdinand & Stein, Michael, 2015. "Something in the Air: Information Density, News Surprises, and Price Jumps," Working Papers on Finance 1517, University of St. Gallen, School of Finance.
- 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, vol. 32(4), pages 333-365, November.
- Karl Frauendorfer & Florentina Paraschiv & Michael Schürle, 2018. "Cross-Border Effects on Swiss Electricity Prices in the Light of the Energy Transition," Energies, MDPI, vol. 11(9), pages 1-30, August.
- Biener, Christian & Eling, Martin & Landmann, Andreas & Pradhan, Shailee, 2018.
"Can group incentives alleviate moral hazard? The role of pro-social preferences,"
European Economic Review, Elsevier, vol. 101(C), pages 230-249.
- Biener, Christian & Eling, Martin & Pradhan, Shailee, 2016. "Can Group Incentives Alleviate Moral Hazard? The Role of Pro-Social Preferences," Working Papers on Finance 1610, University of St. Gallen, School of Finance, revised Nov 2016.
- Nicolas Kube, 2018. "Daniel Drescher: Blockchain basics: a non-technical introduction in 25 steps," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 32(3), pages 329-331, August.
- Leopold Ingenohl & Nicolas Kube, 2018. "Are financial constraints of corporate activist investors perceived negatively?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 32(4), pages 367-398, November.
- Drobetz, Wolfgang & von Meyerinck, Felix & Oesch, David & Schmid, Markus, 2018. "Industry expert directors," Journal of Banking & Finance, Elsevier, vol. 92(C), pages 195-215.
- Daniel Hoechle & Stefan Ruenzi & Nic Schaub & Markus Schmid, 2018. "Financial Advice and Bank Profits," Review of Financial Studies, Society for Financial Studies, vol. 31(11), pages 4447-4492.
- Yakov Amihud & Markus Schmid & Steven Davidoff Solomon, 2018. "Do Staggered Boards Matter for Firm Value?," Journal of Applied Corporate Finance, Morgan Stanley, vol. 30(4), pages 61-77, December.
- Mathis Mörke, 2018. "Andrew W. Lo: Adaptive markets: financial evolution at the speed of thought," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 32(4), pages 437-439, November.
- Jonas Romer, 2018. "Michelle Baddeley: Behavioral economics: a very short introduction," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 32(2), pages 235-237, May.
- Matthias Weber, 2018. "The effects of listing authors in alphabetical order: A review of the empirical evidence," Research Evaluation, Oxford University Press, vol. 27(3), pages 238-245.
- Matthias Weber & John Duffy & Arthur Schram, 2018.
"An Experimental Study of Bond Market Pricing,"
Journal of Finance, American Finance Association, vol. 73(4), pages 1857-1892, August.
- Matthias Weber & John Duffy & Arthur Schram, 2016. "An Experimental Study of Bond Market Pricing," Tinbergen Institute Discussion Papers 16-059/I, Tinbergen Institute.
- Matthias Weber & John Duffy & Arthur Schram, 2016. "An Experimental Study of Bond Market Pricing," Working Papers 161701, University of California-Irvine, Department of Economics.
2017
- Magnus Dahlquist & José Vicente Martinez & Paul Söderlind, 2017.
"Individual Investor Activity and Performance,"
Review of Financial Studies, Society for Financial Studies, vol. 30(3), pages 866-899.
- Dahlquist, Magnus & Martinez, Jose Vincente & Soderlind, Paul, 2014. "Individual Investor Activity and Performance," Working Papers on Finance 1408, University of St. Gallen, School of Finance, revised Sep 2016.
- Dahlquist, Magnus & Martinez, José Vicente & Söderlind, Paul, 2012. "Individual Investor Activity and Performance," CEPR Discussion Papers 8744, C.E.P.R. Discussion Papers.
- Alin Marius Andries & Martin Brown, 2017.
"Credit booms and busts in emerging markets,"
The Economics of Transition, The European Bank for Reconstruction and Development, vol. 25(3), pages 377-437, July.
- Ongena, Steven & Popov, Alexander & Brown, Martin & Yesin, Pinar, 2012. "Who needs credit and who gets credit in Eastern Europe?," Working Paper Series 1421, European Central Bank.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Other publications TiSEM 48806ab8-09f6-4b48-a712-1, Tilburg University, School of Economics and Management.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Discussion Paper 2010-50, Tilburg University, Center for Economic Research.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Other publications TiSEM d364e5fd-ede9-4017-ba9e-1, Tilburg University, School of Economics and Management.
- Martin Brown & Steven Ongena & Alexander Popov & Pinar Yesin, 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Working Papers 2010-09, Swiss National Bank.
- Farshid Abdi & Angelo Ranaldo, 2017. "A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices," Review of Financial Studies, Society for Financial Studies, vol. 30(12), pages 4437-4480.
- Tykvová, Tereza, 2017. "When and Why Do Venture-Capital-Backed Companies Obtain Venture Lending?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(3), pages 1049-1080, June.
- 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, vol. 84(C), pages 9-24.
- Adams, Zeno & Fuess, Roland & Glueck, Thorsten, 2016. "Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance," Working Papers on Finance 1613, University of St. Gallen, School of Finance.
- 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, vol. 6(C), pages 66-87.
- 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., vol. 39(2), pages 505-539, March.
- Morkoetter, Stefan & Stebler, Roman & Westerfeld, Simone, 2017.
"Competition in the credit rating Industry: Benefits for investors and issuers,"
Journal of Banking & Finance, Elsevier, vol. 75(C), pages 235-257.
- Morkoetter, Stefan & Stebler, Roman & Westerfeld, Simone, 2015. "Competition in the Credit Rating Industry: Benefits for Investors and Issuers," Working Papers on Finance 1505, University of St. Gallen, School of Finance, revised Feb 2016.
- Biener, Christian & Eling, Martin & Jia, Ruo, 2017.
"The structure of the global reinsurance market: An analysis of efficiency, scale, and scope,"
Journal of Banking & Finance, Elsevier, vol. 77(C), pages 213-229.
- Biener, Christian & Eling, Martin & Jia, Ruo, 2016. "The Structure of the Global Reinsurance Market: An Analysis of Efficiency, Scale, and Scope," Working Papers on Finance 1603, University of St. Gallen, School of Finance.
- Daniel Hoechle & Stefan Ruenzi & Nic Schaub & Markus Schmid, 2017.
"The Impact of Financial Advice on Trade Performance and Behavioral Biases,"
Review of Finance, European Finance Association, vol. 21(2), pages 871-910.
- Hoechle, Daniel & Ruenzi, Stefan & Schaub, Nic & Schmid, Markus, 2014. "The Impact of Financial Advice on Trade Performance and Behavioral Biases," Working Papers on Finance 1419, University of St. Gallen, School of Finance, revised Dec 2015.
- Matthias Weber & Arthur Schram, 2017.
"The Non‐equivalence of Labour Market Taxes: A Real‐effort Experiment,"
Economic Journal, Royal Economic Society, vol. 127(604), pages 2187-2215, September.
- Matthias Weber & Arthur Schram, 2013. "The Non-Equivalence of Labor Market Taxes: A Real-Effort Experiment," Tinbergen Institute Discussion Papers 13-030/I, Tinbergen Institute.
2016
- Martin Brown & Benjamin Guin & Karolin Kirschenmann, 2016.
"Microfinance Banks and Financial Inclusion,"
Review of Finance, European Finance Association, vol. 20(3), pages 907-946.
- Brown, Martin & de Haas, Ralph, 2012. "Foreign banks and foreign currency lending in emerging Europe," MPRA Paper 36323, University Library of Munich, Germany.
- 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), vol. 152(I), pages 23-48, March.
- Brown, Martin & Hoffmann, Matthias, 2013. "Relationship Banking in the Residential Mortgage Market? Evidence from Switzerland," Working Papers on Finance 1310, University of St. Gallen, School of Finance, revised Jun 2015.
- Ongena, Steven & Popov, Alexander & Brown, Martin & Yesin, Pinar, 2012. "Who needs credit and who gets credit in Eastern Europe?," Working Paper Series 1421, European Central Bank.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Other publications TiSEM 48806ab8-09f6-4b48-a712-1, Tilburg University, School of Economics and Management.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Discussion Paper 2010-50, Tilburg University, Center for Economic Research.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Other publications TiSEM d364e5fd-ede9-4017-ba9e-1, Tilburg University, School of Economics and Management.
- Martin Brown & Steven Ongena & Alexander Popov & Pinar Yesin, 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Working Papers 2010-09, Swiss National Bank.
- Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer, 2016.
"The Euro Interbank Repo Market,"
Review of Financial Studies, Society for Financial Studies, vol. 29(7), pages 1747-1779.
- Mancini, Loreano & Ranaldo, Angelo & Wrampelmeyer, Jan, 2013. "The Euro Interbank Repo Market," Working Papers on Finance 1316, University of St. Gallen, School of Finance, revised Sep 2015.
- Ammann, Manuel & Coqueret, Guillaume & Schade, Jan-Philip, 2016.
"Characteristics-based portfolio choice with leverage constraints,"
Journal of Banking & Finance, Elsevier, vol. 70(C), pages 23-37.
- Ammann, Manuel & Coqueret, Guillaume & Schade, Jan-Philip, 2016. "Characteristics-based Portfolio Choice with Leverage Constraints," Working Papers on Finance 1607, University of St. Gallen, School of Finance.
- Manuel Ammann & Philipp Horsch & David Oesch, 2016.
"Competing with Superstars,"
Management Science, INFORMS, vol. 62(10), pages 2842-2858, October.
- Ammann, Manuel & Horsch, Philipp & Oesch, David, 2015. "Competing with Superstars," Working Papers on Finance 1510, University of St. Gallen, School of Finance, revised Jan 2016.
- Kolb, Johannes & Tykvová, Tereza, 2016. "Going public via special purpose acquisition companies: Frogs do not turn into princes," Journal of Corporate Finance, Elsevier, vol. 40(C), pages 80-96.
- Füss, Roland & Zietz, Joachim, 2016.
"The economic drivers of differences in house price inflation rates across MSAs,"
Journal of Housing Economics, Elsevier, vol. 31(C), pages 35-53.
- Fuess, Roland & Zietz, Joachim, 2015. "The Economic Drivers of Differences in House Price Inflation Rates across MSAs," Working Papers on Finance 1526, University of St. Gallen, School of Finance.
- Roland Füss & Thomas Gehrig & Philipp B. Rindler, 2016. "Changing Risk Perception and the Time-Varying Price of Risk," Review of Finance, European Finance Association, vol. 20(4), pages 1549-1585.
- Füss, Roland & Koller, Jan A., 2016.
"The role of spatial and temporal structure for residential rent predictions,"
International Journal of Forecasting, Elsevier, vol. 32(4), pages 1352-1368.
- Fuess, Roland & Koller, Jan, 2015. "The Role of Spatial and Temporal Structure for Residential Rent Predictions," Working Papers on Finance 1523, University of St. Gallen, School of Finance.
- 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., vol. 21(4), pages 447-471, October.
- Sebastian Utz & Martina Weber & Maximilian Wimmer, 2016. "German Mittelstand bonds: yield spreads and liquidity," Journal of Business Economics, Springer, vol. 86(1), pages 103-129, January.
- Biener, Christian & Eling, Martin & Wirfs, Jan Hendrik, 2016.
"The determinants of efficiency and productivity in the Swiss insurance industry,"
European Journal of Operational Research, Elsevier, vol. 248(2), pages 703-714.
- Biener, Christian & Eling, Martin & Wirfs, Jan Hendrik, 2015. "The Determinants of Efficiency and Productivity in the Swiss Insurance Industry," Working Papers on Finance 1502, University of St. Gallen, School of Finance.
- Simon Strauman, 2016.
"Karamjeet Paul: Managing extreme financial risk: strategies and tactics for going concerns,"
Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(1), pages 111-112, February.
- Simon Strauman, 2016. "Karamjeet Paul: Managing extreme financial risk: strategies and tactics for going concerns," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(1), pages 111-112, February.
- Nicolas Kube, 2016. "David F. Larcker and Brian Tayan: A Real Look at Real World Corporate Governance," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(2), pages 229-231, May.
- Felix Meyerinck & David Oesch & Markus Schmid, 2016.
"Is Director Industry Experience Valuable?,"
Financial Management, Financial Management Association International, vol. 45(1), pages 207-237, March.
- von Meyerinck, Felix & Oesch, David & Schmid, Markus, 2012. "Is Director Industry Experience Valuable?," Working Papers on Finance 1217, University of St. Gallen, School of Finance.
- Igor Pozdeev, 2016. "Claus Munk: Financial Asset Pricing Theory," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(3), pages 367-369, August.
- Weber, Matthias, 2016. "Two-tier voting: Measuring inequality and specifying the inverse power problem," Mathematical Social Sciences, Elsevier, vol. 79(C), pages 40-45.
2015
- Nina Karnaukh & Angelo Ranaldo & Paul Söderlind, 2015.
"Understanding FX Liquidity,"
Review of Financial Studies, Society for Financial Studies, vol. 28(11), pages 3073-3108.
- Karnaukh, Nina & Ranaldo, Angelo & Söderlind, Paul, 2013. "Understanding FX Liquidity," Working Papers on Finance 1315, University of St. Gallen, School of Finance, revised Apr 2015.
- Beck, Thorsten & Brown, Martin, 2015.
"Foreign bank ownership and household credit,"
Journal of Financial Intermediation, Elsevier, vol. 24(4), pages 466-486.
- Beck, Thorsten, 2012. "Foreign Bank Ownership and Household Credit," Working Papers on Finance 1206, University of St. Gallen, School of Finance.
- Ongena, Steven & Popov, Alexander & Brown, Martin & Yesin, Pinar, 2012. "Who needs credit and who gets credit in Eastern Europe?," Working Paper Series 1421, European Central Bank.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Other publications TiSEM 48806ab8-09f6-4b48-a712-1, Tilburg University, School of Economics and Management.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Discussion Paper 2010-50, Tilburg University, Center for Economic Research.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Other publications TiSEM d364e5fd-ede9-4017-ba9e-1, Tilburg University, School of Economics and Management.
- Martin Brown & Steven Ongena & Alexander Popov & Pinar Yesin, 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Working Papers 2010-09, Swiss National Bank.
- 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), vol. 151(II), pages 3-37, June.
- Ongena, Steven & Popov, Alexander & Brown, Martin & Yesin, Pinar, 2012. "Who needs credit and who gets credit in Eastern Europe?," Working Paper Series 1421, European Central Bank.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Other publications TiSEM 48806ab8-09f6-4b48-a712-1, Tilburg University, School of Economics and Management.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Discussion Paper 2010-50, Tilburg University, Center for Economic Research.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Other publications TiSEM d364e5fd-ede9-4017-ba9e-1, Tilburg University, School of Economics and Management.
- Martin Brown & Steven Ongena & Alexander Popov & Pinar Yesin, 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Working Papers 2010-09, Swiss National Bank.
- Martin Brown & Helmut Stix, 2015.
"The euroization of bank deposits in Eastern Europe,"
Economic Policy, CEPR;CES;MSH, vol. 30(81), pages 95-139.
- Martin Brown & Helmut Stix, 2014. "The Euroization of Bank Deposits in Eastern Europe," Working Papers 197, Oesterreichische Nationalbank (Austrian Central Bank).
- Brown, Martin & Stix, Helmut, 2014. "The Euroization of Bank Deposits in Eastern Europe," Working Papers on Finance 1412, University of St. Gallen, School of Finance.
- Ongena, Steven & Popov, Alexander & Brown, Martin & Yesin, Pinar, 2012. "Who needs credit and who gets credit in Eastern Europe?," Working Paper Series 1421, European Central Bank.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Other publications TiSEM 48806ab8-09f6-4b48-a712-1, Tilburg University, School of Economics and Management.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Discussion Paper 2010-50, Tilburg University, Center for Economic Research.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Other publications TiSEM d364e5fd-ede9-4017-ba9e-1, Tilburg University, School of Economics and Management.
- Martin Brown & Steven Ongena & Alexander Popov & Pinar Yesin, 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Working Papers 2010-09, Swiss National Bank.
- Massimiliano Caporin & Angelo Ranaldo & Gabriel G. Velo, 2015.
"Precious metals under the microscope: a high-frequency analysis,"
Quantitative Finance, Taylor & Francis Journals, vol. 15(5), pages 743-759, May.
- Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G., 2014. "Precious Metals Under the Microscope: A High-Frequency Analysis," Working Papers on Finance 1409, University of St. Gallen, School of Finance.
- Bertoni, Fabio & Tykvová, Tereza, 2015.
"Does governmental venture capital spur invention and innovation? Evidence from young European biotech companies,"
Research Policy, Elsevier, vol. 44(4), pages 925-935.
- Fabio Bertoni & Tereza Tykvova, 2015. "Does governmental venture capital spur invention and innovation? : Evidence from young European biotech companies," Post-Print hal-02313268, HAL.
- Füss, Roland & Mahringer, Steffen & Prokopczuk, Marcel, 2015.
"Electricity derivatives pricing with forward-looking information,"
Journal of Economic Dynamics and Control, Elsevier, vol. 58(C), pages 34-57.
- Füss, Roland & Mahringer, Steffen & Prokopczuk, Marcel, 2013. "Electricity Derivatives Pricing with Forward-Looking Information," Working Papers on Finance 1317, University of St. Gallen, School of Finance.
- 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, vol. 43(1), pages 67-100, March.
- Utz, Sebastian & Wimmer, Maximilian & Steuer, Ralph E., 2015. "Tri-criterion modeling for constructing more-sustainable mutual funds," European Journal of Operational Research, Elsevier, vol. 246(1), pages 331-338.
- Philipp Horsch, 2015. "Marc Goergen: International Corporate Governance," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(2), pages 169-171, May.
- Paraschiv, Florentina & Fleten, Stein-Erik & Schürle, Michael, 2015. "A spot-forward model for electricity prices with regime shifts," Energy Economics, Elsevier, vol. 47(C), pages 142-153.
- Christian Biener & Martin Eling & Jan Hendrik Wirfs, 2015.
"Insurability of Cyber Risk: An Empirical Analysis†,"
The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 40(1), pages 131-158, January.
- Biener, Christian & Eling, Martin & Wirfs, Jan Hendrik, 2015. "Insurability of Cyber Risk: An Empirical Analysis," Working Papers on Finance 1503, University of St. Gallen, School of Finance.
- Christian Biener & Martin Eling & Shailee Pradhan, 2015. "Recent Research Developments Affecting Nonlife Insurance—The CAS Risk Premium Project 2013 Update," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 18(1), pages 129-141, March.
2014
- 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, vol. 56(1), pages 110-131, March.
- Brown, M. & Ongena, S. & Yesin, P., 2011. "Information Asymmetry and Foreign Currency Borrowing by Small Firms," Other publications TiSEM 08c5de21-1bff-41eb-929f-5, Tilburg University, School of Economics and Management.
- Brown, Martin & de Haas, Ralph, 2012. "Foreign banks and foreign currency lending in emerging Europe," MPRA Paper 36323, University Library of Munich, Germany.
- Martin Brown & Steven Ongena & Pinar Yesin, 2012. "Information Asymmetry and Foreign Currency Borrowing by Small Firms," Working Papers 2012-05, Swiss National Bank.
- Brown, M. & Ongena, S. & Yesin, P., 2011. "Information Asymmetry and Foreign Currency Borrowing by Small Firms," Discussion Paper 2011-099, Tilburg University, Center for Economic Research.
- Brown, M. & Ongena, S. & Yesin, P., 2011. "Information Asymmetry and Foreign Currency Borrowing by Small Firms," Other publications TiSEM ebc0da7f-1886-4209-a528-d, Tilburg University, School of Economics and Management.
- 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, vol. 46(7), pages 1501-1534, October.
- Ongena, Steven & Popov, Alexander & Brown, Martin & Yesin, Pinar, 2012. "Who needs credit and who gets credit in Eastern Europe?," Working Paper Series 1421, European Central Bank.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Other publications TiSEM 48806ab8-09f6-4b48-a712-1, Tilburg University, School of Economics and Management.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Discussion Paper 2010-50, Tilburg University, Center for Economic Research.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Other publications TiSEM d364e5fd-ede9-4017-ba9e-1, Tilburg University, School of Economics and Management.
- Martin Brown & Steven Ongena & Alexander Popov & Pinar Yesin, 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Working Papers 2010-09, Swiss National Bank.
- Tykvová, Tereza & Schertler, Andrea, 2014. "Does Syndication With Local Venture Capitalists Moderate the Effects of Geographical and Institutional Distance?," Journal of International Management, Elsevier, vol. 20(4), pages 406-420.
- Füss, Roland & Hommel, Urich & Plagge, Jan-Carl, 2014. "Valuation effects of termination of cross-listings," Journal of Financial Perspectives, EY Global FS Institute, vol. 2(1), pages 177-193.
- Füss, Roland & Miebs, Felix & Trübenbach, Fabian, 2014. "A jackknife-type estimator for portfolio revision," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 14-28.
- 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, vol. 49(3), pages 575-598, June.
- 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 20, Leibniz Institute for Financial Research SAFE.
- 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, vol. 234(2), pages 491-498.
- Arnold, Marc, 2014. "Managerial cash use, default, and corporate financial policies," Journal of Corporate Finance, Elsevier, vol. 27(C), pages 305-325.
- Stefan Morkoetter & Matthias Schaller & Simone Westerfeld, 2014. "The Liquidity Dynamics of Bank Defaults," European Financial Management, European Financial Management Association, vol. 20(2), pages 291-320, March.
- Biener, Christian & Eling, Martin & Schmit, Joan T., 2014.
"Regulation in Microinsurance Markets: Principles, Practice, and Directions for Future Development,"
World Development, Elsevier, vol. 58(C), pages 21-40.
- Biener, Christian & Eling, Martin & Schmit, Joan T., 2013. "Regulation in Microinsurance Markets: Principles, Practice, and Directions for Future Development," Working Papers on Finance 1305, University of St. Gallen, School of Finance.
- Schmid, Markus & Walter, Ingo, 2014. "Firm structure in banking and finance: is broader better?," Journal of Financial Perspectives, EY Global FS Institute, vol. 2(2), pages 65-75.
2013
- Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2013.
"Risk spillovers in international equity portfolios,"
Journal of Empirical Finance, Elsevier, vol. 24(C), pages 121-137.
- Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2012. "Risk spillovers in international equity portfolios," Working Papers 2012-03, Swiss National Bank.
- Bonato, Mateo & Caporin, Massimiliano & Ranaldo, Angelo, 2012. "Risk Spillovers in International Equity Portfolios," Working Papers on Finance 1214, University of St. Gallen, School of Finance.
- Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2013.
"On the predictability of stock prices: A case for high and low prices,"
Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5132-5146.
- Massimiliano Caporin & Angelo Ranaldo, 2011. "On the Predictability of Stock Prices: a Case for High and Low Prices," Working Papers 2011-11, Swiss National Bank.
- Massimiliano Caporin & Angelo Ranaldo & Paolo Santucci de Magistris, 2011. "On the Predictability of Stock Prices: A Case for High and Low Prices," "Marco Fanno" Working Papers 0136, Dipartimento di Scienze Economiche "Marco Fanno".
- Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2012. "On the Predictability of Stock Prices: a Case for High and Low Prices," Working Papers on Finance 1213, University of St. Gallen, School of Finance.
- Francis Breedon & Angelo Ranaldo, 2013.
"Intraday Patterns in FX Returns and Order Flow,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 953-965, August.
- Francis Breedon & Angelo Ranaldo, 2013. "Intraday Patterns in FX Returns and Order Flow," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 953-965, August.
- Francis Breedon & Angelo Ranaldo, 2012. "Intraday Patterns in FX Returns and Order Flow," Working Papers 694, Queen Mary University of London, School of Economics and Finance.
- Francis Breedon & Angelo Ranaldo, 2012. "Intraday Patterns in FX Returns and Order Flow," Working Papers 694, Queen Mary University of London, School of Economics and Finance.
- Francis Breedon & Angelo Ranaldo, 2011. "Intraday patterns in FX returns and order flow," Working Papers 2011-04, Swiss National Bank.
- Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer, 2013.
"Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums,"
Journal of Finance, American Finance Association, vol. 68(5), pages 1805-1841, October.
- Loriano MANCINI & Angelo RANALDO & Jan WRAMPELMEYER, 2009. "Liquidity in the Foreign Exchange Market: Measurement, Commonality,and Risk Premiums," Swiss Finance Institute Research Paper Series 09-44, Swiss Finance Institute.
- Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer, 2010. "Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums," Working Papers 2010-03, Swiss National Bank.
- 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, vol. 41(1), pages 29-64, March.
- Markus Hirschberger & Ralph E. Steuer & Sebastian Utz & Maximilian Wimmer & Yue Qi, 2013. "Computing the Nondominated Surface in Tri-Criterion Portfolio Selection," Operations Research, INFORMS, vol. 61(1), pages 169-183, February.
- Arnold, Marc & Wagner, Alexander F. & Westermann, Ramona, 2013. "Growth options, macroeconomic conditions, and the cross section of credit risk," Journal of Financial Economics, Elsevier, vol. 107(2), pages 350-385.
- Biener, Christian, 2013. "Pricing in Microinsurance Markets," World Development, Elsevier, vol. 41(C), pages 132-144.
- Christian Biener & Martin Eling, 2013. "Recent Research Developments Affecting Nonlife Insurance—The CAS Risk Premium Project 2012 Update," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 16(2), pages 219-231, September.
- Martin Eling, 2013. "Recent Research Developments Affecting Nonlife Insurance—The CAS Risk Premium Project 2011 Update," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 16(1), pages 35-46, March.
- Martin Eling & Stefan Holder, 2013. "Maximum Technical Interest Rates in Life Insurance in Europe and the United States: An Overview and Comparison," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 38(2), pages 354-375, April.
- Huang, Wei & Eling, Martin, 2013. "An efficiency comparison of the non-life insurance industry in the BRIC countries," European Journal of Operational Research, Elsevier, vol. 226(3), pages 577-591.
- Ulrich Suntum & Timo Zumbro & Hans-Jochen Luhmann & Werner Eichhorst & Martin Eling, 2013.
"Kurz kommentiert,"
Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 93(1), pages 4-6, January.
- Karl Heinz Hausner & Roland Döhrn & Philipp Hauber & Werner Eichhorst, 2017. "Kurz kommentiert [Concise Comments]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 97(11), pages 760-762, November.
- Schaub, Nic & Schmid, Markus, 2013. "Hedge fund liquidity and performance: Evidence from the financial crisis," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 671-692.
- Manuel Ammann & David Oesch & Markus M. Schmid, 2013. "Product Market Competition, Corporate Governance, and Firm Value: Evidence from the EU Area," European Financial Management, European Financial Management Association, vol. 19(3), pages 452-469, June.
- Manuel Ammann & Otto Huber & Markus Schmid, 2013. "Hedge Fund Characteristics and Performance Persistence," European Financial Management, European Financial Management Association, vol. 19(2), pages 209-250, March.
2012
- 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;CES;MSH, vol. 27(69), pages 57-98.
- Brown, Martin & de Haas, Ralph, 2012. "Foreign banks and foreign currency lending in emerging Europe," MPRA Paper 36323, University Library of Munich, Germany.
- 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, vol. 10(4), pages 887-907, August.
- Brown, Martin & Falk, Armin & Fehr, Ernst, 2008. "Competition and Relational Contracts: The Role of Unemployment as a Disciplinary Device," IZA Discussion Papers 3345, Institute of Labor Economics (IZA).
- Brown, Martin & de Haas, Ralph, 2012. "Foreign banks and foreign currency lending in emerging Europe," MPRA Paper 36323, University Library of Munich, Germany.
- Martin Brown & Armin Falk & Ernst Fehr, 2008. "Competition and Relational Contracts: The Role of Unemployment as a Disciplinary Device," Working Papers 2008-07, Swiss National Bank.
- Brown, Martin & Falk, Armin & Fehr, Ernst, 2011. "Competition and Relational Contracts: The Role of Unemployment as a Disciplinary Device," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 359, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- M. Bonato & M. Caporin & A. Ranaldo, 2012. "A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices," The European Journal of Finance, Taylor & Francis Journals, vol. 18(9), pages 761-774, October.
- Manuel Ammann & Daniel Hoechle & Markus Schmid, 2012. "Is there Really No Conglomerate Discount?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 39(1-2), pages 264-288, January.
- Ammann, Manuel & Odoni, Sandro & Oesch, David, 2012.
"An alternative three-factor model for international markets: Evidence from the European Monetary Union,"
Journal of Banking & Finance, Elsevier, vol. 36(7), pages 1857-1864.
- Ammann, Manuel & Odoni, Sandro & Oesch, David, 2012. "An Alternative Three-Factor Model for International Markets: Evidence from the European Monetary Union," Working Papers on Finance 1202, University of St. Gallen, School of Finance.
- Manuel Ammann, 2012. "Editorial," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(2), pages 177-178, June.
- Manuel Ammann, 2012. "Editorial," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(1), pages 1-2, March.
- Manuel Ammann & Alexander Ising & Stephan Kessler, 2012. "Disposition effect and mutual fund performance," Applied Financial Economics, Taylor & Francis Journals, vol. 22(1), pages 1-19, January.
- Schertler, Andrea & Tykvová, Tereza, 2012.
"What lures cross-border venture capital inflows?,"
Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1777-1799.
- Schertler, Andrea & Tykvová, Tereza, 2010. "What lures cross-border venture capital inflows?," ZEW Discussion Papers 10-001, ZEW - Leibniz Centre for European Economic Research.
- Tykvová, Tereza & Borell, Mariela, 2012.
"Do private equity owners increase risk of financial distress and bankruptcy?,"
Journal of Corporate Finance, Elsevier, vol. 18(1), pages 138-150.
- Tykvová, Tereza & Borell, Mariela, 2011. "Do private equity owners increase risk of financial distress and bankruptcy?," ZEW Discussion Papers 11-076, ZEW - Leibniz Centre for European Economic Research.
- 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, vol. 38(3), pages 391-410, April.
- 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, vol. 44(4), pages 570-590, May.
- 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, vol. 40(2), pages 317-350, June.
- Zeno Adams & Roland Füss & Volker Wohlschieß, 2012. "Investment choice and performance potential in the mutual fund industry," Journal of Asset Management, Palgrave Macmillan, vol. 13(2), pages 84-101, April.
- Dorfleitner, Gregor & Utz, Sebastian, 2012.
"Safety first portfolio choice based on financial and sustainability returns,"
European Journal of Operational Research, Elsevier, vol. 221(1), pages 155-164.
- 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 452, University of Regensburg, Department of Economics.
- Adams, Zeno & Gerner, Mathias, 2012. "Cross hedging jet-fuel price exposure," Energy Economics, Elsevier, vol. 34(5), pages 1301-1309.
- Biener, Christian & Eling, Martin, 2012. "Organization and efficiency in the international insurance industry: A cross-frontier analysis," European Journal of Operational Research, Elsevier, vol. 221(2), pages 454-468.
- Christian Biener & Martin Eling, 2012. "Insurability in Microinsurance Markets: An Analysis of Problems and Potential Solutions," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 37(1), pages 77-107, January.
- Schuhmacher, Frank & Eling, Martin, 2012. "A decision-theoretic foundation for reward-to-risk performance measures," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2077-2082.
- Martin Eling & Sebastian D. Marek, 2012. "Internal and external drivers for risk taking in UK and German insurance markets," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 4(1), pages 48-76.
- Martin Eling & Joan T Schmit, 2012. "Is There Market Discipline in the European Insurance Industry? An Analysis of the German Insurance Market," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 37(2), pages 180-207, September.
- Dorothea Diers & Martin Eling & Christian Kraus & Andreas Reuß, 2012. "Market-consistent embedded value in non-life insurance: how to measure it and why," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 13(4), pages 320-346, August.
- Eling, Martin, 2012. "Fitting insurance claims to skewed distributions: Are the skew-normal and skew-student good models?," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 239-248.
- Martin Eling & Dieter Kiesenbauer, 2012. "Does Surplus Participation Reflect Market Discipline? An Analysis of the German Life Insurance Market," Journal of Financial Services Research, Springer;Western Finance Association, vol. 42(3), pages 159-185, December.
- Martin Eling, 2012. "What Do We Know About Market Discipline in Insurance?," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 15(2), pages 185-223, September.
- Diers, Dorothea & Eling, Martin & Marek, Sebastian D., 2012. "Dependence modeling in non-life insurance using the Bernstein copula," Insurance: Mathematics and Economics, Elsevier, vol. 50(3), pages 430-436.
- Nic Schaub, 2012. "Simon Lack: The hedge fund mirage—the illusion of big money and why it’s too good to be true," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(4), pages 495-497, December.
- Aebi, Vincent & Sabato, Gabriele & Schmid, Markus, 2012. "Risk management, corporate governance, and bank performance in the financial crisis," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3213-3226.
- Hoechle, Daniel & Schmid, Markus & Walter, Ingo & Yermack, David, 2012. "How much of the diversification discount can be explained by poor corporate governance?," Journal of Financial Economics, Elsevier, vol. 103(1), pages 41-60.
- Markus Schmid, 2012. "Editorial," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(3), pages 297-298, September.
- Schmid, Markus M. & Walter, Ingo, 2012. "Geographic diversification and firm value in the financial services industry," Journal of Empirical Finance, Elsevier, vol. 19(1), pages 109-122.
2011
- Paul Söderlind, 2011.
"Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty,"
International Journal of Central Banking, International Journal of Central Banking, vol. 7(2), pages 113-133, June.
- Paul Söderlind, 2008. "Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty," University of St. Gallen Department of Economics working paper series 2008 2008-12, Department of Economics, University of St. Gallen.
- Paul Söderlind, 2009. "Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty," Working Papers 2009-04, Swiss National Bank.
- Söderlind, Paul, 2009. "Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty," CEPR Discussion Papers 7250, C.E.P.R. Discussion Papers.
- Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul, 2011.
"The Time-Varying Systematic Risk of Carry Trade Strategies,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(4), pages 1107-1125, August.
- Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," CEPR Discussion Papers 7345, C.E.P.R. Discussion Papers.
- Paul Soderlind & Angelo Ranaldo & Charlotte Christiansen, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," University of St. Gallen Department of Economics working paper series 2009 2009-06, Department of Economics, University of St. Gallen.
- Charlotte Christiansen & Angelo Ranaldo & Paul Söderllind, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," CREATES Research Papers 2009-15, Department of Economics and Business Economics, Aarhus University.
- Charlotte Christiansen & Angelo Ranaldo & Paul Söderlind, 2010. "The Time-Varying Systematic Risk of Carry Trade Strategies," Working Papers 2010-01, Swiss National Bank.
- Brown, Martin & Ongena, Steven & Yesin, Pinar, 2011. "Foreign currency borrowing by small firms in the transition economies," Journal of Financial Intermediation, Elsevier, vol. 20(3), pages 285-302, July.
- 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;CES;MSH, vol. 26(65), pages 93-130.
- Ongena, Steven & Popov, Alexander & Brown, Martin & Yesin, Pinar, 2012. "Who needs credit and who gets credit in Eastern Europe?," Working Paper Series 1421, European Central Bank.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Other publications TiSEM 48806ab8-09f6-4b48-a712-1, Tilburg University, School of Economics and Management.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Discussion Paper 2010-50, Tilburg University, Center for Economic Research.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Other publications TiSEM d364e5fd-ede9-4017-ba9e-1, Tilburg University, School of Economics and Management.
- Martin Brown & Steven Ongena & Alexander Popov & Pinar Yesin, 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Working Papers 2010-09, Swiss National Bank.
- Fischer, Andreas M. & Ranaldo, Angelo, 2011.
"Does FOMC news increase global FX trading?,"
Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2965-2973, November.
- Fischer, Andreas M & Ranaldo, Angelo, 2008. "Does FOMC News Increase Global FX Trading?," CEPR Discussion Papers 6753, C.E.P.R. Discussion Papers.
- Andreas M. Fischer & Angelo Ranaldo, 2008. "Does FOMC News Increase Global FX Trading?," Working Papers 2008-09, Swiss National Bank.
- Mario Meichle & Angelo Ranaldo & Attilio Zanetti, 2011. "Do financial variables help predict the state of the business cycle in small open economies? Evidence from Switzerland," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(4), pages 435-453, December.
- Manuel Ammann, 2011. "Editorial," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(4), pages 343-344, December.
- Manuel Ammann, 2011. "Editorial," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(1), pages 1-2, March.
- Ammann, Manuel & Oesch, David & Schmid, Markus M., 2011. "Corporate governance and firm value: International evidence," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 36-55, January.
- Manuel Ammann, 2011. "Editorial," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(2), pages 109-110, June.
- Manuel Ammann, 2011. "Editorial," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(3), pages 237-238, September.
- Tykvová, Tereza & Schertler, Andrea, 2011. "Cross-border venture capital flows and local ties: Evidence from developed countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(1), pages 36-48, February.
- Schertler, Andrea & Tykvová, Tereza, 2011.
"Venture capital and internationalization,"
International Business Review, Elsevier, vol. 20(4), pages 423-439, August.
- Schertler, Andrea & Tykvová, Tereza, 2009. "Venture capital and internationalization," ZEW Discussion Papers 09-055, ZEW - Leibniz Centre for European Economic Research.
- 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, vol. 23(1), pages 92-105, January.
- Roland Füss & Nico Rottke & Joachim Zietz, 2010. "What Drives Ceos To Take On More Risk? Some Evidence From The Laboratory Of Reits," ERES eres2010_059, European Real Estate Society (ERES).
- 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, vol. 42(4), pages 542-565, May.
- Roland Füss & Felix Schindler, 2011. "Diversifikationsvorteile verbriefter Immobilienanlagen in einem Mixed‐Asset‐Portfolio," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 12(2), pages 170-191, May.
- Christian Biener & Martin Eling, 2011. "The Performance of Microinsurance Programs: A Data Envelopment Analysis," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 78(1), pages 83-115, March.
- Schuhmacher, Frank & Eling, Martin, 2011. "Sufficient conditions for expected utility to imply drawdown-based performance rankings," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2311-2318, September.
- Stefan Beiner & Markus M. Schmid & Gabrielle Wanzenried, 2011.
"Product Market Competition, Managerial Incentives and Firm Valuation,"
European Financial Management, European Financial Management Association, vol. 17(2), pages 331-366, March.
- Stefan Beiner & Markus Schmid & Gabrielle Wanzenried, 2004. "Product Market Competition, Managerial Inventives, and Firm Valuation," Diskussionsschriften dp0412, Universitaet Bern, Departement Volkswirtschaft.
- Manuel Ammann & Marcel Moellenbeck & Markus M Schmid, 2011. "Feasible momentum strategies in the US stock market," Journal of Asset Management, Palgrave Macmillan, vol. 11(6), pages 362-374, February.
2010
- Paul Söderlind, 2010.
"Reaction of Swiss Term Premia to Monetary Policy Surprises,"
Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 385-404, March.
- Paul Soderlind, 2009. "Reaction of Swiss Term Premia to Monetary Policy Surprises," University of St. Gallen Department of Economics working paper series 2009 2009-33, Department of Economics, University of St. Gallen.
- Paul Soderlind, 2010.
"Predicting stock price movements: regressions versus economists,"
Applied Economics Letters, Taylor & Francis Journals, vol. 17(9), pages 869-874.
- Paul Söderlind, 2007. "Predicting Stock Price Movements: Regressions versus Economists," University of St. Gallen Department of Economics working paper series 2007 2007-23, Department of Economics, University of St. Gallen.
- Angelo Ranaldo & Paul Söderlind, 2010.
"Safe Haven Currencies,"
Review of Finance, European Finance Association, vol. 14(3), pages 385-407.
- Ranaldo, Angelo & Söderlind, Paul, 2009. "Safe Haven Currencies," CEPR Discussion Papers 7249, C.E.P.R. Discussion Papers.
- Angelo Ranaldo & Paul Söderlind, 2007. "Safe Haven Currencies," University of St. Gallen Department of Economics working paper series 2007 2007-22, Department of Economics, University of St. Gallen.
- Angelo Ranaldo & Paul Söderlind, 2007. "Safe Haven Currencies," Working Papers 2007-17, Swiss National Bank.
- Brown, Martin & Zehnder, Christian, 2010.
"The emergence of information sharing in credit markets,"
Journal of Financial Intermediation, Elsevier, vol. 19(2), pages 255-278, April.
- Martin Brown & Christian Zehnder, 2008. "The Emergence of Information Sharing in Credit Markets," Working Papers 2008-01, Swiss National Bank.
- Martin Brown & Christian Zehnder, 2007. "The Emergence of Information Sharing in Credit Markets," IEW - Working Papers 317, Institute for Empirical Research in Economics - University of Zurich.
- Ranaldo, Angelo & Rossi, Enzo, 2010.
"The reaction of asset markets to Swiss National Bank communication,"
Journal of International Money and Finance, Elsevier, vol. 29(3), pages 486-503, April.
- Angelo Ranaldo & Enzo Rossi, 2007. "The reaction of asset markets to Swiss National Bank communication," Working Papers 2007-11, Swiss National Bank.
- Ammann, Manuel & Zingg, Andreas, 2010. "Performance and governance of Swiss pension funds," Journal of Pension Economics and Finance, Cambridge University Press, vol. 9(1), pages 95-128, January.
- Ammann, Manuel & Kind, Axel & Seiz, Ralf, 2010. "What drives the performance of convertible-bond funds?," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2600-2613, November.
- Manuel Ammann, 2010. "Editorial," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(2), pages 105-106, June.
- Manuel Ammann, 2010. "Editorial," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(3), pages 217-218, September.
- Manuel Ammann, 2010. "Editorial," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(1), pages 1-2, March.
- Manuel Ammann, 2010. "Editorial," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(4), pages 325-326, December.
- Adams, Zeno & Füss, Roland, 2010. "Macroeconomic determinants of international housing markets," Journal of Housing Economics, Elsevier, vol. 19(1), pages 38-50, March.
- 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, vol. 42(2-3), pages 203-235, March.
- Michael M. Bechtel & Roland Füss, 2010. "Capitalizing on Partisan Politics? The Political Economy of Sector‐Specific Redistribution in Germany," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2‐3), pages 203-235, March.
- 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, vol. 11(4), pages 261-285, October.
- Eling, Martin & Faust, Roger, 2010. "The performance of hedge funds and mutual funds in emerging markets," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1993-2009, August.
- Martin Eling & Michael Luhnen, 2010. "Frontier Efficiency Methodologies to Measure Performance in the Insurance Industry: Overview, Systematization, and Recent Developments," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 35(2), pages 217-265, April.
- Martin Eling & Hato Schmeiser, 2010. "Insurance and the Credit Crisis: Impact and Ten Consequences for Risk Management and Supervision," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 35(1), pages 9-34, January.
- Eling, Martin & Luhnen, Michael, 2010. "Efficiency in the international insurance industry: A cross-country comparison," Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1497-1509, July.
2009
- Paul Soderlind, 2009. "An extended Stein's lemma for asset pricing," Applied Economics Letters, Taylor & Francis Journals, vol. 16(10), pages 1005-1008.
- Söderlind, Paul, 2009.
"Why disagreement may not matter (much) for asset prices,"
Finance Research Letters, Elsevier, vol. 6(2), pages 73-82, June.
- Paul Söderlind, 2008. "Why Disagreement May Not Matter (much) for Asset Prices," University of St. Gallen Department of Economics working paper series 2008 2008-11, Department of Economics, University of St. Gallen.
- Thomas Jordan & Angelo Ranaldo & Paul Söderlind, 2009.
"The implementation of SNB monetary policy,"
Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(4), pages 349-359, December.
- Thomas Jordan & Angelo Ranaldo & Paul Soderlind, 2009. "The Implementation of SNB Monetary Policy," University of St. Gallen Department of Economics working paper series 2009 2009-08, Department of Economics, University of St. Gallen.
- Angelo Ranaldo & Paul Söderlind, 2009. "Editorial," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(4), pages 333-334, December.
- Söderlind, Paul, 2009.
"The C-CAPM without ex post data,"
Journal of Macroeconomics, Elsevier, vol. 31(4), pages 721-729, December.
- Söderlind, Paul, 2005. "C-CAPM Without Ex Post Data," CEPR Discussion Papers 5407, C.E.P.R. Discussion Papers.
- Paul Söderlind, 2006. "C-CAPM without Ex Post Data," University of St. Gallen Department of Economics working paper series 2006 2006-22, Department of Economics, University of St. Gallen.
- Söderlind, Paul, 2005. "C-CAPM without Ex Post Data," SIFR Research Report Series 39, Institute for Financial Research.
- Ernst Fehr & Martin Brown & Christian Zehnder, 2009.
"On Reputation: A Microfoundation of Contract Enforcement and Price Rigidity,"
Economic Journal, Royal Economic Society, vol. 119(536), pages 333-353, March.
- Ernst Fehr & Martin Brown & Christian Zehnder, 2009. "On Reputation: A Microfoundation of Contract Enforcement and Price Rigidity," Economic Journal, Royal Economic Society, vol. 119(536), pages 333-353, March.
- Ernst Fehr & Martin Brown & Christian Zehnder, 2008. "On reputation: A microfoundation of contract enforcement and price rigidity," IEW - Working Papers 384, Institute for Empirical Research in Economics - University of Zurich.
- Fehr, Ernst & Brown, Martin & Zehnder, Christian, 2008. "On Reputation: A Microfoundation of Contract Enforcement and Price Rigidity," IZA Discussion Papers 3655, Institute of Labor Economics (IZA).
- Ernst Fehr & Martin Brown & Christian Zehnder, 2008. "On Reputation: A Microfoundation of Contract Enforcement and Price Rigidity," Working Papers 2008-17, Swiss National Bank.
- Brown, Martin & Jappelli, Tullio & Pagano, Marco, 2009.
"Information sharing and credit: Firm-level evidence from transition countries,"
Journal of Financial Intermediation, Elsevier, vol. 18(2), pages 151-172, April.
- Brown, Martin & Jappelli, Tullio & Pagano, Marco, 2007. "Information Sharing and Credit: Firm-Level Evidence from Transition Countries," CEPR Discussion Papers 6313, C.E.P.R. Discussion Papers.
- Martin Brown & Tullio Jappelli & Marco Pagano, 2007. "Information Sharing and Credit: Firm-Level Evidence from Transition Countries," Working Papers 2007-15, Swiss National Bank.
- Martin Brown & Tullio Jappelli & Marco Pagano, 2007. "Information Sharing and Credit: Firm-Level Evidence from Transition Countries," CSEF Working Papers 178, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Brown, Martin & Jappelli, Tullio & Pagano, Marco, 2008. "Information Sharing and Credit: Firm-Level Evidence from Transition Countries," Proceedings of the German Development Economics Conference, Zurich 2008 3, Verein für Socialpolitik, Research Committee Development Economics.
- Martin Brown & Tullio Jappelli & Marco Pagano, 2008. "Information Sharing and Credit: Firm-Level Evidence from Transition Countries," Discussion Papers 3_2008, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
- Brown, Martin & Jappelli, Tullio & Pagano, Marco, 2008. "Information sharing and credit: Firm-level evidence from transition countries," CFS Working Paper Series 2008/34, Center for Financial Studies (CFS).
- 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, vol. 33(9), pages 1677-1687, September.
- 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, vol. 64(01), pages 7-18, March.
- Ongena, Steven & Popov, Alexander & Brown, Martin & Yesin, Pinar, 2012. "Who needs credit and who gets credit in Eastern Europe?," Working Paper Series 1421, European Central Bank.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Other publications TiSEM 48806ab8-09f6-4b48-a712-1, Tilburg University, School of Economics and Management.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Discussion Paper 2010-50, Tilburg University, Center for Economic Research.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Other publications TiSEM d364e5fd-ede9-4017-ba9e-1, Tilburg University, School of Economics and Management.
- Martin Brown & Steven Ongena & Alexander Popov & Pinar Yesin, 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Working Papers 2010-09, Swiss National Bank.
- 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, vol. 64(02), pages 167-181, June.
- Ongena, Steven & Popov, Alexander & Brown, Martin & Yesin, Pinar, 2012. "Who needs credit and who gets credit in Eastern Europe?," Working Paper Series 1421, European Central Bank.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Other publications TiSEM 48806ab8-09f6-4b48-a712-1, Tilburg University, School of Economics and Management.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Discussion Paper 2010-50, Tilburg University, Center for Economic Research.
- Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Other publications TiSEM d364e5fd-ede9-4017-ba9e-1, Tilburg University, School of Economics and Management.
- Martin Brown & Steven Ongena & Alexander Popov & Pinar Yesin, 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Working Papers 2010-09, Swiss National Bank.
- Christiansen, Charlotte & Ranaldo, Angelo, 2009.
"Extreme coexceedances in new EU member states' stock markets,"
Journal of Banking & Finance, Elsevier, vol. 33(6), pages 1048-1057, June.
- Charlotte Christiansen & Angelo Ranaldo, 2007. "Extreme Coexceedances in New EU Member States’ Stock Markets," CREATES Research Papers 2007-34, Department of Economics and Business Economics, Aarhus University.
- Charlotte Christiansen & Angelo Ranaldo, 2008. "Extreme Coexceedances in New EU Member States' Stock Markets," Working Papers 2008-10, Swiss National Bank.
- Ranaldo, Angelo, 2009.
"Segmentation and time-of-day patterns in foreign exchange markets,"
Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2199-2206, December.
- Angelo Ranaldo, 2007. "Segmentation and Time-of-Day Patterns in Foreign Exchange Markets," Working Papers 2007-03, Swiss National Bank.
- Manuel Ammann & Michael Verhofen, 2009. "The impact of prior performance on the risk-taking of mutual fund managers," Annals of Finance, Springer, vol. 5(1), pages 69-90, January.
- Manuel Ammann, 2009. "Editorial," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(1), pages 1-2, March.
- Manuel Ammann & Michael Steiner, 2009. "The Performance of Actively and Passively Managed Swiss Equity Funds," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 145(I), pages 1-36, March.
- Manuel Ammann, 2009. "Editorial," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(2), pages 109-110, June.
- Manuel Ammann, 2009. "Editorial," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(3), pages 207-208, September.
- Manuel Ammann & Stephan Markus Kessler, 2009. "Intraday characteristics of stock price crashes," Applied Financial Economics, Taylor & Francis Journals, vol. 19(15), pages 1239-1255.
- Manuel Ammann & Stephan Suss, 2009. "Asymmetric dependence patterns in financial time series," The European Journal of Finance, Taylor & Francis Journals, vol. 15(7-8), pages 703-719.
- Morkötter, Stefan & Westerfeld, Simone, 2009. "Rating model arbitrage in CDO markets: An empirical analysis," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 21-33, March.
- Martin Eling & Denis Toplek, 2009. "Modeling and Management of Nonlinear Dependencies–Copulas in Dynamic Financial Analysis," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(3), pages 651-681, September.
- Martin Eling & Denis Toplek, 2009. "Risk and return of reinsurance contracts under copula models," The European Journal of Finance, Taylor & Francis Journals, vol. 15(7-8), pages 751-775.
- Eling, Martin & Gatzert, Nadine & Schmeiser, Hato, 2009. "Minimum standards for investment performance: A new perspective on non-life insurer solvency," Insurance: Mathematics and Economics, Elsevier, vol. 45(1), pages 113-122, August.
- Martin Eling, 2009. "Does Hedge Fund Performance Persist? Overview and New Empirical Evidence," European Financial Management, European Financial Management Association, vol. 15(2), pages 362-401, March.
- Matthias Fischer & Christian Kock & Stephan Schluter & Florian Weigert, 2009. "An empirical analysis of multivariate copula models," Quantitative Finance, Taylor & Francis Journals, vol. 9(7), pages 839-854.
- Markus Schmid, 2009. "Ownership structure and the separation of voting and cash flow rights-evidence from Switzerland," Applied Financial Economics, Taylor & Francis Journals, vol. 19(18), pages 1453-1476.
- Schmid, Markus M. & Walter, Ingo, 2009.
"Do financial conglomerates create or destroy economic value?,"
Journal of Financial Intermediation, Elsevier, vol. 18(2), pages 193-216, April.
- Ingo Walter & Markus M. Schmid, 2006. "Do Financial Conglomerates Create or Destroy Economic Value?," Working Papers 06-28, New York University, Leonard N. Stern School of Business, Department of Economics.
- Stefan Duffner & Markus M. Schmid & Heinz Zimmermann, 2009. "Trust and Success in Venture Capital Financing—an Empirical Analysis with German Survey Data," Kyklos, Wiley Blackwell, vol. 62(1), pages 15-43, February.
2008
- Paul Söderlind, 2008.
"Monetary Policy Effects On Financial Risk Premia,"
Manchester School, University of Manchester, vol. 76(6), pages 690-707, December.
- Paul Söderlind, 2006. "Monetary Policy Effects on Financial Risk Premia," University of St. Gallen Department of Economics working paper series 2006 2006-26, Department of Economics, University of St. Gallen.
- Angelo Ranaldo & Rainer Häberle, 2008. "Wolf in Sheep's Clothing: The Active Investment Strategies behind Index Performance," European Financial Management, European Financial Management Association, vol. 14(1), pages 55-81, January.
- Manuel Ammann, 2008. "Editorial," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 22(1), pages 1-2, March.
- Manuel Ammann & Michael Verhofen, 2008. "Tactical Industry Allocation and Model Uncertainty," The Financial Review, Eastern Finance Association, vol. 43(2), pages 273-302, May.
- Ammann, Manuel & Kind, Axel & Wilde, Christian, 2008.
"Simulation-based pricing of convertible bonds,"
Journal of Empirical Finance, Elsevier, vol. 15(2), pages 310-331, March.
- Manuel Ammann & Axel Kind & Christian Wilde, 2005. "Simulation-Based Pricing of Convertible Bonds," Finance 0507015, University Library of Munich, Germany.
- Manuel Ammann & Michael Steiner, 2008. "Risk Factors for the Swiss Stock Market," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(I), pages 1-35, March.
- Manuel Ammann, 2008. "Editorial," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 22(3), pages 193-194, September.
- Manuel Ammann & Andreas Zingg, 2008. "Investment Performance of Swiss Pension Funds and Investment Foundations," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(II), pages 153-195, June.
- Manuel Ammann & Michael Verhofen, 2008. "Testing Conditional Asset Pricing Models Using a Markov Chain Monte Carlo Approach," European Financial Management, European Financial Management Association, vol. 14(3), pages 391-418, June.
- 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, vol. 22(2), pages 101-126, June.
- 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, vol. 135(3), pages 131-150, June.
- Martin Eling & Nadine Gatzert & Hato Schmeiser, 2008. "The Swiss Solvency Test and its Market Implications," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 33(3), pages 418-439, July.
- Philipp M. Schlumpf & Markus M. Schmid & Heinz Zimmermann, 2008.
"The First‐ and Second‐Hand Effect of Analysts' Stock Recommendations: Evidence from the Swiss Stock Market,"
European Financial Management, European Financial Management Association, vol. 14(5), pages 962-988, November.
- Schlumpf, Philipp M. & Schmid, Markus M. & Zimmermann, Heinz, 2006. "The First- and Second-Hand Effect of Analysts' Stock Recommendations - Evidence from the Swiss Stock Market," Working papers 2006/14, Faculty of Business and Economics - University of Basel.
- Markus M. Schmid & Heinz Zimmermann, 2008.
"Leadership Structure and Corporate Governance in Switzerland,"
Journal of Applied Corporate Finance, Morgan Stanley, vol. 20(1), pages 109-120, December.
- Schmid, Markus M. & Zimmermann, Heinz, 2007. "Leadership Structure and Corporate Governance in Switzerland," Working papers 2007/11, Faculty of Business and Economics - University of Basel.
- Markus M. schmid & Heinz Zimmermann, 2008. "Should Chairman and CEO be Separated? Leadership Structure and Firm Performance in Switzerland," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 60(2), pages 182-204, April.
2007
- Marten Palme & Annika Sundén & Paul Söderlind, 2007. "How Do Individual Accounts Work in the Swedish Pension System?," Journal of the European Economic Association, MIT Press, vol. 5(2-3), pages 636-646, 04-05.
- Martin Brown & Christian Zehnder, 2007.
"Credit Reporting, Relationship Banking, and Loan Repayment,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(8), pages 1883-1918, December.
- Martin Brown & Christian Zehnder, 2006. "Credit Reporting, Relationship Banking, and Loan Repayment," Working Papers 2006-03, Swiss National Bank.
- Charlotte Christiansen & Angelo Ranaldo, 2007.
"Realized bond—stock correlation: Macroeconomic announcement effects,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(5), pages 439-469, May.
- Charlotte Christiansen & Angelo Ranaldo, 2006. "Realized Bond-Stock Correlation: Macroeconomic Announcement Effects," Working Papers 2006-02, Swiss National Bank.
- Christiansen, Charlotte & Ranaldo, Angelo, 2005. "Realized Bond-Stock Correlation: Macroeconomic Announcement Effects," Finance Research Group Working Papers F-2005-05, University of Aarhus, Aarhus School of Business, Department of Business Studies.
- Manuel Ammann, 2007. "Editorial," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(1), pages 1-2, March.
- Manuel Ammann, 2007. "Editorial," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(2), pages 145-146, June.
- Manuel Ammann, 2007. "Editorial," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(3), pages 267-268, September.
- Manuel Ammann, 2007. "Editorial," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(4), pages 401-402, December.
- Tykvova, Tereza & Walz, Uwe, 2007. "How important is participation of different venture capitalists in German IPOs?," Global Finance Journal, Elsevier, vol. 17(3), pages 350-378, March.
- Tykvova, Tereza, 2007.
"Who chooses whom? Syndication, skills and reputation,"
Review of Financial Economics, Elsevier, vol. 16(1), pages 5-28.
- Tereza Tykvová, 2007. "Who chooses whom? Syndication, skills and reputation," Review of Financial Economics, John Wiley & Sons, vol. 16(1), pages 5-28.
- Tykvová, Tereza, 2005. "Who Chooses Whom? Syndication, Skills and Reputation," ZEW Discussion Papers 05-74, ZEW - Leibniz Centre for European Economic Research.
- Tereza Tykvová, 2007.
"What Do Economists Tell Us About Venture Capital Contracts?,"
Journal of Economic Surveys, Wiley Blackwell, vol. 21(1), pages 65-89, February.
- Tykvová, Tereza, 2000. "What do economists tell us about venture capital contracts?," ZEW Discussion Papers 00-62, ZEW - Leibniz Centre for European Economic Research.
- 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, vol. 21(4), pages 425-444, December.
- Frauendorfer, Karl & Jacoby, Ulrich & Schwendener, Alvin, 2007. "Regime switching based portfolio selection for pension funds," Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2265-2280, August.
- Martin Eling & Hato Schmeiser & Joan T. Schmit, 2007. "The Solvency II Process: Overview and Critical Analysis," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 10(1), pages 69-85, March.
- Eling, Martin & Schuhmacher, Frank, 2007. "Does the choice of performance measure influence the evaluation of hedge funds?," Journal of Banking & Finance, Elsevier, vol. 31(9), pages 2632-2647, September.
- Martin Eling & Thomas Parnitzke, 2007. "Dynamic Financial Analysis: Classification, Conception, and Implementation," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 10(1), pages 33-50, March.
- David Rey & Markus Schmid, 2007.
"Feasible momentum strategies: Evidence from the Swiss stock market,"
Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(3), pages 325-352, September.
- Rey, David & Schmid, Markus M., 2005. "Feasible Momentum Strategies - Evidence from the Swiss Stock Market," Working papers 2005/12, Faculty of Business and Economics - University of Basel.
- Wolfgang Drobetz & Pascal Pensa & Markus M. Schmid, 2007.
"Estimating the Cost of Executive Stock Options: evidence from Switzerland,"
Corporate Governance: An International Review, Wiley Blackwell, vol. 15(5), pages 798-815, September.
- Drobetz, Wolfgang & Pensa, Pascal & Schmid, Markus M., 2007. "Estimating the Cost of Executive Stock Options: Evidence from Switzerland," Working papers 2007/17, Faculty of Business and Economics - University of Basel.
2006
- Giordani, Paolo & Soderlind, Paul, 2006. "Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle," Journal of Economic Dynamics and Control, Elsevier, vol. 30(6), pages 1027-1043, June.
- Paul Soderlind, 2006. "Prediction of stock returns (in Russian)," Quantile, Quantile, issue 1, pages 27-38, September.
- Paul Söderlind, 2006.
"C-CAPM Refinements and the Cross-Section of Returns,"
Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 20(1), pages 49-73, April.
- Paul Söderlind, 2006. "C-CAPM Refinements and the Cross-Section of Returns," University of St. Gallen Department of Economics working paper series 2006 2006-07, Department of Economics, University of St. Gallen.
- Manuel Ammann & Michael Verhofen, 2006. "The Effect of Market Regimes on Style Allocation," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 20(3), pages 309-337, September.
- Manuel Ammann & Ralf Seiz & Martin Zulauf, 2006. "Nennwertrückzahlungen am Schweizer Aktienmarkt und ihre Auswirkungen auf den Unternehmenswert," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(IV), pages 447-477, December.
- Ammann, Manuel & Fehr, Martin & Seiz, Ralf, 2006. "New evidence on the announcement effect of convertible and exchangeable bonds," Journal of Multinational Financial Management, Elsevier, vol. 16(1), pages 43-63, February.
- Manuel Ammann, 2006. "Editorial," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 20(2), pages 121-122, June.
- Manuel Ammann, 2006. "Editorial," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 20(1), pages 1-2, April.
- Tereza Tykvová, 2006. "How do investment patterns of independent and captive private equity funds differ? Evidence from Germany," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 20(4), pages 399-418, December.
- Martin Eling, 2006. "Performance measurement of hedge funds using data envelopment analysis," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 20(4), pages 442-471, December.
- Stefan Beiner & Wolfgang Drobetz & Markus M. Schmid & Heinz Zimmermann, 2006. "An Integrated Framework of Corporate Governance and Firm Valuation," European Financial Management, European Financial Management Association, vol. 12(2), pages 249-283, March.
2005
- Ulf Söderström & Paul Söderlind & Anders Vredin, 2005.
"New‐Keynesian Models and Monetary Policy: A Re‐examination of the Stylized Facts,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 107(3), pages 521-546, September.
- Söderström, Ulf & Söderlind, Paul & Vredin, Anders, 2002. "New-Keynesian Models and Monetary Policy: A Reexamination of the Stylized Facts," SSE/EFI Working Paper Series in Economics and Finance 511, Stockholm School of Economics, revised 01 Oct 2003.
- Söderlind, Paul & Söderström, Ulf & Vredin, Anders, 2005. "Dynamic Taylor Rules And The Predictability Of Interest Rates," Macroeconomic Dynamics, Cambridge University Press, vol. 9(3), pages 412-428, June.
- Manuel Ammann, 2005. "Eigenschaften von Verwaltungsräten und Unternehmensperformance," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 141(I), pages 1-22, March.
- Manuel Ammann & Ralf Seiz, 2005. "An IFRS 2 and FASB 123 (R) Compatible Model for the Valuation of Employee Stock Options," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 19(4), pages 381-396, December.
- Roland Füss, 2005. "Financial Liberalization and Stock Price Behaviour in Asian Emerging Markets," Economic Change and Restructuring, Springer, vol. 38(1), pages 37-62, March.
- Martin Eling & Frank Schuhmacher, 2005. "The Parent Company Puzzle on the German Stock Market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 19(1), pages 7-28, June.
2004
- Paul Soderlind, 2004.
"What if the Fed had been an inflation nutter?,"
Applied Economics, Taylor & Francis Journals, vol. 36(13), pages 1471-1473.
- Söderlind, Paul, 2001. "What if the Fed Had Been an Inflation Nutter?," SSE/EFI Working Paper Series in Economics and Finance 0443, Stockholm School of Economics.
- Giordani, Paolo & Soderlind, Paul, 2004.
"Solution of macromodels with Hansen-Sargent robust policies: some extensions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 28(12), pages 2367-2397, December.
- Giordani, Paolo & Söderlind, Paul, 2002. "Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions," SSE/EFI Working Paper Series in Economics and Finance 499, Stockholm School of Economics, revised 15 May 2003.
- Martin Brown & Armin Falk & Ernst Fehr, 2004.
"Relational Contracts and the Nature of Market Interactions,"
Econometrica, Econometric Society, vol. 72(3), pages 747-780, May.
- Brown, Martin & Falk, Armin & Fehr, Ernst, 2003. "Relational Contracts and the Nature of Market Interactions," IZA Discussion Papers 897, Institute of Labor Economics (IZA).
- Ranaldo, Angelo, 2004. "Order aggressiveness in limit order book markets," Journal of Financial Markets, Elsevier, vol. 7(1), pages 53-74, January.
- Manuel Ammann, 2004. "Editorial," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 18(4), pages 351-352, December.
2003
- Soderlind, Paul, 2003.
"Monetary policy and bond option pricing in an analytical RBC model,"
Journal of Economics and Business, Elsevier, vol. 55(4), pages 321-330.
- Söderlind, Paul, 2001. "Monetary Policy and Bond Option Pricing in an Analytical RBC Model," SSE/EFI Working Paper Series in Economics and Finance 0447, Stockholm School of Economics, revised 03 Jan 2003.
- Giordani, Paolo & Soderlind, Paul, 2003.
"Inflation forecast uncertainty,"
European Economic Review, Elsevier, vol. 47(6), pages 1037-1059, December.
- Söderlind, Paul, 2000. "Inflation Forecast Uncertainty," CEPR Discussion Papers 2499, C.E.P.R. Discussion Papers.
- Giordani, Paolo & Soderlind, Paul, 2000. "Inflation Forecast Uncertainty," SSE/EFI Working Paper Series in Economics and Finance 384, Stockholm School of Economics, revised 06 Nov 2001.
- Ammann, Manuel & Kind, Axel & Wilde, Christian, 2003. "Are convertible bonds underpriced? An analysis of the French market," Journal of Banking & Finance, Elsevier, vol. 27(4), pages 635-653, April.
- Manuel Ammann & Christian Zenkner, 2003. "Tactical Asset Allocation mit Genetischen Algorithmen," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(I), pages 1-40, March.
- Frauendorfer, Karl & Schurle, Michael, 2003. "Management of non-maturing deposits by multistage stochastic programming," European Journal of Operational Research, Elsevier, vol. 151(3), pages 602-616, December.
- Karl Frauendorfer & Gido Haarbrücker, 2003. "Solving Sequences of Refined Multistage Stochastic Linear Programs," Annals of Operations Research, Springer, vol. 124(1), pages 133-163, November.
2001
- Soderlind, Paul, 2001.
"Monetary policy and the Fisher effect,"
Journal of Policy Modeling, Elsevier, vol. 23(5), pages 491-495, July.
- Söderlind, Paul, 1997. "Monetary Policy and the Fisher Effect," CEPR Discussion Papers 1610, C.E.P.R. Discussion Papers.
- Söderlind, Paul, 1997. "Monetary Policy and the Fisher Effect," SSE/EFI Working Paper Series in Economics and Finance 159, Stockholm School of Economics, revised 04 Mar 1999.
2000
- Dahlquist, Magnus & Engström, Stefan & Söderlind, Paul, 2000.
"Performance and Characteristics of Swedish Mutual Funds,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(3), pages 409-423, September.
- Dahlquist, Magnus & Engström, Stefan & Söderlind, Paul, 1999. "Performance and Characteristics of Swedish Mutual Funds," SSE/EFI Working Paper Series in Economics and Finance 312, Stockholm School of Economics, revised 10 May 2000.
- Manuel Ammann & Heinz Zimmermann, 2000. "Evaluating the Long-Term Risk of Equity Investments in a Portfolio Insurance Framework," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 25(3), pages 424-438, July.
- Karl Frauendorfer & Michael Schürle, 2000. "Term Structure Models in Multistage Stochastic Programming: Estimation and Approximation," Annals of Operations Research, Springer, vol. 100(1), pages 189-209, December.
1999
- Dahlquist, Magnus & Soderlind, Paul, 1999.
"Evaluating Portfolio Performance with Stochastic Discount Factors,"
The Journal of Business, University of Chicago Press, vol. 72(3), pages 347-383, July.
- Dahlquist, Magnus & Söderlind, Paul, 1997. "Evaluating Portfolio Performance with Stochastic Discount Factors," CEPR Discussion Papers 1663, C.E.P.R. Discussion Papers.
- Dahlquist, Magnus & Söderlind, Paul, 1997. "Evaluating Portfolio Performance with Stochastic Discount Factors," SSE/EFI Working Paper Series in Economics and Finance 175, Stockholm School of Economics, revised 01 Sep 1998.
- Soderlind, Paul, 1999.
"Solution and estimation of RE macromodels with optimal policy,"
European Economic Review, Elsevier, vol. 43(4-6), pages 813-823, April.
- Söderlind, Paul, 1998. "Solution and Estimation of RE Macromodels with Optimal Policy," SSE/EFI Working Paper Series in Economics and Finance 256, Stockholm School of Economics.
- Paul Söderlind, 1999. "An Interpretation of SDF Based Performance Measures," Review of Finance, European Finance Association, vol. 3(2), pages 233-237.
- Renate Schubert, 1999. "Financial Decision-Making: Are Women Really More Risk-Averse?," American Economic Review, American Economic Association, vol. 89(2), pages 381-385, May.
1998
- Paul Söderlind, 1998. "Nominal Interest Rates as Indicators of Inflation Expectations," Scandinavian Journal of Economics, Wiley Blackwell, vol. 100(2), pages 457-472, June.
- Manuel Ammann & Heinz Zimmermann, 1998. "Portfolioabsicherung mit konstanter Indexpartizipation," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 134(IV), pages 499-526, December.
1997
- Soderlind, Paul & Svensson, Lars, 1997.
"New techniques to extract market expectations from financial instruments,"
Journal of Monetary Economics, Elsevier, vol. 40(2), pages 383-429, October.
- Söderlind, Paul & Svensson, Lars E O, 1997. "New Techniques to Extract Market Expectations from Financial Instruments," CEPR Discussion Papers 1556, C.E.P.R. Discussion Papers.
- Soderlind, P & Svensson, L-E-O, 1996. "New Techniques to Extract Market Expectations from Financial Instruments," Papers 621, Stockholm - International Economic Studies.
- Söderlind, Paul & Svensson, Lars E.O., 1996. "New Techniques to Extract Market expectations from Financial Instruments," SSE/EFI Working Paper Series in Economics and Finance 142, Stockholm School of Economics.
- Paul Soderlind & Lars E. O. Svensson, 1997. "New Techniques to Extract Market Expectations from Financial Instruments," NBER Working Papers 5877, National Bureau of Economic Research, Inc.
- Söderlind, Paul & Svensson, Lars E.O., 1997. "New Techniques to Extract Market Expectations from Financial Instruments," Seminar Papers 621, Stockholm University, Institute for International Economic Studies.
1996
- Soderlind, Paul & Vredin, Anders, 1996.
"Applied Cointegration Analysis in the Mirror of Macroeconomic Theory,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(4), pages 363-381, July-Aug..
- Söderlind, Paul & Vredin, Anders, 1995. "Applied Cointegration Analysis in the Mirror of Macroeconomic Theory," CEPR Discussion Papers 1120, C.E.P.R. Discussion Papers.
- Soderlind, P. & Vredin, A., 1994. "Applied Conintegration Analysis in the Mirror of Macroeconomic Theory," Papers 584, Stockholm - International Economic Studies.
- Söderlind, Paul & Vredin, Anders, 1994. "Applied Cointegration Analysis in the Mirror of Macroeconomic Theory," SSE/EFI Working Paper Series in Economics and Finance 30, Stockholm School of Economics.
- Frauendorfer, K. & Konigsperger, E., 1996. "Concepts for improving scheduling decisions: An application in the chemical industry," International Journal of Production Economics, Elsevier, vol. 46(1), pages 27-38, December.
1994
- Soderlind, Paul, 1994. "Cyclical Properties of a Real Business Cycle Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(S), pages 113-122, Suppl. De.
- Soderlind, Paul, 1994. "International Spillovers in an Endogenous Growth Model," Empirical Economics, Springer, vol. 19(3), pages 501-515.
- Lindberg, Hans & Soderlind, Paul, 1994. "Testing the basic target zone model on Swedish data 1982-1990," European Economic Review, Elsevier, vol. 38(7), pages 1441-1469, August.
1993
- Lindberg, Hans & Soderlind, Paul & Svensson, Lars E O, 1993. "Devaluation Expectations: The Swedish Krona 1985-92," Economic Journal, Royal Economic Society, vol. 103(420), pages 1170-1179, September.
Books
2005
- Westerheide, Peter & Tykvová, Tereza & Bone-Winkel, Stephan & Meitner, Matthias & Schäfer, Anne & Becker, Martin & Sotelo, Ramon & Väth, Arno & Zinser, Bettina, 2005. "Staatliche Rahmenbedingungen für neue Assetklassen im internationalen Vergleich: Private Equity und REITs. Endbericht," ZEW Expertises, ZEW - Leibniz Centre for European Economic Research, number 110498.
Chapters
2020
- Roland Füss & Steffen Mahringer & Marcel Prokopczuk, 2020. "Electricity Market Coupling in Europe: Status Quo and Future Challenges," World Scientific Book Chapters, in: Stéphane Goutte & Duc Khuong Nguyen (ed.), HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations, chapter 5, pages 93-120, World Scientific Publishing Co. Pte. Ltd..
2013
- Manuel Ammann & David Oesch & Markus Schmid, 2013. "The construction and valuation effect of corporate governance indices," Chapters, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), Handbook of Research Methods and Applications in Empirical Finance, chapter 13, pages 314-340, Edward Elgar Publishing.
2011
- Zeno Adams & Roland Füss & Philipp Grüber & Ulrich Hommel & Holger Wohlenberg, 2011. "Estimating the Arbitrage Pricing Theory Factor Sensitivities Using Quantile Regression," Palgrave Macmillan Books, in: Greg N. Gregoriou & Razvan Pascalau (ed.), Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models, chapter 2, pages 18-27, Palgrave Macmillan.