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Publications

by members of

Swiss Finance Institute

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

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

| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

2026

  1. Philippe Bacchetta & Kenza Benhima & Yannick Kalantzis & Maxime Phillot, 2026, "The International Transmission of Asset Market Shocks in Liquidity Traps," Working papers, Banque de France, number 1032.
  2. Philippe Bacchetta & Eric van Wincoop, 2026, "Cross-Country CIP Deviations," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-41, May.
  3. Rüdiger Fahlenbrach & Leandro Sanz & René M. Stulz, 2026, "Organization Capital, Large Startups, and the Dearth of IPOs," NBER Working Papers, National Bureau of Economic Research, Inc, number 35191, May.
  4. Andreas Fuster & Virginia Gianinazzi & Andreas Hackethal & Philip Schnorpfeil & Michael Weber & Michael Weber, 2026, "The Response of Debtors to Rate Changes," CESifo Working Paper Series, CESifo, number 12417.
  5. Andreas Fuster & Teodora Paligorova & James I. Vickery, 2026, "Underwater: Strategic Trading and Risk Management in Bank Securities Portfolios," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-06, Jan.
  6. Jihad C. Dagher & Andreas Fuster, 2026, "Beyond Hot Money: Brokered Deposits and Bank Funding Stability," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-22, Feb.
  7. Diego M. Hager & Samuel Reynard, 2026, "Forecasts, nowcasts and monetary policy lags," Working Papers, Swiss National Bank, number 2026-08.
  8. Oliver Hellum & Theis I. Jensen & Bryan T. Kelly & Semyon Malamud, 2026, "Complex Modern Portfolio Theory," NBER Working Papers, National Bureau of Economic Research, Inc, number 35246, May.
  9. Bryan T. Kelly & Semyon Malamud & Johannes Schwab & Teng Andrea Xu, 2026, "Scaling Point-in-Time Language Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 35247, May.
  10. George Kapetanios & Steven Ongena & Alexia Ventouri & Huiyan Xiao, 2026, "Grow and Pollute but Invest and Clean: Dynamic Associations between Parent Firm Characteristics and Facility Toxic Releases," Papers, arXiv.org, number 2605.22994, May, revised Aug 2026.
  11. Dimitrios Anastasiou & Zacharias Bragoudakis & Christos Kallandranis & Ariston Karagiorgis & Steven Ongena, 2026, "Monetary Policy and SME Expectations," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-08, Jan.
  12. Jie Cui & Mamiz Haq & Steven Ongena & Eric K. M. Tan, 2026, "Bank Macroprudential Policies and Borrower ESG Performance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-13, Jan.
  13. Irem Erten & Steven Ongena, 2026, "Strong Wills, Strong Outcomes? Bank Resolvability and Credit Supply," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-16, Feb.
  14. Lin Lu & Steven Ongena & Jing Wang, 2026, "Do Machine-Readable Disclosures Fuel Nonbank Lending?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-18, Feb.
  15. Manthos D. Delis & Maria Iosifidi & Panayotis Michaelides & Steven Ongena, 2026, "Green Lending," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-19, Feb.
    • Delis, Manthos & Iosifidi, Maria, 2025, "Green Lending," MPRA Paper, University Library of Munich, Germany, number 125118, Jun.
  16. Tudor-Andrei Drăgan & Wenjing Jiang & Simona Nistor & Steven Ongena, 2026, "Artificial Intelligence and Risk-Taking in Banking," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-25, Mar.
  17. Manthos D. Delis & Annalisa Ferrando & Klaas Mulier & Steven Ongena, 2026, "Business Owner Wealth and the Credit Channel of Monetary Policy," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-32, Apr.
  18. Xiang Li & Steven Ongena, 2026, "Global Banks' Macroeconomic Expectations and Credit Supply," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-33, Apr.
  19. Vasileios Pappas & Athina Petropoulou & Steven Ongena, 2026, "Regulatory Simplification and Bank Lending: Evidence from the Community Bank Leverage Ratio," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-34, Apr.
  20. Dimitrios Anastasiou & Theodore D. Bratis & Apostolos G. Katsafados & Steven Ongena, 2026, "Words That Move Markets: ECB Presidential Tone and Euro Area Bank CDS Spreads," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-35, Apr.
  21. Dimitrios Anastasiou & Athanasios Michairinas & Steven Ongena & Athanasios Sakkas, 2026, "Corporate Payout Policy and Bad-News Hoarding," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-38, May.
  22. George Kapetanios & Steven Ongena & Alexia Ventouri & Huiyan Xiao, 2026, "Dynamic Evolution of Corporate Emissions Determinants," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-44, May.
  23. Delis, Manthos & Iosifidi, Maria & Michaelides, Panayotis G. & Ongena, Steven, 2026, "Monetary Policy, Transition Risk, and Green Lending," CEPR Discussion Papers, Centre for Economic Policy Research, number 21128, Feb.
  24. Imbierowicz, Björn & Loeffler, Axel & Ongena, Steven & Vogel, Ursula, 2026, "How CCyBs travel – Internal Capital Markets & Domestic Borrowing," CEPR Discussion Papers, Centre for Economic Policy Research, number 21413, Apr.
  25. Falagiarda, Matteo & Ongena, Steven & Scopelliti, Alessandro & Beyene, Winta, 2026, "Do lenders price diesel risk? Evidence from Dieselgate and low-emission zones in captive vs. independent banks," Working Paper Series, European Central Bank, number 3228, May.
  26. Imbierowicz, Björn & Loeffler, Axel & Ongena, Steven & Vogel, Ursula, 2026, "How CCyBs travel – Internal capital markets & domestic borrowing," Discussion Papers, Deutsche Bundesbank, number 12/2026, DOI: 10.71734/DP-2026-12.
  27. Alessandro Ferrari & Andreas Freitag & Eric Kammerlander & Sarah Lein & Frank Pisch, 2026, "Exchange-rate pass-through and invoicing currency choice in international production networks," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp2154, Feb.
  28. Panayotis Michaelides & Arsenios-Georgios Prelorentzos & Olivier Scaillet & Nikolas Topaloglou & Kien Tran, 2026, "Natural Hazards and Financial Activity: Evidence from Solar Storms Impact on BTC Mining," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-02, Jan.
  29. Ioannis Michopoulos & Olivier Scaillet & Nikolas Topaloglou, 2026, "Asset Pricing Robustness in Venture Capital," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-26, Mar.
  30. Laurent Barras & Phorn-Arpha Phutphithak & Olivier Scaillet, 2026, "From Funds to Families: Organizational Scale in Value Creation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-27, Mar.

2025

  1. Philippe Bacchetta & J. Scott Davis & Eric van Wincoop, 2025, "Dollar Funding Fragility and non-US Global Banks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-65, Jul.
  2. Philippe Bacchetta & J. Scott Davis & Eric Van Wincoop, 2025, "Central bank swaps offer dollar crisis lifeline to non-U.S. banks," Dallas Fed Economics, Federal Reserve Bank of Dallas, number 101899, Sep.
  3. Sebastian Doerr & Andreas Fuster, 2025, "Affordable housing, unaffordable credit? Concentration and high-cost lending for manufactured homes," BIS Working Papers, Bank for International Settlements, number 1255, Apr.
  4. Amit Goyal & Yoshio Nozawa & Yancheng Qiu, 2025, "Passive Ownership and Corporate Bond Lending," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-100, Sep.
  5. Ivo Welch & Amit Goyal, 2025, "Dividend-Price Ratios and Payout Constraints," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-99, Sep.
  6. Heng Geng & Harald Hau & Pengfei Liu, 2025, "Corporate Opportunity Waiver Laws Did Not Produce Disloyal Managers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-67, Jul.
  7. Julien Hugonnier & Darius Nik Nejad, 2025, "Heterogeneous Beliefs Recovery," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-55, Jun.
  8. Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu, 2025, "Artificial Intelligence Asset Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 33351, Jan.
  9. Mikhail Chernov & Bryan T. Kelly & Semyon Malamud & Johannes Schwab, 2025, "A Test of the Efficiency of a Given Portfolio in High Dimensions," NBER Working Papers, National Bureau of Economic Research, Inc, number 33565, Mar.
  10. Kiet Tuan Duong & Steven Ongena & Nam T. Vu & Luu Duc Toan Huynh, 2025, "Sanctions and Knowledge Spillovers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-01, Jan.
  11. Di Gong & Steven Ongena & Shusen Qi, 2025, "Information Frictions inside a Bank: Evidence from Borrower Switching between Branches," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-10, Jan.
  12. Andreea Maura Bobiceanu & Simona Nistor & Steven Ongena, 2025, "Banks’ Stock Market Reaction To Prudential Policy Announcements. The Role Of Central Bank Independence And Financial Stability Sentiment," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-11, Jan.
  13. Peter Bednarek & Olga Briukhova & Steven Ongena & Natalja von Westernhagen, 2025, "Effects of Bank Capital Requirements on Lending by Banks and Non-Bank Financial Institutions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-12, Jan.
  14. Kwabena A. Addo & Shams Pathan & Steven Ongena, 2025, "Ego versus Environment? How Overconfident Bank CEOs Delay Joining the Green Club That Would Have Them as a Member," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-20, Feb.
  15. Yibing Wang & Steven Ongena & Duc Duy Nguyen & Tarik Driouchi, 2025, "Paid Sick Leave Mandates and Household Portfolio Choice," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-21, Feb.
  16. Fangfang Wang & Florina Silaghi & Steven Ongena & Miguel García-Cestona, 2025, "ESG Ratings, ESG News Sentiment and Firm Credit Risk Perception," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-24, Mar.
  17. Li Li & Xiangyang Li & Steven Ongena & Yabin Wang, 2025, "Extreme Rainfall and Municipal Financing: Risk Pricing and Adaptive Mitigation by Sponge Cities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-25, Mar.
  18. Steven Ongena & Vasileios Pappas & Athina Petropoulou, 2025, "Small is Beautiful, … and Efficient. On the Efficiency Premium of U.S. Community Banks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-29, Mar.
  19. Alin Marius Andries & Steven Ongena & Nicu Sprincean, 2025, "Climate-Related Financial Policy and Systemic Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-30, Mar.
  20. Jie Cui & Mamiza Haq & Steven Ongena & Eric K. M. Tan, 2025, "Macroprudential Policies and Bank Earnings Management," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-33, Mar.
  21. Yuna Heo & Steven Ongena, 2025, "Skilled Banker Mobility and Bank Default," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-34, Mar.
  22. Jonathan Fu & Mrinal Mishra & Steven Ongena, 2025, "Narratives and Business Creation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-35, Mar.
  23. Carlo Altavilla & Cecilia Melo Fernandes & Steven Ongena & Alessandro Scopelliti, 2025, "Bank Bond Holdings and Bail-in Regulatory Changes: Evidence from Euro Area Security Registers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-38, Apr.
  24. Roman Goncharenko & Mikhail Mamonov & Steven Ongena & Svetlana Popova & Natalia Turdyeva, 2025, "Quo Vadis? Bank Closures, Firm Performance, and New Bank-Firm Relationships," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-52, May.
  25. Duc Duy Nguyen & Steven Ongena & Shusen Qi & Vathunyoo Sila & Yibing Wang, 2025, "Biodiversity Risk and Small Business Lending," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-54, Jun.
  26. Erdinc Akyildirim & Gamze Ozturk Danisman & Steven Ongena, 2025, "AI Employment and Political Risk Disclosures in Earnings Calls," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-56, Jun.
  27. Ariston Karagiorgis & Dimitrios Anastasiou & Konstantinos Drakos & Steven Ongena, 2025, "The Leverage of Hedge Funds and the Risk of Their Prime Brokers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-57, Jun.
  28. Fotis Delis & Manthos D. Delis & Sotirios Kokas & Luc Laeven & Steven Ongena, 2025, "The Pricing of Profit Shifting," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-62, Jul.
  29. Dimitrios Anastasiou & Antonis Ballis & Christos Ioannidis & Steven Ongena & Emmanouil Sifodaskalakis, 2025, "Stickiness in Bank Credit Ratings," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-63, Jul.
  30. Theodore Kapopoulos & Dimitrios Anastasiou & Steven Ongena & Athanasios Sakkas, 2025, "Geopolitical Risk and Domestic Bank Deposits," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-64, Jul.
  31. Dimitrios Anastasiou & Apostolos G. Katsafados & Steven Ongena & Christos Tzomakas, 2025, "Beyond Words: Fed Chairs' Voice Sentiments and US Bank Stock Price Crash Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-72, Sep.
  32. Francisco González & Md Rajib Kamal & Steven Ongena & Shams Pathan, 2025, "Climate Transition Risks and Bank Liquidity Creation: Adapting to Regulatory Shocks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-75, Sep.
  33. Anastasiou, Dimitris & Katsafados, Apostolos & Ongena, Steven & Tzomakas, Christos, 2025, "Beyond Words: Fed Chairs’ Voice Sentiments and US Bank Stock Price Crash Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 20308, May.
  34. Li, Xiang & Ongena, Steven, 2025, "Global Banks’ Macroeconomic Expectations and Credit Supply," CEPR Discussion Papers, Centre for Economic Policy Research, number 20342, Jun.
  35. Ferrando, Annalisa & Mulier, Klaas & Ongena, Steven & Delis, Manthos, 2025, "The poor, the rich, and the credit channel of monetary policy," Working Paper Series, European Central Bank, number 3058, May.
  36. Beyene, Winta & Delis, Manthos D. & de Greiff, Kathrin & Ongena, Steven, 2025, "Bond versus banks financing in the climate transition: The role of stranded-asset risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 456, DOI: 10.2139/ssrn.5435436.
  37. Filippo Cavaleri & Marco Gortan & Angelo Ranaldo & Enzo Rossi, 2025, "Swiss treasury bond auctions: An update," Economic Studies, Swiss National Bank, number 2025-13.
  38. Santiago Alvarez-Blaser & Raphael Auer & Sarah M Lein & Andrei A Levchenko, 2025, "The granular origins of inflation," BIS Working Papers, Bank for International Settlements, number 1240, Jan.
  39. Boris Nikolov & Norman Schuerhoff & Sam Wagner, 2025, "AI in Corporate Governance: Can Machines Recover Corporate Purpose?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-23, Mar.
  40. Yoann Potiron & O. Scaillet & Vladimir Volkov & Seunghyeon Yu, 2025, "High-Frequency Estimation of ITÔ Semimartingale Baseline for Hawkes Processes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-13, Jan.
  41. Alain-Philippe Fortin & Patrick Gagliardini & O. Scaillet, 2025, "Optimal Maximin GMM Tests for Sphericity in Latent Factor Analysis of Short Panels," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-27, Mar.
  42. Cathy Yi‐Hsuan Chen & Abraham Lioui & O. Scaillet, 2025, "Green Silence: Double Machine Learning Carbon Emissions Under Sample Selection Bias," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-66, Jul.

2024

  1. Philippe Bacchetta & J. Scott Davis & Eric Van Wincoop, 2024, "Arbitrage limits heighten dollar shortages abroad during volatile times," Dallas Fed Economics, Federal Reserve Bank of Dallas, number 97553, Jan.
  2. Tony Berrada & Peter Bossaerts & Giuseppe Ugazio, 2024, "Investments and Asset Pricing in a World of Satisficing Agents," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-05, Jan.
  3. Leonie Bräuer & Harald Hau, 2024, "Fund-Level FX Hedging Redux," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-103, Nov.
  4. Davydova, Daria & Fahlenbrach, Rudiger & Sanz, Leandro & Stulz, Rene M., 2024, "Why Do Startups Become Unicorns Instead of Going Public?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-10, Jun.
  5. Fahlenbrach, Rudiger & Ko, Minsu & Stulz, Rene M., 2024, "Bank Payout Policy, Regulation, and Politics," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-11, Jul.
  6. Olivier Armantier & Sebastian Doerr & Jon Frost & Andreas Fuster & Kelly Shue, 2024, "Nothing to hide? Gender and age differences in the willingness to share data," BIS Working Papers, Bank for International Settlements, number 1187, May.
  7. Neil Bhutta & Andreas Fuster & Aurel Hizmo, 2024, "Paying Too Much? Borrower Sophistication and Overpayment in the US Mortgage Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-21, Mar.
  8. Jie Cao & Amit Goyal & Yajing (Stella) Wang & Xintong Zhan & Weiming Elaine Zhang, 2024, "Opioid Crisis and Firm Downside Tail Risks: Evidence from the Option Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-74, Oct.
  9. Amit Goyal & Adam V. Reed & Esad Smajlbegovic & Amar Soebhag, 2024, "Stealthy Shorts: Informed Liquidity Supply," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-75, Sep.
  10. Harald Hau & Tim-Ole Radach & Marcel Thum, 2024, "Is Insufficient Supervisory Board Competence a Risk Factor for Banks?," EconPol Policy Brief, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 64.
  11. Heng Geng & Harald Hau & Hanzhang Zheng, 2024, "Discretionary Administrative Power and Conflicts of Interest in China's IPO Approvals," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-54, Oct.
  12. Jean-Guillaume Sahuc & Eric Jondeau & Benoit Mojon, 2024, "Bank Rollover Risk and Liquidity Supply Regimes," Post-Print, HAL, number hal-04445236.
  13. Antoine Didisheim & Shikun (Barry) Ke & Bryan T. Kelly & Semyon Malamud, 2024, "APT or “AIPT”? The Surprising Dominance of Large Factor Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 33012, Sep.
  14. Luca Gemmi & Roxana Mihet, 2024, "Household Belief Formation in Uncertain Times," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-20, Feb.
  15. Kjell G. Nyborg & Jiri Woschitz, 2024, "Robust difference-in-differences analysis when there is a term structure," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-03, Jan.
  16. Kjell G. Nyborg & Jiri Woschitz, 2024, "The Price of Money: The Reserves Convertibility Premium over the Term Structure," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-17, Feb.
  17. Kjell G. Nyborg, 2024, "The Collateral Spread Puzzle: Why Do Repo Rates Often Exceed Unsecured Rates?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-37, Jul.
  18. Mahmoud Fatouh & Simone Giansante & Steven Ongena, 2024, "Quantitative easing and the functioning of the gilt repo market," Bank of England Staff Working Paper series, Bank of England, number 1055, Feb.
  19. Alona Shmygel & Steven Ongena, 2024, "Cyclical systemic risk and banks’ vulnerability," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-09, Jan.
  20. Thea Kolasa & Steven Ongena & Chris Humphrey, 2024, "The Resilience of MDB Bonds to Credit Rating Downgrades," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-100, Nov.
  21. Allen N. Berger & Simona Nistor & Steven Ongena & Sergey Tsyplakov, 2024, "Do “Too-Big-To-Fail” Banks Receive Preferential Treatment in Bailouts? Surprising Results from a Cross-Country Analysis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-11, Feb.
  22. Alin Marius Andries & Steven Ongena & Nicu Sprincean, 2024, "Good and Bad Credit Growth: Sectoral Credit Allocation and Systemic Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-23, Mar.
  23. Erdinc Akyildirim & Shaen Corbet & Steven Ongena & David Staunton, 2024, "Examining the Relationship between Bank Reputational Disaster and Sponsored Money Market Fund Flows," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-24, Apr.
  24. Manish Gupta & Steven Ongena, 2024, "Monetary Conditions and Community Redistribution through Mortgage Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-28, Apr.
  25. Kwabena Aboah Addo & Shams Pathan & Steven Ongena, 2024, "Overconfident Bank CEOs: Risk Amplification Amid Economic Uncertainty?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-31, May.
  26. Erdinc Akyildirim & Shaen Corbet & Steven Ongena & David Staunton, 2024, "Understanding Reputational Risks: The Impact of ESG Events on European Banks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-39, Jul.
  27. Irem Erten & Steven Ongena, 2024, "Do Banks Price Environmental Risk? Only When Local Beliefs are Binding!," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-40, Aug.
  28. Piotr Danisewicz & Steven Ongena, 2024, "Pay transparency, bank and non-bank employment, and loan performance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-41, Aug.
  29. Winta Beyene & Manthos D. Delis & Kathrin de Greiff & Steven Ongena, 2024, "Too-big-to-strand? Bond versus bank financing in the transition to a low-carbon economy," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-43, Sep.
  30. Özlem Dursun-de Neef & Steven Ongena, 2024, "Climate Change and Bank Deposits," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-46, Sep.
  31. Athina Petropoulou & Vasileios Pappas & Steven Ongena & Dimitrios Gounopoulos & Richard J. Fairchild, 2024, "The Performance of FDIC-Identified Community Banks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-61, Nov.
  32. Fatih Altunok & Yavuz Arslan & Steven Ongena, 2024, "Monetary Policy Transmission with Adjustable and Fixed-Rate Mortgages: The Role of Credit Supply," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-65, Nov.
  33. Steven Ongena & Alex Osberghaus & Glenn Schepens, 2024, "Joining Forces: Why Banks Syndicate Credit," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-80, Oct.
  34. Manthos D. Delis & Emilios C. Galariotis & Maria Iosifidi & Steven Ongena, 2024, "Corporate Taxes and Entrepreneurs’ Income: A Credit Channel," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-81, Sep.
  35. Tamas Briglevics & Artashes Karapetyan & Steven Ongena & Ibolya Schindele, 2024, "More Data, More Credit? Information Sharing and Bank Credit to Households," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-84, Apr.
  36. Pejman Abedifar & Soroush Kamyab & Steven Ongena & Amine Tarazi, 2024, "Relationship Banking: The Borrower's Incentives Channel," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-85, Nov.
  37. Thea Kolasa & Steven Ongena & Chris Humphrey, 2024, "Multilateral Development Bank Bonds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-87, Nov.
  38. Delis, Manthos & Galariotis, Emilios & Iosifidi, Maria & Ongena, Steven, 2024, "Corporate Taxes and Entrepreneurs’ Income: A Credit Channel," CEPR Discussion Papers, Centre for Economic Policy Research, number 18762, Jan.
  39. Claessens, Stijn & Ongena, Steven & Wang, Teng, 2024, "“If You Don't Know Me by Now ...†Banks’ Private Information and Relationship Length," CEPR Discussion Papers, Centre for Economic Policy Research, number 18872, Mar.
  40. Gong, Di & Ongena, Steven & Qi, Shusen & Yu, Yanxin, 2024, "“Time for a Change of Scenery†: Loan Conditions When Firms Switch Bank Branches," CEPR Discussion Papers, Centre for Economic Policy Research, number 18985, Apr.
  41. Manthos D Delis & Kathrin De Greiff & Maria Iosifidi & Steven Ongena, 2024, "Being stranded with fossil fuel reserves? Climate policy risk and the pricing of bank loans," Post-Print, HAL, number hal-04636040, Feb, DOI: 10.1111/fmii.12189.
  42. Tamas Briglevics & Artashes Karapetyan & Steven Ongena & Schindele Ibolya, 2024, "Tamas Briglevics-Artashes Karapetyan-Steven Ongena-Ibolya Schindele: More Data, More Credit? Information Sharing and Bank Credit to Households," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2024/1.
  43. Böhnke, Victoria & Ongena, Steven & Paraschiv, Florentina & Reite, Endre J., 2024, "Back to the roots of internal credit risk models: Does risk explain why banks' risk-weighted asset levels converge over time?," Discussion Papers, Deutsche Bundesbank, number 02/2024.
  44. Filippo Cavaleri & Angelo Ranaldo & Enzo Rossi, 2024, "The Demand for Safe Assets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-110, Dec.
  45. Kristy Jansen & Sven Klingler & Angelo Ranaldo & Patty Duijm, 2024, "Pension Liquidity Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-16, Feb.
  46. Angelo Ranaldo & Ganesh Viswanath-Natraj & Junxuan Wang, 2024, "Blockchain Currency Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-29, Apr.
  47. Peteris Kloks & Edouard Mattille & Angelo Ranaldo, 2024, "Hunting for Dollars," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-52, Sep.
  48. Ariel Burstein & Sarah Lein & Jonathan Vogel & Sarah Marit Lein & Jonathan E. Vogel, 2024, "Cross-Border Shopping: Evidence and Welfare Implications for Switzerland," CESifo Working Paper Series, CESifo, number 11373.
  49. Abberger, Klaus & Funk, Anne Kathrin & Lamla, Michael & Lein, Sarah & Siegrist, Stefanie, 2024, "The Pass-Through of Inflation Expectations into Prices and Wages: Evidence from an RCT Survey," CEPR Discussion Papers, Centre for Economic Policy Research, number 19595, Oct.
  50. Boris Nikolov & Norman Schuerhoff & Zepeng Wang, 2024, "Beyond Peers: Cross-Industry Competition and Strategic Financing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-45, Sep.
  51. Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2024, "Sparse spanning portfolios and under-diversification with second-order stochastic dominance," Papers, arXiv.org, number 2402.01951, Feb, revised Aug 2024.
  52. Briac Turquet & Pierre Bajgrowicz & O. Scaillet, 2024, "Mean Reversion Trading on the Naphtha Crack," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-101, Nov.
  53. Lauren C. Howe & Laura Giurge & Alexander F. Wagner & Jochen I. Menges, 2024, "CEOs Showing Humanity: Human Care Statements in Conference Calls and Stock Market Performance During Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-19, Feb.

2023

  1. Philippe Bacchetta & J. Scott Davis & Eric van Wincoop, 2023, "Dollar Shortages, CIP Deviations, and the Safe Haven Role of the Dollar," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-117, Nov.
  2. Philippe Bacchetta & Kenza Benhima & Brendan Berthold, 2023, "Foreign Exchange Intervention with UIP and CIP Deviations: The Case of Small Safe Haven Economies," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-71, Aug.
  3. Bacchetta, Philippe & Davis, J. Scott & van Wincoop, Eric, 2023, "Exchange Rate Determination under Limits to CIP Arbitrage," CEPR Discussion Papers, Centre for Economic Policy Research, number 18648, Dec.
  4. Philippe Bacchetta & J. Scott Davis & Eric Van Wincoop, 2023, "Offshore Dollar Funding Shocks and the Dollar Exchange Rate," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 425, Dec, revised 05 May 2026, DOI: 10.24149/gwp425r2.
  5. Tony Berrada & Jerome Detemple & Marcel Rindisbacher, 2023, "Volatility during the COVID-19 Pandemic," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-95, Oct.
  6. Andreas Fuster & Stephanie Lo & Paul Willen, 2023, "The Time-Varying Price of Financial Intermediation in the Mortgage Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-103, Nov.
  7. Turan G. Bali & Heiner Beckmeyer & Amit Goyal, 2023, "A Joint Factor Model for Bonds, Stocks, and Options," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-106, Nov.
  8. Amit Goyal & Sunil Wahal, 2023, "R&D, Innovation, and the Stock Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-107, Nov.
  9. Damien Ackerer & Julien Hugonnier & Urban Jermann, 2023, "Perpetual Futures Pricing," Papers, arXiv.org, number 2310.11771, Oct, revised Sep 2024.
  10. Pierre Collin-Dufresne & Julien Hugonnier & Elena Perazzi, 2023, "Admissible Surplus Dynamics and the Government Debt Puzzle," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-45, Jun.
  11. Eric Jondeau & Grégory Levieuge & Jean-Guillaume Sahuc & Gauthier Vermandel, 2023, "Environmental Subsidies to Mitigate Net-Zero Transition Costs," Working papers, Banque de France, number 910.
  12. Gong Cheng & Eric Jondeau & Benoit Mojon & Dimitri Vayanos, 2023, "The impact of green investors on stock prices," BIS Working Papers, Bank for International Settlements, number 1127, Sep.
  13. Marlon Azinovic & Harold L. Cole & Felix Kübler, 2023, "Asset Pricing in a Low Rate Environment," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-31, May.
  14. Felix Kubler, 2023, "International Welfare Gains from Sharing Climate-Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-76, Sep.
  15. Marlon Azinovic-Yang & Harold L. Cole & Felix Kubler, 2023, "Low Risk-Free Rates and Intertemporal Arbitrage," NBER Working Papers, National Bureau of Economic Research, Inc, number 31832, Nov.
  16. Antoine Didisheim & Shikun (Barry) Ke & Bryan T. Kelly & Semyon Malamud, 2023, "Complexity in Factor Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 31689, Sep.
  17. Bryan T. Kelly & Semyon Malamud & Mohammad Pourmohammadi & Fabio Trojani, 2023, "Universal Portfolio Shrinkage," NBER Working Papers, National Bureau of Economic Research, Inc, number 32004, Dec.
  18. Dennis Kristensen & Young Jun Lee & Antonio Mele, 2023, "Closed-form approximations of moments and densities of continuous-time Markov models," Papers, arXiv.org, number 2308.09009, Aug.
  19. Leonardo Gambacorta & Romina Gambacorta & Roxana Mihet, 2023, "Fintech, investor sophistication and financial portfolio choices," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 763, Apr.
  20. Orlando Gomes & Roxana Mihet & Kumar Rishabh, 2023, "Data Innovation Complementarity and Firm Growth," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-86, Sep.
  21. Ian A. Cooper & Kjell G. Nyborg, 2023, "LBO Valuation Using Flows to Equity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-74, Aug.
  22. Mahmoud Fatouh & Simone Giansante & Steven Ongena, 2023, "Leverage ratio and risk-taking: theory and practice," Bank of England Staff Working Paper series, Bank of England, number 1048, Oct.
  23. Sümeyra Atmaca & Karolin Kirschenmann & Steven Ongena & Koen Schoors, 2023, "Implicit and Explicit Deposit Insurance and Depositor Behavior," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2023_476, Nov.
  24. Mikhail Mamonov & Anna Pestova & Steven Ongena, 2023, "“Crime and Punishment”? How Banks Anticipate and Propagate Global Financial Sanctions," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp753, May.
  25. Roman Goncharenko & Mikhail Mamonov & Steven Ongena & Svetlana Popova & Natalia Turdyeva, 2023, "Quo Vadis? Evidence on New Firm-Bank Matching and Firm Performance Following “Sin” Bank Closures," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp754, Jun.
  26. Stijn Claessens & Steven Ongena & Teng Wang, 2023, "“Out of Sight, Out of Mind?” Banks’ Private Information, Distance, and Relationship Length," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-01, Jan.
  27. Yalin Gündüz & Steven Ongena & Gunseli Tumer-Alkan & Yuejuan Yu, 2023, "CDS and Credit: The Effect of the Bangs on Credit Insurance, Lending and Hedging," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-102, Nov.
  28. Di Bu & Matti Keloharju & Yin Liao & Steven Ongena, 2023, "Can Lending Hierarchies Balance Bias? The Role of Personal Environmental Values in Credit to Green Firms," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-113, Nov.
  29. Luu Duc Toan Huynh & Khanh Hoang & Steven Ongena, 2023, "The Impact of Foreign Sanctions on Firm Performance in Russia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-115, Nov.
  30. Marco Ceccarelli & Christoph Herpfer & Steven Ongena, 2023, "Gender, Performance, and Promotion in the Labor Market for Commercial Bankers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-23, Mar.
  31. Manish Gupta & Danny McGowan & Steven Ongena, 2023, "The Cost of Privacy. The Impact of the California Consumer Protection Act on Mortgage Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-25, Mar.
  32. Manthos D. Delis & Emilios C. Galariotis & Maria Iosifidi & Steven Ongena, 2023, "Corporate Taxes and Economic Inequality: A Credit Channel," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-29, Feb, revised May 2023.
  33. Özlem Dursun-de Neef & Steven Ongena & Alexander Schandlbauer, 2023, "Monetary Policy, HTM Securities, and Uninsured Deposit Withdrawals," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-40, Apr, revised Jun 2023.
  34. Fotis Delis & Manthos D. Delis & Sotirios Kokas & Luc Laeven & Steven Ongena, 2023, "Profit Shifting and Firm Credit," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-70, Aug.
  35. Pejman Abedifar & Hossein Doustali & Steven Ongena, 2023, "Marketplace Lending: A Resilient Alternative in the Face of Natural Disasters?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-78, Sep.
  36. Mamiza Haq & Steven Ongena & Juying Pu & Eric K. M. Tan, 2023, "Do Banks Engage in Earnings Management? The Role of Dividends and Institutional Factors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-79, Sep.
  37. Alper Kara & Steven Ongena & Yilmaz Yildiz, 2023, "Does being a responsible bank pay off? Evidence from the COVID-19 pandemic," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-80, Sep.
  38. Mingze Gao & Yunying Huang & Steven Ongena & Eliza Wu, 2023, "Borrower Technology Similarity and Bank Loan Contracting," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-84, Sep.
  39. Pantelis Kazakis & Woon Sau Leung & Steven Ongena, 2023, "Investment Efficiency of Private and Public Firms," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-89, Oct.
  40. Erdinc Akyildirim & Shaen Corbet & Steven Ongena & Les Oxley, 2023, "Greenwashing: Do Investors, Markets and Boards Really Care?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-90, Oct.
  41. Mahmoud Fatouh & Simone Giansante & Steven Ongena, 2023, "Leverage Ratio, Risk-Based Capital Requirements, and Risk-taking in the UK," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-91, Oct.
  42. Jörn Debener & Arved Fenner & Philipp Klein & Steven Ongena, 2023, "Textual Disclosure in Prospectuses and Investors’ Security Pricing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-93, Oct.
  43. Mishra, Mrinal & Fu, Jonathan & Ongena, Steven, 2023, "Do Narratives about the American Dream Rally Local Entrepreneurship?," CEPR Discussion Papers, Centre for Economic Policy Research, number 18532, Oct.
  44. Bilan, Andrada & Ongena, Steven & Pancaro, Cosimo, 2023, "Bank private information in CDS markets," Working Paper Series, European Central Bank, number 2818, May.
  45. Manthos D Delis & Evangelos V Dioikitopoulos & Steven Ongena, 2023, "Population Diversity and Financial Risk-Taking," Post-Print, HAL, number hal-04083169, Apr.
  46. Andrea Barbon & Angelo Ranaldo, 2023, "NFT Bubbles," Papers, arXiv.org, number 2303.06051, Mar.
  47. Wenqian Huang & Angelo Ranaldo & Andreas Schrimpf & Fabricius Somogyi, 2023, "Constrained liquidity provision in currency markets," BIS Working Papers, Bank for International Settlements, number 1073, Feb.
  48. Benedikt Ballensiefen & Angelo Ranaldo & Hannah Winterberg, 2023, "Money Market Disconnect," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-12, Feb.
  49. Peteris Kloks & Edouard Mattille & Angelo Ranaldo, 2023, "Foreign Exchange Swap Liquidity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-22, Mar.
  50. Wenqian Huang & Peter O'Neill & Angelo Ranaldo & Shihao Yu, 2023, "HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-48, Jun.
  51. Florian Perusset & Michael Rockinger, 2023, "Do Structured Products Improve Portfolio Performance? A Backtesting Exercise," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-47, Jun.
  52. Ali Kakhbod & Seyed Mohammad Kazempour & Dmitry Livdan & Norman Schuerhoff, 2023, "Finfluencers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-30, Mar.
    • Kakhbod, Ali & Kazempour, Seyed & Livdan, Dmitry & Schürhoff, Norman, 2025, "Finfluencers," CEPR Discussion Papers, Centre for Economic Policy Research, number 20204, May.
  53. Friedrich Baumann & Ali Kakhbod & Dmitry Livdan & Abdolreza Nazemi & Norman Schürhoff, 2023, "Life after Default: Dealer Intermediation and Recovery in Defaulted Corporate Bonds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-85, Sep.
  54. Alain-Philippe Fortin & Patrick Gagliardini & Olivier Scaillet, 2023, "Latent Factor Analysis in Short Panels," Papers, arXiv.org, number 2306.14004, Jun, revised Oct 2025.
  55. Pierre-Carl Michaud & Pascal St. Amour, 2023, "Longevity, Health and Housing Risks Management in Retirement," NBER Working Papers, National Bureau of Economic Research, Inc, number 31038, Mar.
  56. Alexandre Garel & Arthur Romec & Zacharias Sautner & Alexander F. Wagner, 2023, "Do Investors Care About Biodiversity?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-24, Mar.
  57. Francesco D'Ercole & Alexander F. Wagner, 2023, "Green Stocks and the 2023 Banking Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-58, Jul.

2022

  1. Philippe Bacchetta & Eric van Wincoop & Eric R. Young, 2022, "Infrequent Random Portfolio Decisions in an Open Economy Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-10, Jan.
  2. Tony Berrada & Leonie Engelhardt & Rajna Gibson & Philipp Krueger, 2022, "The Economics of Sustainability Linked Bonds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-26, Mar.
  3. Leonie Bräuer & Harald Hau, 2022, "Can Time-Varying Currency Risk Hedging Explain Exchange Rates?," CESifo Working Paper Series, CESifo, number 10065.
  4. Daria Davydova & Rüdiger Fahlenbrach & Leandro Sanz & René M. Stulz, 2022, "The Unicorn Puzzle," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-80, Oct.
    • Davydova, Daria & Fahlenbrach, Rudiger & Sanz, Leandro & Stulz, Rene M., 2022, "The Unicorn Puzzle," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2022-12, Nov, DOI: 10.2139/ssrn.4255165.
  5. Martin Indergand & Eric Jondeau & Andreas Fuster, 2022, "Measuring and Stress-Testing Market-Implied Bank Capital," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-11, Jan.
  6. Andreas Fuster & David O. Lucca & James I. Vickery, 2022, "Mortgage-Backed Securities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-13, Feb.
  7. Andreas Fuster & Ricardo Perez-Truglia & Mirko Wiederholt & Basit Zafar, 2022, "Expectations with Endogenous Information Acquisition: An Experimental Investigation," Post-Print, HAL, number hal-03878688, Sep, DOI: 10.1162/rest_a_00994.
  8. Andreas Fuster & Basit Zafar, 2022, "Survey Experiments on Economic Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 29750, Feb.
  9. Amit Goyal & Alessio Saretto, 2022, "Are Equity Option Returns Abnormal? IPCA Says No," Working Papers, Federal Reserve Bank of Dallas, number 2214, Aug, DOI: 10.24149/wp2214.
  10. Thomas Nitschka & Diego M. Hager, 2022, "Responses of Swiss bond yields and stock prices to ECB policy surprises," Working Papers, Swiss National Bank, number 2022-08.
  11. Hager, Diego & Nitschka, Thomas, 2022, "The Impact of COVID-19 and other Crises on the Responses of Swiss Bond Yields and Stock Prices to ECB Policy Surprises," VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association, number 264018.
  12. Heng Geng & Harald Hau & Roni Michaely & Binh Nguyen, 2022, "Do Institutional Directors Matter?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-89, Nov.
  13. Theodoros Evgeniou & Julien Hugonnier & Rodolfo Prieto, 2022, "Asset pricing with costly short sales," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-21, Mar.
  14. Torsten Ehlers & Ulrike Elsenhuber & Anandakumar Jegarasasingam & Eric Jondeau, 2022, "Deconstructing ESG scores: how to invest with your own criteria," BIS Working Papers, Bank for International Settlements, number 1008, Mar.
  15. Gong Cheng & Eric Jondeau & Benoit Mojon, 2022, "Building portfolios of sovereign securities with decreasing carbon footprints," BIS Working Papers, Bank for International Settlements, number 1038, Sep.
  16. Eric Jondeau & Gregory Levieuge & Jean-Guillaume Sahuc & Gauthier Vermandel, 2022, "Environmental Subsidies to Mitigate Transition Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-45, May.
  17. Fabio Alessandrini & Eric Jondeau & Ghislaine Lang & Evert Reins, 2022, "How Sustainable Is Swiss Real Estate? Evidence from Institutional Property Portfolios," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-46, May.
  18. Eric Jondeau & Jean-Guillaume Sahuc, 2022, "Bank capital shortfall in the euro area," Post-Print, HAL, number hal-03771767.
  19. Felix Kubler, 2022, "Climate uncertainty, financial frictions and constrained efficient carbon taxation," Papers, arXiv.org, number 2210.09066, Oct.
  20. Bryan T. Kelly & Semyon Malamud & Kangying Zhou, 2022, "The Virtue of Complexity in Return Prediction," NBER Working Papers, National Bureau of Economic Research, Inc, number 30217, Jul.
  21. 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, Swiss Finance Institute, number 22-09, Jan.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • 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, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • 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), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • 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, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • 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, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • 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, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • 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, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • 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, Halle Institute for Economic Research (IWH), number 11/2021.
    • 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, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
  22. Mehmet Canayaz & Ilja Kantorovitch & Roxana Mihet, 2022, "Consumer Privacy and the Value of Consumer Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-68, Aug.
  23. Sebastian Doerr & Gazi Kabas & Steven Ongena, 2022, "Population aging and bank risk-taking," BIS Working Papers, Bank for International Settlements, number 1050, Nov.
  24. Aurore Burietz & Steven Ongena & Matthieu Picault, 2022, "Taxing Banks Leverage and Syndicated Lending: A Cross-Country Comparison," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-17, Feb.
  25. David Newton & Steven Ongena & Ru Xie & Binru Zhao, 2022, "Banks vs. Markets: Are Banks More Effective in Facilitating Sustainability?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-22, Mar.
  26. George-Marian Aevoae & Alin Marius Andries & Steven Ongena & Nicu Sprincean, 2022, "ESG and Systemic Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-25, Mar.
    • George Marian Aevoae & Alin Marius Andrieș & Steven Ongena & Nicu Sprincean, 2023, "ESG and systemic risk," Applied Economics, Taylor & Francis Journals, volume 55, issue 27, pages 3085-3109, June, DOI: 10.1080/00036846.2022.2108752.
  27. Emanuela Benincasa & Gazi Kabas & Steven Ongena, 2022, "“There is No Planet B", but for Banks “There are Countries B to Z": Domestic Climate Policy and Cross-Border Bank Lending," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-28, Apr.
  28. Manish Gupta & Steven Ongena, 2022, "The Impact of the SBA Funding Programs on the Distance and Pricing of Loans to Small Businesses," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-31, Apr.
  29. Victoria Böhnke & Steven Ongena & Florentina Paraschiv & Endre J Reite, 2022, "Back to the Roots of Internal Credit Risk Models: Why Do Banks’ Risk-Weighted Asset Levels Converge over Time?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-33, Apr.
  30. Özlem Dursun-de Neef & Steven Ongena & Gergana Tsonkova, 2022, "Green versus sustainable loans: The impact on firms’ ESG performance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-42, May.
  31. Antonio Moreno & Steven Ongena & Alexia Ventula Veghazy & Alexander F. Wagner, 2022, "Misfortunes Never Come Alone: From the Financial Crisis to the COVID-19 Pandemic," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-44, May.
  32. Vasso Ioannidou & Sheng Li & Mrinal Mishra & Steven Ongena, 2022, "Graduating from Group to Individual Loans, with the Help of Personal Guarantees," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-50, Jun.
  33. Pejman Abedifar & Seyed Javad Kashizadeh & Steven Ongena, 2022, "Flood, Farms and Credit: How Bank Ties Keep Farmers, Young and Female, above Water," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-52, Jun.
  34. Cosimo Pancaro & Christoffer Kok & Carola Müller & Steven Ongena, 2022, "The Disciplining Effect of Supervisory Scrutiny in the EU-Wide Stress Test," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-59, Aug.
  35. Alin Marius Andries & Alexandra-Maria Chiper & Steven Ongena & Nicu Sprincean, 2022, "External Wealth of Nations and Systemic Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-74, Sep.
  36. Steven Ongena & Walid Saffar & Yuan Sun & Lai Wei, 2022, "Movables as Collateral and Corporate Credit: Loan-Level Evidence from Legal Reforms across Europe," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-75, Sep.
  37. Winta Beyene & Matteo Falagiarda & Steven Ongena & Alessandro Scopelliti, 2022, "Do Lenders Price the Brown Factor in Car Loans? Evidence from Diesel Cars," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-76, Oct.
  38. Tamas Briglevics & Artashes Karapetyan & Steven Ongena & Ibolya Schindele, 2022, "The Impact of Positive Information Sharing on Banks’ Lending to Households," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-92, Dec.
  39. Fotis Delis & Manthos D. Delis & Luc Laeven & Steven Ongena, 2022, "Global Evidence on Profit Shifting Within Firms and Across Time," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-94, Dec.
  40. Emilia Garcia-Appendini & Frédéric Boissay & Steven Ongena, 2022, "Bottleneck effects of monetary policy," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-97, Dec.
  41. Moreno Ibáñez, Antonio & Ongena, Steven & Ventula Veghazy, Alexia & Wagner, Alexander F., 2022, "“Long GFC†? The Global Financial Crisis, Health Care, and COVID-19 Deaths," CEPR Discussion Papers, Centre for Economic Policy Research, number 15900, Jun.
  42. Durrani, Agha & Ongena, Steven & Ponte Marques, Aurea, 2022, "The certification role of the EU-wide stress testing exercises in the stock market. What can we learn from the stress tests (2014-2021)?," Working Paper Series, European Central Bank, number 2711, Aug.
  43. Gyozo Gyongyosi & Steven Ongena & Ibolya Schindele, 2022, "Monetary Policy and Household Loan Supply: Volume and Composition Effects," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2022/2.
  44. MAMATZAKIS, E & Tsionas, Mike & Ongena, Steven, 2022, "Why do households repay their debt in UK during the COVID-19 crisis?," MPRA Paper, University Library of Munich, Germany, number 118785, Dec, revised 07 Oct 2023.
  45. Evangelos Benos & Gerardo Ferrara & Angelo Ranaldo, 2022, "Collateral cycles," Bank of England Staff Working Paper series, Bank of England, number 966, Apr.
  46. Angelo Ranaldo, 2022, "Foreign Exchange Swaps and Cross-Currency Swaps," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-51, Jun.
  47. Andrea Barbon & Angelo Ranaldo, 2022, "Non-Fungible Tokens," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-84, Nov.
  48. Demetrio Lacava & Angelo Ranaldo & Paolo Santucci de Magistris, 2022, "Realized Illiquidity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-90, Nov.
  49. Huang, Wenqian & Ranaldo, Angelo & Schrimpf, Andreas & Somogyi, Fabricius, 2022, "Constrained Dealers and Market Efficiency," VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association, number 264054.
  50. Raphael Auer & Ariel Burstein & Sarah M Lein & Jonathan Vogel, 2022, "Unequal expenditure switching: Evidence from Switzerland," BIS Working Papers, Bank for International Settlements, number 1001, Feb.
  51. Freitag, Andreas & Lein, Sarah, 2022, "Endogenous Product Adjustment and Exchange Rate Pass-Through," Working papers, Faculty of Business and Economics - University of Basel, number 2022/09.
  52. , & Lein, Sarah & ,, 2022, "Firm net worth, external finance premia and monitoring cost: Estimates based on firm-level data," CEPR Discussion Papers, Centre for Economic Policy Research, number 17508, Jul.
  53. Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff & Kumar Venkataraman, 2022, "Quote Competition in Corporate Bonds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-70, Sep.
  54. Paul Rolland & Luca Viano & Norman Schürhoff & Boris Nikolov & Volkan Cevher, 2022, "Identifiability and Generalizability from Multiple Experts in Inverse Reinforcement Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-79, Oct.
  55. Gaetan Bakalli & St'ephane Guerrier & Olivier Scaillet, 2022, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Papers, arXiv.org, number 2208.00972, Aug.
  56. Alain-Philippe Fortin & Patrick Gagliardini & Olivier Scaillet, 2022, "Eigenvalue tests for the number of latent factors in short panels," Papers, arXiv.org, number 2210.16042, Oct.
  57. Raphael Auer & Bruce Muneaki Iwadate & Andreas Schrimpf & Alexander F. Wagner, 2022, "Global production linkages and stock market co-movement," BIS Working Papers, Bank for International Settlements, number 1003, Feb.
  58. Michał Dzieliński & Florian Eugster & Emma Sjöström & Alexander F. Wagner, 2022, "Climate Talk in Corporate Earnings Calls," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-14, Feb.
  59. Ming Deng & Markus Leippold & Alexander F. Wagner & Qian Wang, 2022, "War and Policy: Investor Expectations on the Net-Zero Transition," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-29, Apr, revised May 2023.
  60. Berno Buechel & Lydia Mechtenberg & Alexander F. Wagner, 2022, "When do proxy advisors improve corporate decisions?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-47, May.
  61. Vitaly Orlov & Stefano Ramelli & Alexander F. Wagner, 2022, "Revealed Beliefs about Responsible Investing: Evidence from Mutual Fund Managers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-98, Dec.
  62. Ceccarelli, Marco & Ramelli, Stefano & Wagner, Alexander F., 2022, "Low-carbon mutual funds," CEPR Discussion Papers, Centre for Economic Policy Research, number 13599, May.
  63. Glossner, Simon & Matos, Pedro Pinto & Ramelli, Stefano & Wagner, Alexander F., 2022, "Do institutional investors stabilize equity markets in crisis periods? Evidence from COVID-19," CEPR Discussion Papers, Centre for Economic Policy Research, number 15070, May.
  64. Buechel, Berno & Mechtenberg, Lydia & Wagner, Alexander F., 2022, "When two experts are better than one: The example of shareholder voting," CEPR Discussion Papers, Centre for Economic Policy Research, number 17413, Jun.
  65. Anita Kopányi-Peuker & Matthias Weber, 2022, "The Role of the End Time in Experimental Asset Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-32, Apr.
  66. Weber, Matthias, 2022, "From Individual Human Decisions to Economic and Financial Policies," SocArXiv, Center for Open Science, number 5ju7z, Feb, DOI: 10.31235/osf.io/5ju7z.

2021

  1. Philippe Bacchetta & Margaret Davenport & Eric van Wincoop, 2021, "Can Sticky Portfolios Explain International Capital Flows and Asset Prices?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-80, Dec.
  2. Philippe Bacchetta & Elena Perazzi, 2021, "CBDC as Imperfect Substitute for Bank Deposits: A Macroeconomic Perspective," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-81, Dec.
  3. Tony Berrada, 2021, "Can the variance after-effect distort stock returns?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-16, Feb.
  4. Rüdiger Fahlenbrach & Alexei V. Ovtchinnikov & Philip Valta, 2021, "Direct democracy, corporate political strategy, and firm value," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-23, Mar.
  5. Rüdiger Fahlenbrach & Eric Jondeau, 2021, "Greening the Swiss National Bank's Portfolio," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-59, Aug.
  6. Olivier Armantier & Sebastian Doerr & Jon Frost & Andreas Fuster & Kelly Shue, 2021, "Whom do consumers trust with their data? US survey evidence," BIS Bulletins, Bank for International Settlements, number 42, May.
  7. Andreas Fuster & Aurel Hizmo & Lauren Lambie-Hanson & James I. Vickery & Paul Willen, 2021, "How Resilient is Mortgage Credit Supply? Evidence from the Covid-19 Pandemic," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-41, Jul.
  8. Marc Blatter & Andreas Fuster, 2021, "Scale Effects on Efficiency and Profitability in the Swiss Banking Sector," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-61, Aug.
  9. Tobias Berg & Andreas Fuster & Manju Puri, 2021, "FinTech Lending," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-72, Oct.
  10. Plosser, Matthew & Vickery, James, 2021, "Does CFPB Oversight Crimp Credit?," CEPR Discussion Papers, Centre for Economic Policy Research, number 15681, Jan.
  11. Faia, Ester & Pezone, Vincenzo & Zafar, Basit, 2021, "Biases in Information Selection and Processing: Survey Evidence from the Pandemic," CEPR Discussion Papers, Centre for Economic Policy Research, number 15774, Feb.
  12. Schelling, Tan & Towbin, Pascal, 2021, "Tiers of Joy? Reserve Tiering and Bank Behavior in a Negative-Rate Environment," CEPR Discussion Papers, Centre for Economic Policy Research, number 16191, May.
  13. Weber, Michael & D'Acunto, Francesco & Fuster, Andreas, 2021, "Diverse Policy Committees Can Reach Underrepresented Groups," CEPR Discussion Papers, Centre for Economic Policy Research, number 16563, Sep.
  14. Jie Cao & Amit Goyal & Xintong Zhan & Weiming Elaine Zhang, 2021, "Unlocking ESG Premium from Options," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-39, Jul.
  15. Lykourgos Alexiou & Amit Goyal & Alexandros Kostakis & Leonidas Rompolis, 2021, "Pricing Event Risk: Evidence from Concave Implied Volatility Curves," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-48, May.
  16. Amit Goyal & Ivo Welch & Athanasse Zafirov, 2021, "A Comprehensive Look at the Empirical Performance of Equity Premium Prediction II," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-85, Sep.
  17. Amit Goyal & Sunil Wahal & M. Deniz Yavuz, 2021, "Picking Partners: Manager Selection in Private Equity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-86, Aug.
  18. Amit Goyal & Avanidhar Subrahmanyam & Bhaskaran Swaminathan, 2021, "Illiquidity and the Cost of Equity Capital: Evidence from Actual Estimates of Capital Cost for U.S. Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-87, Aug.
  19. Heng Geng & Harald Hau & Roni Michaely & Binh Nguyen, 2021, "The Effect of Board Overlap on Firm Behavior," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-40, Jul.
  20. Harald Hau & Yi Huang & Hongzhe Shan & Zixia Sheng, 2021, "FinTech Credit and Entrepreneurial Growth," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-47, Mar.
  21. Heng Geng & Harald Hau & Roni Michaely & Binh Nguyen, 2021, "Does Board Overlap Promote Coordination Between Firms?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-79, Nov.
  22. Eric Jondeau & Benoit Mojon & Cyril Monnet, 2021, "Greening (runnable) brown assets with a liquidity backstop," BIS Working Papers, Bank for International Settlements, number 929, Mar.
  23. Eric Jondeau & Benoit Mojon & Luiz Awazu Pereira da Silva, 2021, "Building benchmarks portfolios with decreasing carbon footprints," BIS Working Papers, Bank for International Settlements, number 985, Dec.
  24. Eric Jondeau & Alexandre Pauli, 2021, "Disasters, Large Drawdowns, and Long-term Asset Management," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-37, Jun.
  25. Valérie Chavez-Demoulin & Eric Jondeau & Linda Mhalla, 2021, "Climate-Related Disasters and the Death Toll," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-63, Sep.
  26. Fabio Alessandrini & David Baptista Balula & Eric Jondeau, 2021, "ESG Screening in the Fixed-Income Universe," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-77, Nov.
  27. Scott R. Baker & Lorenz Kueng, 2021, "Household Financial Transaction Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 29027, Jul.
  28. Doris Folini & Felix Kubler & Aleksandra Malova & Simon Scheidegger, 2021, "The climate in climate economics," Papers, arXiv.org, number 2107.06162, Jul, revised Jun 2022.
  29. Felix Kubler & Raghav Malhotra & Herakles Polemarchakis, 2021, "Exact inference from finite market data," Papers, arXiv.org, number 2107.07294, Jul.
  30. Felix Kubler & Simon Scheidegger, 2021, "Uniformly Self-Justified Equilibria," Papers, arXiv.org, number 2112.14054, Dec.
  31. Laurence J. Kotlikoff & Felix Kubler & Andrey Polbin & Simon Scheidegger, 2021, "Can today's and tomorrow's world uniformly gain from carbon taxation?," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 21.15, Sep.
  32. Johannes Brumm & Xiangyu Feng & Laurence J. Kotlikoff & Felix Kubler, 2021, "When Interest Rates Go Low, Should Public Debt Go High?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28951, Jun.
  33. Johannes Brumm & Xiangyu Feng & Laurence J. Kotlikoff & Felix Kubler, 2021, "Deficit Follies," NBER Working Papers, National Bureau of Economic Research, Inc, number 28952, Jun.
  34. Antonio Mele, 2021, "A Theory of Debt Accumulation and Deficit Cycles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-38, Jul.
  35. Mele, Antonio & Sangiorgi, Francesco, 2021, "Insider Trading Regulation and Market Quality Tradeoffs," CEPR Discussion Papers, Centre for Economic Policy Research, number 16179, May.
  36. Roxana Mihet, 2021, "Financial Technology and the Inequality Gap," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-04, Jan.
  37. Mehmet Canayaz & Ilja Kantorovitch & Roxana Mihet, 2021, "Privacy Laws and Value of Personal Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-92, Dec.
  38. Kjell G. Nyborg & Jiri Woschitz, 2021, "The Price of Money: How Collateral Policy Affects the Yield Curve," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-74, Nov.
  39. Steven Ongena & Sara Pinoli & Paola Rossi & Alessandro Scopelliti, 2021, "Bank credit and market-based finance for corporations: the effects of minibond issuances," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1315, Feb.
  40. Frederic Boissay & Emilia Garcia-Appendini & Steven Ongena, 2021, "Ripple effects of monetary policy," BIS Working Papers, Bank for International Settlements, number 957, Aug.
  41. Roman Goncharenko & Mikhail Mamonov & Steven Ongena, 2021, "Quo Vadis? Evidence on New Firm-Bank Matching and Firm Performance Following Bad Bank Closures," Bank of Russia Working Paper Series, Bank of Russia, number wps90, Dec.
  42. Mahmoud Fatouh & Simone Giansante & Steven Ongena, 2021, "Economic Support during the COVID Crisis. Quantitative Easing and Lending Support Schemes in the UK," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-54, Apr.
  43. Sumeyra Atmaca & Karolin Kirschenmann & Steven Ongena & Koen J. L. Schoors, 2021, "Deposit Insurance, Bank Ownership and Depositor Behavior," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-56, Jan.
  44. Gyozo Gyongyosi & Steven Ongena & Ibolya Schindele, 2021, "The Impact of Monetary Conditions on Bank Lending to Households," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-64, Sep.
  45. Steven Ongena & Florentina Paraschiv & Endre J Reite, 2021, "Counteroffers and Price Descrimination in Mortgage Lending," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-67, Sep, revised May 2023.
  46. Oscar Arce & Miguel Garcia-Posada & Sergio Mayordomo & Steven Ongena, 2021, "Adapting lending policies in a “negative-for-long” scenario," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-75, Nov.
  47. Ongena, Steven & Mamonov, Mikhail & Pestova, Anna, 2021, ""Crime and Punishment?" How Russian Banks Anticipated and Dealt with Global Financial Sanctions," CEPR Discussion Papers, Centre for Economic Policy Research, number 16075, Apr.
  48. Ongena, Steven & , & Tümer-Alkan, Günseli & Yu, Yuejuan, 2021, "CDS and Credit: After the Bangs Cheaper Credit Insurance, More Lending and Hedging," CEPR Discussion Papers, Centre for Economic Policy Research, number 16744, Nov.
  49. Manthos D. Delis & Fulvia Fringuellotti & Steven Ongena, 2021, "Credit, Income, and Inequality," Liberty Street Economics, Federal Reserve Bank of New York, number 20210701, Jul.
  50. Kasinger, Johannes & Krahnen, Jan Pieter & Ongena, Steven & Pelizzon, Loriana & Schmeling, Maik & Wahrenburg, Mark, 2021, "Non-performing loans - new risks and policies? NPL resolution after COVID-19: Main differences to previous crises," SAFE White Paper Series, Leibniz Institute for Financial Research SAFE, number 84.
  51. Andrea Barbon & Angelo Ranaldo, 2021, "On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges," Papers, arXiv.org, number 2112.07386, Dec, revised Sep 2024.
  52. Tobias Dieler & Loriano Mancini & Norman Schürhoff, 2021, "(In)efficient repo markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-10, Feb.
  53. Theodosios Dimopoulos & Norman Schürhoff, 2021, "Self-inflicted Debt Crises," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-11, Feb.
  54. Terrence Hendershott & Dmitry Livdan & Norman Schürhoff, 2021, "Do we need dealers in OTC markets?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-43, Jul.
  55. Gaetan Bakalli & Davide Cucci & Ahmed Radi & Naser El-Sheimy & Roberto Molinari & O. Scaillet & Stéphane Guerrier, 2021, "Multi-Signal Approaches for Repeated Sampling Schemes in Inertial Sensor Calibration," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-70, Oct.
  56. Barras, Laurent & Scaillet, Olivier & Gagliardini, Patrick, 2021, "Skill, scale, and value creation in the mutual fund industry," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:150822.
  57. Andreas Barth & Valerie Laturnus & Sasan Mansouri & Alexander F. Wagner, 2021, "ICO Analysts," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-26, Mar.
  58. Wagner, Alexander F. & Barth, Andreas & Laturnus, Valerie & Mansouri, Sasan, 2021, "Conflicted Analysts and Initial Coin Offerings," CEPR Discussion Papers, Centre for Economic Policy Research, number 16200, May.
  59. Gibson, Rajna & Sohn, Matthias & Tanner, Carmen & Wagner, Alexander F., 2021, "Earnings Management and Managerial Honesty: The Investors' Perspectives," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 7, DOI: 10.2139/ssrn.2912795.
  60. Weber, Matthias & Striaukas, Jonas & Schumacher, Martin & Binder, Harald, 2021, "Regularized regression when covariates are linked on a network: the 3CoSE algorithm," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021022, Oct, DOI: https://doi.org/10.1080/02664763.20.
  61. Lehmann, Timo & Weber, Matthias, 2021, "IPO Underpricing and Aftermarket Price Accuracy: Auctions vs. Bookbuilding in Japan," SocArXiv, Center for Open Science, number sa385, Jan, DOI: 10.31235/osf.io/sa385.
  62. Skliaustyte, Egle & Weber, Matthias, 2021, "Subsidies or Tax Breaks Versus Intellectual Property Rights: Dual Markets," SocArXiv, Center for Open Science, number x87fy, Jan, DOI: 10.31235/osf.io/x87fy.

2020

  1. Philippe Bacchetta & Simon Tièche & Eric van Wincoop, 2020, "International Portfolio Choice with Frictions: Evidence from Mutual Funds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-46, Jun.
  2. Philippe Bacchetta & Rachel Cordonier & Ouarda Merrouche, 2020, "The Rise in Foreign Currency Bonds: The Role of US Monetary Policy and Capital Controls," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-51, Jun.
  3. Bacchetta, Philippe & Chikhani, Pauline, 2020, "On the Weakness of the Swedish Krona," CEPR Discussion Papers, Centre for Economic Policy Research, number 15468, Nov.
  4. Rünstler, Gerhard & Bräuer, Leonie, 2020, "Monetary policy transmission over the leverage cycle: evidence for the euro area," Working Paper Series, European Central Bank, number 2421, Jun.
  5. Francois Degeorge & Giuseppe Pratobevera, 2020, "Nepotism in IPOs: consequences for issuers and investors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-68, Aug.
  6. Rüdiger Fahlenbrach & Kevin Rageth & René M. Stulz, 2020, "How Valuable is Financial Flexibility When Revenue Stops? Evidence from the COVID-19 Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-37, May.
  7. Neil Bhutta & Andreas Fuster & Aurel Hizmo, 2020, "Paying Too Much? Price Dispersion in the U.S. Mortgage Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-062, Aug, DOI: 10.17016/FEDS.2020.062.
  8. Turan G. Bali & Amit Goyal & Dashan Huang & Fuwei Jiang & Quan Wen, 2020, "The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-110, Sep.
  9. Amit Goyal & Sunil Wahal & M. Deniz Yavuz, 2020, "Choosing Investment Managers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-63, Jul.
  10. Assaf Eisdorfer & Amit Goyal & Alexei Zhdanov, 2020, "Cheap Options Are Expensive," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-64, Aug.
  11. Luca Benzoni & Lorenzo Garlappi & Robert S. Goldstein & Julien Hugonnier & Chao Ying, 2020, "Optimal Debt Dynamics, Issuance Costs, and Commitment," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2020-20, Oct, DOI: 10.21033/wp-2020-20.
  12. Eric Jondeau & Benoit Mojon & Jean-Guillaume Sahuc, 2020, "Bank Funding Cost and Liquidity Supply Regimes," BIS Working Papers, Bank for International Settlements, number 854, Apr.
  13. Eric Jondeau & Benoît Mojon & Jean-Guillaume Sahuc, 2020, "A New Indicator of Bank Funding Cost," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-20, Apr.
  14. Fabio Alessandrini & Eric Jondeau, 2020, "Optimal Strategies for ESG Portfolios," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-21, Apr.
  15. Scott R. Baker & Stephanie Johnson & Lorenz Kueng, 2020, "Financial Returns to Household Inventory Management," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-114, Oct.
  16. Scott R. Baker & Pawel Janas & Lorenz Kueng, 2020, "Correlation in State and Local Tax Changes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-115, Aug.
  17. Scott R. Baker & Brian Baugh & Lorenz Kueng, 2020, "Income Fluctuations and Firm Choice," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-29, Apr.
  18. Lorenz Kueng, 2020, "Tax News Shocks and Consumption," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-30, Apr.
  19. Bryan Hong & Lorenz Kueng & Mu-Jeung Yang, 2020, "Complementarity of Performance Pay and Task Allocation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-31, Apr.
  20. Scott R. Baker & Lorenz Kueng & Leslie McGranahan & Brian Melzer, 2020, "Do Household Finances Constrain Unconventional Fiscal Policy?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-32, Apr.
  21. Lorenz Kueng, 2020, "Excess Sensitivity of High-Income Consumers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-33, Apr.
  22. Lorenz Kueng & Mu-Jeung Yang & Bryan Hong, 2020, "Sources of Firm Life-Cycle Dynamics: Size vs. Age Effects," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-34, Apr.
  23. Lorenz Kueng & Nicholas Li & Mu-Jeung Yang, 2020, "The Impact of Emerging Market Competition on Innovation and Business Strategy," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-35, Apr.
  24. Olivier Coibion & Yuriy Gorodnichenko & Lorenz Kueng & John Silvia, 2020, "Innocent Bystanders? Monetary Policy and Inequality in the U.S," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-36, Apr.
  25. Laurence J. Kotlikoff & Felix Kubler & Andrey Polbin & Simon Scheidegger, 2020, "Pareto-Improving Carbon-Risk Taxation," NBER Working Papers, National Bureau of Economic Research, Inc, number 26919, Apr.
  26. Kubler, Felix & Malhotra, Raghav & Polemarchakis, Herakles, 2020, "Identification of preferences, demand and equilibrium with finite data," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1290.
  27. Bryan T. Kelly & Semyon Malamud & Lasse H. Pedersen, 2020, "Principal Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 27388, Jun.
  28. Antonio Mele & Francesco Sangiorgi, 2020, "Trading Disclosure Requirements and Market Quality Tradeoffs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-118, Aug.
  29. Walter Distaso & Antonio Mele & Grigory Vilkov, 2020, "Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-119, Sep.
  30. Antonio Mele & Yoshiki Obayashi, 2020, "Credit Volatility Indexes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-88, Oct.
  31. Simone Giansante & Mahmoud Fatouh & Steven Ongena, 2020, "Does quantitative easing boost bank lending to the real economy or cause other bank asset reallocation? The case of the UK," Bank of England Staff Working Paper series, Bank of England, number 883, Aug.
  32. Guillaume Arnould & Benjamin Guin & Steven Ongena & Paolo Siciliani, 2020, "(When) do banks react to anticipated capital reliefs?," Bank of England Staff Working Paper series, Bank of England, number 889, Nov.
  33. Oliver Rehbein & Steven Ongena, 2020, "Flooded Through the Back Door: The Role of Capital in Local Shock Spillovers," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2020_043v2, May.
  34. Pauline Gandré & Mike Mariathasan & Ouarda Merrouche & Steven Ongena, 2020, "Unintended Consequences of the Global Derivatives Market Reform," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-02, Jan.
  35. Oliver Rehbein & Steven Ongena, 2020, "Flooded through the back door: The role of bank capital in local shock spillovers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-07, Feb.
  36. Simona Nistor & Steven Ongena, 2020, "The Impact of Policy Interventions on Systemic Risk across Banks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-101, Dec.
  37. Manthos D. Delis & Maria Iosifidi & Pantelis Kazakis & Steven Ongena & Mike G. Tsionas, 2020, "Management as the sine qua non for M&A success," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-102, Dec.
  38. Steven Ongena & Ibolya Schindele & Dzsamila Vonnák, 2020, "In Lands of Foreign Currency Credit, Bank Lending Channels Run Through?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-104, Oct.
  39. David Newton & Steven Ongena & Ru Xie & Binru Zhao, 2020, "Leveraged Loans: Is High Leverage Risk Priced in?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-111, Dec.
  40. Reint Gropp & Thomas C. Mosk & Steven Ongena & Carlo Wix & Ines Simac, 2020, "Supranational Rules, National Discretion: Increasing versus Inflating Regulatory Bank Capital?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-112, Dec.
  41. Shusen Qi & Shu Chen & Steven Ongena & Jiaxing You, 2020, "Divorce and Credit," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-116, Dec.
  42. Fabio Antoniou & Manthos D. Delis & Steven Ongena & Chris Tsoumas, 2020, "Pollution permits and financing costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-117, Dec.
  43. Hans Degryse & Yalin Gündüz & Kuchulain O'Flynn & Steven Ongena, 2020, "Identifying Empty Creditors with a Shock and Micro-Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-15, Feb.
  44. Diana Bonfim & Geraldo Cerqueiro & Hans Degryse & Steven Ongena, 2020, "On-Site Inspecting Zombie Lending," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-16, Feb.
  45. Alin Marius Andries & Steven Ongena & Nicu Sprincean & Radu Tunaru, 2020, "Risk Spillovers and Interconnectedness between Systemically Important Institutions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-40, May.
  46. Alin Marius Andries & Steven Ongena & Nicu Sprincean, 2020, "The COVID-19 Pandemic and Sovereign Bond Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-42, May.
  47. Sergey Tsyplakov & Allen N. Berger & Steven Ongena & Simona Nistor, 2020, "Catch, Restrict, and Release: The Real Story of Bank Bailouts," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-45, May.
  48. Mrinal Mishra & Steven Ongena & Yushi Peng, 2020, "The Conflict Induced Costs of Lending," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-50, Jun, revised Sep 2023.
  49. Manthos D. Delis & Evangelos Dioikitopoulos & Steven Ongena, 2020, "On the origins of financial development: Ancestral population diversity and financial risk-taking," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-53, Jul.
  50. Thomas Conlon & Xing Huan & Steven Ongena, 2020, "Operational Risk Capital," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-55, Jul.
  51. Steven Ongena & Tanseli Savaser & Elif Sisli Ciamarra, 2020, "CEO Incentives and Bank Risk over the Business Cycle," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-75, Sep.
  52. Hua Cheng & Kishore Gawande & Steven Ongena & Shusen Qi, 2020, "Get beyond policy uncertainty: Evidence from political connections," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-77, May.
  53. Jan Keil & Steven Ongena, 2020, "“It’s The End of Bank Branching As We Know It (And We Feel Fine)”," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-83, Sep.
  54. Shusen Qi & Kent Hui & Steven Ongena, 2020, "Inter-industry FDI spillovers from foreign banks: Evidence in transition economies," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-87, Oct.
  55. Piotr Danisewicz & Steven Ongena, 2020, "Fiscal transfers, local government, and entrepreneurship," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-89, Oct.
  56. Duc Duy Nguyen & Steven Ongena & Shusen Qi & Vathunyoo Sila, 2020, "Climate Change Risk and the Costs of Mortgage Credit," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-97, Nov.
  57. Spagnolo, Giancarlo & Carletti, Elena & Ongena, Steven & Siedlarek, Jan-Peter, 2020, "The Impacts of Stricter Merger Legislation on Bank Mergers and Acquisitions: Too-Big-To-Fail and Competition," CEPR Discussion Papers, Centre for Economic Policy Research, number 14449, Feb.
  58. Ongena, Steven & Mishra, Mrinal, 2020, "The Effect of Conflict on Lending: Evidence from Indian Border Areas," CEPR Discussion Papers, Centre for Economic Policy Research, number 14925, Jun.
  59. De Haas, Ralph & Lu, Liping & Ongena, Steven, 2020, "Close Competitors? Bilateral Bank Competition and Spatial Variation in Firms’ Access to Credit," CEPR Discussion Papers, Centre for Economic Policy Research, number 15015, Jul.
  60. Ongena, Steven & Gropp, Reint & Rocholl, Jörg & Saadi, Vahid, 2020, "The Cleansing Effect of Banking Crises," CEPR Discussion Papers, Centre for Economic Policy Research, number 15025, Aug.
  61. Manthos D. Delis & Fulvia Fringuellotti & Maria Iosifidi & Steven Ongena, 2020, "Credit and Entrepreneurs’ Income," Staff Reports, Federal Reserve Bank of New York, number 929, Jun.
  62. Angelo Ranaldo & Benedikt Ballensiefen & Hannah Winterberg, 2020, "Monetary policy disconnect," Working Papers on Finance, University of St. Gallen, School of Finance, number 2003, Sep.
  63. Auer, Raphael & Burstein, Ariel & Erhardt, Katharina & Lein, Sarah, 2020, "Exports and Invoicing: Evidence from the 2015 Swiss Franc Appreciation," Working papers, Faculty of Business and Economics - University of Basel, number 2020/14.
  64. Alvarez, Santiago E. & Lein, Sarah M., 2020, "Tracking Inflation on a Daily Basis," Working papers, Faculty of Business and Economics - University of Basel, number 2020/16.
  65. Lein, Sarah & Beck, Günter, 2020, "Price elasticities and demand-side real rigidities in micro data and in macro models," CEPR Discussion Papers, Centre for Economic Policy Research, number 14303, Jan.
  66. Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff, 2020, "True Cost of Immediacy," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-71, Aug.
  67. Davide La Vecchia & Alban Moor & Olivier Scaillet, 2020, "A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data," Papers, arXiv.org, number 2001.04867, Jan, revised Jan 2022.
  68. Chaonan Jiang & Davide La Vecchia & Elvezio Ronchetti & Olivier Scaillet, 2020, "Saddlepoint approximations for spatial panel data models," Papers, arXiv.org, number 2001.10377, Jan, revised Jul 2021.
  69. Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2020, "Spanning analysis of stock market anomalies under Prospect Stochastic Dominance," Papers, arXiv.org, number 2004.02670, Apr.
  70. Chenxu Li & Olivier Scaillet & Yiwen Shen, 2020, "Wealth Effect on Portfolio Allocation in Incomplete Markets," Papers, arXiv.org, number 2004.10096, Apr, revised Aug 2021.
  71. Chenxu Li & O. Scaillet & Yiwen Shen, 2020, "Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-22, Apr.
  72. Roberto Molinari & Gaetan Bakalli & Stéphane Guerrier & Cesare Miglioli & Samuel Orso & O. Scaillet, 2020, "Swag: A Wrapper Method for Sparse Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-49, Jun.
  73. David Ardia & Laurent Barras & Patrick Gagliardini & Olivier Scaillet, 2020, "Is it Alpha or Beta? Decomposing Hedge Fund Returns When Models are Misspecified," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-82, Sep, revised May 2023.
  74. Stefano Ramelli & Alexander F. Wagner, 2020, "Feverish Stock Price Reactions to COVID-19," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-12, Mar.
  75. Alexander F. Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2020, "The Tax Cuts and Jobs Act: Which Firms Won? Which Lost?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-48, Jun.
  76. Simon Glossner & Pedro Matos & Stefano Ramelli & Alexander F. Wagner, 2020, "Where Do Institutional Investors Seek Shelter when Disaster Strikes? Evidence from COVID-19," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-56, Jul.

2019

  1. Philippe Bacchetta & Eric van Wincoop, 2019, "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-35, Jul.
  2. Rüdiger Fahlenbrach & Marc Frattaroli, 2019, "ICO Investors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-37, Jul.
  3. Jie Cao & Amit Goyal & Sai Ke & Xintong Zhan, 2019, "Option Trading and Stock Price Informativeness," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-74, Jun.
  4. Jie Cao & Amit Goyal & Xiao Xiao & Xintong Zhan, 2019, "Implied Volatility Changes and Corporate Bond Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-75, Jun.
  5. Matthias Efing & Harald Hau & Patrick Kampkötter & Jean-Charles Rochet, 2019, "Bank Bonus Pay as a Risk Sharing Contract," CESifo Working Paper Series, CESifo, number 7495.
  6. Harald Hau & Difei Ouyang, 2019, "Local Capital Scarcity and Small Firm Growth: Evidence from Real Estate Booms in China," CESifo Working Paper Series, CESifo, number 7928.
  7. Hasan Fallahgoul & Julien Hugonnier & Loriano Mancini, 2019, "Risk Premia and Lévy Jumps: Theory and Evidence," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-49, Feb.
  8. Fabio Alessandrini & Eric Jondeau, 2019, "ESG Investing: From Sin Stocks to Smart Beta," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-16, Mar, revised Mar 2019.
  9. Eric Jondeau & Qunzi Zhang & Xiaoneng Zhu, 2019, "Crude Awakening: Oil Prices and Bond Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-24, Apr, revised May 2019.
  10. Laurence J. Kotlikoff & Felix Kubler & Andrey Polbin & Jeffrey D. Sachs & Simon Scheidegger, 2019, "Making Carbon Taxation A Generational Win Win," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics, number dp-313, Apr.
  11. Mele, Antonio & Distaso, Walter & Vilkov, Grigory, 2019, "Correlation Risk, Strings and Asset Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 13873, Jul.
  12. Mele, Antonio & Obayashi, Yoshiki & Yang, Shihao, 2019, "The Term Structure of Government Debt Uncertainty," CEPR Discussion Papers, Centre for Economic Policy Research, number 13874, Jul.
  13. Veldkamp, Laura & Farboodi, Maryam & Mihet, Roxana, 2019, "Big Data and Firm Dynamics," CEPR Discussion Papers, Centre for Economic Policy Research, number 13489, Jan.
  14. Kjell G. Nyborg, 2019, "Repo Rates and the Collateral Spread Puzzle," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-04, Feb.
  15. Kjell G. Nyborg & Cornelia Rösler, 2019, "Repo Rates and the Collateral Spread: Evidence," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-05, Feb, revised Feb 2019.
  16. Kjell G. Nyborg & Zexi Wang, 2019, "The Effect of Stock Liquidity on Cash Holdings: The Repurchase Motive," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-30, Jun, revised Dec 2020.
  17. Nyborg, Kjell & Wang, Zexi, 2019, "Corporate cash holdings: Stock liquidity and the repurchase motive," CEPR Discussion Papers, Centre for Economic Policy Research, number 13791, Jun.
  18. Geraldo Cerqueiro & Steven Ongena & Kasper Roszbach, 2019, "Collateral damaged? Priority structure, credit supply, and firm performance," Working Paper, Norges Bank, number 2019/9, May.
  19. Sergio Mayordomo & Antonio Moreno & Steven Ongena & Maria Rodriguez-Moreno, 2019, "Bank Capital Requirements, Loan Guarantees and Firm Performance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-28, Jun, revised Jun 2019.
  20. Koray Alper & Fatih Altunok & Tanju Çapacıoğlu & Steven Ongena, 2019, "The Effect of Unconventional Monetary Policy on Cross‐Border Bank Loans: Evidence from an Emerging Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-38, Jul.
  21. Christoph Basten & Steven Ongena, 2019, "The Geography of Mortgage Lending in Times of FinTech," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-39, Aug.
  22. Roman Goncharenko & Steven Ongena & Asad Rauf, 2019, "The Agency of CoCos: Why Contingent Convertible Bonds Aren't for Everyone," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-43, Jun.
  23. Olivier De Jonghe & Hans Dewachter & Klaas Mulier & Steven Ongena & Glenn Schepens, 2019, "Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-45, Aug.
  24. Piet Eichholtz & NAGIHAN MIMIROGLU & Steven Ongena & Erkan Yönder, 2019, "Distance Effects in CMBS Loan Pricing: Banks versus Non-Banks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-58, Nov.
  25. Manthos D. Delis & Iftekhar Hasan & Maria Iosifidi & Steven Ongena, 2019, "Gender, Credit, and Firm Outcomes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-70, Oct.
  26. Marwan Izzeldin & Jill Johnes & Steven Ongena & Vasileios Pappas & Efthymios G. Tsionas, 2019, "Steady State and Efficiency Convergence Dynamics in Alternative Banking Systems: The Cases of Islamic and Community Banks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-71, Sep.
  27. Ongena, Steven & Delis, Manthos & Fringuellotti, Fulvia, 2019, "Credit and Income," CEPR Discussion Papers, Centre for Economic Policy Research, number 13468, Jan.
  28. Elena Carletti & Steven Ongena & Jan-Peter Siedlarek & Giancarlo Spagnolo, 2019, "The Impact of Stricter Merger Control on Bank Mergers and Acquisitions. Too-Big-To-Fail and Competition," Working Papers, Federal Reserve Bank of Cleveland, number 16-14R2, Jul, DOI: 10.26509/frbc-wp-201614r2.
  29. Angelo Ranaldo & Patrick Schaffner & Michalis Vasios, 2019, "Regulatory effects on short-term interest rates," Bank of England Staff Working Paper series, Bank of England, number 801, May.
  30. Alexander Bechtel & Angelo Ranaldo & Jan Wrampelmeyer, 2019, "Liquidity Risk and Funding Cost," Working Papers on Finance, University of St. Gallen, School of Finance, number 1903, May, revised Aug 2020.
  31. Benedikt Ballensiefen & Angelo Ranaldo, 2019, "Safe Asset Carry Trade," Working Papers on Finance, University of St. Gallen, School of Finance, number 1909, Jul, revised Oct 2019.
  32. Braun, Rahel & Lein, Sarah M., 2019, "Sources of Bias in Inflation Rates and Implications for Inflation Dynamics," Working papers, Faculty of Business and Economics - University of Basel, number 2019/02.
  33. Patrick Gagliardini & Elisa Ossola & O. Scaillet, 2019, "Estimation of Large Dimensional Conditional Factor Models in Finance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-46, Aug.
  34. Denisa Banulescu & Christophe Hurlin & Jeremy Leymarie & O. Scaillet, 2019, "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-48, Sep.
  35. Laurent Barras & O. Scaillet & Russ Wermers, 2019, "Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power? A Reply," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-61, Aug.
  36. Zoran Filipovic & Alexander F. Wagner, 2019, "The Intangibles Song in Takeover Announcements: Good Tempo, Hollow Tune," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-03, Feb, revised Mar 2019.
  37. Marco Ceccarelli & Stefano Ramelli & Alexander F. Wagner, 2019, "When Investors Call for Climate Responsibility, How Do Mutual Funds Respond?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-13, Mar, revised Apr 2019.
  38. Weber, Matthias, 2019, "Behavioral Optimal Taxation: The Case of Aspirations," SocArXiv, Center for Open Science, number fpnw6, Feb, DOI: 10.31235/osf.io/fpnw6.
  39. Matthias Weber & John Duffy & Arthur Schram, 2019, "Credit Default Swap Regulation in Experimental Bond Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-039/I, Jun.

2018

  1. Philippe Bacchetta & Yannick Kalantzis, 2018, "Money and Capital in a Persistent Liquidity Trap," Working papers, Banque de France, number 703.
  2. Philippe Bacchetta & Elena Perazzi, 2018, "Sovereign Money Reforms and Welfare," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 18.02, Apr.
  3. Ines Chaieb & Hugues Langlois & O. Scaillet, 2018, "Time-Varying Risk Premia in Large International Equity Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-04, Jan, revised Jun 2018.
  4. Ines Chaieb & Vihang R. Errunza & Hugues Langlois, 2018, "Is Liquidity Risk Priced in Partially Segmented Markets?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-05, Jan, revised Jun 2018.
  5. Rüdiger Fahlenbrach & Hyemin Kim & Angie Low, 2018, "The Importance of Network Recommendations in the Director Labor Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-28, Mar, revised Apr 2018.
  6. Kornelia Fabisik & Rüdiger Fahlenbrach & René M. Stulz & Jérôme Taillard, 2018, "Why Are Firms With More Managerial Ownership Worth Less?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-75, Dec.
  7. Schnabl, Philipp & Vickery, James & Plosser, Matthew, 2018, "The Role of Technology in Mortgage Lending," CEPR Discussion Papers, Centre for Economic Policy Research, number 12961, May.
  8. Andreas Fuster & Akhtar Shah & James Vickery, 2018, "Landing a Jumbo Is Getting Easier," Liberty Street Economics, Federal Reserve Bank of New York, number 20180214, Feb.
  9. Nima Dahir & Andreas Fuster & Andrew F. Haughwout & Michael Neubauer, 2018, "Just Released: Is Housing a Good Investment? Where You Stand Depends on Where You Sit," Liberty Street Economics, Federal Reserve Bank of New York, number 20180418, Apr.
  10. Andreas Fuster & Matthew Plosser & James Vickery, 2018, "How Is Technology Changing the Mortgage Market?," Liberty Street Economics, Federal Reserve Bank of New York, number 20180625, Jun.
  11. Andreas Fuster & Matthew Plosser & James Vickery, 2018, "Analyzing the Effects of CFPB Oversight," Liberty Street Economics, Federal Reserve Bank of New York, number 20181009, Oct.
  12. Andreas Fuster & James Vickery, 2018, "What Happens When Regulatory Capital Is Marked to Market?," Liberty Street Economics, Federal Reserve Bank of New York, number 20181011, Oct.
  13. Joshua Abel & Andreas Fuster, 2018, "How do mortgage refinances affect debt, default, and spending? Evidence from HARP," Staff Reports, Federal Reserve Bank of New York, number 841, Feb.
  14. Andreas Fuster & Greg Kaplan & Basit Zafar, 2018, "What would you do with $500? Spending responses to gains, losses, news, and loans," Staff Reports, Federal Reserve Bank of New York, number 843, Mar.
  15. Andreas Fuster & James Vickery, 2018, "Regulation and risk shuffling in bank securities portfolios," Staff Reports, Federal Reserve Bank of New York, number 851, Jun.
  16. Nelson Camanho & Harald Hau & Hélène Rey, 2018, "Global Portfolio Rebalancing and Exchange Rates," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-03, Jan, revised Jun 2018.
  17. Harald Hau & Difei Ouyang, 2018, "Capital Scarcity and Industrial Decline: Evidence from 172 Real Estate Booms in China," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-38, May, revised May 2018.
  18. Harald Hau & Gabriela Hrasko, 2018, "Are CoCo Bonds a Good Substitute for Equity? Evidence from European Banks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-67, Oct.
  19. Matthias Efing & Harald Hau & Patrick Kampkktter & Jean-Charles Rochet & Peter Ebbes & Oded Netzer, 2018, "Using Social Network Activity Data to Identify and Target Job Seekers," Working Papers, HAL, number hal-01933858, Jun, DOI: 10.2139/ssrn.3200214.
  20. Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2018, "Valuing Life as an Asset, as a Statistic and at Gunpoint," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-27, Apr.
  21. Jaksa Cvitanic & Julien Hugonnier, 2018, "Optimal Fund Menus," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-47, Jul, revised Aug 2018.
  22. Julien Hugonnier & Benjamin R. Lester & Pierre-Olivier Weill, 2018, "Frictional Intermediation in Over-the-Counter Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-52, Aug.
  23. Eric Jondeau & Jean-Guillaume Sahuc, 2018, "A General Equilibrium Appraisal of Capital Shortfall," Working papers, Banque de France, number 668.
  24. Eric Jondeau & Qunzi Zhang & Xiaoneng Zhu, 2018, "When Are Stocks Less Volatile in the Long Run?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-07, Jan, revised Feb 2018.
  25. Eric Jondeau & Amir Khalilzadeh, 2018, "Measuring the Capital Shortfall of Large U.S. Banks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-11, Feb, revised Feb 2018.
  26. Nataliya Gerasimova & Eric Jondeau, 2018, "Strategic Interaction between Hedge Funds and Prime Brokers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-54, Aug.
  27. Auerbach, Alan & Kueng, Lorenz & Lee, Ronald & Yatsynovich, Yury, 2018, "Propagation and smoothing of shocks in alternative social security systems," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt0xv641jh, Aug.
  28. Scott R. Baker & Lorenz Kueng & Steffen Meyer & Michaela Pagel, 2018, "Measurement Error in Imputed Consumption," NBER Working Papers, National Bureau of Economic Research, Inc, number 25078, Sep.
  29. Felix Kubler & Simon Scheidegger, 2018, "Self-justi ed equilibria: Existence and computation," 2018 Meeting Papers, Society for Economic Dynamics, number 694.
  30. Óscar Arce & Miguel García-Posada & Sergio Mayordomo & Steven Ongena, 2018, "Adapting lending policies in a “negative-for-long” scenario (Updated October 2020)," Working Papers, Banco de España, number 1832, Sep, revised Oct 2020.
  31. Ugo Albertazzi & Fulvia Fringuellotti & Steven Ongena, 2018, "Fixed rate versus adjustable rate mortgages: evidence from euro area banks," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1176, Jun.
  32. Shusen Qi & Steven Ongena & Hua Cheng, 2018, "When They Work with Women, Do Men Get All the Credit?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-01, Jan, revised Apr 2018.
  33. Manthos D. Delis & Kathrin de Greiff & Steven Ongena, 2018, "Being Stranded on the Carbon Bubble? Climate Policy Risk and the Pricing of Bank Loans," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-10, Feb, revised May 2018.
  34. Shusen Qi & Steven Ongena, 2018, "Fuel the Engine: Bank Credit and Firm Innovation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-61, Nov.
  35. Altavilla, Carlo & Boucinha, Miguel & Holton, Sarah & Ongena, Steven, 2018, "Credit supply and demand in unconventional times," Working Paper Series, European Central Bank, number 2202, Nov.
  36. Steven Ongena & Ann L. Owen & Judit Temesvary, 2018, "A Global Lending Channel Unplugged? Does U.S. Monetary Policy Affect Cross-border and Affiliate Lending by Global U.S. Banks?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-008, Feb, DOI: 10.17016/FEDS.2018.008.
  37. Salih Fendoglu & Steven Ongena, 2018, "Tracing the Impact of a Sudden Stop: The Role of Bank Rollover Risks, Expectations, and Domestic Production Networks," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1818.
  38. de Haas, Ralph & Lu, Liping & Ongena, S.R.G., 2018, "Clear and Close Competitors? : On the Causes and Consequences of Bilateral Competition between Banks," Discussion Paper, Tilburg University, Center for Economic Research, number 2018-027.
  39. Delis, Manthos D. & Hasan, Iftekhar & Ongena, Steven, 2018, "Democratic development and credit: "Democracy doesn't come cheap" But at least credit to its corporations will be," Bank of Finland Research Discussion Papers, Bank of Finland, number 18/2018.
  40. Méndez, Lizethe & Ongena, Steven, 2018, ""Finance and growth" re-loaded," CFS Working Paper Series, Center for Financial Studies (CFS), number 604.
  41. Francis Breedon & Louisa Chen & Angelo Ranaldo & Nicholas Vause, 2018, "Judgement Day: algorithmic trading around the Swiss franc cap removal," Bank of England Staff Working Paper series, Bank of England, number 711, Feb.
  42. Gino Cenedese & Angelo Ranaldo & Michalis Vasios, 2018, "OTC premia," Bank of England Staff Working Paper series, Bank of England, number 751, Aug.
  43. Mario di Filippo & Angelo Ranaldo & Jan Wrampelmeyer, 2018, "Unsecured and Secured Funding," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-038/IV, Apr.
  44. Angelo Ranaldo & Fabricius Somogyi, 2018, "Asymmetric Information Risk in FX Markets," Working Papers on Finance, University of St. Gallen, School of Finance, number 1820, Sep, revised Apr 2020.
  45. Angelo Ranaldo & Paolo Santucci de Magistris, 2018, "Trading Volume, Illiquidity and Commonalities in FX Markets," Working Papers on Finance, University of St. Gallen, School of Finance, number 1823, Nov, revised Oct 2019.
  46. Raphael Auer & Ariel Burstein & Sarah M Lein, 2018, "Exchange rates and prices: evidence from the 2015 Swiss franc appreciation," BIS Working Papers, Bank for International Settlements, number 751, Oct.
  47. Bäurle, Gregor & Lein, Sarah M. & Steiner, Elizabeth, 2018, "Employment Adjustment and Financial Constraints - Evidence from Firm-level Data," Working papers, Faculty of Business and Economics - University of Basel, number 2018/07.
  48. Dario Cestau & Burton Hollifield & Dan Li & Norman Schürhoff, 2018, "Municipal Bond Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-69, Oct.
  49. Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2018, "Spanning Tests for Markowitz Stochastic Dominance," Papers, arXiv.org, number 1810.10800, Oct.
  50. Laurent Barras & Patrick Gagliardini & O. Scaillet, 2018, "The Cross-Sectional Distribution of Fund Skill Measures," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-66, Oct.
  51. Stefano Ramelli & Alexander F. Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2018, "Stock Price Rewards to Climate Saints and Sinners: Evidence from the Trump Election," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-63, Sep.
  52. Wagner, Alexander F. & Ramelli, Stefano & Zeckhauser, Richard & Ziegler, Alexandre, 2018, "Investor Rewards to Climate Responsibility: Stock-Price Responses to the Opposite Shocks of the 2016 and 2020 U.S. Elections," CEPR Discussion Papers, Centre for Economic Policy Research, number 13206, Sep.
  53. Wagner, Alexander F. & Gibson Brandon, Rajna & Sohn, Matthias & Tanner, Carmen, 2018, "Earnings Management and Managerial Honesty: The Investors’ Perspectives," CEPR Discussion Papers, Centre for Economic Policy Research, number 13207, Sep.
  54. Stefano Ramelli & Alexander F. Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2018, "Investor Rewards to Climate Responsibility: Evidence from the 2016 Climate Policy Shock," NBER Working Papers, National Bureau of Economic Research, Inc, number 25310, Nov.
  55. WEBER Matthias, & STRIAUKAS Jonas, & SCHUMACHER Martin, & HARALD Binder,, 2018, "Network constrained covariate coefficient and connection sign estimation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018018, Jun.
  56. Akvile Bertasiute & Domenico Massaro & Matthias Weber, 2018, "The behavioral economics of currency unions: Economic integration and monetary policy," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 49, Apr.
  57. Kopanyi-Peuker, Anita & Weber, Matthias, 2018, "Experience Does not Eliminate Bubbles: Experimental Evidence," SocArXiv, Center for Open Science, number ecj7q, Dec, DOI: 10.31235/osf.io/ecj7q.

2017

  1. Philippe Bacchetta & Eric van Wincoop, 2017, "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-15, Apr.
  2. Philippe Bacchetta, 2017, "The Sovereign Money Initiative in Switzerland: An Assessment," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-25, Aug.
  3. Bacchetta, Philippe, 2017, "The Sovereign Money Initiative in Switzerland: An Economic Assessment," CEPR Discussion Papers, Centre for Economic Policy Research, number 12349, Oct.
  4. Philippe Bacchetta, 2017, "Slow Moving Capital: Evidence from Global Equity Portfolios," 2017 Meeting Papers, Society for Economic Dynamics, number 1166.
  5. Goldsmith-Pinkham, Paul & Walther, Ansgar, 2017, "Predictably Unequal? The Effects of Machine Learning on Credit Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 12448, Nov.
  6. Andreas Fuster & Eilidh Geddes & Benedict Guttman-Kenney & Andrew F. Haughwout, 2017, "How Resilient Is the U.S. Housing Market Now?," Liberty Street Economics, Federal Reserve Bank of New York, number 20170213, Feb.
  7. Andreas Fuster & Andrew F. Haughwout, 2017, "The Evolution of Home Equity Ownership," Liberty Street Economics, Federal Reserve Bank of New York, number 20170214, Feb.
  8. Andreas Fuster & Eilidh Geddes & Andrew F. Haughwout, 2017, "Houses as ATMs No Longer," Liberty Street Economics, Federal Reserve Bank of New York, number 20170215, Feb.
  9. Martin Beraja & Andreas Fuster & Erik Hurst & Joseph Vavra, 2017, "Regional Heterogeneity and Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 23270, Mar.
  10. Tarun Chordia & Amit Goyal & Alessio Saretto, 2017, "p-Hacking: Evidence from Two Million Trading Strategies," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-37, Aug, revised Apr 2018.
  11. Harald Hau & Yi Huang & Gewei Wang, 2017, "Firm Response to Competitive Shocks: Evidence from China's Minimum Wage Policy," CESifo Working Paper Series, CESifo, number 6637.
  12. Ernest Dautovic & Harald Hau & Yi Huang, 2017, "The Consumption Response to Minimum Wages: Evidence from Chinese Households," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-01, Jan.
  13. Harald Hau & Peter Hoffmann & Sam Langfield & Yannick Timmer, 2017, "Discriminatory Pricing of Over-the-Counter Derivatives," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-70, Dec.
  14. Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2017, "Closing Down the Shop: Optimal Health and Wealth Dynamics Near the End of Life," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-11, Mar, revised May 2018.
  15. Severine Arnold (-Gaille) & Anca Jijiie & Eric Jondeau & Michael Rockinger, 2017, "Periodic or Generational Actuarial Tables: Which One to Choose?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-71, Dec.
  16. Scott R. Baker & Stephanie Johnson & Lorenz Kueng, 2017, "Shopping for Lower Sales Tax Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 23665, Aug.
  17. Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2017, "Re-Use of Collateral: Leverage, Volatility, and Welfare," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-04, Feb.
  18. Sergio Mayordomo & Antonio Moreno & Steven Ongena & María Rodríguez-Moreno, 2017, ""Keeping it personal" or "getting real"? On the drivers and effectiveness of personal versus real loan guarantees," Working Papers, Banco de España, number 1715, May.
  19. José-Luis Peydró [AP BACKUP – NOW EXTERNAL] & Gabriel Jiménez & Steven Ongena & Jesús Saurina & José-Luis Peydró, 2017, "Do Demand or Supply Factors Drive Bank Credit, in Good and Crisis Times?," Working Papers, Barcelona School of Economics, number 966, May.
  20. Sascha KOLARIC & Florian KIESEL & Steven ONGENA, 2017, "Market Discipline Through Credit Ratings and Too-Big-To-Fail in Banking?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-09, Mar.
  21. Manthos D. DELIS & Iftekhar HASAN & Steven ONGENA, 2017, "Democracy and Credit “Democracy Doesn`t Come Cheap” But At Least Credit to Its Corporations Will Be," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-14, May.
  22. Elena Carletti & Paolo Colla & G. Mitu Gulati & Steven Ongena, 2017, "The Price of Law: The Case of the Eurozone Collective Action Clauses," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-35, Nov.
  23. Shusen Qi & Ralph De Haas & Steven Ongena & Stefan Straetmans & Tamas Vadasz, 2017, "Move a Little Closer? Information Sharing and the Spatial Clustering of Bank Branches," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-74, Dec, revised Jun 2023.
  24. Ongena, Steven & Delis, Manthos & Hasan, Iftekhar, 2017, "Democracy and Credit “Democracy Doesn`t Come Cheap†But At Least Credit to Its Corporations Will Be," CEPR Discussion Papers, Centre for Economic Policy Research, number 11840, Feb.
  25. Ongena, Steven & Célérier, Claire & Kick, Thomas, 2017, "Changes in the Cost of Bank Equity and the Supply of Bank Credit," CEPR Discussion Papers, Centre for Economic Policy Research, number 12172, Jul.
  26. Gündüz, Yalin & Ongena, Steven & Tümer-Alkan, Günseli & Yu, Yuejuan, 2017, "CDS and credit: Testing the small bang theory of the financial universe with micro data," Discussion Papers, Deutsche Bundesbank, number 16/2017.
  27. Goncharenko, Roman & Ongena, Steven & Rauf, Asad, 2017, "The agency of CoCo: Why do banks issue contingent convertible bonds?," CFS Working Paper Series, Center for Financial Studies (CFS), number 586.
  28. Sarah Lein & Ariel Burstein & Raphael Auer, 2017, "Price and Consumption Responses to Large Exchange Rate Shocks: Evidence from Switzerland," 2017 Meeting Papers, Society for Economic Dynamics, number 1148.
  29. Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff, 2017, "Relationship Trading in OTC Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-30, Dec.
  30. Olivier Scaillet & Adrien Treccani & Christopher Trevisan, 2017, "High-Frequency Jump Analysis of the Bitcoin Market," Papers, arXiv.org, number 1704.08175, Apr, revised Jun 2017.
  31. Rajna Gibson & Matthias Sohn & Carmen Tanner & Alexander F. Wagner, 2017, "Investing in Managerial Honesty," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-03, Jan.
  32. Alexander F. Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2017, "Company Stock Reactions to the 2016 Election Shock: Trump, Taxes and Trade," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-06, Feb.
  33. Michał DZIELINSKI & Alexander F. WAGNER & Richard J. ZECKHAUSER, 2017, "Straight Talkers and Vague Talkers: The Effects of Managerial Style in Earnings Conference Calls," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-13, May, revised Jun 2017.
  34. Florian Eugster & Alexander F. Wagner, 2017, "Earning Investor Trust: The Role of Past Earnings Management," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-31, May, revised Mar 2018.
  35. Alexander F. Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2017, "Paths to Convergence: Stock Price Behavior After Donald Trump's Election," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-36, Sep, revised Feb 2018.
  36. Toshihiro OKUBO & Alexander F. WAGNER & Kazuo YAMADA, 2017, "Does Foreign Ownership Explain Company Export and Innovation Decisions? Evidence from Japan," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 17099, Jul.
  37. Christoph Aymanns & Jakob Foerster & Co-Pierre Georg & Matthias Weber, 2017, "Fake News in Social Networks," Papers, arXiv.org, number 1708.06233, Aug, revised Oct 2025.
  38. Cars Hommes & Domenico Massaro & Matthias Weber, 2017, "Monetary Policy under Behavioral Expectations: Theory and Experiment," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 42, Mar.

2016

  1. Ines Chaieb & Vihang R. Errunza & Rajna Gibson, 2016, "How Does Sovereign Bond Market Integration Relate to Fundamentals and CDS Spreads?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-52, Jul.
  2. Romain Boulland & François Degeorge & Edith Ginglinger, 2016, "News Dissemination and Investor Attention," Post-Print, HAL, number halshs-01316170, DOI: 10.1093/rof/rfw018.
  3. Rüdiger Fahlenbrach & Robert Prilmeier & René M. Stulz, 2016, "Why Does Fast Loan Growth Predict Poor Performance for Banks?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-24, Mar.
  4. Michael J. Fleming & Andreas Fuster & Linsey Molloy & Rich Podjasek, 2016, "Has MBS Market Liquidity Deteriorated?," Liberty Street Economics, Federal Reserve Bank of New York, number 20160208a, Feb.
  5. Andreas Fuster & Benedict Guttman-Kenney & Andrew F. Haughwout, 2016, "Tracking and stress-testing U.S. household leverage," Staff Reports, Federal Reserve Bank of New York, number 787, Aug.
  6. Luis Armona & Andreas Fuster & Basit Zafar, 2016, "Home price expectations and behavior: evidence from a randomized information experiment," Staff Reports, Federal Reserve Bank of New York, number 798, Oct.
  7. Eric Jondeau & Michael Rockinger, 2016, "Forecasting Financial Returns with a Structural Macroeconomic Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-13, Mar.
  8. Lorenz Kueng & Evgeny Yakovlev, 2016, "Long-Run Effects of Public Policies: Endogenous Alcohol Preferences and Life Expectancy in Russia," Working Papers, New Economic School (NES), number w0219, May.
  9. Markus Leippold & Steven Schaerer, 2016, "Discrete-Time Option Pricing with Stochastic Liquidity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-15, Mar.
  10. Lilia Mukhlynina & Kjell G. Nyborg, 2016, "The Choice of Valuation Techniques in Practice: Education versus Profession," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-36, Apr.
  11. Falko Fecht & Kjell G. Nyborg & Jörg Rocholl & Jiri Woschitz, 2016, "Collateral, Central Bank Repos, and Systemic Arbitrage," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-66, Nov.
  12. Paola Morales Acevedo & Steven Ongena, 2016, "Fear, Anger and Credit. On Bank Robberies and Loan Conditions," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1513.
  13. Ugo Albertazzi & Margherita Bottero & Leonardo Gambacorta & Steven Ongena, 2016, "Asymmetric information and the securitization of SME loans," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1091, Dec.
  14. Michael R King & Steven Ongena & Nikola Tarashev, 2016, "Bank standalone credit ratings," BIS Working Papers, Bank for International Settlements, number 542, Jan.
  15. Raphael Auer & Steven Ongena, 2016, "The countercyclical capital buffer and the composition of bank lending," BIS Working Papers, Bank for International Settlements, number 593, Dec.
  16. Elena Carletti & Steven Ongena & Jan-Peter Siedlarek & Giancarlo Spagnolo, 2016, "The Impact of Merger Legislation on Bank Mergers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-33, May.
  17. Reint Gropp & Thomas C. Mosk & Steven Ongena & Carlo Wix, 2016, "Bank Response to Higher Capital Requirements: Evidence from a Quasi-Natural Experiment," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-70, Nov.
  18. van Horen, Neeltje & Ongena, Steven & Popov, Alexander, 2016, "The invisible hand of the government: "Moral suasion" during the European sovereign debt crisis," CEPR Discussion Papers, Centre for Economic Policy Research, number 11153, Mar.
  19. Ongena, Steven & Cerqueiro, Geraldo & Roszbach, Kasper, 2016, "Collateral damage? On collateral, corporate financing and performance," Working Paper Series, European Central Bank, number 1918, Jun.
  20. Delis, Manthos D & Iosifidi, Maria & Kokas, Sotirios & Ongena, Steven & Xefteris, Dimitrios, 2016, ""What's the Use of Having a Reputation If You Can't Ruin It Every Now and Then?" Regulatory Enforcement Actions on Banks and the Structure of Loan Syndicates," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 16511, Apr.
  21. Olivier De Jonghey & Hans Dewachter & Steven Ongenax, 2016, "Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions," Working Paper Research, National Bank of Belgium, number 303, Oct.
  22. Diana Bonfim & Gil Nogueira & Steven Ongena, 2016, "Sorry, We're Closed: Loan Conditions When Bank Branches Close and Firms Transfer to Another Bank," Working Papers, Banco de Portugal, Economics and Research Department, number w201607.
  23. Angelo Ranaldo & Enzo Rossi, 2016, "Uniform-price auctions for Swiss government bonds: Origin and evolution," Economic Studies, Swiss National Bank, number 2016-10.
  24. , 2016, "Funding Illiquidity," Working Papers on Finance, University of St. Gallen, School of Finance, number 1601, Jan, revised Sep 2019.
  25. 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 estimates, it utilizes a wider information set, nam," Working Papers on Finance, University of St. Gallen, School of Finance, number 1604, Jan, revised Apr 2017.
  26. Ranaldo, Angelo & Rupprecht, Matthias, 2016, "The Forward Premium in Short-Term Rates," Working Papers on Finance, University of St. Gallen, School of Finance, number 1619, Oct, revised Sep 2019.
  27. Antonio Cosma & Stefano Galluccio & Paola Pederzoli & Olivier Scaillet, 2016, "Early exercise decision in American options with dividends, stochastic volatility and jumps," Papers, arXiv.org, number 1612.03031, Dec.
  28. Patrick Gagliardini & Elisa Ossola & Olivier Scaillet, 2016, "A diagnostic criterion for approximate factor structure," Papers, arXiv.org, number 1612.04990, Dec, revised Aug 2017.
  29. Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2016, "Predictability Hidden by Anomalous Observations," Papers, arXiv.org, number 1612.05072, Dec.
  30. Olivier Scaillet, 2016, "On Ill-Posedness of Nonparametric Instrumental Variable Regression With Convexity Constraints," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-06, Jan.
  31. Lorenzo CAMPONOVO & Olivier SCAILLET & Fabio TROJANI, 2016, "Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-41, Jul.
  32. Ivan Petzev & Andreas Schrimpf & Alexander F. Wagner, 2016, "Has the pricing of stocks become more global?," BIS Working Papers, Bank for International Settlements, number 560, May.
  33. Urs Birchler & René Hegglin & Michael R. Reichenecker & Alexander F. Wagner, 2016, "Which Swiss Gnomes Attract Money? Efficiency and Reputation as Performance Drivers of Wealth Management Banks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-28, Mar.
  34. Matthias Weber & John Duffy & Arthur Schram, 2016, "An Experimental Study of Bond Market Pricing," Working Papers, University of California-Irvine, Department of Economics, number 161701, Aug.
  35. Matthias Weber, 2016, "The Effects of Listing Authors in Alphabetical Order: A survey of the Empirical Evidence," Bank of Lithuania Occasional Paper Series, Bank of Lithuania, number 12, Oct.

2015

  1. Philippe BACCHETTA & Ouarda MERROUCHE, 2015, "Countercyclical Foreign Currency Borrowing: Eurozone Firms in 2007-2009," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-63, Oct.
  2. Bacchetta, Philippe & van Wincoop, Eric & Perazzi, Elena, 2015, "Self-Fulfilling Debt Crises: Can Monetary Policy Really Help?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10609, May.
  3. Yannick Kalantzis & Kenza Benhima & Philippe Bacchetta, 2015, "Liquidity trap and secular stagnation," 2015 Meeting Papers, Society for Economic Dynamics, number 661.
  4. Matthias EFING & Rüdiger FAHLENBRACH & Christoph HERPFER & Philipp KRÜGER, 2015, "How Do Investors and Firms React to an Unexpected Currency Appreciation Shock?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-65, Dec, revised Jan 2016.
  5. Lisa Chauvet & Paul Collier & Andreas Fuster, 2015, "Supervision and Project Performance: A Principal-Agent Approach," Working Papers, DIAL (Développement, Institutions et Mondialisation), number DT/2015/04, Feb.
  6. W. Scott Frame & Andreas Fuster & Joseph Tracy & James Vickery, 2015, "The rescue of Fannie Mae and Freddie Mac," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2015-2, Mar.
  7. John Campbell & Andreas Fuster & David O. Lucca & Stijn Van Nieuwerburgh & James Vickery, 2015, "Rethinking Mortgage Design," Liberty Street Economics, Federal Reserve Bank of New York, number 20150824, Aug.
  8. W. Scott Frame & Andreas Fuster & Joseph Tracy & James Vickery, 2015, "Evaluating the Rescue of Fannie Mae and Freddie Mac," Liberty Street Economics, Federal Reserve Bank of New York, number 20151015, Oct.
  9. Martin Beraja & Andreas Fuster & Erik Hurst & Joseph Vavra, 2015, "Regional heterogeneity and the refinancing channel of monetary policy," Staff Reports, Federal Reserve Bank of New York, number 731, Jun.
  10. Heng GENG & Harald HAU & Sandy LAI, 2015, "Technological Progress and Ownership Structure," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-39, Sep.
  11. Eric JONDEAU & Amir KHALILZADEH, 2015, "Collateralization, Leverage, and Stressed Expected Loss," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-24, Jul, revised Aug 2015.
  12. Eric JONDEAU & Qunzi ZHANG, 2015, "Average Skewness Matters!," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-47, Nov.
  13. Bryan Hong & Lorenz Kueng & Mu-Jeung Yang, 2015, "Estimating Management Practice Complementarity between Decentralization and Performance Pay," NBER Working Papers, National Bureau of Economic Research, Inc, number 20845, Jan.
  14. Mu-Jeung Yang & Lorenz Kueng & Bryan Hong, 2015, "Business Strategy and the Management of Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 20846, Jan.
  15. Lorenz Kueng, 2015, "Explaining Consumption Excess Sensitivity with Near-Rationality: Evidence from Large Predetermined Payments," NBER Working Papers, National Bureau of Economic Research, Inc, number 21772, Dec.
  16. Markus LEIPPOLD & Nikola VASILJEVIC, 2015, "Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-08, Feb, revised Mar 2015.
  17. Kjell G. NYBORG, 2015, "Central Bank Collateral Frameworks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-10, Feb.
  18. Nyborg, Kjell G., 2015, "Bank Supervision after the Financial Crisis: Signals from the Market for Liquidity," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2015/14, Apr.
  19. José-Luis Peydró [AP BACKUP – NOW EXTERNAL] & Gabriel Jiménez & Steven Ongena & Jesús Saurina & José-Luis Peydró, 2015, "Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments," Working Papers, Barcelona School of Economics, number 628, Sep.
  20. Alper Kara & David Marques-Ibanez & Steven Ongena, 2015, "Securitization and Credit Quality," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 15013, Nov.
  21. Ongena, Steven & Popov, Alexander, 2015, "Gender bias and credit access," Working Paper Series, European Central Bank, number 1822, Jul.
  22. Alper Kara & David Marques-Ibanez & Steven Ongena, 2015, "Securitization and lending standards: Evidence from the European wholesale loan market," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1141, Aug, DOI: 10.17016/IFDP.2015.1141.
  23. Manthos D. Delis & Sotirios Kokas & Steven Ongena, 2015, "Bank market power and firm performance," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 02-2015, Feb.
  24. He, Qing & Lu, Liping & Ongena, Steven, 2015, "Who gains from credit granted between firms? Evidence from inter-corporate loan announcements made in China," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 1/2015.
  25. Ongena, Steven & Tümer-Alkan, Günseli & von Westernhagen, Natalja, 2015, "Do exposures to sagging real estate, subprime or conduits abroad lead to contraction and flight to quality in bank lending at home?," Discussion Papers, Deutsche Bundesbank, number 09/2015.
  26. Beck, Günter W. & Lein, Sarah M., 2015, "Microeconometric evidence on demand-side real rigidity and implications for monetary non-neutrality," Working papers, Faculty of Business and Economics - University of Basel, number 2015/13.
  27. Erwan Morellec & Boris Nikolov & Norman Schürhoff, 2015, "Agency Conflicts Around the World," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-21, Jul, revised Apr 2016.
  28. Pascal ST-AMOUR, 2015, "Human Capital and Employment Risks Diversification," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-18, Apr, revised Jun 2015.
  29. Peter H. GRUBER & Claudio TEBALDI & Fabio TROJANI, 2015, "The Price of the Smile and Variance Risk Premia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-36, Sep.
  30. Paul Schneider & Fabio Trojani, 2015, "Divergence and the Price of Uncertainty," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-60, Nov.
  31. Rajna GIBSON BRANDON & Carmen TANNER & Alexander F. WAGNER, 2015, "The Choice of Honesty: An Experiment Regarding Heterogeneous Responses to Situational Social Norms," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-01, Jan.
  32. Marina DRUZ & Alexander F. WAGNER & Alexander Richard J. ZECKHAUSER, 2015, "Tips and Tells from Managers: How Analysts and the Market Read Between the Lines of Conference Calls," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-02, Jan.
  33. Peter S. SCHMIDT & Urs VON ARX & Andreas SCHRIMPF & Alexander F. WAGNER & Andreas ZIEGLER, 2015, "Size and Momentum Profitability in International Stock Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-29, Jul.
  34. Zeckhauser, Richard & Wagner, Alexander F. & Druz, Marina, 2015, "Reading Managerial Tone: How Analysts and the Market Respond to Conference Calls," CEPR Discussion Papers, Centre for Economic Policy Research, number 10364, Jan.

2014

  1. Philippe BACCHETTA & Kenza BENHIMA & Céline POILLY, 2014, "Corporate Cash and Employment," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-01, Jan.
  2. Philippe BACCHETTA & Kenza BENHIMA, 2014, "Corporate Saving in Global Rebalancing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-35, May.
  3. Ines CHAIEB & Vihang ERRUNZA, 2014, "Exchange Risk and Market Integration," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-10, Feb.
  4. Ines CHAIEB & Vihang ERRUNZA & Rajna GIBSON BRANDON, 2014, "Integration of Sovereign Bonds Markets: Time Variation and Maturity Effects," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-47, Jul.
  5. Theodosios Dimopoulos & Stefano Sacchetto, 2014, "Merger Activity in Industry Equilibrium," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2012-E47, Dec.
  6. Theodosios Dimopoulos & Stefano Sacchetto, 2014, "Preemptive Bidding, Target Resistance, and Takeover Premiums," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2012-E46, Dec.
  7. Nicole M. Boyson & Rüdiger Fahlenbrach & René M. Stulz, 2014, "Why Don’t All Banks Practice Regulatory Arbitrage? Evidence from Usage of Trust Preferred Securities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-21, Mar, revised Dec 2015.
  8. Boyson, Nicole M. & Fahlenbrach, Rudiger & Stulz, Rene M., 2014, "Why Do Banks Practice Regulatory Arbitrage? Evidence from Usage of Trust Preferred Securities," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2014-01, Nov.
  9. Matthew Cocci & Andreas Fuster & Wilbert Van der Klaauw & Basit Zafar, 2014, "Introducing the SCE Housing Survey," Liberty Street Economics, Federal Reserve Bank of New York, number 20140908, Sep.
  10. Nina Boyarchenko & Andreas Fuster & David O. Lucca, 2014, "Understanding mortgage spreads," Staff Reports, Federal Reserve Bank of New York, number 674, May.
  11. Andreas Fuster & Basit Zafar, 2014, "The sensitivity of housing demand to financing conditions: evidence from a survey," Staff Reports, Federal Reserve Bank of New York, number 702, Nov.
  12. Matthias Efing & Harald Hau & Patrick Kampkötter & Johannes Steinbrecher, 2014, "Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks," CESifo Working Paper Series, CESifo, number 4984.
  13. Harald Hau & Sandy Lai, 2014, "Asset Allocation and Monetary Policy: Evidence from the Eurozone," CESifo Working Paper Series, CESifo, number 5005.
  14. Julien HUGONNIER & Benjamin LESTER & Pierre-Olivier WEILL, 2014, "Heterogeneity in Decentralized Asset Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-67, Dec.
  15. Julien Hugonnier & Erwan Morellec, 2014, "Bank Capital, Liquid Reserves, and Insolvency Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-70, Jun.
  16. Pierre-Olivier Weill & Benjamin Lester & Julien Hugonnier, 2014, "Decentralized Asset Markets with a Continuum of Types," 2014 Meeting Papers, Society for Economic Dynamics, number 427.
  17. Eric JONDEAU & Florian PELGRIN, 2014, "Estimating Aggregate Autoregressive Processes When Only Macro Data are Available," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-43, Jun.
  18. Eric JONDEAU & Michael ROCKINGER, 2014, "Optimal Long-Term Allocation with Pension Fund Liabilities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-58, Oct.
  19. Eric JONDEAU & Qunzi ZHANG, 2014, "Asymmetric Beta Comovement and Systematic Downside Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-59, Nov.
  20. Lorenz Kueng & Evgeny Yakovlev, 2014, "The Long-Run Effects of a Public Policy on Alcohol Tastes and Mortality," NBER Working Papers, National Bureau of Economic Research, Inc, number 20298, Jul.
  21. Lorenz Kueng, 2014, "Tax News: The Response of Household Spending to Changes in Expected Taxes," NBER Working Papers, National Bureau of Economic Research, Inc, number 20437, Aug.
  22. Lorenz Kueng & Mu-Jeung Yang & Bryan Hong, 2014, "Sources of Firm Life-Cycle Dynamics: Differentiating Size vs. Age Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 20621, Oct.
  23. Felix Kubler & John Geanakoplos, 2014, "Why is too much leverage bad for the economy?," 2014 Meeting Papers, Society for Economic Dynamics, number 573.
  24. Markus LEIPPOLD & Jacob STROMBERG, 2014, "Strategic Technology Adoption and Hedging under Incomplete Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-73, Nov, revised Jan 2015.
  25. Mr. Stijn Claessens & Swart R. Ghosh & Miss Roxana Mihet, 2014, "Macro-Prudential Policies to Mitigate Financial System Vulnerabilities," IMF Working Papers, International Monetary Fund, number 2014/155, Aug.
  26. Steven ONGENA & Shusen QI & Fengming QIN, 2014, "The Impact of Foreign Bank Presence on Foreign Direct Investment in China," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-13, Jan.
  27. Chunshuo LI & Steven ONGENA, 2014, "Bank Loan Announcements and Borrower Stock Returns Before and During the Recent Financial Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-26, Mar, revised Jul 2015.
  28. Fabio BRAGGION & Mintra DWARKASING & Steven ONGENA, 2014, "Household Inequality, Entrepreneurial Dynamism and Corporate Financing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-27, Apr, revised Oct 2015.
  29. Sebastian C. MOENNINGHOFF & Steven ONGENA & Axel WIEANDT, 2014, "The Perennial Challenge to Counter Too-Big-To-Fail in Banking: Empirical Evidence from the New International Regulation Dealing with Global Systemically Important Banks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-33, May, revised Jan 2015.
  30. Steven Ongena & Ibolya Schindele & Dzsamila Vonnak, 2014, "In Lands of Foreign Currency Credit, Bank Lending Channels Run Through? The Effects of Monetary Policy at Home and Abroad on the Currency Denomination of the Supply of Credit," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1424, Oct.
  31. Manthos D. Delis & Sotirios Kokas & Steven Ongena, 2014, "Foreign ownership and market power in banking: Evidence from a world sample," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 03-2014, Feb.
  32. Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G., 2014, "Precious Metals Under the Microscope: A High-Frequency Analysis," Working Papers on Finance, University of St. Gallen, School of Finance, number 1409, Jan.
  33. Terrence HENDERSHOTT & Dmitry LIVDAN & Norman SCHUERHOFF, 2014, "Are Institutions Informed About News?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-49, Jul.
  34. Dan LI & Norman SCHUERHOFF, 2014, "Dealer Networks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-50, Oct.
  35. Florian PELGRIN & Pascal ST-AMOUR, 2014, "Life Cycle Responses to Health Insurance Status," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-31, May, revised Jun 2015.
  36. Trojani, Fabio & Wiehenkamp, Christian & Wrampelmeyer, Jan, 2014, "Ambiguity and Reality," Working Papers on Finance, University of St. Gallen, School of Finance, number 1418, Dec.
  37. Marc ARNOLD & Dustin SCHUETTE & Alexander WAGNER, 2014, "Pay Attention or Pay Extra: Evidence on the Compensation of Investors for the Implicit Credit Risk of Structured Products," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-24, Mar, revised Jul 2014.
  38. Gibson Brandon, Rajna & Wagner, Alexander F. & Tanner, Carmen, 2014, "How effective are social norm interventions? Evidence from a laboratory experiment on managerial honesty," CEPR Discussion Papers, Centre for Economic Policy Research, number 9880, Mar.
  39. Arnold, Marc & Schuette, Dustin & Wagner, Alexander, 2014, "Neglected Risk: Evidence from Structured Product Counterparty Exposure," Working Papers on Finance, University of St. Gallen, School of Finance, number 1406, Mar, revised Apr 2016.
  40. Matthias Weber, 2014, "Solving the Inverse Power Problem in Two-Tier Voting Settings," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-019/I, Feb.
  41. Matthias Weber, 2014, "Choosing Voting Systems behind the Veil of Ignorance: A Two-Tier Voting Experiment," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-042/I, Apr.
  42. Sascha Kurz & Nicola Maaser & Stefan Napel & Matthias Weber, 2014, "Mostly Sunny: A Forecast of Tomorrow's Power Index Research," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-058/I, May.
  43. Matthias Weber & Martin Schumacher & Harald Binder, 2014, "Regularized Regression Incorporating Network Information: Simultaneous Estimation of Covariate Coefficients and Connection Signs," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-089/I, Jul.

2013

  1. Bacchetta, P. & Benhima, K. & Yannick Kalantzis, 2013, "Optimal Exchange Rate Policy in a Growing Semi-Open Economy," Working papers, Banque de France, number 452.
  2. Philippe Bacchetta & Eric van Wincoop, 2013, "The Great Recession: A Self-Fulfilling Global Panic," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-28, May.
  3. Philippe Bacchetta & Eric van Wincoop, 2013, "Sudden Spikes in Global Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-36, Jan.
  4. Tony Berrada & Jerome Detemple & Marcel Rindisbacher, 2013, "Asset Pricing with Regime-Dependent Preferences and Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-44, Aug, revised Oct 2013.
  5. Francois Degeorge & François Derrien & Ambrus Kecskes & Sebastien Michenaud, 2013, "Do Analysts' Preferences Affect Corporate Policies?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-22, Apr.
  6. Francois Degeorge & Jens Martin & Ludovic Phalippou, 2013, "On Secondary Buyouts," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-48, Sep, revised Feb 2015.
  7. Andreas Fuster & James Vickery, 2013, "Securitization and the fixed-rate mortgage," Staff Reports, Federal Reserve Bank of New York, number 594.
  8. Beshears, John Leonard & Choi, James J & Fuster, Andreas & Laibson, David I. & Madrian, Brigitte, 2013, "What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting," Scholarly Articles, Harvard University Department of Economics, number 12378032.
  9. Keith M. Marzilli Ericson & Andreas Fuster, 2013, "The Endowment Effect," NBER Working Papers, National Bureau of Economic Research, Inc, number 19384, Aug.
  10. Matthias Efing & Harald Hau, 2013, "Structured Debt Ratings: Evidence on Conflicts of Interest," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-21, Oct.
  11. Julien Hugonnier & Rodolfo Prieto, 2013, "Asset Pricing with Arbitrage Activity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-57, Nov.
  12. Ludovic Cales & Eric Jondeau & Michael Rockinger, 2013, "Long-Term Portfolio Management with a Structural Macroeconomic Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-45, Sep.
  13. Eric Jondeau & Jérôme Lahaye & Michael Rockinger, 2013, "Estimating the Price Impact of Trades in an High-Frequency Microstructure Model with Jumps," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-47, Oct, revised Feb 2016.
  14. Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2013, "Margin Regulation and Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-59, Dec.
  15. Felix Kubler & Johannes Brumm, 2013, "Applying Negishi's method to stochastic models with overlapping generations," 2013 Meeting Papers, Society for Economic Dynamics, number 1352.
  16. Chris Bardgett & Elise Gourier & Markus Leippold, 2013, "Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-40, Jul, revised Dec 2016.
  17. Calvet , Laurent E. & Fearnley, Marcus & Adlai J. , Fisher & Markus, Leippold, 2013, "What's Beneath the Surface? Option Pricing with Multifrequency Latent States," HEC Research Papers Series, HEC Paris, number 969, Jan.
  18. Antonio Mele & Yoshiki Obayashi & Catherine Shalen, 2013, "Dynamics of Interest Rate Swap and Equity Volatilities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-23, Apr.
  19. Antonio Mele & Yoshiki Obayashi, 2013, "Credit Variance Swaps and Volatility Indexes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-24, Apr.
  20. Antonio Mele & Yoshiki Obayashi, 2013, "Volatility Indexes and Contracts for Eurodollar and Related Deposits," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-25, Apr.
  21. Antonio Mele & Yoshiki Obayashi, 2013, "Volatility Indexes and Contracts for Government Bonds and Time Deposits," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-26, Apr.
  22. Antonio Mele & Yoshiki Obayashi, 2013, "The Price of Government Bond Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-27, Apr.
  23. Nyborg, Kjell & Wang, Zexi, 2013, "Stock Liquidity and Corporate Cash Holdings," CEPR Discussion Papers, Centre for Economic Policy Research, number 9535, Jul.
  24. Degryse, Hans & Ongena, Steven & Lu, Liping, 2013, "Informal or Formal Financing? Or Both? First Evidence on the Co-Funding of Chinese Firms," CEPR Discussion Papers, Centre for Economic Policy Research, number 9519, Jun.
  25. Ongena, Steven & Braggion, Fabio, 2013, "A Century of Firm ? Bank Relationships: Did Banking Sector Deregulation Spur Firms to Add Banks and Borrow More?," CEPR Discussion Papers, Centre for Economic Policy Research, number 9695, Oct.
  26. di Mauro, Filippo & Ongena, Steven & Caristi, Pierluigi & Couderc, Stéphane & di Maria, Angela & Ho, Lauren & Grewal, Beljeet Kaur & Masciantonio, Sergio & Zaher, Sajjad, 2013, "Islamic finance in Europe," Occasional Paper Series, European Central Bank, number 146, Jun.
  27. Ongena, S. & Peydro, J.L. & van Horen, N., 2013, "Shocks Abroad, Pain at Home? Bank-firm Level Evidence on the International Transmission of Financial Shocks," Discussion Paper, Tilburg University, Center for Economic Research, number 2013-040.
  28. Ongena, S. & Popov, A., 2013, "Take Care Of Home And Family, Honey, And Let Me Take Care Of The Money. Gender Bias And Credit Market Barriers For Female Entrepreneurs," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6e4843b2-e333-48f5-bf18-7.
  29. Gabriel Jiménez & Steven Ongena & José-Luis Peydró & Jesús Saurina, 2013, "Hazardous times for monetary policy: what do twenty-three million bank loans say about the effects on credit risk-taking?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1705, May.
  30. Karnaukh, Nina & Ranaldo, Angelo & Söderlind, Paul, 2013, "Understanding FX Liquidity," Working Papers on Finance, University of St. Gallen, School of Finance, number 1315, Sep, revised Apr 2015.
  31. Mancini, Loreano & Ranaldo, Angelo & Wrampelmeyer, Jan, 2013, "The Euro Interbank Repo Market," Working Papers on Finance, University of St. Gallen, School of Finance, number 1316, Sep, revised Sep 2015.
  32. Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G., 2013, "Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals," Working Papers on Finance, University of St. Gallen, School of Finance, number 1318, May.
  33. Ranaldo, Angelo & Reynard, Samuel, 2013, "Monetary Policy Effects on Long-term Rates and Stock Prices," Working Papers on Finance, University of St. Gallen, School of Finance, number 1322, Nov.
  34. Matthias Weber & Arthur Schram, 2013, "The Non-Equivalence of Labor Market Taxes: A Real-Effort Experiment," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-030/I, Feb.

2012

  1. Bacchetta, P. & Benhima, K. & Yannick Kalantzis, 2012, "Capital Controls with International Reserve Accumulation: Can this Be Optimal?," Working papers, Banque de France, number 406.
  2. Bacchetta, Philippe & Benhima, Kenza, 2012, "The Demand for Liquid Assets, Corporate Saving, and Global Imbalances," CEPR Discussion Papers, Centre for Economic Policy Research, number 9268, Dec.
  3. Hervé Stolowy & Yuan Ding & Thomas Jeanjean & François Degeorge, 2012, "Analyst coverage, earnings management and financial development: An international study," Post-Print, HAL, number hal-00765628, Dec, DOI: 10.1016/j.jaccpubpol.2012.10.003.
  4. Romain Boulland & François Degeorge & Edith Ginglinger, 2012, "Targeted Communication and Investor Attention," Post-Print, HAL, number hal-01637669, May.
  5. François Derrien & François Degeorge, 2012, "Analyst Following, Underwriting Relationships and the Stock Price Performance of Initial Public Offerings," Working Papers, HAL, number hal-00696601, May.
  6. Andreas Fuster & Paul S. Willen, 2012, "Payment size, negative equity, and mortgage default," Public Policy Discussion Paper, Federal Reserve Bank of Boston, number 12-10.
  7. Andreas Fuster & David O. Lucca, 2012, "Why Isn’t the Thirty-Year Fixed-Rate Mortgage at 2.6 Percent?," Liberty Street Economics, Federal Reserve Bank of New York, number 20121231, Dec.
  8. Fuster, Andreas & Hebert, Benjamin Michael & Laibson, David I., 2012, "Investment Dynamics with Natural Expectations," Scholarly Articles, Harvard University Department of Economics, number 10139283.
  9. Assaf Eisdorfer & Amit Goyal & Alexei Zhdanov, 2012, "Misvaluation and Return Anomalies in Distress Stocks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-12, Mar.
  10. Harald Hau & Sam Langfield & David Marques-Ibanez, 2012, "Bank ratings-What determines their quality?," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 12012, Oct.
  11. Harald Hau, 2012, "The Exchange Rate Effect of Multi-Currency Risk Arbitrage," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-07, Feb.
  12. Peter G. Dunne & Harald Hau & Michael Moore, 2012, "Dealer Intermediation between Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-29, Aug.
  13. Hau, Harald & Lai, Sandy, 2012, "Real Effects of Stock Underpricing," CEPR Discussion Papers, Centre for Economic Policy Research, number 8820, Feb.
  14. Robert F. Engle & Eric Jondeau & Michael Rockinger, 2012, "Systemic Risk in Europe," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-45, Dec.
  15. GOTTARDI, Piero & KUBLER, Felix, 2012, "Dynamic Competitive Economies with Complete Markets and Collateral Constraints," Economics Working Papers, European University Institute, number ECO2012/17.
  16. Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm, 2012, "Margin Requirements and Asset Prices," 2012 Meeting Papers, Society for Economic Dynamics, number 533.
  17. Andreas Bloechlinger & Markus Leippold, 2012, "Are Ratings the Worst Form of Credit Assessment Apart from All the Others?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-09, Feb.
  18. Markus Leippold & Jacob Stromberg, 2012, "Time-Changed Lévy LIBOR Market Model: Pricing and Joint Estimation of the Cap Surface and Swaption Cube," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-23, May.
  19. Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp, 2012, "Financial Markets Equilibrium with Heterogeneous Agents," Post-Print, HAL, number halshs-00488537, Jan, DOI: 10.1093/rof/rfr018.
  20. Semyon Malamud & Marzena Rostek, 2012, "Decentralized Exchange," Working Papers, NET Institute, number 12-18, Sep.
  21. Valentina Corradi & Walter Distaso & Antonio Mele, 2012, "Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-18, Feb.
  22. Oya Celasun & Mr. Lev Ratnovski & Miss Roxana Mihet, 2012, "Commodity Prices and Inflation Expectations in the United States," IMF Working Papers, International Monetary Fund, number 2012/089, Mar.
  23. Miss Roxana Mihet, 2012, "Effects of Culture on Firm Risk-Taking: A Cross-Country and Cross-Industry Analysis," IMF Working Papers, International Monetary Fund, number 2012/210, Aug.
  24. Bhattacharya, Sudipto & Chabakauri, Georgy & Nyborg, Kjell, 2012, "Securitized banking, asymmetric information, and financial crisis: regulating systemic risk away," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119049, May.
  25. Adam Gersl & Petr Jakubik & Dorota Kowalczyk & Steven Ongena & Jose-Luis Peydro Alcalde, 2012, "Monetary Conditions and Banks' Behaviour in the Czech Republic," Working Papers, Czech National Bank, Research and Statistics Department, number 2012/02, Jan.
  26. Ongena, Steven & Popov, Alexander & Brown, Martin & Yesin, Pinar, 2012, "Who needs credit and who gets credit in Eastern Europe?," Working Paper Series, European Central Bank, number 1421, Feb.
  27. Ongena, Steven & Popov, Alexander & Udell, Gregory F., 2012, "When the cat's away the mice will play: does regulation at home affect bank risk taking abroad?," Working Paper Series, European Central Bank, number 1488, Nov.
  28. Cerqueiro, Geraldo & Ongena, Steven & Roszbach, Kasper, 2012, "Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 257, Feb.
  29. Martin Brown & Steven Ongena & Pinar Yesin, 2012, "Information Asymmetry and Foreign Currency Borrowing by Small Firms," Working Papers, Swiss National Bank, number 2012-05.
  30. Baele, L. & Farooq, M. & Ongena, S., 2012, "Of Religion and Redemption : Evidence from Default on Islamic Loans (Replaces CentER DP 2010-136)," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-014.
  31. Jimenez Porras, G. & Ongena, S. & Peydro, J.L. & Saurina, J., 2012, "Credit Supply versus Demand : Bank and Firm Balance-Sheet Channels in Good and Crisis Times," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-005.
  32. Chong, T.T.L. & Lu, L. & Ongena, S., 2012, "Does Banking Competition Alleviate or Worsen Credit Constraints Faced by Small and Medium Enterprises? Evidence from China (Replaces CentER DP 2011-006)," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-013.
  33. Chong, T.T.L. & Lu, L. & Ongena, S., 2012, "Does Banking Competition Alleviate or Worsen Credit Constraints Faced by Small and Medium Enterprises? Evidence from China (Replaces EBC DP 2011-001)," Other publications TiSEM, Tilburg University, School of Economics and Management, number 138a068d-03af-47e7-baba-0.
  34. Baele, L. & Farooq, M. & Ongena, S., 2012, "Of Religion and Redemption : Evidence from Default on Islamic Loans (Replaces EBC DP 2010-032)," Other publications TiSEM, Tilburg University, School of Economics and Management, number a4c6f21b-b35f-4fec-94cc-6.
  35. Francis Breedon & Angelo Ranaldo, 2012, "Intraday Patterns in FX Returns and Order Flow," Working Papers, Queen Mary University of London, School of Economics and Finance, number 694, Apr.
  36. Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2012, "Risk spillovers in international equity portfolios," Working Papers, Swiss National Bank, number 2012-03.
  37. Bo E. Honoré & Daniel Kaufmann & Sarah M. Lein, 2012, "Asymmetries in Price-Setting Behavior: New Microeconometric Evidence from Switzerland," Working Papers, Swiss National Bank, number 2012-09.
  38. Dario Cestau & Richard C. Green & Norman Schürhoff, 2012, "Tax-Subsidized Underpricing: Issuers and Underwriters in the Market for Build America Bonds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-32, Oct.
  39. Schürhoff, Norman & Chen, Zhihua & Lookman, Aziz & Seppi, Duane J, 2012, "Bond Ratings Matter: Evidence from the Lehman Brothers Index Rating Redefinition," CEPR Discussion Papers, Centre for Economic Policy Research, number 9108, Aug.
  40. Antonio Cosma & Stefano Galluccio & Paola Pederzoli & O. Scaillet, 2012, "Valuing American Options Using Fast Recursive Projections," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-26, Jun.
  41. Ilaria Piatti & Fabio Trojani, 2012, "Dividend Growth Predictability and the Price-Dividend Ratio," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-42, Jun.
  42. Zweimüller, Josef & Wagner, Alexander F. & Halla, Martin, 2012, "Immigration and Voting for the Far Right," CEPR Discussion Papers, Centre for Economic Policy Research, number 9102, Aug.
  43. Miller, Nolan & Wagner, Alexander F. & Zeckhauser, Richard J., 2012, "Solomonic Separation: Risk Decisions as Productivity Indicators," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp12-057, Nov.
  44. Halla, Martin & Wagner, Alexander F. & Zweimüller, Josef, 2012, "Does Immigration into Their Neighborhoods Incline Voters Toward the Extreme Right? The Case of the Freedom Party of Austria," IZA Discussion Papers, IZA Network @ LISER, number 6575, May.
  45. Martin Halla & Alexander F. Wagner & Josef Zweimüller, 2012, "Immigration and voting for the extreme right," ECON - Working Papers, Department of Economics - University of Zurich, number 083, Jul, revised Oct 2013.

2011

  1. Philippe BACCHETTA & Cedric TILLE & Eric VAN WINCOOP, 2011, "Regulating Asset Price Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-04, Jan.
  2. Philippe Bacchetta & Eric van Wincoop, 2011, "Modeling Exchange Rates with Incomplete Information," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 11.03, May.
  3. Ines CHAIEB & Stefano MAZZOTTA, 2011, "The unconditional and conditional exchange rate exposure of U.S. firms," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-15, Jan.
  4. Hervé Stolowy & Veronique Nguyen & François Degeorge & Antoine Hyafil & Michel Lebas & François Lenglart & Raymond Maeder & Bernard Marois & Jean-Pierre Nioche & Dang Pham & Georges Trepo, 2011, "Corporate Governance : une synthèse de la littérature," Working Papers, HAL, number hal-00600254, Jun.
  5. Henrik CRONQVIST & Rüdiger FAHLENBRACH, 2011, "CEO Contract Design: How Do Strong Principals Do It?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-14, Mar.
  6. Rüdiger FAHLENBRACH & Robert PRILMEIER & René M. STULZ, 2011, "This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance During the Recent Financial Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-19, May.
  7. Richard B. EVANS & Rüdiger FAHLENBRACH, 2011, "Institutional Investors and Mutual Fund Governance: Evidence from Retail – Institutional Fund Twins," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-31, Aug.
  8. Fuster, Andreas & Herbert, Benjamin & Laibson, David I., 2011, "Natural Expectations, Macroeconomic Dynamics, and Asset Pricing," Scholarly Articles, Harvard University Department of Economics, number 10140029.
  9. Tarun CHORDIA & Amit GOYAL & Narasimhan JEGADEESH, 2011, "Buyers Versus Sellers: Who Initiates Trades And When?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-43, Aug.
  10. Harald HAU & Sandy LAI, 2011, "The Role of Equity Funds in the Financial Crisis Propagation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-35, Sep.
  11. Julien HUGONNIER & Semyon MALAMUD & Erwan MORELLEC, 2011, "Capital Supply Uncertainty, Cash Holdings, and Investment," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-44, Sep.
  12. Jean Imbs & Eric Jondeau & Florian Pelgrin, 2011, "Sectoral Phillips curves and the aggregate Phillips curve," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00612310, May, DOI: 10.1016/j.jmoneco.2011.05.013.
  13. Johannes Brumm & Michael GRILL & Felix KUBLER & Karl SCHMEDDERS, 2011, "Collateral Requirements and Asset Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-10, Mar.
  14. Harold L. Cole & Felix Kubler, 2011, "Recursive Contracts, Lotteries and Weakly Concave Pareto Sets," NBER Working Papers, National Bureau of Economic Research, Inc, number 17064, May.
  15. Markus LEIPPOLD & Lujing SU, 2011, "Collateral Smile," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-51, Nov.
  16. Jun CHENG & Meriton IBRAIMI & Markus LEIPPOLD & Jin E. ZHANG, 2011, "A remark on Lin and Chang’s paper ‘Consistent modeling of S&P 500 and VIX derivatives," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-54, Oct.
  17. Peter MOLNAR & Kjell G. NYBORG, 2011, "Tax-Adjusted Discount Rates: A General Formula under Constant Leverage Ratios," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-17, Apr.
  18. Nyborg, Kjell G. & Fecht, Falko & Rocholl, Jörg, 2011, "The price of liquidity: the effects of market conditions and bank characteristics," Working Paper Series, European Central Bank, number 1376, Sep.
  19. Bhattacharya, Sudipto & Chabakauri, Georgy & Nyborg, Kjell G., 2011, "Securitized lending, asymmetric information, and financial crisis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 43166, Sep.
  20. Hartmann, Philipp & Ongena, Steven & Carletti, Elena, 2011, "The Economic Impact of Merger Control Legislation," CEPR Discussion Papers, Centre for Economic Policy Research, number 8447, Jun.
  21. Ongena, Steven & Baele, Lieven & Farooq, Moazzam, 2011, "Of Religion and Redemption: Evidence from Default on Islamic Loans," CEPR Discussion Papers, Centre for Economic Policy Research, number 8504, Aug.
  22. Ongena, Steven & Kara, Alper & Marqués-Ibáñez, David, 2011, "Securitization and lending standards: evidence from the wholesale loan market," Working Paper Series, European Central Bank, number 1362, Jul.
  23. Ongena, S. & Popov, A. & Udell, G.F., 2011, "Bank Risk-Taking Abroad : Does Home-Country Regulation and Supervision Matter," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-032.
  24. Ongena, S. & Peydro, J.L., 2011, "Loose monetary policy and excessive credit and liquidity risk-taking by banks," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8d895e3a-7e7e-42b1-ac9d-c.
  25. Maria PUTINTSEVA, 2011, "Predictive Power of Information Market Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-23, Jun.
  26. 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, Dipartimento di Scienze Economiche "Marco Fanno", number 0136, Jun.
  27. Daniel Kaufmann & Sarah M. Lein, 2011, "Sectoral Inflation Dynamics, Idiosyncratic Shocks and Monetary Policy," Working Papers, Swiss National Bank, number 2011-07.
  28. Ziegler, Alexandre & Schürhoff, Norman, 2011, "Variance risk, financial intermediation, and the cross-section of expected option returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 8268, Feb.
  29. Marcelo FERNANDES & Eduardo F. MENDES & Olivier SCAILLET, 2011, "Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-32, Aug.
  30. Pierre BAJGROWICZ & Olivier SCAILLET, 2011, "We propose a technique to avoid spurious detections of jumps in highfrequency data via an explicit thresholding on available test statistics," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-36, May.
  31. Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET, 2011, "Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-40, Aug.
  32. Fabio TROJANI & Christian WIEHENKAMP & Jan WRAMPELMEYER, 2011, "Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-33, Mar.
  33. Alexander WAGNER & Christoph WENK, 2011, "Are Shareholders Stupid? On The Surprising Impact of Binding Say-On-Pay On Stock Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-12, Aug.
  34. Florian EUGSTER & Alexander F. WAGNER, 2011, "When and How is Voluntary Disclosure Quality Reflected in Equity Prices?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-25, Jun.
  35. Wagner, Alexander F., 2011, "Relational contracts when the agent's productivity inside the relationship is correlated with outside opportunities," CEPR Discussion Papers, Centre for Economic Policy Research, number 8378, May.
  36. Peter S. Schmidt & Andreas Schrimpf & Urs von Arx & Alexander F. Wagner & Andreas Ziegler, 2011, "On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 11/141, Feb.

2010

  1. Philippe BACCHETTA & Cédric TILLE & Eric VAN WINCOOP, 2010, "Self-Fulfilling Risk Panics," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-32, Jun.
  2. Eric van Wincoop & Cedric Tille & Philippe Bacchetta, 2010, "On the Dynamics of Leverage, Liquidity, and Risk," 2010 Meeting Papers, Society for Economic Dynamics, number 393.
  3. Rüdiger FAHLENBRACH & Bernadette A. MINTON & Carrie H. PAN, 2010, "Former CEO Directors: Lingering CEOs or Valuable Resources?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-11, Mar.
  4. Rüdiger Fahlenbrach & Angie Low & René M. Stulz, 2010, "The Dark Side of Outside Directors: Do they Quit When They are Most Needed?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-17, Mar.
  5. Andreas Fuster & Paul S. Willen, 2010, "$1.25 Trillion is still real money : some facts about the effects of the Federal Reserve’s mortgage market investments," Public Policy Discussion Paper, Federal Reserve Bank of Boston, number 10-4.
  6. Andreas Fuster & Paul S. Willen, 2010, "Insuring consumption using income-linked assets," Working Papers, Federal Reserve Bank of Boston, number 10-1.
  7. Laibson, David I. & Fuster, Andreas & Mendel, Brock, 2010, "Natural Expectations and Macroeconomic Fluctuations," Scholarly Articles, Harvard University Department of Economics, number 9938147.
  8. Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2010, "A structural analysis of the health expenditures and portfolio choices of retired agents," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-29, Jun.
  9. Eric JONDEAU & Michael ROCKINGER, 2010, "Portfolio Allocation for European Markets with Predictability and Parameter Uncertainty," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-41, Aug.
  10. Eric JONDEAU & Emmanuel JURCZENKO & Michael ROCKINGER, 2010, "Moment Component Analysis: An Illustration with International Stock Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-43, Sep.
  11. Felix KUBLER & Karl SCHMEDDERS, 2010, "Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-21, May.
  12. Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO, 2010, "Information Percolation in Segmented Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-09, Mar.
  13. Jaksa CVITANIC & Semyon MALAMUD, 2010, "Price Impact and Portfolio Impact," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-26, Jun.
  14. Jaksa CVITANIC & Semyon MALAMUD, 2010, "Nonmyopic Optimal Portfolios in Viable Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-42, Oct.
  15. Sudipto BHATTACHARYA & Kjell G. NYBORG, 2010, "Bank Bailout Menus," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-24, May.
  16. Kjell G. NYBORG & Per OSTBERG, 2010, "Money and Liquidity in Financial Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-25, Jun.
  17. Gabriel Jiménez & Steven Ongena & José-Luis Peydró & Jesús Saurina, 2010, "Credit supply: identifying balance-sheet channels with loan applications and granted loans," Working Papers, Banco de España, number 1030, Sep.
  18. Ongena, Steven & De Jong, Abe & van der Poel, Marieke, 2010, "The international diversification of banks and the value of their cross-border M&A advice," CEPR Discussion Papers, Centre for Economic Policy Research, number 7735, Mar.
  19. Ongena, Steven & Brown, Martin & Kirschenmann, Karolin, 2010, "Foreign Currency Loans - Demand or Supply Driven?," CEPR Discussion Papers, Centre for Economic Policy Research, number 7952, Aug.
  20. Ongena, Steven & Popov, Alexander, 2010, "Interbank market integration, loan rates, and firm leverage," Working Paper Series, European Central Bank, number 1252, Oct.
  21. Gabriel Jimenez & Steven Ongena & José-Luis Peydró & Jesús Saurina, 2010, "Credit supply and monetary policy: Identifying the bank balance-sheet channel with loan applications," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1706, Sep, revised Sep 2011.
  22. Tommaso Mancini Griffoli & Angelo Ranaldo, 2010, "Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity," Working Papers, Swiss National Bank, number 2010-14.
  23. Michael J. Lamla & Sarah Lein, 2010, "The Euro Cash Changeover, Inflation Perceptions and the Media," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 10-254, Feb, DOI: 10.3929/ethz-a-005985378.
  24. Zhihua CHEN & Aziz A. LOOKMAN & Norman SCHURHOFF & Duane J. SEPPI, 2010, "Why Ratings Matter: Evidence from Lehman's Index Rating Rule Change," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-30, Jun.
  25. Marc CHESNEY & Jacob STROMBERG & Alexander F. WAGNER, 2010, "Risk-taking Incentives, Governance,and Losses in the Financial Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-18, May, revised Jul 2010.
  26. 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, Swiss Finance Institute, number 10-19, May, revised Jul 2010.

2009

  1. Bacchetta, Philippe & van Wincoop, Eric, 2009, "On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals," CEPR Discussion Papers, Centre for Economic Policy Research, number 7309, May.
  2. Bacchetta, Philippe & van Wincoop, Eric & Beutler, Toni, 2009, "Can Parameter Instability Explain the Meese-Rogoff Puzzle?," CEPR Discussion Papers, Centre for Economic Policy Research, number 7383, Jul.
  3. Philippe Bacchetta & Eric van Wincoop, 2009, "Tacit On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 09.07, May.
  4. Rüdiger FAHLENBRACH & René M. STULZ, 2009, "Bank CEO Incentives and the Credit Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-27, Jul.
  5. Keith M. Marzilli Ericson & Andreas Fuster, 2009, "Expectations as Endowments: Reference-Dependent Preferences and Exchange Behavior," Levine's Working Paper Archive, David K. Levine, number 814577000000000415, Dec.
  6. Andreas Fuster & Stephan Meier, 2009, "Another hidden cost of incentives: the detrimental effect on norm enforcement," Working Papers, Federal Reserve Bank of Boston, number 09-2.
  7. Harald Hau & Marcel Thum, 2009, "Subprime Crisis and Board (In-)Competence: Private vs. Public Banks in Germany," CESifo Working Paper Series, CESifo, number 2640.
  8. Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2009, "Health and (other) Asset Holdings," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-18, May.
  9. Julien HUGONNIER & Semyon MALAMUD & Eugene TRUBOWITZ, 2009, "Endogenous completeness of diffusion driven equilibrium markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-41, Aug.
  10. Eric JONDEAU & Augusto PERILLA & Michael ROCKINGER, 2009, "Optimal Liquidation Strategies in Illiquid Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-24, May.
  11. Eric JONDEAU & Florian PELGRIN, 2009, "Aggregating Rational Expectations Models in the Presence of Unobserved Micro Heterogeneity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-30, Aug.
  12. Felix KUBLER & Karl SCHMEDDERS, 2009, "Non-parametric counterfactual analysis in dynamic general equilibrium," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-05, Feb.
  13. Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO, 2009, "Information Percolation with Equilibrium Search Dynamics," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-02, Jan.
  14. Jaksa CVITANIC & Semyon MALAMUD, 2009, "Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-03, Jan.
  15. Semyon MALAMUD & Fabio TROJANI, 2009, "Variance Covariance Orders and Median Preserving," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-13, Mar.
  16. Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO, 2009, "The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-33, Aug.
  17. Jaksa CVITANIC & Semyon MALAMUD, 2009, "Equilibrium Driven by Discounted Dividend Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-34, Aug.
  18. Dennis Kristensen & Antonio Mele, 2009, "Adding and Subtracting Black-Scholes: A New Approach to Approximating Derivative Prices in Continuous Time Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-14, Apr.
  19. Mele, Antonio & Sangiorgi, Francesco, 2009, "Ambiguity, information acquisition and price swings in asset markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24424, Jun.
  20. Fornari, Fabio & Mele, Antonio, 2009, "Financial volatility and economic activity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 29309, Nov.
  21. Falko Fecht & Kjell G. Nyborg & Jörg Rocholl, 2009, "The Price of Liquidity: Bank Characteristics and Market Conditions," CESifo Working Paper Series, CESifo, number 2576.
  22. Gabriel Jiménez & Steven Ongena & José Luis Peydró & Jesús Saurina, 2009, "Hazardous times for monetary policy: What do twenty-three million bank loans say about the effects of monetary policy on credit risk-taking?," Working Papers, Banco de España, number 0833, Jan.
  23. Ongena, Steven & Brown, Martin & Yeşin, Pınar, 2009, "Foreign Currency Borrowing by Small Firms," CEPR Discussion Papers, Centre for Economic Policy Research, number 7540, Nov.
  24. Ongena, Steven & Roscovan, Viorel, 2009, "Bank loan announcements and borrower stock returns: does bank origin matter?," Working Paper Series, European Central Bank, number 1023, Mar.
  25. Ioannidou, V. & Ongena, S. & Peydro, J.L., 2009, "Monetary Policy, Risk-Taking, and Pricing : Evidence from a Quasi-Natural Experiment," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-31 S.
  26. Charlotte Christiansen & Angelo Ranaldo & Paul Söderllind, 2009, "The Time-Varying Systematic Risk of Carry Trade Strategies," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-15, Apr.
  27. Loriano MANCINI & Angelo RANALDO & Jan WRAMPELMEYER, 2009, "Liquidity in the Foreign Exchange Market: Measurement, Commonality,and Risk Premiums," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-44, Nov.
  28. Söderlind, Paul & Ranaldo, Angelo, 2009, "Safe Haven Currencies," CEPR Discussion Papers, Centre for Economic Policy Research, number 7249, Apr.
  29. Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2009, "Forecasting realized (co)variances with a block structure Wishart autoregressive model," Working Papers, Swiss National Bank, number 2009-03.
  30. Thomas Jordan & Angelo Ranaldo & Paul Soderlind, 2009, "The Implementation of SNB Monetary Policy," University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen, number 2009-08, Apr.
  31. Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2009, "Fourth Order Pseudo Maximum Likelihood Methods," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-23, May.
  32. Jan-Egbert Sturm & Ulrich Fritsche & Michael Graff & Michael Lamla & Sarah Lein & Volker Nitsch & David Liechti & Daniel Triet, 2009, "The euro and prices: changeover-related inflation and price convergence in the euro area," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 381, Jun.
  33. Sarah Lein & Eva Koeberl, 2009, "Capacity utilisation, constraints and price adjustments under the microscope," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 09-239, Oct, DOI: 10.3929/ethz-a-005899613.
  34. Erwan MORELLEC & Norman SCHURHOFF, 2009, "Dynamic Investment and Financing under Asymmetric Information," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-09, Mar.
  35. Erwan MORELLEC & Boris NIKOLOV & Norman SCHURHOFF, 2009, "Dynamic Capital Structure under Managerial Entrenchment: Evidence from a Structural Estimation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-10, Apr.
  36. Lorenzo CAMPONOVO & Olivier SCAILLET & Fabio TROJANI, 2009, "Robust Resampling Methods for Time Series," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-38, Aug.
  37. Seraina GRUENEWALD & Alexander F. WAGNER & Rolf H. WEBER, 2009, "Short Selling Regulation after the Financial Crisis – First Principles Revisited," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-28, Jul, revised Oct 2009.

2008

  1. Bacchetta, Philippe & van Wincoop, Eric, 2008, "Higher Order Expectations in Asset Pricing," CEPR Discussion Papers, Centre for Economic Policy Research, number 6648, Jan.
  2. Tony BERRADA & Julien HUGONNIER, 2008, "Incomplete information, idiosyncratic volatility and stock returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-23, Jul.
  3. François DEGEORGE & François DERRIEN & Kent L. WOMACK, 2008, "Auctioned IPOs: The U.S. Evidence," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-38, Nov.
  4. Fahlenbrach, Rudiger & Stulz, Rene, 2008, "Managerial Ownership Dynamics and Firm Value," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2007-12, Jan.
  5. Fahlenbrach, Rudiger & Low, Angie & Stulz, Rene, 2008, "Why Do Firms Appoint CEOs as Outside Directors?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2008-10, Jul.
  6. Fahlenbrach, Rudiger, 2008, "Shareholder Rights, Boards, and CEO Compensation," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2008-5, Feb.
  7. Becker, Bo & Cronqvist, Henrik & Fahlenbrach, Rudiger, 2008, "Estimating the Effects of Large Shareholders Using a Geographic Instrument," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2008-9, Aug.
  8. Christophe Villa & Amit Goyal & Christophe Pérignon, 2008, "How common are common return factors across NYSE and Nasdaq?," Post-Print, HAL, number hal-00796909, DOI: 10.1016/j.jfineco.2008.01.004.
  9. Rey, Hélène & Hau, Harald, 2008, "Home Bias at the Fund Level," CEPR Discussion Papers, Centre for Economic Policy Research, number 6721, Mar.
  10. Rey, Hélène & Hau, Harald, 2008, "Global Portfolio Rebalancing Under the Microscope," CEPR Discussion Papers, Centre for Economic Policy Research, number 6901, Jul.
  11. Dunne, Peter G & Hau, Harald & Moore, Michael, 2008, "A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 6969, Sep.
  12. Michèle Breton & Julien Hugonnier & Tarek Masmoudi, 2008, "Mutual Fund Competition in the Presence of Dynamic Flows," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-26, Sep.
  13. Julien Hugonnier, 2008, "Bubbles and multiplicity of equilibria under portfolio constraints," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-28, Sep.
  14. Eric Jondeau, 2008, "Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-06, Feb.
  15. Kenneth L. JUDD & Felix KUBLER & Karl SCHMEDDERS, 2008, "Bond Ladders and Optimal Portfolios," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-32, Jul.
  16. Corradi, Valentina & Distaso, Walter & Mele, Antonio, 2008, "Macroeconomic determinants of stock market returns, volatility and volatility risk-premia," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24436, Jun.
  17. Colla, Paolo & Mele, Antonio, 2008, "Information linkages and correlated trading," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24439, Oct.
  18. Cooper, Ian & Nyborg, Kjell, 2008, "Tax-Adjusted Discount Rates with Investor Taxes and Risky Debt," CEPR Discussion Papers, Centre for Economic Policy Research, number 6646, Jan.
  19. Ongena, Steven & Giannetti, Mariassunta, 2008, ""Lending by Example": Direct and Indirect Effects of Foreign Banks in Emerging Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 6958, Sep.
  20. Gabriel Jimenez & Steven Ongena & José-Luis Peydró & Jesus Saurina, 2008, "Evidence on the impact of monetary policy on bank credit risk," Proceedings, Federal Reserve Bank of Chicago, number 1100.
  21. Christian Beer & Steven Ongena & Marcel Peter, 2008, "Borrowing in Foreign Currency: Austrian Households as Carry Traders," Working Papers, Swiss National Bank, number 2008-19.
  22. Brown, M. & Ongena, S. & Yesin, P., 2008, "Currency Denomination of Bank Loans : Evidence from Small Firms in Transition Countries," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-16.
  23. Fischer, Andreas & Ranaldo, Angelo, 2008, "Does FOMC News Increase Global FX Trading?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6753, Mar.
  24. Michael J. Lamla & Sarah M. Lein, 2008, "The Role of Media for Consumers' Inflation Expectation Formation," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 08-201, Jun, DOI: 10.3929/ethz-a-005640674.
  25. Sarah M. Lein & Thomas Maag, 2008, "The Formation of Inflation Perceptions - Some Empirical Facts for European Countries," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 08-204, Sep, DOI: 10.3929/ethz-a-005666792.
  26. Eva M. Koeberl & Sarah M. Lein, 2008, "The ICU and the Phillips Curve - An Approach Based on Micro Data," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 08-211, Nov, DOI: 10.3929/ethz-a-005703463.
  27. Victor Chernozhukov & Patrick Gagliardini & Olivier Scaillet, 2008, "Nonparametric Instrumental Variable Estimators of Structural Quantile Effects," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-03, Dec, revised Aug 2009.
  28. Pierre Bajgrowicz & Olivier Scaillet, 2008, "Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-05, May, revised Jul 2009.
  29. Laurent BARRAS & Olivier SCAILLET & Russ WERMERS, 2008, "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-18, Sep.
  30. Amine LAHIANI & Olivier SCAILLET, 2008, "Testing for threshold effect in ARFIMA models: Application to US unemployment rate data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-42, Dec.
  31. Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER, 2008, "Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-45, Dec.
  32. Georges DIONNE & Pascal ST-AMOUR & Desire VENCATACHELLUM, 2008, "Asymmetric Information and Adverse Selection in Mauritian Slave Auctions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-40, Oct.
  33. Davide La Vecchia & Fabio Trojani, 2008, "Infinitesimal Robustness for Diffusions," University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen, number 2008-09, Apr.
  34. Florian S. PETERS & Alexander F. WAGNER, 2008, "The executive turnover risk premium," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-11, Oct.
  35. Rajna GIBSON & Carmen TANNER & Alexander F. WAGNER, 2008, "Sacred values in financial economic decision-making: Experimental evidence," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-48, Dec.
  36. Halla, Martin & Schneider, Friedrich & Wagner, Alexander F., 2008, "Satisfaction with Democracy and Collective Action Problems: The Case of the Environment," IZA Discussion Papers, IZA Network @ LISER, number 3613, Jul.

2007

  1. Bacchetta, Philippe & van Wincoop, Eric, 2007, "Random Walk Expectations and the Forward Discount Puzzle," CEPR Discussion Papers, Centre for Economic Policy Research, number 6122, Feb.
  2. Boaz Moselle & François Degeorge & Richard Zeckhauser, 2007, "Conspicuous Conservatism In Risk Choice," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-15, May.
  3. François Derrien & François Degeorge & K. Womack, 2007, "Analyst Hype in IPOs: Explaining the Popularity of Bookbuilding," Post-Print, HAL, number hal-00480839, Jul, DOI: 10.1093/rfs/hhm010.
  4. Richard Evans & Rüdiger Fahlenbrach, 2007, "The Role of Governance in Retirement Investments: Evidence from Variable Annuities," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number wp2007-20, Jul, revised Oct 2007.
  5. Cronqvist, Henrik & Fahlenbrach, Rudiger, 2007, "Large Shareholders and Corporate Policies," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2006-14, Dec.
  6. Evans, Richard & Fahlenbrach, Rudiger, 2007, "Do Funds Need Governance? Evidence from Variable Annuity-Mutual Fund Twins," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2007-17, Nov.
  7. Fahlenbrach, Rudiger & Minton, Bernadette A. & Pan, Carrie H., 2007, "The Market for Comeback CEOs," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2007-4, Feb.
  8. Hau, Harald, 2007, "A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change," CEPR Discussion Papers, Centre for Economic Policy Research, number 6094, Feb.
  9. Eric Jondeau & Jean-Guillaume Sahuc, 2007, "Testing heterogeneity within the euro area," Working papers, Banque de France, number 181.
  10. Jean Imbs & Eric Jondeau & Florian Pelgrin, 2007, "Aggregating Phillips Curves," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-06, Feb.
  11. Benjamin Malin & Dirk Krueger & Felix Kubler, 2007, "Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0345, Oct.
  12. Bindseil, Ulrich & Nyborg, Kjell G., 2007, "Monetary policy implementation: A European Perspective," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2007/10, Mar.
  13. Cooper, Ian A. & Nyborg, Kjell G., 2007, "Valuing the Debt Tax Shield," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2007/15, Mar.
  14. Geraldo Cerqueiro & Hans Degryse & Steven Ongena, 2007, "Rules versus Discretion in Loan Rate Setting," CESifo Working Paper Series, CESifo, number 2091.
  15. Degryse, Hans & Ongena, Steven & Laeven, Luc, 2007, "The Impact of Organizational Structure and Lending Technology on Banking Competition," CEPR Discussion Papers, Centre for Economic Policy Research, number 6412, Aug.
  16. Ongena, Steven & Peydró, José-Luis & Jiménez, Gabriel & Saurina, Jesús, 2007, "Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit," CEPR Discussion Papers, Centre for Economic Policy Research, number 6514, Oct.
  17. Carletti, Elena & Hartmann, Philipp & Ongena, Steven, 2007, "The economic impact of merger control: what is special about banking?," Working Paper Series, European Central Bank, number 786, Jul.
  18. Geraldo Cerqueiro & Hans Degryse & Steven Ongena, 2007, "Rules, discretion, and loan rates," Proceedings, Federal Reserve Bank of Chicago, number 1048.
  19. Jiminez, G. & Ongena, S. & Saurina, J., 2007, "Hazardous Times for Monetary Policy : What do Twenty-three Million Bank Loans Say about the Effects of Monetary Policy on Credit Risk?," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-75.
  20. Degryse, H.A. & Cerqueiro, G.M. & Ongena, S., 2007, "Distance, Bank Organizational Structure and Credit," Discussion Paper, Tilburg University, Tilburg Law and Economic Center, number 2007-018.
  21. Ongena, Steven & Tümer-Alkan, Günseli & von Westernhagen, Natalja, 2007, "Creditor concentration: an empirical investigation," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,15.
  22. Charlotte Christiansen & Angelo Ranaldo, 2007, "Extreme Coexceedances in New EU Member States’ Stock Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-34, Nov.
  23. Angelo Ranaldo, 2007, "Segmentation and Time-of-Day Patterns in Foreign Exchange Markets," Working Papers, Swiss National Bank, number 2007-03.
  24. Angelo Ranaldo & Enzo Rossi, 2007, "The reaction of asset markets to Swiss National Bank communication," Working Papers, Swiss National Bank, number 2007-11.
  25. Lein-Rupprecht, Sarah M. & Nerlich, Carolin & León-Ledesma, Miguel A., 2007, "How is real convergence driving nominal convergence in the new EU Member States?," Working Paper Series, European Central Bank, number 827, Nov.
  26. Sarah M. Rupprecht, 2007, "When Do Firms Adjust Prices? Evidence from Micro Panel Data," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 07-160, Jan, DOI: 10.3929/ethz-a-005390248.
  27. Michael J. Lamla & Sarah M. Lein & Jan-Egbert Sturm, 2007, "News and Sectoral Comovement," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 07-183, Dec, DOI: 10.3929/ethz-a-005502910.
  28. Patrick Gagliardini & Olivier Scaillet, 2007, "A Specification Test For Nonparametric Instrumental Variable Regression," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-13, Apr.
  29. Bruno Rémillard & Olivier Scaillet, 2007, "Testing For Equality Between Two Copulas," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-24, Jun.
  30. Pascal St-Amour, 2007, "Benchmarks in Aggregate Household Portfolios," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-09, Jan.
  31. Georges DIONNE & Pascal ST-AMOUR & Désiré VENCATACHELLUM, 2007, "Information Asymmetry in Mauritius Slave Auctions," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 07.06, Jan.
  32. Patrick Gagliardini & Paolo Porchia & Fabio Trojani, 2007, "Ambiguity Aversion and the Term Structure of Interest Rates," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-29, Jul.
  33. Francesco Audrino & Fabio Trojani, 2007, "Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-24, Jun.
  34. Loriano Mancini & Fabio Trojani, 2007, "Robust Value at Risk Prediction," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-36, Sep.
  35. Alexander F. WAGNER, 2007, "Board Independence and Competence," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-17, Apr, revised Nov 2007.

2006

  1. Philippe Bacchetta & Elmar Mertens & Eric VanvWincoop, 2006, "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-15, Mar, revised Jun 2006.
  2. Rogoff, Kenneth & Bacchetta, Philippe & Aghion, Philippe & Rancière, Romain, 2006, "Exchange Rate Volatility and Productivity Growth: The Role of Financial Development," CEPR Discussion Papers, Centre for Economic Policy Research, number 5629, Apr.
  3. Philippe Bacchetta & Eric Van Wincoop, 2006, "Incomplete Information Processing: A Solution to the Forward Discount Puzzle," Working Paper Series, Federal Reserve Bank of San Francisco, number 2006-35, Jun, DOI: 10.24148/wp2006-35.
  4. Tony Berrada, 2006, "Bounded Rationality and Asset Pricing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-07, Jun.
  5. Francois Degeorge & Ernst Maug, 2006, "Corporate Finance in Europe: A Survey," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-17, Jun.
  6. Thomas Jeanjean & Yuan Ding & Hervé Stolowy & François Degeorge, 2006, "Do Financial Analysts Curb Earnings Management ? International Evidence," Post-Print, HAL, number halshs-00121074, Aug.
  7. Thomas Jeanjean & Yuan Ding & Hervé Stolowy & François Degeorge, 2006, "Does Analyst Following Curb Earnings Management ? International Evidence," Post-Print, HAL, number halshs-00121080, Oct.
  8. Fahlenbrach, Rudiger, 2006, "Founder-CEOs, Investment Decisions, and Stock Market Performance," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2004-20, Sep.
  9. Julien Hugonnier & Erwan Morellec & Aude Pommeret, 2006, "Technology adoption under uncertainty in general equilibrium," 2006 Meeting Papers, Society for Economic Dynamics, number 692.
  10. Eric Jondeau & Jean-Guillaume Sahuc, 2006, "Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity," Working papers, Banque de France, number 141.
  11. Eric Jondeau & Michael Rockinger, 2006, "The Economic Value of Distributional Timing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-35, Nov.
  12. Eric Jondeau & Michael Rockinger, 2006, "The Impact of News on Higher Moments," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-28, Nov.
  13. Piero Gottardi & Felix Kubler, 2006, "Social Security and Risk Sharing," CESifo Working Paper Series, CESifo, number 1705.
  14. Felix Kubler & Paul S. Willen, 2006, "Collateralized borrowing and life-cycle portfolio choice," Public Policy Discussion Paper, Federal Reserve Bank of Boston, number 06-4.
  15. Kenneth L. Judd & Felix Kubler & Karl Schmedders, 2006, "Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1427, Oct.
  16. Degryse, H.A. & Ongena, S., 2006, "The Impact of Competition on Bank Orientation," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-68.
  17. Angelo Ranaldo, 2006, "Intraday Market Dynamics Around Public Information Arrivals," Working Papers, Swiss National Bank, number 2006-11.
  18. Michael J. Lamla & Sarah M. Rupprecht, 2006, "The Impact of ECB Communication on Financial Market Expectations," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 06-135, Apr, DOI: 10.3929/ethz-a-005187503.
  19. Axel Dreher & Michael J. Lamla & Sarah M. Rupprecht & Frank Somogyi, 2006, "The Impact of Political Leaders' Profession and Education on Reforms," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 06-147, Sep, DOI: 10.3929/ethz-a-005277685.
  20. Alexey Medvedev & Olivier Scaillet, 2006, "Approximation and Calibration of Short-Term Implied Volatilities under Jump-Diffusion Stochastic Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-08, Jan.
  21. P. Gagliardini & O. Scaillet, 2006, "Tikhonov Regularization for Functional Minimum Distance Estimators," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-30, May, revised Nov 2006.
  22. J. Gustafsson & M. Hagmann & J.P. Nielsen & O. Scaillet, 2006, "Local Transformation Kernel Density Estimation of Loss Distributions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-32, Nov, revised Jun 2007.
  23. Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2006, "Robust Subsampling," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-33, Nov.
  24. Georges Dionne & Pascal St-Amour & Désiré Vencatachellum, 2006, "Adverse Selection in the Market for Slaves in Mauritius, 1825-1835," Cahiers de recherche, CIRPEE, number 0607.
  25. Alexander F. Wagner & Friedrich Schneider, 2006, "Satisfaction with Democracy and the Environment in Western Europe – a Panel Analysis," CESifo Working Paper Series, CESifo, number 1660.
  26. Alexander F. Wagner, 2006, "Loyalty and competence: Empirical evidence from public agencies," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-34, Oct.
  27. Erwan Morellec & Alexei Zhdanov, 2006, "Financing and Takeovers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-22, Oct.

2005

  1. Bacchetta, Philippe & van Wincoop, Eric, 2005, "Rational Inattention: A Solution to the Forward Discount Puzzle," CEPR Discussion Papers, Centre for Economic Policy Research, number 5261, Oct.
  2. Philippe Bacchetta & Eric van Wincoop, 2005, "Can Information Heterogeneity Explain the Exchange Rate Determination?," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp155, Aug.
  3. Philippe Aghion & Philippe Bacchetta & Romain Rancière & Kenneth Rogoff, 2005, "Productivity growth and the exchange rate regime: The role of financial development," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 850, May.
  4. Tony Berrada & Julien Hugonnier & Marcel Rindisbacher, 2005, "Trading Volumes in Dynamically Efficient Markets," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp139, Mar.
  5. DEGEORGE, François & DING, Yuan & JEANJEAN, Thomas & STOLOWY, Hervé, 2005, "Does Analyst Following Curb Earnings Management?," HEC Research Papers Series, HEC Paris, number 810, Mar.
  6. Fahlenbrach, Rudiger & Sandas, Patrik, 2005, "Market Frictions and Seemingly Anomalous Co-movements of Index Options and Index Futures Quotes," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-10, Jan.
  7. Dlugos, Jennifer & Fahlenbrach, Rudiger & Gompers, Paul & Metrick, Andrew, 2005, "Large Blocks of Stock: Prevalence, Size, and Measurement," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-9, Jan.
  8. Fahlenbrach, Rudiger & Sandas, Patrik, 2005, "Co-movements of Index Options and Futures Quotes," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2006-2, Nov.
  9. Massa, Massimo & Hau, Harald & Peress, Joël, 2005, "Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change," CEPR Discussion Papers, Centre for Economic Policy Research, number 4862, Jan.
  10. Julien Hugonnier & Erwan Morellec & Suresh Sundaresan, 2005, "Growth Options in General Equilibrium: Some Asset Pricing Implications," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp138, Mar.
  11. Eric Jondeau & Jean-Guillaume Sahuc, 2005, "Testing Heterogeneity within the Euro Area Using a Structural Multi-Country Model," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 05-06.
  12. Eric Jondeau & Michael Rockinger, 2005, "Conditional Asset Allocation under Non-Normality: How Costly is the Mean-Variance Criterion?," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp132, Feb.
  13. Krueger, Dirk & Kübler, Felix, 2005, "Pareto Improving Social Security Reform when Financial Markets Are Incomplete," CEPR Discussion Papers, Centre for Economic Policy Research, number 5039, May.
  14. Steven J. Davis & Felix Kubler & Paul S. Willen, 2005, "Borrowing costs and the demand for equity over the life cycle," Working Papers, Federal Reserve Bank of Boston, number 05-7.
  15. Felix Kubler, 2005, "Approximate Generalizations in Applied Equilibrium Analysis," 2005 Meeting Papers, Society for Economic Dynamics, number 173.
  16. Fabio Trojani & Markus Leippold & Paolo Vanini, 2005, "Learning and Asset Prices under Ambiguous Information," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-03, Jan.
  17. Altissimo, Filippo & Mele, Antonio, 2005, "Simulated nonparametric estimation of dynamic models with applications to finance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24658, May.
  18. Cooper, Ian & Nyborg, Kjell, 2005, "The Value of Tax Shields IS Equal to the Present Value of Tax Shields," CEPR Discussion Papers, Centre for Economic Policy Research, number 5182, Aug.
  19. Ongena, Steven & Giannetti, Mariassunta, 2005, "Financial Integration and Entrepreneurial Activity: Evidence from Foreign Bank Entry in Emerging Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 5151, Jul.
  20. Christiansen, Charlotte & Ranaldo, Angelo, 2005, "Realized Bond-Stock Correlation: Macroeconomic Announcement Effects," Finance Research Group Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number F-2005-05, Sep.
  21. Michael Rockinger & Maria Semenova, 2005, "Estimation of Jump-Diffusion Process vis Empirical Characteristic Function," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp150, Jun.
  22. Norman Schürhoff, 2005, "Capital Gains Taxes, Irreversible Investment, and Capital Structure," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp131, Feb.
  23. S.Galluccio & Z. Huang & J.-M. Ly & O. Scaillet, 2005, "Theory and Calibration of Swap Market Models," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp107, Jun.
  24. Olivier Scaillet, 2005, "A Kolmogorov-Smirnov Type Test for Positive Quadrant Dependence," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp128, Jan.
  25. Michel Denuit & Anne-Cécile Goderniaux & Olivier Scaillet, 2005, "A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp143, May.
  26. Antonio Cosma & Olivier Scaillet & Rainer von Sachs, 2005, "Multiariate Wavelet-based sahpe preserving estimation for dependant observation," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp144, May.
  27. Olivier Scaillet, 2005, "Kernel Based Goodness-of-Fit Tests for Copulas with Fixed Smoothing Parameters," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp145, May.
  28. Olivier Scaillet & Nikolas Topaloglou, 2005, "Testing for Stochastic Dominance Efficiency," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp154, Jul.
  29. Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER, 2005, "A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp159, Oct.
  30. Michel Normandin & Pascal St-Amour, 2005, "An Empirical Analysis of U.S. Aggregate Portfolio Allocations," CIRANO Working Papers, CIRANO, number 2005s-07, Mar.
  31. Pascal St-Amour, 2005, "Direct Preference Wealth in Aggregate Household Portfolios," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp136, Mar.
  32. Pascal St-Amour, 2005, "Direct Preference for Wealth in Aggregate Household Portfolio," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 05.04, Mar.
  33. Fabio Trojani & Francesco Audrino, 2005, "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-04, Jan.
  34. Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2005, "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-01, Jan.
  35. Fabio Trojani & Roberto G. Ferretti, 2005, "General Analytical Solutions For Mertons'S-Type Consumption-Investment Problems," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-02, Jan.
  36. Fabio Trojani & Francesco Audrino, 2005, "Accurate Yield Curve Scenarios Generation using Functional Gradient Descent," Computing in Economics and Finance 2005, Society for Computational Economics, number 14, Nov.

2004

  1. Bacchetta, Philippe & van Wincoop, Eric, 2004, "A Scapegoat Model of Exchange Rate Fluctuations," CEPR Discussion Papers, Centre for Economic Policy Research, number 4268, Feb.
  2. Bacchetta, Philippe & Aghion, Philippe & Banerjee, Abhijit, 2004, "Financial Development and the Instability of Open Economies," Scholarly Articles, Harvard University Department of Economics, number 4554209.
  3. Degeorge, François & Derrien, Francois & Womack, Kent L, 2004, "Quid Pro Quo in IPOs: Why Book-Building is Dominating Auctions," CEPR Discussion Papers, Centre for Economic Policy Research, number 4462, Jun.
  4. Michael W. Brandt & Amit Goyal & Pedro Santa-Clara & Jonathan Storud, 2004, "A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability," NBER Working Papers, National Bureau of Economic Research, Inc, number 10934, Nov.
  5. Ivo Welch & Amit Goyal, 2004, "A Note On 'Predicting Returns With Financial Ratios'," Yale School of Management Working Papers, Yale School of Management, number amz2465, Jan.
  6. Rey, Hélène & Hau, Harald, 2004, "Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows and Exchange Rates?," CEPR Discussion Papers, Centre for Economic Policy Research, number 4517, Aug.
  7. Dunne, Peter G & Hau, Harald & Moore, Michael, 2004, "Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 4806, Dec.
  8. Helene Rey (Princeton) & Harald Hau (INSEAD), 2004, "Exchange rates, equity returns and capital flows," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 623, Aug.
  9. Julien Hugonnier & Dmitry Kramkov, 2004, "Optimal investment with random endowments in incomplete markets," Papers, arXiv.org, number math/0405293, May.
  10. Julien Hugonnier & Erwan Morellec, 2004, "Investment under Uncertainty and Incomplete Markets," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp122, May.
  11. Eric Jondeau & Michael Rockinger, 2004, "The Bank Bias: Segmentation of French Fund Families," Working papers, Banque de France, number 107.
  12. Eric Jondeau & Michael Rockinger, 2004, "Optimal Portfolio Allocation Under Higher Moments," Working papers, Banque de France, number 108.
  13. John Geanakoplos & Felix Kubler, 2004, "Leverage, Incomplete Markets and Crises," 2004 Meeting Papers, Society for Economic Dynamics, number 557.
  14. Piero Gottardi & Felix Kubler, 2004, "Ex Ante Optimality and Social Security," 2004 Meeting Papers, Society for Economic Dynamics, number 626.
  15. Antonio Mele, 2004, "General Properties of Rational Stock-Market Fluctuations," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 223, Aug.
  16. Altissimo, Filippo & Mele, Antonio, 2004, "Simulated nonparametric estimation of continuous time models of asset prices and returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24674, Jan.
  17. Keloharju, Matti & Nyborg, Kjell G. & Rydqvist, Kristian, 2004, "Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt6v17p79w, May.
  18. Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A., 2004, "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt9878h0kn, Feb.
  19. Nyborg, Kjell & Kremer, Ilan, 2004, "Underpricing and Market Power in Uniform Price Auctions," CEPR Discussion Papers, Centre for Economic Policy Research, number 4363, Apr.
  20. Matti Keloharju & Markku Malkamäki & Kjell G. Nyborg & Kristian Rydqvist, 2004, "A descriptive analysis of the Finnish treasury bond market 1991–1999," Finance, University Library of Munich, Germany, number 0405017, May.
  21. Hans Degryse & Steven Ongena, 2004, "The Impact of Competition on Bank Orientation and Specialization (new titel: The impact of competition on bank orientation)," CESifo Working Paper Series, CESifo, number 1119.
  22. Degryse, Hans & Ongena, Steven, 2004, "The Impact of Competition on Bank Orientation and Specialization," CEPR Discussion Papers, Centre for Economic Policy Research, number 4543, Aug.
  23. Hans Degryse & Steven Ongena, 2004, "The Impact of Technology and Regulation on the Geographical Scope of Banking," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven, number 500333.
  24. Hans Degryse & Steven Ongena, 2004, "Bank orientation and industry specialization," Proceedings, Federal Reserve Bank of Chicago, number 943.
  25. Amine JALAL & Michael ROCKINGER, 2004, "Predicting Tail-related Risk Measures: The Consequences of Using GARCH Filters for non-GARCH Data," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp115, Jun.
  26. Matthias Hagmann & Olivier Scaillet, 2004, "Local Multiplicative Bias Correction For Asymmetric Kernel Density Estimators," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 25, Sep.
  27. Jean-David FERMANIAN & Olivier SCAILLET, 2004, "Some Statistical Pitfalls In Copula Modeling For Financial Applications," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp108, Mar.
  28. Olivier SCAILLET, 2004, "Nonparametric Estimation of Conditional Expected Shortfall," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp112, May.
  29. Alexey MEDVEDEV & Olivier SCAILLET, 2004, "A Simple Calibration Procedure of Stochastic Volatility Models with Jumps by Short Term Asymptotics," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp93, Oct.
  30. Pascal St-Amour, 2004, "Ratchet vs Blasé Investors and Asset Markets," CIRANO Working Papers, CIRANO, number 2004s-11, Mar.

2003

  1. Bacchetta, Philippe & van Wincoop, Eric, 2003, "Why do Consumer Prices React Less than Import Prices to Exchange Rates?," CEPR Discussion Papers, Centre for Economic Policy Research, number 3702, Jan.
  2. Bacchetta, Philippe & van Wincoop, Eric, 2003, "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," CEPR Discussion Papers, Centre for Economic Policy Research, number 3808, Feb.
  3. Rey, Hélène & Hau, Harald, 2003, "Exchange Rates, Equity Prices and Capital Flows," CEPR Discussion Papers, Centre for Economic Policy Research, number 3735, Feb.
  4. Eric Jondeau & Hervé Le Bihan, 2003, "ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve)," Working papers, Banque de France, number 103.
  5. John Geanakoplos & Felix Kubler, 2003, "Dollar Denominated Debt and Optimal Security Design," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1449, Dec.
  6. Felix Kubler & Karl Schmedders, 2003, "Approximate Versus Exact Equilibria," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1382, Dec.
  7. Herings, P.J.J. & Kubler, F., 2003, "Approximate CAPM when preferences are CRRA," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 040, Jan, DOI: 10.26481/umamet.2003040.
  8. Matti Keloharju & Kjell G. Nyborg & Kristian Rydqvist, 2003, "Strategic Behavior and Underpricing in Uniform Price Auctions," Working Papers, Fondazione Eni Enrico Mattei, number 2003.25, Mar.
  9. Kjell G. Nyborg & Ilya A. Strebulaev, 2003, "Multiple Unit Auctions and Short Squeezes," Working Papers, Fondazione Eni Enrico Mattei, number 2003.27, Mar.
  10. Jean-David Fermanian & Olivier Scaillet, 2003, "Sensitivity Analysis of Var and Expected Shortfall for Portfolios under Netting Agreements," Working Papers, Center for Research in Economics and Statistics, number 2003-33.
  11. Paolo, BATTOCCHIO & Francesco, MENONCIN & Olivier, SCAILLET, 2003, "Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2003004, Feb.
  12. Olivier Scaillet., 2003, "Linear-Quadratic Jump-Diffusion Modelling with Application to Stochastic Volatility," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2003-29.
  13. Francesco Menoncin & Olivier Scaillet, 2003, "Mortality Risk and Real Optimal Asset Allocation for Pension Funds," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp101, Sep.
  14. Jean-David FERMANIAN & Olivier SCAILLET, 2003, "Nonparametric Estimation of Copulas for Time Series," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp57, Feb.
  15. Olivier RENAULT & Olivier SCAILLET, 2003, "On the Way to Recovery: A Nonparametric Bias Free Estimation of Recovery Rate Densities," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp83, May.
  16. Jean-David FERMANIAN & Olivier SCAILLET, 2003, "Sensitivity Analysis of VaR Expected Shortfall for Portfolios Under Netting Agreements," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp89, Jul.
  17. Stephen Gordon & Pascal St-Amour, 2003, "Asset Returns and State-Dependent Risk Preferences," CIRANO Working Papers, CIRANO, number 2003s-09, Apr.
  18. Michel Normandin & Pascal St-Amour, 2003, "Recursive Measures of Total Wealth and Portfolio Return," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 03-06, Oct.
  19. Snyder, Lori D. & Stavins, Robert N. & Wagner, Alexander F., 2003, "Private Options to Use Public Goods: Exploiting Revealed Preferences to Estimate Environmental Benefits," Discussion Papers, Resources for the Future, number 10908, DOI: 10.22004/ag.econ.10908.
  20. Alexander F. Wagner & Mathias Dufour & Friedrich Schneider, 2003, "Satisfaction not Guaranteed - Institutions and Satisfaction with Democracy in Western Europe," CESifo Working Paper Series, CESifo, number 910.
  21. Alberto Alesina & Alexander Wagner, 2003, "Choosing (And Reneging On) Exchange Rate Regimes," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 2008.
  22. Friedrich Schneider & Alexander F. Wagner, 2003, "Tradeable permits - Ten key design issues," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2003-04, Apr.

2002

  1. Bacchetta, Philippe & van Wincoop, Eric, 2002, "A Theory of Currency Denomination of International Trade," CEPR Discussion Papers, Centre for Economic Policy Research, number 3120, Jan.
  2. Amit Goyal & Ivo Welch, 2002, "Predicting the Equity Premium With Dividend Ratios," NBER Working Papers, National Bureau of Economic Research, Inc, number 8788, Feb.
  3. Hau, Harald, 2002, "The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse," CEPR Discussion Papers, Centre for Economic Policy Research, number 3651, Nov.
  4. Eric Jondeau & Michael Rockinger, 2002, "Asset Allocation in Transition Economies," Working papers, Banque de France, number 90.
  5. Eric Jondeau & Michael Rockinger, 2002, "Conditional Dependency of Financial Series: The Copula-GARCH Model," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp69, Dec.
  6. Eric Jondeau & Michael Rockinger, 2002, "The Allocation of Assets Under Higher Moments," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp71, Dec.
  7. P.A. Chiappori & I. Ekeland & F. Kubler & H.M. Polemarchakis, 2002, "Testable Implications of General Equilibrium Theory: a differentiable approach," Working Papers, Brown University, Department of Economics, number 2002-10.
  8. Markus Leippold & Liuren Wu, 2002, "Design and Estimation of Quadratic Term Structure Models," Finance, University Library of Munich, Germany, number 0207014, Aug.
  9. Markus LEIPPOLD & Fabio TROJANI & Paolo VANINI, 2002, "A Geometric Approach to Multiperiod Mean Variance Optimization of Assets and Liabilities," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp48, Apr.
  10. Markus Leippold & Liuren Wu, 2002, "Asset Pricing Under The Quadratic Class," Finance, University Library of Munich, Germany, number 0207015, Aug.
  11. Ronald W. ANDERSON & Kjell G. NYBORG, 2002, "Agency and the Pace of Adoption of New Techniques," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002027, Jun.
  12. Allen N. Berger & Qinglei Dai & Steven Ongena & David C. Smith, 2002, "To what extent will the banking industry be globalized? a study of bank nationality and reach in 20 European nations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2002-25.
  13. Dominik Egli & Steven Ongena & David C. Smith, 2002, "On the sequencing of projects, reputation building, and relationship finance," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 718.
  14. Hans Degryse & Steven Ongena, 2002, "Distance and competition," Proceedings, Federal Reserve Bank of Chicago, number 833.
  15. Hans Degryse & Steven Ongena, 2002, "Distance, Lending Relationships, and Competition," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 80, Mar.
  16. Degryse, H.A. & Ongena, S., 2002, "Bank-firm relationships and international banking markets," Other publications TiSEM, Tilburg University, School of Economics and Management, number fbb391d2-a9f9-4b49-a0f5-1.
  17. Angelo Ranaldo, 2002, "Market Dynamics Around Public Information Arrivals," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp45, Feb.
  18. Ana C. CEBRIÁN & Michel DENUIT & Olivier SCAILLET, 2002, "Testing for Concordance Ordering," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp41, Mar.
  19. Michel DENUIT & Olivier SCAILLET, 2002, "Nonparametric Tests Dependence For Positive Quadrant," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp44, Mar.
  20. Michèle Breton & Pascal St-Amour & Désiré Vencatachellum, 2002, "Inter- vs Intra-generational Production Teams: A Young Worker's Perspective," CIRANO Working Papers, CIRANO, number 2002s-57, Jun.
  21. Shirley Chenny & Pascal St-Amour & Désiré Vencatachellum, 2002, "Slave Prices from Succession and Bankruptcy Sales in Mauritius, 1825--1827," CIRANO Working Papers, CIRANO, number 2002s-79, Sep.
  22. Michèle Breton & Pascal St-Amour & Désiré Vencatachellum, 2002, "Intergenerational Dynamic Production Teams," Computing in Economics and Finance 2002, Society for Computational Economics, number 126, Jul.
  23. Sbuelz, A. & Trojani, F., 2002, "Equilibrium Asset Pricing with Time-Varying Pessimism," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-102.
  24. Stavins, Robert N. & Wagner, Alexander F. & Wagner, Gernot, 2002, "Interpreting Sustainability in Economic Terms: Dynamic Efficiency Plus Intergenerational Equity," Discussion Papers, Resources for the Future, number 10810, DOI: 10.22004/ag.econ.10810.

2001

  1. Bacchetta, Philippe & Aghion, Philippe & Banerjee, Abhijit, 2001, "A Corporate Balance Sheet Approach to Currency Crises," CEPR Discussion Papers, Centre for Economic Policy Research, number 3092, Dec.
  2. François Degeorge & François Derrien, 2001, "Les déterminants de la performance à long terme des introductions en bourse : le cas français," Post-Print, HAL, number hal-00480224, Sep.
  3. Sylvie Chalayer Rouchon & François Degeorge & Anne-Laure Le Nadant, 2001, "Objectifs de la gestion des résultats comptables et marchés financiers," Post-Print, HAL, number halshs-00522981, Nov.
  4. Michael Rockinger & Eric Jondeau, 2001, "Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis," Working papers, Banque de France, number 79.
  5. Michael Rockinger & Eric Jondeau, 2001, "Conditional Dependency of Financial Series: An Application of Copulas," Working papers, Banque de France, number 82.
  6. Clémentine Florens & Eric Jondeau & Hervé Le Bihan, 2001, "Assessing GMM Estimates of the Federal Reserve Reaction Function," Working papers, Banque de France, number 83.
  7. Eric Jondeau & Hervé Le Bihan, 2001, "Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US Data," Working papers, Banque de France, number 86.
  8. ROCKINGER, Michael & JONDEAU, Eric, 2001, "Testing for differences in the tails of stock-market returns," HEC Research Papers Series, HEC Paris, number 739, Oct.
  9. ROCKINGER, Michael & JONDEAU, Eric, 2001, "Portfolio allocation in transition economies," HEC Research Papers Series, HEC Paris, number 740, Oct.
  10. Felix Kubler & Karl Schmedders, 2001, "Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1319, Jun.
  11. Dirk Krueger and Felix Kubler, 2001, "Intergenerational Risk Sharing: Myth or Possibility," Computing in Economics and Finance 2001, Society for Computational Economics, number 188, Apr.
  12. Karl Schmedders, Felix Kubler, 2001, "Asset Pricing in Models with incomplete markets and default," Computing in Economics and Finance 2001, Society for Computational Economics, number 58, Apr.
  13. Fabio Fornari & Antonio Mele, 2001, "Recovering the Probability Density Function of Asset Prices Using GARCH as Diffusion Approximations," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 396, Feb.
  14. Fabio Fornari & Antonio Mele, 2001, "A Simple Approach to the Estimation of Continuous Time CEV Stochastic Volatility Models of the Short-Term Rate," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 397, Feb.
  15. Anderson, Ronald & Nyborg, Kjell, 2001, "Financing and Corporate Growth under Repeated Moral Hazard," CEPR Discussion Papers, Centre for Economic Policy Research, number 2920, Aug.
  16. Anderson, Ronald W. & Nyborg, Kjell G., 2001, "Financial development, agency and the pace of adoption of new techniques," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25065, Aug.
  17. Ongena, S. & Smith, D.C. & Michalsen, D., 2001, "Firms and their distressed banks," Other publications TiSEM, Tilburg University, School of Economics and Management, number 647865af-d242-423d-b913-1.
  18. Rockinger, Michael & Poon, Ser-Huang & Tawn, Jonathan, 2001, "New Extreme-Value Dependence Measures and Finance Applications," CEPR Discussion Papers, Centre for Economic Policy Research, number 2762, Apr.
  19. Han Hong & Olivier Scaillet & Elie Tamer, 2001, "A Fast Subsampling Method for Nonlinear Dynamic Models," Working Papers, Center for Research in Economics and Statistics, number 2001-39.
  20. DENUIT, Michel & SAILLET, Olivier, 2001, "Nonparametric Tests for Positive Quadrant Dependence," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001009, Jan, revised 01 Apr 2001.
  21. Olivier SCAILLET, 2001, "Density Estimation Using Inverse and Reciprocal Inverse Guassian Kernels," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001017, Jun.
  22. D. Vencatachellum & M. Breton & P. St-Amour, 2001, "Reputation in Endogenous Production Teams," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 2B.2, Jan.
  23. Michel Normandin & Pascal St-Amour, 2001, "Canadian Consumption and Portfolio Shares," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 134, Jun.
  24. Michele Breton, Pascal St-Amour and D. Vencatachellum, 2001, "Dynamic Production Teams with Strategic Behavior," Computing in Economics and Finance 2001, Society for Computational Economics, number 89, Apr.

2000

  1. Bacchetta, Philippe & Aghion, Philippe & Banerjee, Abhijit, 2000, "Currency Crises and Monetary Policy in an Economy with Credit Constraints," CEPR Discussion Papers, Centre for Economic Policy Research, number 2529, Aug.
  2. Philippe Bacchetta, 2000, "Monetary Policy with Foreign Currency Debt," Working Papers, Swiss National Bank, Study Center Gerzensee, number 00.03, Feb.
  3. Philippe Bacchetta & Eric van Wincoop, 2000, "Trade Flows, Prices, and The Exchange Rate Regime," Working Papers, Swiss National Bank, Study Center Gerzensee, number 00.11, Nov.
  4. Degeorge, François & Tufano, Peter & Jenter, Dirk & Moel, Alberto, 2000, "Selling Company Shares to Reluctant Employees: France Télécom's Experience," CEPR Discussion Papers, Centre for Economic Policy Research, number 2483, Jun.
  5. DEGEORGE, François & JENTER, Dirk & MOEL, Alberto & TUFANO, Peter, 2000, "Selling company shares to reluctant employees : France Télécom's experience," HEC Research Papers Series, HEC Paris, number 703, Apr.
  6. Hau, Harald, 2000, "Real Exchange Rate Volatility and Economic Openness: Theory and Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 2356, Jan.
  7. Moore, Michael & Hau, Harald & Killeen, William, 2000, "The Euro as an International Currency: Explaining Puzzling First Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 2510, Jul.
  8. François Chesnay & Eric Jondeau, 2000, "Does Correlation between Stock Returns Really Increase during Turbulent Period?," Working papers, Banque de France, number 73.
  9. Eric Jondeau & Hervé Le Bihan, 2000, "Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies," Working papers, Banque de France, number 76.
  10. Eric Jondeau & Michael Rockinger, 2000, "Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence," Working papers, Banque de France, number 77.
  11. ROCKINGER, Michael & JONDEAU, Eric, 2000, "Entropy densities," HEC Research Papers Series, HEC Paris, number 709, Feb.
  12. Felix Kubler & Karl Schmedders, 2000, "Incomplete Markets, Transitory Shocks and Welfare," Levine's Working Paper Archive, David K. Levine, number 2133, Sep.
  13. CHIAPPORI, Pierre-André & EKELAND, Ivar & KUBLER, Félix & POLEMARCHAKIS, Heracles, 2000, "The identification of preferences from equilibrium prices," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000024, Mar.
  14. CHIAPPORI, Pierre-André & EKELAND, Ivar & KUBLER, Félix & POLEMARCHAKIS, Heracles, 2000, "The identification of preferences from equilibrium prices under uncertainty," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000025, Mar.
  15. P. Jean-Jacques Herings & Felix Kubler, 2000, "The Robustness of the CAPM-A Computational Approach," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0400, Aug.
  16. Kenneth L. Judd & Felix Kubler & Karl Schmedders, 2000, "Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1294, May.
  17. Herings, P.J.J. & Kubler, F., 2000, "Computing equilibria in finance economies," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 022, Jan, DOI: 10.26481/umamet.2000022.
  18. de Ruyter, J.C. & Wetzels, M.G.M., 2000, "The role of corporate image and extension similarity in service brand extensions," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 035, Jan, DOI: 10.26481/umamet.2000035.
  19. F. Fornari & A. Mele, 2000, "An Equilibrium Model of the Term Structure with Stochastic Volatility," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2000-13.
  20. A. Mele, 2000, "Fundamental Properties of Bond Prices in Models of the Short-Term Rate," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2000-39.
  21. Jason Karceski & Steven Ongena & David C. Smith, 2000, "The impact of bank consolidation on commercial borrower welfare," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 679.
  22. Dag Michalsen & Steven Ongena & David C. Smith, 2000, "Firms and their distressed banks: lessons from the Norwegian banking crisis (1988-1991)," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 686.
  23. Degryse, H.A. & Ongena, S., 2000, "Bank Relationship and Firm Profitability," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-14.
  24. Ongena, S. & Smith, D.C. & Michalsen, D., 2000, "Distressed Relationships : Lessons from the Norwegian Banking Crisis," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-13.
  25. Ongena, S.R.G., 2000, "Benefits and costs of bank relationships," Other publications TiSEM, Tilburg University, School of Economics and Management, number 46030f2c-7b56-4c65-a2d0-e.
  26. Ongena, S. & Smith, D.C., 2000, "Bank relationships : A review," Other publications TiSEM, Tilburg University, School of Economics and Management, number 993b88a5-9a0f-42de-9cec-6.
  27. Rockinger, Michael & Urga, Giovanni, 2000, "A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies," CEPR Discussion Papers, Centre for Economic Policy Research, number 2346, Jan.
  28. Christian Gourieroux & Jean-Paul Laurent & Olivier Scaillet, 2000, "Sensitivity Analysis of Values at Risk," Working Papers, Center for Research in Economics and Statistics, number 2000-05.
  29. Jean -Luc Prigent & Olivier Renault & Olivier Scaillet, 2000, "An Empirical Investigation in Credit Spread Indices," Working Papers, Center for Research in Economics and Statistics, number 2000-59.
  30. Geert Dhaene & Olivier Scaillet, 2000, "Reversed Score and Likelihood Ratio Tests," Working Papers, Center for Research in Economics and Statistics, number 2000-60.
  31. J.L. Prigent & O. Scaillet, 2000, "Weak Convergence of Hedging Strategies of Contingent Claims," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2000-50.
  32. J.L. Prigent & O. Renault & O.Scaillet, 2000, "An Empirical Estimation in Credit Spread Indices," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2000-51.
  33. Friedrich Schneider & Alexander Wagner, 2000, "Korporatismus im europäischen Vergleich: Förderung makroökonomischer Rahmenbedingungen?," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2000-15, Jul.

1999

  1. Bacchetta, Philippe & Aghion, Philippe & Banerjee, Abhijit, 1999, "Capital Markets and the Instability of Open Economies," CEPR Discussion Papers, Centre for Economic Policy Research, number 2083, Mar.
  2. Philippe AGHION & Philippe BACCHETTA & Abhijit BANERJEE, 1999, "A Simple Model of Monetary Policy and Currency Crises," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 9914, Sep.
  3. Philippe BACCHETTA & Eric VAN WINCOOP, 1999, "Does Exchange Rate Stability Increase Trade and Welfare ?," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 9917, Sep.
  4. Hau, Harald, 1999, "Information and Geography: Evidence from the German Stock Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 2297, Nov.
  5. Eric Jondeau & Michael Rockinger, 1999, "Estimating Gram-Charlier Expansions with Positivity Constraints," Working papers, Banque de France, number 56.
  6. Sanvi Avouyi-Dovi & Eric Jondeau, 1999, "Interest Rate Transmission and Volatility Transmission along the Yield Curve," Working papers, Banque de France, number 57.
  7. Sanvi Avouyi-Dovi & Eric Jondeau, 1999, "La modelisation de la volatilite des bourses asiatiques," Working papers, Banque de France, number 58.
  8. Eric Jondeau, 1999, "La mesure du ratio rendement-risque a partir du marche des euro-devises," Working papers, Banque de France, number 59.
  9. Eric Jondeau & Roland Ricart, 1999, "The Information Content of the French and German Government Bond Tield Curves: Why Such Differences?," Working papers, Banque de France, number 61.
  10. Sanvi Avouyi-Dovi & Eric Jondeau, 1999, "Modelling the French Swap Spread," Working papers, Banque de France, number 65.
  11. Eric Jondeau & Michael Rockinger, 1999, "The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets," Working papers, Banque de France, number 66.
  12. Eric Jondeau & Hervé Le Bihan & Frédéric Sedillot, 1999, "Modelisation et prevision des indices de prix sectoriels," Working papers, Banque de France, number 68.
  13. KÜBLER, Felix & POLEMARCHAKIS, Heracles, 1999, "The identification of preferences from the equilibrium prices of commodities and assets," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1999033, Jun.
  14. Markus Leippold & Liuren Wu, 1999, "The Potential Approach to Bond and Currency Pricing," Finance, University Library of Munich, Germany, number 9903004, Mar.
  15. Antonio Mele & Fabio Fornari, 1999, "Stochastic Volatility and the Informational Content of Option Prices: Empirical Analysis," Computing in Economics and Finance 1999, Society for Computational Economics, number 912, Mar.
  16. Anderson, Ronald W. & Nyborg, Kjell G., 1999, "R&D, Capital Investments, and Financing under Repeated Moral Hazard," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2000012, Mar, revised 30 May 2000.
  17. CHESHER, Andrew & DHAENE, Geert & GOURIEROUX, Christian & SCAILLET, Olivier, 1999, "Bartlett identities tests," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1999039, Jun.
  18. Alain Guay & Olivier Scaillet, 1999, "Indirect Inference, Nuisance Parameter and Threshold Moving Average," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 95, Nov.
  19. Jean-Paul Laurent & Olivier Scaillet, 1999, "Variance Optimal Cap Pricing Models," Working Papers, Center for Research in Economics and Statistics, number 99-07.
  20. Jean -Luc Prigent & Olivier Renault & Olivier Scaillet, 1999, "Option Pricing with Discrete Rebalancing," Working Papers, Center for Research in Economics and Statistics, number 99-61.
  21. Jean -Luc Prigent & Olivier Renault & Olivier Scaillet, 1999, "An Autoregressive Conditional Binomial Option Pricing Model," Working Papers, Center for Research in Economics and Statistics, number 99-65.
  22. J.L. Prigent & O. Renault & O. Scaillet., 1999, "An autoregressive conditional binomial option pricing model under stochastic rates," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 99-40.
  23. Michel Normandin & Pascal St-Amour, 1999, "Total Wealth, Consumption and Portfolio Shares: Evidence and Theory," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 96, Dec.
  24. Gordon, Stephen & St-Amour, Pascal, 1999, "A Preference Regime Model of Bull and Bear Markets," Cahiers de recherche, Université Laval - Département d'économique, number 9906.

1998

  1. Bacchetta, Philippe & van Wincoop, Eric, 1998, "Capital Flows to Emerging Markets: Liberalization, Overshooting and Volatility," CEPR Discussion Papers, Centre for Economic Policy Research, number 1889, May.
  2. Bacchetta, Philippe & van Wincoop, Eric, 1998, "Does Exchange Rate Stability Increase Trade and Capital Flows?," CEPR Discussion Papers, Centre for Economic Policy Research, number 1962, Sep.
  3. Philippe AGHION & Philippe BACCHETTA & Abhijit BANERJEE, 1998, "Financial Liberalization and Volatility in Emerging Market Economies," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 9811, Jul.
  4. Zeckhauser, Richard & Patel, U & Degeorge, François, 1998, "Earnings Management to Exceed Thresholds," CEPR Discussion Papers, Centre for Economic Policy Research, number 1790, Jan.
  5. Eric Jondeau & Michael Rockinger, 1998, "Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral," Working papers, Banque de France, number 47.
  6. Catherine Bruno & Eric Jondeau, 1998, "Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates," Working papers, Banque de France, number 53.
  7. Sophie Coutant & Eric Jondeau & Michael Rockinger, 1998, "Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election," Working papers, Banque de France, number 54.
  8. Eric Jondeau & Frédéric Sedillot, 1998, "La pr vision des taux longs fran ais et allemands partir d'un modele anticipations rationnelles," Working papers, Banque de France, number 55.
  9. Rockinger, Michael & Jondeau, Eric, 1998, "Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities," CEPR Discussion Papers, Centre for Economic Policy Research, number 2009, Oct.
  10. Rockinger, Michael & Jondeau, Eric & Coutant, Sophie, 1998, "Reading Interest Rate and Bond Futures Options' Smiles Around the 1997 French Snap Election," CEPR Discussion Papers, Centre for Economic Policy Research, number 2010, Oct.
  11. Michael Rockinger & Eric Jondeau, 1998, "Estimating Gram-Charlier Expansions Under Positivity Constraints," Working Papers, HAL, number hal-00601500.
  12. F. Fornari & A. Mele, 1998, "ARCH Models and Option Pricing : The Continuous Time Connection," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 98-30.
  13. Ongena, S. & Smith, D.C., 1998, "Quality and duration of banking relationships," Other publications TiSEM, Tilburg University, School of Economics and Management, number 32dd3634-6a6c-4bdd-8e39-4.
  14. Jean-Philippe Lesne & Jean-Luc Prigent & Olivier Scaillet, 1998, "Convergence of Discrete Time Option Pricing Models Under Stochastic Interest Rates," Working Papers, Center for Research in Economics and Statistics, number 98-51.
  15. Breton, M. & St-Amour, P. & Vencatachellum, D., 1998, "Birds of a Feather: Teams as a Screening Mechanism," Papers, Ecole des Hautes Etudes Commerciales de Montreal-, number 98-05.
  16. Dessy, Sylvain E. & St-Amour, Pascal & Vencatachellum, Désiré, 1998, "The Economics of Private Tutoring," Cahiers de recherche, Université Laval - Département d'économique, number 9809.
  17. St-Amour, Pascal & Vencatachellum, Désiré, 1998, "Inter-Sectorial Risk Pooling and Wage Distributions," Cahiers de recherche, Université Laval - Département d'économique, number 9818.

1997

  1. Bacchetta, Philippe & van Wincoop, Eric, 1997, "Trade in Nominal Assets and Net International Capital Flows," CEPR Discussion Papers, Centre for Economic Policy Research, number 1569, Jan.
  2. Bacchetta, Philippe & Gerlach, Stefan, 1997, "Consumption and Credit Constraints: International evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 1727, Nov.
  3. François Degeorge & B. Moselle & R.J. Zeckhauser, 1997, "Strategic Choice of Earnings Risk: Reducing and Increasing Noise in the signal of Firms Quality," Working Papers, HAL, number hal-00605605.
  4. Sanvi Avouyi-Dovi & Eric Jondeau & Charles Lai Tong, 1997, "Effets volume, volatilité et transmissions internationales sur les marchés boursiers dans le G5," Working papers, Banque de France, number 42.
  5. Eric Jondeau & Roland Ricart, 1997, "Le contenu en information de la pente des taux : application au cas des titres publics fran ais," Working papers, Banque de France, number 43.
  6. Eric Jondeau & Roland Ricart, 1997, "La Théorie des anticipations de la structure par terme : test partir des titres publics fran ais," Working papers, Banque de France, number 45.
  7. Eric Jondeau, 1997, "Repr sentation VAR et test de la Théorie des anticipations de la structure par terme," Working papers, Banque de France, number 46.
  8. Michael Rockinger & Eric Jondeau, 1997, "Estimation et interprétation des densités neutres au risque: une comparaison de méthodes," Working Papers, HAL, number hal-00601588.
  9. Steven Ongena & David C. Smith, 1997, "Empirical Evidence on the Duration of Bank Relationships," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 97-15, Mar.
  10. Michael Rockinger & Giovanni Urga, 1997, "Information Content of Russian Stock Indices," Working Papers, HAL, number hal-00601586.
  11. Michael Rockinger & Karim Abadir, 1997, "Density-embedding Functions," Working Papers, HAL, number hal-00601589.
  12. Michael Rockinger & Brigitte Granville, 1997, "Testing the Fisher Relation: the Russian Case," Working Papers, HAL, number hal-00601590.
  13. Christian Gourieroux & Olivier Scaillet, 1997, "Multiregime Term Structure Models," Working Papers, Center for Research in Economics and Statistics, number 97-50.
  14. Anderson, Ronald & Reinard, Davy & Scaillet, Olivier, 1997, "A New Index of Belgian Shares," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1997016, Jul.
  15. J. P. Lesne & J. L. Prigent & O. Scaillet, 1997, "Convergence of discrete time options pricing models under stochastic," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 97-34.
  16. Lesne, J.P. & Prigent, J.L. & Scaillet, O., 1997, "Convergence of Discrete Time Options Pricing Models under Stochastic Rates," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9734.
  17. Christian Gourieroux & Olivier Scaillet & Ariane Szafarz, 1997, "Econométrie de la Finance: approches historiques," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/651.
  18. St-Amour, Pascal & Vencatachellum, Desire, 1997, "Families, Insurance and Employment in Developing Agricultural Economies," Cahiers de recherche, Université Laval - Département d'économique, number 9703.
  19. Gordon, Stephen & St-Amour, Pascal, 1997, "Estimating a Continuous-Time Asset Pricing Model with State-Dependent Risk Aversion," Cahiers de recherche, Université Laval - Département d'économique, number 9711, revised 08 Jun 1998.
  20. Gordon, Stephen & St-Amour, Pascal, 1997, "Asset Prices with Contingent Preferences," Cahiers de recherche, Université Laval - Département d'économique, number 9712, revised 08 Jun 1998.

1996

  1. Bacchetta, Philippe & Caminal, Ramon, 1996, "Do Capital Market Imperfections Exacerbate Output Fluctuations?," CEPR Discussion Papers, Centre for Economic Policy Research, number 1422, Jun.
  2. Zeckhauser, Richard & Degeorge, François & Moselle, Boaz, 1996, "Hedging and Gambling: Corporate Risk Choice when Informing the Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 1520, Dec.
  3. François Degeorge & J. Patel & R.J. Zeckhauser, 1996, "Earnings Manipulation, I: the role of thresholds," Working Papers, HAL, number hal-00606076.
  4. Eric Jondeau & Roland Ricart, 1996, "The Expectation Theory: Tests on French, German, and American Euro-Rates," Working papers, Banque de France, number 35.
  5. C. Bruneau & E. Jondeau, 1996, "Test of persistent causality with an application of the expectations theory of the term structure," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 96-14.
  6. Michael Rockinger & Michel Crouhy, 1996, "Volatility Indices for the French Financial Market," Working Papers, HAL, number hal-00602020.
  7. Michel Normandin & Pascal St-Amour, 1996, "Substitution, Risk Aversion, Taste Shocks and Equity Premia," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 39, Jan.
  8. St-Amour, P. & Vencatachellum, D., 1996, "Family Organization, Retirement and Sectoral Employment in Developing Agricultural Economies," Papers, Laval - Recherche en Politique Economique, number 9612.

1995

  1. Philippe BACCHETTA & Fernando BALLABRIGA, 1995, "The Impact of Monetary Policy and Bank Lending : Some International Evidence," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 9501, Feb.
  2. François Degeorge & Boaz Moselle & Richard Zeckhauser, 1995, "Hedging and Shooting: Corporate Risk Choice When Informing the Market," Working Papers, HAL, number hal-00607600.
  3. Avouyi-Dovi, S. & Jondeau, E. & Lai tong, C. & Sedillot, F., 1995, "Les marches boursiers dans le G5 : effets volume et mesures de la volatilite," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1995-05/f.
  4. Fornari, F. & Mele, A., 1995, "Sign- and Volatility -Switching ARCH Models: Theory and Applications to International Stock Markets," Papers, Banca Italia - Servizio di Studi, number 251.
  5. Steven Ongena, 1995, "Monetary policy and credit conditions: new evidence," Macroeconomics, University Library of Munich, Germany, number 9503001, Mar.
  6. Michael Rockinger & Karim M. Abadir, 1995, "The devil's horns: a problem with the densities of AR statistics," Working Papers, HAL, number hal-00602732.
  7. Michael Rockinger, 1995, "Determinants of Capital Flow to Mutual Funds," Working Papers, HAL, number hal-00602733.
  8. BROZE, Laurence & SCAILLET, Olivier & ZAKOIAN, Jean-Michel, 1995, "Quasi Indirect Inference for Diffusion Processes," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1995005, Jan.
  9. Gordon, S. & St-Amour, P., 1995, "Measuring State-Dependent Risk Aversion Using Data Augmentation," Papers, Laval - Recherche en Politique Economique, number 9507.
  10. St-Amour, P., 1995, "Canadian Excess Returns and State-Dependent Risk Aversion," Papers, Laval - Recherche en Politique Economique, number 9519.

1994

  1. Philippe BACCHETTA & Eric VAN WINCOOP, 1994, "Net Capital Flows under Exchange Rate and Price Volatility," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 9414, Oct.
  2. François Degeorge, 1994, "Fad Behavior in Initial Public Offering: Evidence from IPOs Issued Before and After the Stock Market Crash," Working Papers, HAL, number hal-00607986.
  3. Jondeau, E., 1994, "Modele de prevision et allocation d'actifs," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1994-05-f.
  4. Julian R Franks & Kjell G Nyborg, 1994, "Control Rights, Debt Structure, and the Loss of Private Benefits: The Case of the UK Insolvency Code," CEPR Financial Market Papers, Centre for Economic Policy Research, number 0047, Apr.
  5. Michael Rockinger & Michel Crouhy, 1994, "Volatility Clustering, Asymmetry and Hysteresis in Stock Returns: International Evidence," Working Papers, HAL, number hal-00607660.
  6. Michael Rockinger, 1994, "Regime Switching: Evidence for the French Stock Market," Working Papers, HAL, number hal-00607661.
  7. Michael Rockinger, 1994, "Switching Regressions of Unexpected Macroeconomic Events Explaining the French Stock Index," Working Papers, HAL, number hal-00607662.
  8. Michael Rockinger & M. Crouhy, 1994, "Forecasting Conditional Volatility with Garch and Change of Regime Models: International Evidence," Working Papers, HAL, number hal-00612796.
  9. BROZE, Laurence & MELARD, Guy & SCAILLET, Olivier, 1994, "Forecast Intervals in ARCH Exponential Smoothing," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1994081, Dec.
  10. Gouriéroux, Christian & Scaillet, O., 1994, "Estimation of the term structure from bond data," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9415.
  11. Pascal St. Amour, 1994, "State-Dependent Risk Aversion," Working Paper, Economics Department, Queen's University, number 896, Jan.

1993

  1. François Degeorge, 1993, "Can underwriter price support explain high first-day IPO returns ?," Working Papers, HAL, number hal-00610770.
  2. Jondeau, E., 1993, "Le modele de prevision mensuelle du prix des actifs financiers dans le G5: une analyse des proprietes," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1993-01-f.
  3. Avouyi-Dovi, S. & Jondeau, E. & Kaabi, M., 1993, "Analyse des cours boursiers : une premiere approche," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1993-07-f.
  4. Jondeau, E. & Avouyi-Dovi, S., 1993, "Retour sur les determinants fondamentaux des cours boursiers: une formulation a correction d'erreur," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1993-12-f.
  5. Jacq, P. & Jondeau, E. & Sedillot, F., 1993, "Les politiques monetaires au sein du SME," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1993-13-f.
  6. Matta, N. & Jondeau, E., 1993, "Politique monetaire et objectifs intermedieres aux Etats-Unis," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1993-14-f.
  7. Jondeau, E. & Nocolai, J.P., 1993, "Modelisation du prix des actifs financiers," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1993-16-f.
  8. Fernando Restoy & G. Michael Rockinger, 1993, "On Stock Market Returns and Returns on Investments," Working Papers, Banco de España, number 9311.
  9. BROZE, Laurence & SCAILLET, Olivier & ZAKOIAN , Jean-Michel, 1993, "Testing for Continuous-Time Models of the Short-Term Interest Rate," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1993031, Jul.

1992

  1. Bacchetta, P. & Paz Espinosa, M., 1992, "Information Sharing and Tax Competition Among Governments," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 173.92.
  2. Caminal, R. & Bacchetta, P., 1992, "A Note on Reserve Requirements and Public Finance," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 176.92.
  3. Bruneau, C. & Dauphin, H. & Jondeau, E. & Nicolai, J.P., 1992, "France-Allemagne: Asymetries et convergence," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1992-19.
  4. Michael Rockinger, 1992, "Remarks concerning 'traditional' investment equations," Working Papers, HAL, number hal-00611414.

1991

  1. Francois Degeorge & Richard Zeckhauser, 1991, "Information Handling and Firm Performance: Evidence from Reverse LBOs," NBER Working Papers, National Bureau of Economic Research, Inc, number 3798, Aug.
  2. Michael Rockinger, 1991, "Short horizons vs. empire building: some empirical evidence," Working Papers, HAL, number hal-00611968.
  3. Michael Rockinger & F. Restoy, 1991, "Investment incentives in endogenously growing economies," Working Papers, HAL, number hal-00611970.

1989

  1. Martin Feldstein & Philippe Bacchetta, 1989, "National Saving and International Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 3164, Nov.

1987

  1. Philippe Bacchetta & Martin Feldstein, 1987, "How Far Has the Dollar Fallen?," NBER Working Papers, National Bureau of Economic Research, Inc, number 2122, Jan.

Undated

  1. Theodosios Dimopoulos & Stefano Sacchetto, undated, "Technological Heterogeneity and Corporate Investment," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2012-E48.
  2. Pierre Collin-Dufresne & Julien Hugonnier, undated, "Pricing and Hedging of Contingent Claims in the Presence of Extraneous Risk," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2000-E39.
  3. Kubler, Felix & Polemarchakis, Herakles, undated, "The identification of beliefs from asset demand," Economic Research Papers, University of Warwick - Department of Economics, number 270007, DOI: 10.22004/ag.econ.270007.
  4. Sajjad Zaheer & Steven Ongena & Sweder van Wijnbergen, 0, "The Transmission of Monetary Policy through Conventional and Islamic Banks," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-048/2, 00.
  5. Richard C. Green & Burton Hollifield & Norman Schurhoff, undated, "Financial Intermediation and the Costs of Trading in an Opaque Market," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2004-11.
  6. Richard Green & Burton Hollifield & Norman Schurhoff, undated, "Dealer Intermediation and Price Behavior in the Aftermarket for New Bond Issues," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2005-E56.

Journal articles

2026

  1. Bacchetta, Philippe & Benhima, Kenza & Kalantzis, Yannick & Phillot, Maxime, 2026, "The international transmission of asset market shocks in liquidity traps," Journal of International Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.jinteco.2026.104235.
  2. Tony Berrada & Jerome Detemple & Marcel Rindisbacher, 2026, "Volatility During the COVID-19 Pandemic," Management Science, INFORMS, volume 72, issue 2, pages 1529-1559, February, DOI: 10.1287/mnsc.2024.04352.
  3. Neil Bhutta & Andreas Fuster & Aurel Hizmo, 2026, "Paying Too Much? Borrower Sophistication and Overpayment in the U.S. Mortgage Market," Journal of Finance, American Finance Association, volume 81, issue 1, pages 49-90, February, DOI: 10.1111/jofi.70001.
  4. Ernest Dautović & Harald Hau & Yi Huang, 2026, "Consumption Response to Minimum Wages: Evidence from Chinese Households," The Review of Economics and Statistics, MIT Press, volume 108, issue 3, pages 737-754, May, DOI: 10.1162/rest_a_01411.
  5. Alona Johner & Steven Ongena, 2026, "From Crisis to War: Cyclical Systemic Risk and Bank Profitability in Ukraine," Scottish Journal of Political Economy, Scottish Economic Society, volume 73, issue 3, July, DOI: 10.1111/sjpe.70057.
  6. Karagiorgis, Ariston & Anastasiou, Dimitrios & Drakos, Konstantinos & Ongena, Steven, 2026, "The leverage of hedge funds and the risk of their prime brokers," Journal of Financial Stability, Elsevier, volume 82, issue C, DOI: 10.1016/j.jfs.2025.101498.
  7. Bobiceanu, Andreea Maura & Nistor, Simona & Ongena, Steven, 2026, "Banks’ stock market reaction to prudential policy announcements: The role of central bank independence and financial stability sentiment," Journal of Financial Stability, Elsevier, volume 83, issue C, DOI: 10.1016/j.jfs.2026.101512.
  8. Anastasia Cozarenco & Steven Ongena, 2026, "Social and Environmental Financial Services: Where Do We Stand?," Journal of Financial Services Research, Springer;Western Finance Association, volume 69, issue 1, pages 1-16, April, DOI: 10.1007/s10693-025-00461-1.
  9. H. Özlem Dursun-de Neef & Steven Ongena & Alexander Schandlbauer, 2026, "Monetary Policy, Held-to-Maturity Securities, and Uninsured Deposit Withdrawals," European Accounting Review, Taylor & Francis Journals, volume 35, issue 2, pages 503-528, March, DOI: 10.1080/09638180.2025.2478164.
  10. Fangfang Wang & Florina Silaghi & Steven Ongena & Miguel García-Cestona, 2026, "ESG Ratings, ESG News Sentiment, and Firm Credit Risk Perception," Financial Analysts Journal, Taylor & Francis Journals, volume 82, issue 1, pages 128-148, January, DOI: 10.1080/0015198X.2025.2591731.
  11. Fabio Antoniou & Manthos D. Delis & Steven Ongena & Chris Tsoumas, 2026, "Pollution Permits and Financing Costs," Journal of Money, Credit and Banking, Blackwell Publishing, volume 58, issue 3, pages 637-679, April, DOI: 10.1111/jmcb.13241.
  12. Fortin, Alain-Philippe & Gagliardini, Patrick & Scaillet, Olivier, 2026, "Latent factor analysis in short panels," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106249.
  13. Yiwen Shen & Chenxu Li & Olivier Scaillet & Yueting Jiang, 2026, "Dynamic Portfolio Allocation Under Market Incompleteness and Wealth Effects," Operations Research, INFORMS, volume 74, issue 1, pages 93-117, January, DOI: 10.1287/opre.2024.0976.

2025

  1. Degeorge, François & Pratobevera, Giuseppe, 2025, "Nepotism in IPOs: Consequences for Issuers and Investors," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 60, issue 5, pages 2367-2397, August.
  2. Bolliger, Elio & Bruhin, Adrian & Fuster, Andreas & Ganarin, Maja, 2025, "The effect of macroprudential policies on homeownership: Evidence from Switzerland," Journal of Urban Economics, Elsevier, volume 146, issue C, DOI: 10.1016/j.jue.2025.103749.
  3. Goyal, Amit & Reed, Adam V. & Smajlbegovic, Esad & Soebhag, Amar, 2025, "Stealthy shorts: Informed liquidity supply," Journal of Financial Economics, Elsevier, volume 172, issue C, DOI: 10.1016/j.jfineco.2025.104155.
  4. Amit Goyal & Narasimhan Jegadeesh & Avanidhar Subrahmanyam, 2025, "Empirical determinants of momentum: a perspective using international data," Review of Finance, European Finance Association, volume 29, issue 1, pages 241-273.
  5. Lykourgos Alexiou & Amit Goyal & Alexandros Kostakis & Leonidas Rompolis, 2025, "Pricing event risk: evidence from concave implied volatility curves," Review of Finance, European Finance Association, volume 29, issue 4, pages 963-1007.
  6. Amit Goyal & Alessio Saretto, 2025, "Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 6, pages 1783-1821.
  7. Geng, Heng & Hau, Harald & Michaely, Roni & Nguyen, Binh Hoang, 2025, "Common institutional investors and board representation in rival firms," Journal of Corporate Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.jcorpfin.2025.102836.
  8. Geng, Heng & Hau, Harald & Lai, Sandy & Liu, Pengfei, 2025, "Does shareholder overlap alleviate patent holdup?," Research Policy, Elsevier, volume 54, issue 2, DOI: 10.1016/j.respol.2024.105167.
  9. Julien Hugonnier & Rodolfo Prieto, 2025, "Asset Pricing with Costly Short Sales," Management Science, INFORMS, volume 71, issue 5, pages 3768-3789, May, DOI: 10.1287/mnsc.2023.01887.
  10. Baker, Scott R. & Janas, Pawel & Kueng, Lorenz, 2025, "Correlation in state and local tax changes," Journal of Public Economics, Elsevier, volume 242, issue C, DOI: 10.1016/j.jpubeco.2024.105275.
  11. Nyborg, Kjell G. & Woschitz, Jiri, 2025, "Robust difference-in-differences analysis when there is a term structure," Journal of Financial Economics, Elsevier, volume 170, issue C, DOI: 10.1016/j.jfineco.2025.104081.
  12. Delis, Manthos D. & Galariotis, Emilios & Iosifidi, Maria & Ongena, Steven, 2025, "Corporate taxes and entrepreneurs' income: A credit channel," Journal of Corporate Finance, Elsevier, volume 93, issue C, DOI: 10.1016/j.jcorpfin.2025.102805.
  13. Albertazzi, Ugo & Bottero, Margherita & Gambacorta, Leonardo & Ongena, Steven, 2025, "Asymmetric information and the securitization of SME loans," European Economic Review, Elsevier, volume 177, issue C, DOI: 10.1016/j.euroecorev.2025.105053.
  14. Gündüz, Yalin & Ongena, Steven & Tümer-Alkan, Günseli & Yu, Yuejuan, 2025, "CDS and credit: The effect of the bangs on credit insurance, lending and hedging," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101583.
  15. Andrieş, Alin Marius & Ongena, Steven & Sprincean, Nicu, 2025, "Sectoral credit allocation and systemic risk," Journal of Financial Stability, Elsevier, volume 76, issue C, DOI: 10.1016/j.jfs.2024.101363.
  16. Petropoulou, Athina & Pappas, Vasileios & Ongena, Steven & Gounopoulos, Dimitrios & Fairchild, Richard, 2025, "The performance of FDIC-identified community banks," Journal of Financial Stability, Elsevier, volume 77, issue C, DOI: 10.1016/j.jfs.2025.101394.
  17. Akyildirim, Erdinc & Corbet, Shaen & Ongena, Steven & Staunton, David, 2025, "Understanding reputational risks: The impact of ESG events on European banks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 105, issue C, DOI: 10.1016/j.intfin.2025.102225.
  18. Delis, Fotis & Delis, Manthos D. & Laeven, Luc & Ongena, Steven, 2025, "Global evidence on profit shifting within firms and across time," Journal of Accounting and Economics, Elsevier, volume 79, issue 2, DOI: 10.1016/j.jacceco.2024.101744.
  19. Ongena, Steven & Saffar, Walid & Sun, Yuan & Wei, Lai, 2025, "Movables as collateral and corporate credit: Loan-level evidence from legal reforms across Europe," Journal of Banking & Finance, Elsevier, volume 170, issue C, DOI: 10.1016/j.jbankfin.2024.107331.
  20. Huynh, Luu Duc Toan & Ongena, Steven, 2025, "Introduction to JEBO special issue on wars, economic sanctions, economic behaviors, and institutions," Journal of Economic Behavior & Organization, Elsevier, volume 229, issue C, DOI: 10.1016/j.jebo.2024.106860.
  21. Delis, Manthos & Fringuellotti, Fulvia & Iosifidi, Maria & Ongena, Steven, 2025, "Credit and entrepreneurs’ income," Journal of Financial Intermediation, Elsevier, volume 63, issue C, DOI: 10.1016/j.jfi.2025.101161.
  22. Bednarek, Peter & Briukhova, Olga & Ongena, Steven & Westernhagen, Natalja v., 2025, "Effects of bank capital requirements on lending by banks and non-bank financial institutions," Journal of Financial Intermediation, Elsevier, volume 63, issue C, DOI: 10.1016/j.jfi.2025.101167.
  23. David P. Newton & Steven Ongena & Ru Xie & Binru Zhao, 2025, "Leveraged loans: is high leverage risk priced in?," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, volume 15, issue 1/2, pages 120-138.
  24. Mahmoud Fatouh & Simone Giansante & Steven Ongena, 2025, "Quantitative easing and the functioning of the gilt repo market," The European Journal of Finance, Taylor & Francis Journals, volume 31, issue 1, pages 31-52, January, DOI: 10.1080/1351847X.2024.2383641.
  25. Huang, Wenqian & Ranaldo, Angelo & Schrimpf, Andreas & Somogyi, Fabricius, 2025, "Constrained liquidity provision in currency markets," Journal of Financial Economics, Elsevier, volume 167, issue C, DOI: 10.1016/j.jfineco.2025.104028.
  26. Haozhe Jiang & Ostap Okhrin & Michael Rockinger, 2025, "Artificial neural network small‐sample‐bias‐corrections of the AR(1) parameter close to unit root," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 79, issue 1, February, DOI: 10.1111/stan.12354.
  27. Perusset, Florian & Rockinger, Michael, 2025, "Do structured products improve portfolio performance? A backtesting exercise," Journal of International Money and Finance, Elsevier, volume 157, issue C, DOI: 10.1016/j.jimonfin.2025.103396.
  28. Ostap Okhrin & Michael Rockinger & Manuel Schmid, 2025, "Observations concerning the estimation of Heston’s stochastic volatility model using HF data," Statistical Papers, Springer, volume 66, issue 4, pages 1-23, June, DOI: 10.1007/s00362-025-01710-0.
  29. Turquet, Briac & Bajgrowicz, Pierre & Scaillet, Olivier, 2025, "Mean reversion trading on the naphtha crack," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108620.
  30. Weber Matthias, 2025, "Steuererklärung: Zeit für Vereinfachung," Wirtschaftsdienst, Paradigm, volume 105, issue 9, pages 614-614, DOI: 10.2478/wd-2025-0157.

2024

  1. Andreas Fuster & Stephanie H. Lo & Paul S. Willen, 2024, "The Time‐Varying Price of Financial Intermediation in the Mortgage Market," Journal of Finance, American Finance Association, volume 79, issue 4, pages 2553-2602, August, DOI: 10.1111/jofi.13358.
  2. Fuster, Andreas & Schelling, Tan & Towbin, Pascal, 2024, "Tiers of joy? Reserve tiering and bank behavior in a negative-rate environment," Journal of Monetary Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.jmoneco.2024.103614.
  3. Ester Faia & Andreas Fuster & Vincenzo Pezone & Basit Zafar, 2024, "Biases in Information Selection and Processing: Survey Evidence from the Pandemic," The Review of Economics and Statistics, MIT Press, volume 106, issue 3, pages 829-847, May, DOI: 10.1162/rest_a_01187.
  4. Cao, Jie & Goyal, Amit & Ke, Sai & Zhan, Xintong, 2024, "Options Trading and Stock Price Informativeness," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 59, issue 4, pages 1516-1540, June.
  5. Goyal, Amit & Wahal, Sunil & Yavuz, M. D., 2024, "Choosing Investment Managers," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 59, issue 8, pages 3531-3563, December.
  6. Amit Goyal & Ivo Welch & Athanasse Zafirov, 2024, "A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 11, pages 3490-3557.
  7. Thorsten Beck & Karlheinz Walch & Benjamin Weigert & Hans-Peter Burghof & Sascha Steffen & Dorothea Schäfer & Markus Demary & Niklas Taft & Aurora Li & Michael Peters & Melina Ludolph & Lena Tonzer & , 2024, "Die Zukunft des europäischen Finanzsystems – zwischen Risiken und mangelnder Wettbewerbsfähigkeit?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 77, issue 07, pages 03-36, July.
  8. Hau, Harald & Ouyang, Difei, 2024, "Can real estate booms hurt firms? Evidence on investment substitution," Journal of Urban Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.jue.2024.103695.
  9. Baker, Scott R. & Johnson, Stephanie & Kueng, Lorenz, 2024, "Financial returns to household inventory management," Journal of Financial Economics, Elsevier, volume 151, issue C, DOI: 10.1016/j.jfineco.2023.103758.
  10. Antonio Moreno & Steven Ongena & Alexia Ventula Veghazy & Alexander F. Wagner, 2024, "“Long GFC”? The global financial crisis, health care, and COVID‐19 deaths," Economic Inquiry, Western Economic Association International, volume 62, issue 2, pages 865-891, April, DOI: 10.1111/ecin.13194.
  11. Gropp, Reint & Mosk, Thomas & Ongena, Steven & Simac, Ines & Wix, Carlo, 2024, "Supranational Rules, National Discretion: Increasing Versus Inflating Regulatory Bank Capital?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 59, issue 2, pages 830-862, March.
  12. Doerr, Sebastian & Kabaş, Gazi & Ongena, Steven, 2024, "Population Aging and Bank Risk-Taking," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 59, issue 7, pages 3037-3061, November.
  13. Abedifar, Pejman & Kashizadeh, Seyed Javad & Ongena, Steven, 2024, "Flood, farms and credit: The role of branch banking in the era of climate change," Journal of Corporate Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.jcorpfin.2024.102544.
  14. Durrani, Agha & Ongena, Steven & Ponte Marques, Aurea, 2024, "Decoding market reactions: The certification role of EU-wide stress tests," Economic Modelling, Elsevier, volume 139, issue C, DOI: 10.1016/j.econmod.2024.106828.
  15. Albertazzi, Ugo & Fringuellotti, Fulvia & Ongena, Steven, 2024, "Fixed rate versus adjustable rate mortgages: Evidence from euro area banks," European Economic Review, Elsevier, volume 161, issue C, DOI: 10.1016/j.euroecorev.2023.104643.
  16. Andrieş, Alin Marius & Chiper, Alexandra Maria & Ongena, Steven & Sprincean, Nicu, 2024, "External wealth of nations and systemic risk," Journal of Financial Stability, Elsevier, volume 70, issue C, DOI: 10.1016/j.jfs.2023.101192.
  17. Kara, Alper & Ongena, Steven & Yildiz, Yilmaz, 2024, "Does being a responsible bank pay off? Evidence from the COVID-19 pandemic," Journal of Financial Stability, Elsevier, volume 74, issue C, DOI: 10.1016/j.jfs.2024.101317.
  18. Keil, Jan & Ongena, Steven, 2024, "The demise of branch banking – Technology, consolidation, bank fragility," Journal of Banking & Finance, Elsevier, volume 158, issue C, DOI: 10.1016/j.jbankfin.2023.107038.
  19. Basten, Christoph & Ongena, Steven, 2024, "Mortgage lending through a fintech web platform. The roles of competition, diversification, and automation," Journal of Banking & Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jbankfin.2024.107194.
  20. Haq, Mamiza & Ongena, Steven & Pu, Juying & Tan, Eric K.M., 2024, "Do banks engage in earnings management? The role of dividends and institutional factors," Journal of Banking & Finance, Elsevier, volume 168, issue C, DOI: 10.1016/j.jbankfin.2024.107287.
  21. Pauline Gandré & Mike Mariathasan & Ouarda Merrouche & Steven Ongena, 2024, "Unintended Consequences of the Global Derivatives Market Reform," Journal of the European Economic Association, European Economic Association, volume 22, issue 6, pages 2467-2506.
  22. Shusen Qi & Ralph De Haas & Steven Ongena & Stefan Straetmans & Tamas Vadasz, 2024, "Move a little closer? Information sharing and the spatial clustering of bank branches," Review of Finance, European Finance Association, volume 28, issue 6, pages 1881-1918.
  23. Emmanuel Mamatzakis & Steven Ongena & Pankaj C. Patel & Mike Tsionas, 2024, "A Bayesian policy learning model of COVID-19 non-pharmaceutical interventions," Applied Economics, Taylor & Francis Journals, volume 56, issue 25, pages 2990-3010, May, DOI: 10.1080/00036846.2023.2203462.
  24. Mahmoud Fatouh & Simone Giansante & Steven Ongena, 2024, "Leverage ratio, risk‐based capital requirements, and risk‐taking in the United Kingdom," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 33, issue 1, pages 31-60, February, DOI: 10.1111/fmii.12185.
  25. Manthos D. Delis & Kathrin de Greiff & Maria Iosifidi & Steven Ongena, 2024, "Being stranded with fossil fuel reserves? Climate policy risk and the pricing of bank loans," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 33, issue 3, pages 239-265, August, DOI: 10.1111/fmii.12189.
  26. Piotr Danisewicz & Steven Ongena, 2024, "Fiscal transfers, local government, and entrepreneurship," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., volume 43, issue 3, pages 818-845, June, DOI: 10.1002/pam.22532.
  27. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • 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, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • 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, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • 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), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • 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, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • 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, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • 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, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • 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, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • 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, Halle Institute for Economic Research (IWH), number 11/2021.
    • 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, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
  28. Yao Li & Michael Rockinger, 2024, "Unfolding the Transitions in Sustainability Reporting," Sustainability, MDPI, volume 16, issue 2, pages 1-31, January.
  29. Burstein, Ariel & Lein, Sarah & Vogel, Jonathan, 2024, "Cross-border shopping: Evidence and welfare implications for Switzerland," Journal of International Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jinteco.2024.104015.
  30. Raphael Auer & Ariel Burstein & Sarah Lein & Jonathan Vogel, 2024, "Unequal Expenditure Switching: Evidence from Switzerland," The Review of Economic Studies, Review of Economic Studies Ltd, volume 91, issue 5, pages 2572-2603.
  31. Hendershott, Terrence & Li, Dan & Livdan, Dmitry & Schürhoff, Norman, 2024, "When failure is an option: Fragile liquidity in over-the-counter markets," Journal of Financial Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jfineco.2024.103859.
  32. Ardia, David & Barras, Laurent & Gagliardini, Patrick & Scaillet, Olivier, 2024, "Is it alpha or beta? Decomposing hedge fund returns when models are misspecified," Journal of Financial Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.jfineco.2024.103805.
  33. Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2024, "Spanning Analysis of Stock Market Anomalies Under Prospect Stochastic Dominance," Management Science, INFORMS, volume 70, issue 9, pages 6002-6025, September, DOI: 10.1287/mnsc.2023.4953.
  34. Marco Ceccarelli & Stefano Ramelli & Alexander F Wagner, 2024, "Low Carbon Mutual Funds," Review of Finance, European Finance Association, volume 28, issue 1, pages 45-74.
  35. Kopányi-Peuker, Anita & Weber, Matthias, 2024, "The role of the end time in experimental asset markets," Journal of Corporate Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jcorpfin.2024.102647.
  36. Weber, Matthias & Duffy, John & Schram, Arthur, 2024, "Regulation and the demand for credit default swaps in experimental bond markets," European Economic Review, Elsevier, volume 165, issue C, DOI: 10.1016/j.euroecorev.2024.104745.

2023

  1. Bacchetta, Philippe & Cordonier, Rachel & Merrouche, Ouarda, 2023, "The rise in foreign currency bonds: The role of US monetary policy and capital controls," Journal of International Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.jinteco.2022.103709.
  2. Philippe Bacchetta & Eric van Wincoop & Eric R Young, 2023, "Infrequent Random Portfolio Decisions in an Open Economy Model," The Review of Economic Studies, Review of Economic Studies Ltd, volume 90, issue 3, pages 1125-1154.
  3. Kim, Hyemin & Fahlenbrach, Rüdiger & Low, Angie, 2023, "CEO networks and the labor market for directors," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 1-21, DOI: 10.1016/j.jempfin.2022.11.001.
  4. Matthias Efing & Rüdiger Fahlenbrach & Christoph Herpfer & Philipp Krueger, 2023, "How Do Investors and Firms React to a Large, Unexpected Currency Appreciation Shock?," The Review of Corporate Finance Studies, Society for Financial Studies, volume 12, issue 3, pages 488-538.
  5. Rüdiger Fahlenbrach & Eric Jondeau, 2023, "Greening the Swiss National Bank’s Portfolio," The Review of Corporate Finance Studies, Society for Financial Studies, volume 12, issue 4, pages 792-833.
  6. Jie Cao & Amit Goyal & Xiao Xiao & Xintong Zhan, 2023, "Implied Volatility Changes and Corporate Bond Returns," Management Science, INFORMS, volume 69, issue 3, pages 1375-1397, March, DOI: 10.1287/mnsc.2022.4379.
  7. Amit Goyal & Ramon Tol & Sunil Wahal, 2023, "Forbearance in Institutional Investment Management: Evidence from Survey Data," Financial Analysts Journal, Taylor & Francis Journals, volume 79, issue 2, pages 7-20, April, DOI: 10.1080/0015198X.2023.2176163.
  8. Amit Goyal & Avanidhar Subrahmanyam & Bhaskaran Swaminathan, 2023, "Illiquidity and the cost of equity capital: Evidence from actual estimates of capital cost for U.S. data," Review of Financial Economics, John Wiley & Sons, volume 41, issue 4, pages 364-391, October, DOI: 10.1002/rfe.1179.
  9. Diego M. Hager & Thomas Nitschka, 2023, "Responses of Swiss interest rates and stock prices to ECB policy surprises," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 159, issue 1, pages 1-14, December, DOI: 10.1186/s41937-023-00117-8.
  10. Matthias Efing & Harald Hau & Patrick Kampkötter & Jean-Charles Rochet, 2023, "Bank Bonus Pay as a Risk Sharing Contract," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 1, pages 235-280.
  11. Hasan Fallahgoul & Julien Hugonnier & Loriano Mancini, 2023, "Risk Premia and Lévy Jumps: Theory and Evidence," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 810-851.
  12. Kubler, Felix & Scheidegger, Simon, 2023, "Uniformly self-justified equilibria," Journal of Economic Theory, Elsevier, volume 212, issue C, DOI: 10.1016/j.jet.2023.105707.
  13. Geng, Runjie & Kubler, Felix, 2023, "Stochastic overlapping generations with non-convex budget sets," Journal of Mathematical Economics, Elsevier, volume 107, issue C, DOI: 10.1016/j.jmateco.2023.102866.
  14. Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2023, "Re-use of collateral: Leverage, volatility, and welfare," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 47, pages 19-46, January, DOI: 10.1016/j.red.2022.03.003.
  15. Leonardo Gambacorta & Romina Gambacorta & Roxana Mihet, 2023, "FinTech, Investor Sophistication, and Financial Portfolio Choices," The Review of Corporate Finance Studies, Society for Financial Studies, volume 12, issue 4, pages 834-866.
  16. Shusen Qi & Kent Ngan‐Cheung Hui & Steven Ongena, 2023, "Inter‐industry FDI spillovers from foreign banks: Evidence in transition economies," Financial Management, Financial Management Association International, volume 52, issue 1, pages 97-126, March, DOI: 10.1111/fima.12409.
  17. Emanuela Benincasa & Gazi Kabas & Steven Ongena, 2023, "Uncoordinated Climate Policies: Implications for Cross-Border Lending," EconPol Forum, CESifo, volume 24, issue 01, pages 28-30, January.
  18. Ongena, Steven & Paraschiv, Florentina & Reite, Endre J., 2023, "Counteroffers and Price Discrimination in Mortgage Lending," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101431.
  19. Burietz, A. & Ongena, S. & Picault, M., 2023, "Taxing banks leverage and syndicated lending: A cross-country comparison," International Review of Law and Economics, Elsevier, volume 73, issue C, DOI: 10.1016/j.irle.2022.106103.
  20. Delis, Manthos D. & Dioikitopoulos, Evangelos V. & Ongena, Steven, 2023, "Population diversity and financial risk-taking," Journal of Banking & Finance, Elsevier, volume 151, issue C, DOI: 10.1016/j.jbankfin.2023.106852.
  21. Eichholtz, Piet & Ongena, Steven & Simeth, Nagihan & Yönder, Erkan, 2023, "Banks, non-banks, and the incorporation of local information in CMBS loan pricing," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106918.
  22. Böhnke, Victoria & Ongena, Steven & Paraschiv, Florentina & Reite, Endre J., 2023, "Back to the roots of internal credit risk models: Does risk explain why banks' risk-weighted asset levels converge over time?," Journal of Banking & Finance, Elsevier, volume 156, issue C, DOI: 10.1016/j.jbankfin.2023.106992.
  23. Kok, Christoffer & Müller, Carola & Ongena, Steven & Pancaro, Cosimo, 2023, "The disciplining effect of supervisory scrutiny in the EU-wide stress test," Journal of Financial Intermediation, Elsevier, volume 53, issue C, DOI: 10.1016/j.jfi.2022.101015.
  24. Emmanuel Mamatzakis & Mike G. Tsionas & Steven Ongena, 2023, "Why do households repay their debt in UK during the COVID-19 crisis?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 8, pages 1789-1823, April, DOI: 10.1108/JES-10-2022-0540.
  25. Diana Bonfim & Geraldo Cerqueiro & Hans Degryse & Steven Ongena, 2023, "On-Site Inspecting Zombie Lending," Management Science, INFORMS, volume 69, issue 5, pages 2547-2567, May, DOI: 10.1287/mnsc.2022.4452.
  26. Simona Nistor & Steven Ongena, 2023, "The Impact of Policy Interventions on Systemic Risk across Banks," Journal of Financial Services Research, Springer;Western Finance Association, volume 64, issue 2, pages 155-206, October, DOI: 10.1007/s10693-023-00404-8.
  27. Ralph De Haas & Liping Lu & Steven Ongena, 2023, "Close competitors? Bilateral bank competition and spatial variation in firms’ access to credit," Journal of Economic Geography, Oxford University Press, volume 23, issue 6, pages 1237-1271.
  28. Emmanuel C. Mamatzakis & Steven Ongena & Mike G. Tsionas, 2023, "The response of household debt to COVID-19 using a neural networks VAR in OECD," Empirical Economics, Springer, volume 65, issue 1, pages 65-91, July, DOI: 10.1007/s00181-022-02325-2.
  29. George Marian Aevoae & Alin Marius Andrieș & Steven Ongena & Nicu Sprincean, 2023, "ESG and systemic risk," Applied Economics, Taylor & Francis Journals, volume 55, issue 27, pages 3085-3109, June, DOI: 10.1080/00036846.2022.2108752.
  30. Winifred Huang & Philip Molyneux & Steven Ongena & Ru Xie, 2023, "The new challenges of global banking and finance," The European Journal of Finance, Taylor & Francis Journals, volume 29, issue 7, pages 693-699, May, DOI: 10.1080/1351847X.2023.2200145.
  31. Pēteris Kloks & Patrick McGuire & Angelo Ranaldo & Vladyslav Sushko, 2023, "Bank positions in FX swaps: insights from CLS," BIS Quarterly Review, Bank for International Settlements, September.
  32. Breedon, Francis & Chen, Louisa & Ranaldo, Angelo & Vause, Nicholas, 2023, "Judgment day: Algorithmic trading around the Swiss franc cap removal," Journal of International Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.jinteco.2022.103713.
  33. Benedikt Ballensiefen & Angelo Ranaldo, 2023, "Safe Asset Carry Trade," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 2, pages 223-265.
  34. Alexander Bechtel & Angelo Ranaldo & Jan Wrampelmeyer, 2023, "Liquidity Risk and Funding Cost," Review of Finance, European Finance Association, volume 27, issue 2, pages 399-422.
  35. Benedikt Ballensiefen & Angelo Ranaldo & Hannah Winterberg & Ralph Koijen, 2023, "Money Market Disconnect," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 10, pages 4158-4189.
  36. Rim Bernoussi & Michael Rockinger, 2023, "Rebalancing with transaction costs: theory, simulations, and actual data," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 37, issue 2, pages 121-160, June, DOI: 10.1007/s11408-022-00419-6.
  37. Ostap Okhrin & Michael Rockinger & Manuel Schmid, 2023, "Distributional properties of continuous time processes: from CIR to bates," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 107, issue 3, pages 397-419, September, DOI: 10.1007/s10182-022-00459-3.
  38. Freitag, Andreas & Lein, Sarah M., 2023, "Endogenous product adjustment and exchange rate pass-through," Journal of International Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.jinteco.2022.103706.
  39. La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2023, "A higher-order correct fast moving-average bootstrap for dependent data," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 65-81, DOI: 10.1016/j.jeconom.2022.01.008.
  40. Bakalli, Gaetan & Guerrier, Stéphane & Scaillet, Olivier, 2023, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.12.004.
  41. Chaonan Jiang & Davide La Vecchia & Elvezio Ronchetti & Olivier Scaillet, 2023, "Saddlepoint Approximations for Spatial Panel Data Models," Journal of the American Statistical Association, Taylor & Francis Journals, volume 118, issue 542, pages 1164-1175, April, DOI: 10.1080/01621459.2021.1981913.
  42. D’Ercole, Francesco & Wagner, Alexander F., 2023, "The green energy transition and the 2023 Banking Crisis," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104493.
  43. Andreas Barth & Valerie Laturnus & Sasan Mansouri & Alexander F. Wagner, 2023, "Conflicted Analysts and Initial Coin Offerings," Management Science, INFORMS, volume 69, issue 11, pages 6641-6666, November, DOI: 10.1287/mnsc.2021.02928.
  44. Timo Lehmann & Matthias Weber, 2023, "Auctions versus bookbuilding: The effects of IPO regulation in Japan," The Financial Review, Eastern Finance Association, volume 58, issue 1, pages 117-141, February, DOI: 10.1111/fire.12318.
  45. Egle Skliaustyte & Matthias Weber, 2023, "Subsidies versus intellectual property rights when innovators operate in two markets," PLOS ONE, Public Library of Science, volume 18, issue 4, pages 1-20, April, DOI: 10.1371/journal.pone.0284880.
  46. Matthias Weber & Jonas Striaukas & Martin Schumacher & Harald Binder, 2023, "Regularized regression when covariates are linked on a network: the 3CoSE algorithm," Journal of Applied Statistics, Taylor & Francis Journals, volume 50, issue 3, pages 535-554, February, DOI: 10.1080/02664763.2021.1982878.

2022

  1. Bacchetta, Philippe & Davenport, Margaret & van Wincoop, Eric, 2022, "Can sticky portfolios explain international capital flows and asset prices?," Journal of International Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.jinteco.2022.103583.
  2. Philippe Bacchetta & Kenza Benhima & Jean-Paul Renne, 2022, "Understanding Swiss real interest rates in a financially globalized world," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 158, issue 1, pages 1-17, December, DOI: 10.1186/s41937-022-00095-3.
  3. Philippe Bacchetta & Ouarda Merrouche, 2022, "Countercyclical Foreign Currency Borrowing: Eurozone Firms in 2007–09," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 1, pages 203-245, February, DOI: 10.1111/jmcb.12818.
  4. Tobias Berg & Andreas Fuster & Manju Puri, 2022, "FinTech Lending," Annual Review of Financial Economics, Annual Reviews, volume 14, issue 1, pages 187-207, November, DOI: 10.1146/annurev-financial-101521-11.
  5. Andreas Fuster & Paul Goldsmith‐Pinkham & Tarun Ramadorai & Ansgar Walther, 2022, "Predictably Unequal? The Effects of Machine Learning on Credit Markets," Journal of Finance, American Finance Association, volume 77, issue 1, pages 5-47, February, DOI: 10.1111/jofi.13090.
  6. Marc Blatter & Andreas Fuster, 2022, "Scale effects on efficiency and profitability in the Swiss banking sector," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 158, issue 1, pages 1-24, December, DOI: 10.1186/s41937-022-00091-7.
  7. Andreas Fuster & Ricardo Perez-Truglia & Mirko Wiederholt & Basit Zafar, 2022, "Expectations with Endogenous Information Acquisition: An Experimental Investigation," The Review of Economics and Statistics, MIT Press, volume 104, issue 5, pages 1059-1078, December, DOI: 10.1162/rest_a_00994.
  8. Nelson Camanho & Harald Hau & Hélène Rey, 2022, "Global Portfolio Rebalancing and Exchange Rates," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 11, pages 5228-5274.
  9. Jakša Cvitanić & Julien Hugonnier, 2022, "Optimal fund menus," Mathematical Finance, Wiley Blackwell, volume 32, issue 2, pages 455-516, April, DOI: 10.1111/mafi.12341.
  10. Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2022, "Valuing Life as an Asset, as a Statistic and at Gunpoint," The Economic Journal, Royal Economic Society, volume 132, issue 643, pages 1095-1122.
  11. Lester, Benjamin & Weill, Pierre-Olivier & Hugonnier, Julien, 2022, "Heterogeneity in decentralized asset markets," Theoretical Economics, Econometric Society, volume 17, issue 3, July.
  12. Jondeau, Eric & Sahuc, Jean-Guillaume, 2022, "Bank capital shortfall in the euro area," Journal of Financial Stability, Elsevier, volume 62, issue C, DOI: 10.1016/j.jfs.2022.101070.
  13. Jondeau, Eric & Khalilzadeh, Amir, 2022, "Predicting the stressed expected loss of large U.S. banks," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106321.
  14. Lorenz Kueng & Scott R. Baker, 2022, "Household Financial Transaction Data," Annual Review of Economics, Annual Reviews, volume 14, issue 1, pages 47-67, August, DOI: 10.1146/annurev-economics-051520-02.
  15. Scott R Baker & Lorenz Kueng & Steffen Meyer & Michaela Pagel, 2022, "Consumption Imputation Errors in Administrative Data," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 6, pages 3021-3059.
  16. Brumm, Johannes & Feng, Xiangyu & Kotlikoff, Laurence & Kubler, Felix, 2022, "Are deficits free?," Journal of Public Economics, Elsevier, volume 208, issue C, DOI: 10.1016/j.jpubeco.2022.104627.
  17. Reint Gropp & Steven Ongena & Jörg Rocholl & Vahid Saadi, 2022, "The cleansing effect of banking crises," Economic Inquiry, Western Economic Association International, volume 60, issue 3, pages 1186-1213, July, DOI: 10.1111/ecin.13069.
  18. Delis, Manthos D. & Hasan, Iftekhar & Iosifidi, Maria & Ongena, Steven, 2022, "Gender, Credit, and Firm Outcomes," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 57, issue 1, pages 359-389, February.
  19. Rehbein, Oliver & Ongena, Steven, 2022, "Flooded Through the Back Door: The Role of Bank Capital in Local Shock Spillovers," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 57, issue 7, pages 2627-2658, November.
  20. Giansante, Simone & Fatouh, Mahmoud & Ongena, Steven, 2022, "The asset reallocation channel of quantitative easing. The case of the UK," Journal of Corporate Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jcorpfin.2022.102294.
  21. Andrieş, Alin Marius & Ongena, Steven & Sprincean, Nicu & Tunaru, Radu, 2022, "Risk spillovers and interconnectedness between systemically important institutions," Journal of Financial Stability, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfs.2021.100963.
  22. Delis, Manthos D. & Iosifidi, Maria & Kazakis, Pantelis & Ongena, Steven & Tsionas, Mike G., 2022, "Management practices and M&A success," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106355.
  23. Ongena, Steven & Savaşer, Tanseli & Şişli Ciamarra, Elif, 2022, "CEO incentives and bank risk over the business cycle," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106460.
  24. Auer, Raphael & Matyunina, Alexandra & Ongena, Steven, 2022, "The countercyclical capital buffer and the composition of bank lending," Journal of Financial Intermediation, Elsevier, volume 52, issue C, DOI: 10.1016/j.jfi.2022.100965.
  25. Alexandra Matyunina & Steven Ongena, 2022, "Bank capital buffer releases, public guarantee programs, and dividend bans in COVID-19 Europe: an appraisal," European Journal of Law and Economics, Springer, volume 54, issue 1, pages 127-152, August, DOI: 10.1007/s10657-022-09734-9.
  26. Shusen Qi & Steven Ongena & Hua Cheng, 2022, "Working with women, do men get all the credit?," Small Business Economics, Springer, volume 59, issue 4, pages 1427-1447, December, DOI: 10.1007/s11187-021-00579-1.
  27. Duc Duy Nguyen & Steven Ongena & Shusen Qi & Vathunyoo Sila, 2022, "Climate Change Risk and the Cost of Mortgage Credit
    [Does climate change affect real estate prices? Only if you believe in it]    ," Review of Finance, European Finance Association, volume 26, issue 6, pages 1509-1549.
  28. Ranaldo, Angelo & de Magistris, Paolo Santucci, 2022, "Liquidity in the global currency market," Journal of Financial Economics, Elsevier, volume 146, issue 3, pages 859-883, DOI: 10.1016/j.jfineco.2022.09.004.
  29. Mario Di Filippo & Angelo Ranaldo & Jan Wrampelmeyer, 2022, "Unsecured and Secured Funding," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 2-3, pages 651-662, March, DOI: 10.1111/jmcb.12855.
  30. Laurent Barras & Patrick Gagliardini & Olivier Scaillet, 2022, "Skill, Scale, and Value Creation in the Mutual Fund Industry," Journal of Finance, American Finance Association, volume 77, issue 1, pages 601-638, February, DOI: 10.1111/jofi.13096.
  31. Artem Dyachenko & Patrick Ley & Marc Oliver Rieger & Alexander F. Wagner, 2022, "The asset allocation of defined benefit pension plans: the role of sponsor contributions," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 5, pages 376-389, September, DOI: 10.1057/s41260-022-00277-x.

2021

  1. Bacchetta, Philippe & van Wincoop, Eric, 2021, "Puzzling exchange rate dynamics and delayed portfolio adjustment," Journal of International Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.jinteco.2021.103460.
  2. Fabisik, Kornelia & Fahlenbrach, Rüdiger & Stulz, René M. & Taillard, Jérôme P., 2021, "Why are firms with more managerial ownership worth less?," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 699-725, DOI: 10.1016/j.jfineco.2021.02.008.
  3. Rüdiger Fahlenbrach & Marc Frattaroli, 2021, "ICO investors," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 1, pages 1-59, March, DOI: 10.1007/s11408-020-00366-0.
  4. Rüdiger Fahlenbrach & Kevin Rageth & René M Stulz, 2021, "How Valuable Is Financial Flexibility when Revenue Stops? Evidence from the COVID-19 Crisis
    [The risk of being a fallen angel and the corporate dash for cash in the midst of COVID]    ," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 11, pages 5474-5521.
  5. Joshua Abel & Andreas Fuster, 2021, "How Do Mortgage Refinances Affect Debt, Default, and Spending? Evidence from HARP," American Economic Journal: Macroeconomics, American Economic Association, volume 13, issue 2, pages 254-291, April, DOI: 10.1257/mac.20180116.
  6. Andreas Fuster & Basit Zafar, 2021, "The Sensitivity of Housing Demand to Financing Conditions: Evidence from a Survey," American Economic Journal: Economic Policy, American Economic Association, volume 13, issue 1, pages 231-265, February, DOI: 10.1257/pol.20150337.
  7. Andreas Fuster & Greg Kaplan & Basit Zafar, 2021, "What Would You Do with $500? Spending Responses to Gains, Losses, News, and Loans," The Review of Economic Studies, Review of Economic Studies Ltd, volume 88, issue 4, pages 1760-1795.
  8. Harald Hau & Peter Hoffmann & Sam Langfield & Yannick Timmer, 2021, "Discriminatory Pricing of Over-the-Counter Derivatives," Management Science, INFORMS, volume 67, issue 11, pages 6660-6677, November, DOI: 10.1287/mnsc.2020.3787.
  9. Jondeau, Eric & Zhang, Qunzi & Zhu, Xiaoneng, 2021, "When Are Stocks Less Volatile in the Long Run?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 56, issue 4, pages 1228-1258, June.
  10. Scott R. Baker & Stephanie Johnson & Lorenz Kueng, 2021, "Shopping for Lower Sales Tax Rates," American Economic Journal: Macroeconomics, American Economic Association, volume 13, issue 3, pages 209-250, July, DOI: 10.1257/mac.20190026.
  11. Lorenz Kueng & Evgeny Yakovlev, 2021, "The Long-Run Effects of a Public Policy on Alcohol Tastes and Mortality," American Economic Journal: Economic Policy, American Economic Association, volume 13, issue 1, pages 294-328, February, DOI: 10.1257/pol.20180439.
  12. Baker, Scott R. & Baugh, Brian & Kueng, Lorenz, 2021, "Income Fluctuations and Firm Choice," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 56, issue 6, pages 2208-2236, September.
  13. Yang, Mu-Jeung & Li, Nicholas & Lorenz, Kueng, 2021, "The impact of emerging market competition on innovation and business strategy: Evidence from Canada," Journal of Economic Behavior & Organization, Elsevier, volume 181, issue C, pages 117-134, DOI: 10.1016/j.jebo.2020.10.026.
  14. Laurence Kotlikoff & Felix Kubler & Andrey Polbin & Simon Scheidegger, 2021, "Pareto-improving carbon-risk taxation
    [The environment and directed technical change]    ," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 36, issue 107, pages 551-589.
  15. Laurence Kotlikoff & Felix Kubler & Andrey Polbin & Jeffrey Sachs & Simon Scheidegger, 2021, "Making Carbon Taxation A Generational Win Win," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 62, issue 1, pages 3-46, February, DOI: 10.1111/iere.12483.
  16. Nyborg, Kjell G. & Wang, Zexi, 2021, "The effect of stock liquidity on cash holdings: The repurchase motive," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 905-927, DOI: 10.1016/j.jfineco.2021.05.027.
  17. Andrieș, Alin Marius & Ongena, Steven & Sprincean, Nicu, 2021, "The COVID-19 Pandemic and Sovereign Bond Risk," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101527.
  18. Fatouh, Mahmoud & Giansante, Simone & Ongena, Steven, 2021, "Economic support during the COVID crisis. Quantitative easing and lending support schemes in the UK," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110138.
  19. Cheng, Hua & Gawande, Kishore & Ongena, Steven & Qi, Shusen, 2021, "Connected banks and economic policy uncertainty," Journal of Financial Stability, Elsevier, volume 56, issue C, DOI: 10.1016/j.jfs.2021.100920.
  20. Ongena, Steven & Schindele, Ibolya & Vonnák, Dzsamila, 2021, "In lands of foreign currency credit, bank lending channels run through?," Journal of International Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.jinteco.2021.103435.
  21. Izzeldin, Marwan & Johnes, Jill & Ongena, Steven & Pappas, Vasileios & Tsionas, Mike, 2021, "Efficiency convergence in Islamic and conventional banks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 70, issue C, DOI: 10.1016/j.intfin.2020.101279.
  22. Mamatzakis, Emmanuel C. & Ongena, Steven & Tsionas, Mike G., 2021, "Does alternative finance moderate bank fragility? Evidence from the euro area," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101340.
  23. Mayordomo, Sergio & Moreno, Antonio & Ongena, Steven & Rodríguez-Moreno, María, 2021, "Bank capital requirements, loan guarantees and firm performance," Journal of Financial Intermediation, Elsevier, volume 45, issue C, DOI: 10.1016/j.jfi.2019.05.002.
  24. Carletti, Elena & Ongena, Steven & Siedlarek, Jan-Peter & Spagnolo, Giancarlo, 2021, "The impacts of stricter merger legislation on bank mergers and acquisitions: Too-Big-To-Fail and competition," Journal of Financial Intermediation, Elsevier, volume 46, issue C, DOI: 10.1016/j.jfi.2020.100859.
  25. Goncharenko, Roman & Ongena, Steven & Rauf, Asad, 2021, "The agency of CoCos: Why contingent convertible bonds are not for everyone," Journal of Financial Intermediation, Elsevier, volume 48, issue C, DOI: 10.1016/j.jfi.2020.100882.
  26. Diana Bonfim & Gil Nogueira & Steven Ongena, 2021, "“Sorry, We're Closed” Bank Branch Closures, Loan Pricing, and Information Asymmetries
    [Distance and private information in lending]    ," Review of Finance, European Finance Association, volume 25, issue 4, pages 1211-1259.
  27. Elena Carletti & Paolo Colla & Mitu Gulati & Steven Ongena, 2021, "The Price of Law: The Case of the Eurozone Collective Action Clauses
    [Unbundling institutions]    ," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 12, pages 5933-5976.
  28. Fabio Braggion & Mintra Dwarkasing & Steven Ongena, 2021, "Household Inequality, Entrepreneurial Dynamism, and Corporate Financing
    [The colonial origins of comparative development: An empirical investigation]    ," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 5, pages 2448-2507.
  29. Steven Ongena, 2021, "Do governments and banks see eye to eye about the environment? Maybe not yet, but can they?," Economic and Political Studies, Taylor & Francis Journals, volume 9, issue 4, pages 461-462, October, DOI: 10.1080/20954816.2021.1976905.
  30. Sascha Kolaric & Florian Kiesel & Steven Ongena, 2021, "Market Discipline through Credit Ratings and Too‐Big‐to‐Fail in Banking," Journal of Money, Credit and Banking, Blackwell Publishing, volume 53, issue 2-3, pages 367-400, March, DOI: 10.1111/jmcb.12789.
  31. Carlo Altavilla & Miguel Boucinha & Sarah Holton & Steven Ongena, 2021, "Credit Supply and Demand in Unconventional Times," Journal of Money, Credit and Banking, Blackwell Publishing, volume 53, issue 8, pages 2071-2098, December, DOI: 10.1111/jmcb.12792.
  32. Ranaldo, Angelo & Somogyi, Fabricius, 2021, "Asymmetric information risk in FX markets," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 391-411, DOI: 10.1016/j.jfineco.2020.12.007.
  33. Ranaldo, Angelo & Schaffner, Patrick & Vasios, Michalis, 2021, "Regulatory effects on short-term interest rates," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 750-770, DOI: 10.1016/j.jfineco.2021.04.016.
  34. Raphael Auer & Ariel Burstein & Sarah M. Lein, 2021, "Exchange Rates and Prices: Evidence from the 2015 Swiss Franc Appreciation," American Economic Review, American Economic Association, volume 111, issue 2, pages 652-686, February, DOI: 10.1257/aer.20181415.
  35. Bäurle, Gregor & Lein, Sarah M. & Steiner, Elizabeth, 2021, "Employment adjustment and financial tightness – Evidence from firm-level data," Journal of International Money and Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jimonfin.2021.102358.
  36. Rahel Braun & Sarah M. Lein, 2021, "Sources of Bias in Inflation Rates and Implications for Inflation Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, volume 53, issue 6, pages 1553-1572, September, DOI: 10.1111/jmcb.12848.
  37. Chaieb, Ines & Langlois, Hugues & Scaillet, Olivier, 2021, "Factors and risk premia in individual international stock returns," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 669-692, DOI: 10.1016/j.jfineco.2021.04.007.
  38. Denisa Banulescu-Radu & Christophe Hurlin & Jérémy Leymarie & Olivier Scaillet, 2021, "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Management Science, INFORMS, volume 67, issue 9, pages 5730-5754, September, DOI: 10.1287/mnsc.2020.3751.
  39. Marc Arnold & Dustin Schuette & Alexander Wagner, 2021, "Neglected Risk in Financial Innovation: Evidence from Structured Product Counterparty Exposure," European Financial Management, European Financial Management Association, volume 27, issue 2, pages 287-325, March, DOI: 10.1111/eufm.12281.
  40. Florian Eugster & Alexander F. Wagner, 2021, "Earning investor trust: The role of past earnings management," Journal of Business Finance & Accounting, Wiley Blackwell, volume 48, issue 1-2, pages 269-307, January, DOI: 10.1111/jbfa.12477.
  41. Stefano Ramelli & Alexander F Wagner & Richard J Zeckhauser & Alexandre Ziegler, 2021, "Investor Rewards to Climate Responsibility: Stock-Price Responses to the Opposite Shocks of the 2016 and 2020 U.S. Elections
    [Asset pricing with liquidity risk]    ," The Review of Corporate Finance Studies, Society for Financial Studies, volume 10, issue 4, pages 748-787.
  42. Matthias Weber, 2021, "Behavioral optimal taxation: Aspirations," Journal of Behavioral Economics for Policy, Society for the Advancement of Behavioral Economics (SABE), volume 5, issue 1, pages 19-26, Septembre.
  43. Anita Kopányi-Peuker & Matthias Weber & Lauren Cohen, 2021, "Experience Does Not Eliminate Bubbles: Experimental Evidence," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 9, pages 4450-4485.

2020

  1. Bacchetta, Philippe & Benhima, Kenza & Kalantzis, Yannick, 2020, "Money and capital in a persistent liquidity trap," Journal of Monetary Economics, Elsevier, volume 116, issue C, pages 70-87, DOI: 10.1016/j.jmoneco.2019.09.005.
  2. Tarun Chordia & Amit Goyal & Alessio Saretto, 2020, "Anomalies and False Rejections," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 5, pages 2134-2179.
  3. Harald Hau & Yi Huang & Gewei Wang, 2020, "Firm Response to Competitive Shocks: Evidence from China’s Minimum Wage Policy," The Review of Economic Studies, Review of Economic Studies Ltd, volume 87, issue 6, pages 2639-2671.
  4. Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2020, "Frictional Intermediation in Over-the-Counter Markets," The Review of Economic Studies, Review of Economic Studies Ltd, volume 87, issue 3, pages 1432-1469.
  5. Julien Hugonnier & Florian Pelgrin & Pascal St‐Amour, 2020, "Closing down the shop: Optimal health and wealth dynamics near the end of life," Health Economics, John Wiley & Sons, Ltd., volume 29, issue 2, pages 138-153, February, DOI: 10.1002/hec.3960.
  6. Eric Jondeau & Xuewu Wang & Zhipeng Yan & Qunzi Zhang, 2020, "Skewness and index futures return," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 40, issue 11, pages 1648-1664, November, DOI: 10.1002/fut.22112.
  7. Johannes Brumm & Laurence Kotlikoff & Felix Kubler, 2020, "Leveraging Posterity's Prosperity?," AEA Papers and Proceedings, American Economic Association, volume 110, pages 152-156, May, DOI: 10.1257/pandp.20201104.
  8. Kubler, Felix & Selden, Larry & Wei, Xiao, 2020, "Incomplete market demand tests for Kreps-Porteus-Selden preferences," Journal of Economic Theory, Elsevier, volume 185, issue C, DOI: 10.1016/j.jet.2019.104973.
  9. Markus Leippold & Roger Rueegg, 2020, "How Rational and Competitive Is the Market for Mutual Funds?," Review of Finance, European Finance Association, volume 24, issue 3, pages 579-613.
  10. He, Yunhao & Leippold, Markus, 2020, "Short-run risk, business cycle, and the value premium," Journal of Economic Dynamics and Control, Elsevier, volume 120, issue C, DOI: 10.1016/j.jedc.2020.103993.
  11. Mukhlynina, Lilia & Nyborg, Kjell G., 2020, "The Choice of Valuation Techniques in Practice: Education Versus Profession," Critical Finance Review, now publishers, volume 9, issue 1-2, pages 201-265, June, DOI: 10.1561/104.00000088.
  12. Sanja Jakovljević & Hans Degryse & Steven Ongena, 2020, "Introduction To The Symposium On Contemporary Banking Research: The Use Of Fixed Effects To Disentangle Loan Demand From Loan Supply," Economic Inquiry, Western Economic Association International, volume 58, issue 2, pages 917-920, April, DOI: 10.1111/ecin.12875.
  13. Paola Morales‐Acevedo & Steven Ongena, 2020, "Fear, Anger, And Credit. On Bank Robberies And Loan Conditions," Economic Inquiry, Western Economic Association International, volume 58, issue 2, pages 921-952, April, DOI: 10.1111/ecin.12826.
  14. De Jonghe, Olivier & Dewachter, Hans & Ongena, Steven, 2020, "Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions," Journal of Corporate Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.jcorpfin.2019.101518.
  15. Delis, Manthos D. & Iosifidi, Maria & Kokas, Sotirios & Xefteris, Dimitrios & Ongena, Steven, 2020, "Enforcement actions on banks and the structure of loan syndicates," Journal of Corporate Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.jcorpfin.2019.101527.
  16. Alper, Koray & Altunok, Fatih & Çapacıoğlu, Tanju & Ongena, Steven, 2020, "The Effect of Unconventional Monetary Policy on Cross-Border Bank Loans: Evidence from an Emerging Market," European Economic Review, Elsevier, volume 127, issue C, DOI: 10.1016/j.euroecorev.2020.103426.
  17. Tsionas, Mike G. & Mamatzakis, Emmanuel & Ongena, Steven, 2020, "Does risk aversion affect bank output loss? The case of the Eurozone," European Journal of Operational Research, Elsevier, volume 282, issue 3, pages 1127-1145, DOI: 10.1016/j.ejor.2019.10.008.
  18. Andrieș, Alin Marius & Nistor, Simona & Ongena, Steven & Sprincean, Nicu, 2020, "On Becoming an O-SII (“Other Systemically Important Institution”)," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105723.
  19. Delis, Manthos D. & Hasan, Iftekhar & Ongena, Steven, 2020, "Democracy and credit," Journal of Financial Economics, Elsevier, volume 136, issue 2, pages 571-596, DOI: 10.1016/j.jfineco.2019.09.013.
  20. Cerqueiro, Geraldo & Ongena, Steven & Roszbach, Kasper, 2020, "Collateral damaged? Priority structure, credit supply, and firm performance," Journal of Financial Intermediation, Elsevier, volume 44, issue C, DOI: 10.1016/j.jfi.2019.05.001.
  21. Michael R. King & Steven Ongena & Nikola Tarashev, 2020, "Bank Standalone Credit Ratings," International Journal of Central Banking, International Journal of Central Banking, volume 16, issue 4, pages 101-144, September.
  22. Shusen Qi & Steven Ongena, 2020, "Fuel the Engine: Bank Credit and Firm Innovation," Journal of Financial Services Research, Springer;Western Finance Association, volume 57, issue 2, pages 115-147, April, DOI: 10.1007/s10693-019-00316-6.
  23. Olivier De Jonghe & Hans Dewachter & Klaas Mulier & Steven Ongena & Glenn Schepens, 2020, "Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation
    [A theory of systemic risk and design of prudential bank regulation]    ," Review of Finance, European Finance Association, volume 24, issue 1, pages 1-43.
  24. Lizethe Méndez-Heras & Steven Ongena, 2020, "“Finance And Growth” Re-Visited," Journal of Financial Management, Markets and Institutions (JFMMI), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 1-28, June, DOI: 10.1142/S2282717X20500012.
  25. Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis, 2020, "OTC premia," Journal of Financial Economics, Elsevier, volume 136, issue 1, pages 86-105, DOI: 10.1016/j.jfineco.2019.09.010.
  26. Beck, Günter W. & Lein, Sarah M., 2020, "Price elasticities and demand-side real rigidities in micro data and in macro models," Journal of Monetary Economics, Elsevier, volume 115, issue C, pages 200-212, DOI: 10.1016/j.jmoneco.2019.06.003.
  27. Michael J. Lamla & Sarah M. Lein & Jan-Egbert Sturm, 2020, "Media reporting and business cycles: empirical evidence based on news data," Empirical Economics, Springer, volume 59, issue 3, pages 1085-1105, September, DOI: 10.1007/s00181-019-01713-5.
  28. Santiago E. Alvarez & Sarah M. Lein, 2020, "Tracking inflation on a daily basis," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 156, issue 1, pages 1-13, December, DOI: 10.1186/s41937-020-00062-w.
  29. Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff, 2020, "Relationship Trading in Over‐the‐Counter Markets," Journal of Finance, American Finance Association, volume 75, issue 2, pages 683-734, April, DOI: 10.1111/jofi.12864.
  30. Cosma, Antonio & Galluccio, Stefano & Pederzoli, Paola & Scaillet, Olivier, 2020, "Early Exercise Decision in American Options with Dividends, Stochastic Volatility, and Jumps," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 1, pages 331-356, February.
  31. Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2020, "Spanning tests for Markowitz stochastic dominance," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 291-311, DOI: 10.1016/j.jeconom.2019.12.005.
  32. Olivier Scaillet & Adrien Treccani & Christopher Trevisan, 2020, "High-Frequency Jump Analysis of the Bitcoin Market," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 2, pages 209-232.
  33. Chesney, Marc & Stromberg, Jacob & Wagner, Alexander F. & Wolff, Vincent, 2020, "Managerial incentives to take asset risk," Journal of Corporate Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.jcorpfin.2020.101758.
  34. Eugster, Florian & Wagner, Alexander F., 2020, "Value reporting and firm performance," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 40, issue C, DOI: 10.1016/j.intaccaudtax.2020.100319.
  35. Alexander F. Wagner, 2020, "What the stock market tells us about the post-COVID-19 world," Nature Human Behaviour, Nature, volume 4, issue 5, pages 440-440, May, DOI: 10.1038/s41562-020-0869-y.
  36. Stefano Ramelli & Alexander F Wagner, 2020, "Feverish Stock Price Reactions to COVID-19," The Review of Corporate Finance Studies, Society for Financial Studies, volume 9, issue 3, pages 622-655.
  37. Marina Druz & Ivan Petzev & Alexander F. Wagner & Richard J. Zeckhauser, 2020, "When Managers Change Their Tone, Analysts and Investors Change Their Tune," Financial Analysts Journal, Taylor & Francis Journals, volume 76, issue 2, pages 47-69, April, DOI: 10.1080/0015198X.2019.1707592.
  38. 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, volume 112, issue C, DOI: 10.1016/j.jedc.2020.103850.
  39. 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, volume 34, issue 3, pages 349-352, September, DOI: 10.1007/s11408-020-00362-4.

2019

  1. Philippe Bacchetta & Kenza Benhima & Céline Poilly, 2019, "Corporate Cash and Employment," American Economic Journal: Macroeconomics, American Economic Association, volume 11, issue 3, pages 30-66, July.
  2. Martin Beraja & Andreas Fuster & Erik Hurst & Joseph Vavra, 2019, "Regional Heterogeneity and the Refinancing Channel of Monetary Policy," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 134, issue 1, pages 109-183.
  3. Luis Armona & Andreas Fuster & Basit Zafar, 2019, "Home Price Expectations and Behaviour: Evidence from a Randomized Information Experiment," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 4, pages 1371-1410.
  4. Nina Boyarchenko & Andreas Fuster & David O Lucca, 2019, "Understanding Mortgage Spreads," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 10, pages 3799-3850.
  5. Andreas Fuster & Matthew Plosser & Philipp Schnabl & James Vickery, 2019, "The Role of Technology in Mortgage Lending," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 5, pages 1854-1899.
  6. Assaf Eisdorfer & Amit Goyal & Alexei Zhdanov, 2019, "Equity Misvaluation and Default Options," Journal of Finance, American Finance Association, volume 74, issue 2, pages 845-898, April, DOI: 10.1111/jofi.12748.
  7. Harald Hau & Yi Huang & Hongzhe Shan & Zixia Sheng, 2019, "How FinTech Enters China's Credit Market," AEA Papers and Proceedings, American Economic Association, volume 109, pages 60-64, May.
  8. Jondeau, Eric & Zhang, Qunzi & Zhu, Xiaoneng, 2019, "Average skewness matters," Journal of Financial Economics, Elsevier, volume 134, issue 1, pages 29-47, DOI: 10.1016/j.jfineco.2019.03.003.
  9. Eric Jondeau & Michael Rockinger, 2019, "Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race," Journal of Money, Credit and Banking, Blackwell Publishing, volume 51, issue 8, pages 2239-2291, December, DOI: 10.1111/jmcb.12586.
  10. Bryan Hong & Lorenz Kueng & Mu-Jeung Yang, 2019, "Complementarity of Performance Pay and Task Allocation," Management Science, INFORMS, volume 65, issue 11, pages 5152-5170, November, DOI: 10.1287/mnsc.2018.3193.
  11. Scott R. Baker & Lorenz Kueng & Leslie McGranahan & Brian T. Melzer, 2019, "Do Household Finances Constrain Unconventional Fiscal Policy?," Tax Policy and the Economy, University of Chicago Press, volume 33, issue 1, pages 1-32, DOI: 10.1086/703225.
  12. Leippold, Markus & Yang, Hanlin, 2019, "Particle filtering, learning, and smoothing for mixed-frequency state-space models," Econometrics and Statistics, Elsevier, volume 12, issue C, pages 25-41, DOI: 10.1016/j.ecosta.2019.07.001.
  13. Bardgett, Chris & Gourier, Elise & Leippold, Markus, 2019, "Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets," Journal of Financial Economics, Elsevier, volume 131, issue 3, pages 593-618, DOI: 10.1016/j.jfineco.2018.09.008.
  14. Maryam Farboodi & Roxana Mihet & Thomas Philippon & Laura Veldkamp, 2019, "Big Data and Firm Dynamics," AEA Papers and Proceedings, American Economic Association, volume 109, pages 38-42, May.
  15. Steven Ongena & Alexander Popov & Neeltje Van Horen, 2019, "The Invisible Hand of the Government: Moral Suasion during the European Sovereign Debt Crisis," American Economic Journal: Macroeconomics, American Economic Association, volume 11, issue 4, pages 346-379, October.
  16. Alper Kara & David Marques‐Ibanez & Steven Ongena, 2019, "Securitization and credit quality in the European market," European Financial Management, European Financial Management Association, volume 25, issue 2, pages 407-434, March, DOI: 10.1111/eufm.12168.
  17. Shusen Qi & Steven Ongena, 2019, "Will Money Talk? Firm Bribery and Credit Access," Financial Management, Financial Management Association International, volume 48, issue 1, pages 117-157, March, DOI: 10.1111/fima.12218.
  18. Beck, Thorsten & Ongena, Steven & Şendeniz-Yüncü, İlkay, 2019, "Keep walking? Geographical proximity, religion, and relationship banking," Journal of Corporate Finance, Elsevier, volume 55, issue C, pages 49-68, DOI: 10.1016/j.jcorpfin.2018.07.005.
  19. Fabio Braggion & Steven Ongena, 2019, "Banking Sector Deregulation, Bank–Firm Relationships and Corporate Leverage," The Economic Journal, Royal Economic Society, volume 129, issue 618, pages 765-789.
  20. Reint Gropp & Thomas Mosk & Steven Ongena & Carlo Wix, 2019, "Banks Response to Higher Capital Requirements: Evidence from a Quasi-Natural Experiment," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 1, pages 266-299.
  21. Patrick Schaffner & Angelo Ranaldo & Kostas Tsatsaronis, 2019, "Euro repo market functioning: collateral is king," BIS Quarterly Review, Bank for International Settlements, December.
  22. Raphael Auer & Ariel Burstein & Katharina Erhardt & Sarah M. Lein, 2019, "Exports and Invoicing: Evidence from the 2015 Swiss Franc Appreciation," AEA Papers and Proceedings, American Economic Association, volume 109, pages 533-538, May.
  23. Dario Cestau & Burton Hollifield & Dan Li & Norman Schürhoff, 2019, "Municipal Bond Markets," Annual Review of Financial Economics, Annual Reviews, volume 11, issue 1, pages 65-84, December, DOI: 10.1146/annurev-financial-110118-12.
  24. Dan Li & Norman Schürhoff, 2019, "Dealer Networks," Journal of Finance, American Finance Association, volume 74, issue 1, pages 91-144, February, DOI: 10.1111/jofi.12728.
  25. Gagliardini, Patrick & Ossola, Elisa & Scaillet, Olivier, 2019, "A diagnostic criterion for approximate factor structure," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 503-521, DOI: 10.1016/j.jeconom.2019.06.001.
  26. Peter S. Schmidt & Urs von Arx & Andreas Schrimpf & Alexander F. Wagner & Andreas Ziegler, 2019, "Common risk factors in international stock markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 3, pages 213-241, September, DOI: 10.1007/s11408-019-00334-3.
  27. Hommes, Cars & Massaro, Domenico & Weber, Matthias, 2019, "Monetary policy under behavioral expectations: Theory and experiment," European Economic Review, Elsevier, volume 118, issue C, pages 193-212, DOI: 10.1016/j.euroecorev.2019.05.009.

2018

  1. Bacchetta, Philippe & Perazzi, Elena & van Wincoop, Eric, 2018, "Self-fulfilling debt crises: What can monetary policy do?," Journal of International Economics, Elsevier, volume 110, issue C, pages 119-134, DOI: 10.1016/j.jinteco.2017.11.004.
  2. Philippe Bacchetta, 2018, "The sovereign money initiative in Switzerland: an economic assessment," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 154, issue 1, pages 1-16, December, DOI: 10.1186/s41937-017-0010-y.
  3. Berrada, Tony & Detemple, Jérôme & Rindisbacher, Marcel, 2018, "Asset pricing with beliefs-dependent risk aversion and learning," Journal of Financial Economics, Elsevier, volume 128, issue 3, pages 504-534, DOI: 10.1016/j.jfineco.2018.03.002.
  4. Rüdiger Fahlenbrach & Robert Prilmeier & René M. Stulz, 2018, "Why Does Fast Loan Growth Predict Poor Performance for Banks?," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 3, pages 1014-1063.
  5. Andreas Fuster & Benedict Guttman-Kenney & Andrew F. Haughwout, 2018, "Tracking and stress-testing U.S. household leverage," Economic Policy Review, Federal Reserve Bank of New York, issue 24-1, pages 35-63.
  6. Assaf Eisdorfer & Amit Goyal & Alexei Zhdanov, 2018, "Distress Anomaly and Shareholder Risk: International Evidence," Financial Management, Financial Management Association International, volume 47, issue 3, pages 553-581, September, DOI: 10.1111/fima.12203.
  7. Amit Goyal & Narasimhan Jegadeesh, 2018, "Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 5, pages 1784-1824.
  8. Eric Jondeau & Emmanuel Jurczenko & Michael Rockinger, 2018, "Moment Component Analysis: An Illustration With International Stock Markets," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 4, pages 576-598, October, DOI: 10.1080/07350015.2016.1216851.
  9. Auerbach, Alan & Kueng, Lorenz & Lee, Ronald & Yatsynovich, Yury, 2018, "Propagation and smoothing of shocks in alternative social security systems," Journal of Public Economics, Elsevier, volume 164, issue C, pages 91-105, DOI: 10.1016/j.jpubeco.2018.05.012.
  10. Lorenz Kueng, 2018, "Excess Sensitivity of High-Income Consumers," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 133, issue 4, pages 1693-1751.
  11. Markus Leippold & Roger Rueegg, 2018, "The mixed vs the integrated approach to style investing: Much ado about nothing?," European Financial Management, European Financial Management Association, volume 24, issue 5, pages 829-855, November, DOI: 10.1111/eufm.12139.
  12. Simone Bernardi & Markus Leippold & Harald Lohre, 2018, "Maximum diversification strategies along commodity risk factors," European Financial Management, European Financial Management Association, volume 24, issue 1, pages 53-78, January, DOI: 10.1111/eufm.12122.
  13. Blöchlinger, Andreas & Leippold, Markus, 2018, "Are Ratings the Worst Form of Credit Assessment Except for All the Others?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 1, pages 299-334, February.
  14. Ian A. Cooper & Kjell G. Nyborg, 2018, "Consistent valuation of project finance and LBOs using the flows†to†equity method," European Financial Management, European Financial Management Association, volume 24, issue 1, pages 34-52, January, DOI: 10.1111/eufm.12136.
  15. Almansour, Abdullah & Ongena, Steven, 2018, "Bank loan announcements and religious investors: Empirical evidence from Saudi Arabia," Journal of Empirical Finance, Elsevier, volume 47, issue C, pages 78-89, DOI: 10.1016/j.jempfin.2018.02.002.
  16. Temesvary, Judit & Ongena, Steven & Owen, Ann L., 2018, "A global lending channel unplugged? Does U.S. monetary policy affect cross-border and affiliate lending by global U.S. banks?," Journal of International Economics, Elsevier, volume 112, issue C, pages 50-69, DOI: 10.1016/j.jinteco.2018.02.004.
  17. Ongena, Steven & (Ania) Zalewska, Anna, 2018, "Institutional and individual investors: Saving for old age," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 257-268, DOI: 10.1016/j.jbankfin.2017.10.012.
  18. Fabio Braggion & Mintra Dwarkasing & Steven Ongena, 2018, "Household wealth inequality, entrepreneurs’ financial constraints, and the great recession: evidence from the Kauffman Firm Survey," Small Business Economics, Springer, volume 50, issue 3, pages 533-543, March, DOI: 10.1007/s11187-017-9906-2.
  19. Steven Ongena & Günseli Tümer–Alkan & Natalja von Westernhagen, 2018, "Do Exposures to Sagging Real Estate, Subprime, or Conduits Abroad Lead to Contraction and Flight to Quality in Bank Lending at Home?," Review of Finance, European Finance Association, volume 22, issue 4, pages 1335-1373.
  20. Erwan Morellec & Boris Nikolov & Norman Schürhoff, 2018, "Agency Conflicts around the World," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 11, pages 4232-4287.
  21. Alexander F. Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2018, "Unequal Rewards to Firms: Stock Market Responses to the Trump Election and the 2017 Corporate Tax Reform," AEA Papers and Proceedings, American Economic Association, volume 108, pages 590-596, May.
  22. Wagner, Alexander F. & Zeckhauser, Richard J. & Ziegler, Alexandre, 2018, "Company stock price reactions to the 2016 election shock: Trump, taxes, and trade," Journal of Financial Economics, Elsevier, volume 130, issue 2, pages 428-451, DOI: 10.1016/j.jfineco.2018.06.013.
  23. Matthias Weber & John Duffy & Arthur Schram, 2018, "An Experimental Study of Bond Market Pricing," Journal of Finance, American Finance Association, volume 73, issue 4, pages 1857-1892, August, DOI: 10.1111/jofi.12695.
  24. Matthias Weber, 2018, "The effects of listing authors in alphabetical order: A review of the empirical evidence," Research Evaluation, Oxford University Press, volume 27, issue 3, pages 238-245.

2017

  1. Romain Boulland & François Degeorge & Edith Ginglinger, 2017, "News Dissemination and Investor Attention," Review of Finance, European Finance Association, volume 21, issue 2, pages 761-791.
  2. Schmidt, Cornelius & Fahlenbrach, Rüdiger, 2017, "Do exogenous changes in passive institutional ownership affect corporate governance and firm value?," Journal of Financial Economics, Elsevier, volume 124, issue 2, pages 285-306, DOI: 10.1016/j.jfineco.2017.01.005.
  3. Rüdiger Fahlenbrach & Angie Low & René M. Stulz, 2017, "Do Independent Director Departures Predict Future Bad Events?," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 7, pages 2313-2358.
  4. Rüdiger Fahlenbrach & Dirk Hackbarth & Jörg Rocholl & Erik Theissen & Marliese Uhrig-Homburg, 2017, "The Future of Corporate Financing in Europe," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, volume 18, issue 3, pages 179-180, August, DOI: 10.1007/s41464-017-0039-6.
  5. Andreas Fuster & Paul S. Willen, 2017, "Payment Size, Negative Equity, and Mortgage Default," American Economic Journal: Economic Policy, American Economic Association, volume 9, issue 4, pages 167-191, November.
  6. Chordia, Tarun & Goyal, Amit & Nozawa, Yoshio & Subrahmanyam, Avanidhar & Tong, Qing, 2017, "Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 4, pages 1301-1342, August.
  7. Harald Hau & Sandy Lai, 2017, "Local Asset Price Dynamics and Monetary Policy in the Eurozone," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 15, issue 01, pages 14-16, April.
  8. Harald Hau & Sandy Lai, 2017, "The Role of Equity Funds in the Financial Crisis Propagation," Review of Finance, European Finance Association, volume 21, issue 1, pages 77-108.
  9. Hugonnier, Julien & Morellec, Erwan, 2017, "Bank capital, liquid reserves, and insolvency risk," Journal of Financial Economics, Elsevier, volume 125, issue 2, pages 266-285, DOI: 10.1016/j.jfineco.2017.05.006.
  10. Jondeau, Eric & Khalilzadeh, Amir, 2017, "Collateralization, leverage, and stressed expected loss," Journal of Financial Stability, Elsevier, volume 33, issue C, pages 226-243, DOI: 10.1016/j.jfs.2017.01.005.
  11. Coibion, Olivier & Gorodnichenko, Yuriy & Kueng, Lorenz & Silvia, John, 2017, "Innocent Bystanders? Monetary policy and inequality," Journal of Monetary Economics, Elsevier, volume 88, issue C, pages 70-89, DOI: 10.1016/j.jmoneco.2017.05.005.
  12. Felix Kubler & Larry Selden & Xiao Wei, 2017, "What Are Asset Demand Tests of Expected Utility Really Testing?," Economic Journal, Royal Economic Society, volume 0, issue 601, pages 784-808, May.
  13. Felix Kübler & Herakles Polemarchakis, 2017, "The Identification of Beliefs From Asset Demand," Econometrica, Econometric Society, volume 85, issue , pages 1219-1238, July.
  14. Johannes Brumm & Dominika Kryczka & Felix Kubler, 2017, "Recursive Equilibria in Dynamic Economies With Stochastic Production," Econometrica, Econometric Society, volume 85, issue , pages 1467-1499, September.
  15. Leippold, Markus & Stromberg, Jacob, 2017, "Strategic technology adoption and hedging under incomplete markets," Journal of Banking & Finance, Elsevier, volume 81, issue C, pages 181-199, DOI: 10.1016/j.jbankfin.2016.09.008.
  16. Leippold, Markus & Vasiljević, Nikola, 2017, "Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 78-94, DOI: 10.1016/j.jbankfin.2017.01.014.
  17. Leippold, Markus & Schärer, Steven, 2017, "Discrete-time option pricing with stochastic liquidity," Journal of Banking & Finance, Elsevier, volume 75, issue C, pages 1-16, DOI: 10.1016/j.jbankfin.2016.11.014.
  18. Roxana Mihet & Laura Veldkamp, 2017, "Comment," NBER Macroeconomics Annual, University of Chicago Press, volume 31, issue 1, pages 531-539, DOI: 10.1086/690256.
  19. Nyborg, Kjell G., 2017, "Central bank collateral frameworks," Journal of Banking & Finance, Elsevier, volume 76, issue C, pages 198-214, DOI: 10.1016/j.jbankfin.2016.12.010.
  20. Nyborg, Kjell G., 2017, "Reprint of: Central bank collateral frameworks," Journal of Banking & Finance, Elsevier, volume 83, issue C, pages 232-248, DOI: 10.1016/j.jbankfin.2017.07.016.
  21. Anjana Rajamani & Marieke van der Poel & Abe de Jong & Steven Ongena, 2017, "The International Diversification of Banks and the Value of Their Cross-Border M&A Advice," Management Science, INFORMS, volume 63, issue 7, pages 2211-2232, July, DOI: 10.1287/mnsc.2015.2396.
  22. Steven Ongena & Yuejuan Yu, 2017, "Firm Industry Affiliation and Multiple Bank Relationships," Journal of Financial Services Research, Springer;Western Finance Association, volume 51, issue 1, pages 1-17, February, DOI: 10.1007/s10693-015-0237-7.
  23. M. Shahid Ebrahim & Philip Molyneux & Steven Ongena, 2017, "Finance and Development in Muslim Economies," Journal of Financial Services Research, Springer;Western Finance Association, volume 51, issue 2, pages 165-167, April, DOI: 10.1007/s10693-017-0273-6.
  24. Vonnák, Dzsamila & Ongena, Steven & Schindele, Ibolya, 2017, "Monetáris politika és a bankok hitelkínálata. Vállalati adatokon alapuló elemzés
    [Monetary policy and bank-loan supply: evidence from firm-level analysis]    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 217-237, DOI: 10.18414/KSZ.2017.3.217.
  25. Manthos D. Delis & Sotirios Kokas & Steven Ongena, 2017, "Bank Market Power and Firm Performance," Review of Finance, European Finance Association, volume 21, issue 1, pages 299-326.
  26. Gabriel Jiménez & Steven Ongena & José-Luis Peydró & Jesús Saurina, 2017, "“In the Short Run Blasé, In the Long Run Risqué”," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, volume 18, issue 3, pages 181-226, August, DOI: 10.1007/s41464-017-0038-7.
  27. Gabriel Jiménez & Steven Ongena & José-Luis Peydró & Jesús Saurina, 2017, "Macroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments," Journal of Political Economy, University of Chicago Press, volume 125, issue 6, pages 2126-2177, DOI: 10.1086/694289.
  28. Jiménez, Gabriel & Ongena, Steven & Peydró, José-Luis & Saurina, Jesús, 2017, "‘In the Short Run Blasé, in the Long Run Risqué’. On the Effects of Monetary Policy on Bank Credit Risk-Taking in the Short versus Long Run," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 18, issue 3, pages 181-226.
      Unknown
  29. Farshid Abdi & Angelo Ranaldo, 2017, "A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 12, pages 4437-4480.
  30. Patrick GAGLIARDINI & Olivier SCAILLET, 2017, "A Specification Test for Nonparametric Instrumental Variable Regression," Annals of Economics and Statistics, GENES, issue 128, pages 151-202, DOI: 10.15609/annaeconstat2009.128.0151.
  31. Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2017, "Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 3, pages 377-387.
  32. Martin Halla & Alexander F. Wagner & Josef Zweimüller, 2017, "Immigration and Voting for the Far Right," Journal of the European Economic Association, European Economic Association, volume 15, issue 6, pages 1341-1385.
  33. Matthias Weber & Arthur Schram, 2017, "The Non‐equivalence of Labour Market Taxes: A Real‐effort Experiment," Economic Journal, Royal Economic Society, volume 127, issue 604, pages 2187-2215, September.

2016

  1. Philippe Bacchetta & Eric van Wincoop, 2016, "The Great Recession: A Self-Fulfilling Global Panic," American Economic Journal: Macroeconomics, American Economic Association, volume 8, issue 4, pages 177-198, October.
  2. Degeorge, Francois & Martin, Jens & Phalippou, Ludovic, 2016, "On secondary buyouts," Journal of Financial Economics, Elsevier, volume 120, issue 1, pages 124-145, DOI: 10.1016/j.jfineco.2015.08.007.
  3. Nicole M. Boyson & Rüdiger Fahlenbrach & René M. Stulz, 2016, "Why Don't All Banks Practice Regulatory Arbitrage? Evidence from Usage of Trust-Preferred Securities," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 7, pages 1821-1859.
  4. Andreas Fuster & Basit Zafar, 2016, "To Buy or Not to Buy: Consumer Constraints in the Housing Market," American Economic Review, American Economic Association, volume 106, issue 5, pages 636-640, May.
  5. Chordia, Tarun & Goyal, Amit & Jegadeesh, Narasimhan, 2016, "Buyers versus Sellers: Who Initiates Trades, and When?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 51, issue 5, pages 1467-1490, October.
  6. Hau, Harald & Lai, Sandy, 2016, "Asset allocation and monetary policy: Evidence from the eurozone," Journal of Financial Economics, Elsevier, volume 120, issue 2, pages 309-329, DOI: 10.1016/j.jfineco.2016.01.014.
  7. Jondeau, Eric, 2016, "Asymmetry in tail dependence in equity portfolios," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 351-368, DOI: 10.1016/j.csda.2015.02.014.
  8. Eric Jondeau, 2016, "Book Review: Risk-Based and Factor Investing," Bankers, Markets & Investors, ESKA Publishing, issue 141, pages 1-3, March-Apr.
  9. Eric Jondeau, 2016, "Comment on "Exchange rate floor and central bank balance sheets: Simple spillover tests of the Swiss franc"," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, volume 67, issue 02, pages 49-50, August.
  10. Geraldo Cerqueiro & Steven Ongena & Kasper Roszbach, 2016, "Collateralization, Bank Loan Rates, and Monitoring," Journal of Finance, American Finance Association, volume 71, issue 3, pages 1295-1322, June, DOI: 10.1111/jofi.12214.
  11. Kara, Alper & Marques-Ibanez, David & Ongena, Steven, 2016, "Securitization and lending standards: Evidence from the European wholesale loan market," Journal of Financial Stability, Elsevier, volume 26, issue C, pages 107-127, DOI: 10.1016/j.jfs.2016.07.004.
  12. Degryse, Hans & Lu, Liping & Ongena, Steven, 2016, "Informal or formal financing? Evidence on the co-funding of Chinese firms," Journal of Financial Intermediation, Elsevier, volume 27, issue C, pages 31-50, DOI: 10.1016/j.jfi.2016.05.003.
  13. Manthos D. Delis & Sotirios Kokas & Steven Ongena, 2016, "Foreign Ownership and Market Power in Banking: Evidence from a World Sample," Journal of Money, Credit and Banking, Blackwell Publishing, volume 48, issue 2-3, pages 449-483, March, DOI: 10.1111/jmcb.12306.
  14. Steven Ongena & Alexander Popov, 2016, "Gender Bias and Credit Access," Journal of Money, Credit and Banking, Blackwell Publishing, volume 48, issue 8, pages 1691-1724, December, DOI: 10.1111/jmcb.12361.
  15. Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer, 2016, "The Euro Interbank Repo Market," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 7, pages 1747-1779.
  16. Anastasia Borisova & Michael Rockinger, 2016, "Violating United Nations Global Compact Principles: An Event Study," Bankers, Markets & Investors, ESKA Publishing, issue 144, pages 4-19, September.
  17. Sandra Hanslin Grossmann & Sarah M. Lein & Caroline Schmidt, 2016, "Exchange rate and foreign GDP elasticities of Swiss exports across sectors and destination countries," Applied Economics, Taylor & Francis Journals, volume 48, issue 57, pages 5546-5562, December, DOI: 10.1080/00036846.2016.1181828.
  18. Pierre Bajgrowicz & Olivier Scaillet & Adrien Treccani, 2016, "Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News," Management Science, INFORMS, volume 62, issue 8, pages 2198-2217, August, DOI: 10.1287/mnsc.2015.2234.
  19. Patrick Gagliardini & Elisa Ossola & Olivier Scaillet, 2016, "Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets," Econometrica, Econometric Society, volume 84, issue , pages 985-1046, May.
  20. Olivier Scaillet, 2016, "On ill‐posedness of nonparametric instrumental variable regression with convexity constraints," Econometrics Journal, Royal Economic Society, volume 19, issue 2, pages 232-236, June.
  21. Pelgrin, Florian & St-Amour, Pascal, 2016, "Life cycle responses to health insurance status," Journal of Health Economics, Elsevier, volume 49, issue C, pages 76-96, DOI: 10.1016/j.jhealeco.2016.06.007.
  22. Weber, Matthias, 2016, "Two-tier voting: Measuring inequality and specifying the inverse power problem," Mathematical Social Sciences, Elsevier, volume 79, issue C, pages 40-45, DOI: 10.1016/j.mathsocsci.2015.10.008.

2015

  1. Philippe Bacchetta & Kenza Benhima, 2015, "The Demand For Liquid Assets, Corporate Saving, And International Capital Flows," Journal of the European Economic Association, European Economic Association, volume 13, issue 6, pages 1101-1135, December.
  2. Gianluca Oderda & Tony Berrada & Reda Jurg Messikh & Olivier Pictet, 2015, "Beta-arbitrage strategies: when do they work, and why?," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 2, pages 185-203, February, DOI: 10.1080/14697688.2014.938446.
  3. W. Scott Frame & Andreas Fuster & Joseph Tracy & James Vickery, 2015, "The Rescue of Fannie Mae and Freddie Mac," Journal of Economic Perspectives, American Economic Association, volume 29, issue 2, pages 25-52, Spring.
  4. Andreas Fuster & James Vickery, 2015, "Securitization and the Fixed-Rate Mortgage," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 1, pages 176-211.
  5. Goyal, Amit & Wahal, Sunil, 2015, "Is Momentum an Echo?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 50, issue 6, pages 1237-1267, December.
  6. Peter G. Dunne & Harald Hau & Michael J. Moore, 2015, "Dealer Intermediation Between Markets," Journal of the European Economic Association, European Economic Association, volume 13, issue 5, pages 770-804, October.
  7. Matthias Efing & Harald Hau & Patrick Kampkötter & Johannes Steinbrecher, 2015, "Die Dosis macht das Gift – eine Analyse zum Einfluss von Bonuszahlungen auf die Profitabilität und das Risiko von Banken," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 68, issue 03, pages 23-31, February.
  8. Efing, Matthias & Hau, Harald & Kampkötter, Patrick & Steinbrecher, Johannes, 2015, "Incentive pay and bank risk-taking: Evidence from Austrian, German, and Swiss banks," Journal of International Economics, Elsevier, volume 96, issue S1, pages 123-140, DOI: 10.1016/j.jinteco.2014.12.006.
  9. Efing, Matthias & Hau, Harald, 2015, "Structured debt ratings: Evidence on conflicts of interest," Journal of Financial Economics, Elsevier, volume 116, issue 1, pages 46-60, DOI: 10.1016/j.jfineco.2014.11.009.
  10. Hugonnier, Julien & Malamud, Semyon & Morellec, Erwan, 2015, "Credit market frictions and capital structure dynamics," Journal of Economic Theory, Elsevier, volume 157, issue C, pages 1130-1158, DOI: 10.1016/j.jet.2014.09.021.
  11. Hugonnier, Julien & Prieto, Rodolfo, 2015, "Asset pricing with arbitrage activity," Journal of Financial Economics, Elsevier, volume 115, issue 2, pages 411-428, DOI: 10.1016/j.jfineco.2014.10.001.
  12. Julien Hugonnier & Semyon Malamud & Erwan Morellec, 2015, "Capital Supply Uncertainty, Cash Holdings, and Investment," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 2, pages 391-445.
  13. Jondeau, Eric, 2015, "The dynamics of squared returns under contemporaneous aggregation of GARCH models," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 80-93, DOI: 10.1016/j.jempfin.2015.03.002.
  14. Jondeau, Eric & Lahaye, Jérôme & Rockinger, Michael, 2015, "Estimating the price impact of trades in a high-frequency microstructure model with jumps," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 205-224, DOI: 10.1016/j.jbankfin.2015.09.005.
  15. Robert Engle & Eric Jondeau & Michael Rockinger, 2015, "Systemic Risk in Europe," Review of Finance, European Finance Association, volume 19, issue 1, pages 145-190.
  16. Éric Jondeau & Michael Rockinger, 2015, "Long-term Portfolio Allocation Based on Long-term Macro forecasts," Bankers, Markets & Investors, ESKA Publishing, issue 134, pages 62-69, January-F.
  17. Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2015, "Margin regulation and volatility," Journal of Monetary Economics, Elsevier, volume 75, issue C, pages 54-68, DOI: 10.1016/j.jmoneco.2014.12.007.
  18. Piero Gottardi & Felix Kubler, 2015, "Dynamic Competitive Economies with Complete Markets and Collateral Constraints," The Review of Economic Studies, Review of Economic Studies Ltd, volume 82, issue 3, pages 1119-1153.
  19. Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2015, "Collateral Requirements And Asset Prices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 56, issue 1, pages 1-25, February, DOI: 10.1111/iere.12092.
  20. Leippold, Markus & Su, Lujing, 2015, "Collateral smile," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 15-28, DOI: 10.1016/j.jbankfin.2015.03.019.
  21. Calvet, Laurent E. & Fearnley, Marcus & Fisher, Adlai J. & Leippold, Markus, 2015, "What is beneath the surface? Option pricing with multifrequency latent states," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 498-511, DOI: 10.1016/j.jeconom.2015.02.034.
  22. Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2015, "Reprint of: Information percolation in segmented markets," Journal of Economic Theory, Elsevier, volume 158, issue PB, pages 838-869, DOI: 10.1016/j.jet.2014.11.014.
  23. Mele, Antonio & Obayashi, Yoshiki & Shalen, Catherine, 2015, "Rate fears gauges and the dynamics of fixed income and equity volatilities," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 256-265, DOI: 10.1016/j.jbankfin.2014.04.030.
  24. Antonio Mele & Francesco Sangiorgi, 2015, "Uncertainty, Information Acquisition, and Price Swings in Asset Markets," The Review of Economic Studies, Review of Economic Studies Ltd, volume 82, issue 4, pages 1533-1567.
  25. Hans Degryse & Sanja Jakovljević & Steven Ongena, 2015, "A Review of Empirical Research on the Design and Impact of Regulation in the Banking Sector," Annual Review of Financial Economics, Annual Reviews, volume 7, issue 1, pages 423-443, December, DOI: 10.1146/annurev-financial-111914-04.
  26. Steven Ongena & Shusen Qi & Fengming Qin, 2015, "Impact of Foreign Bank Presence on Foreign Direct Investment in China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, volume 23, issue 4, pages 40-59, July.
  27. Li, Chunshuo & Ongena, Steven, 2015, "Bank loan announcements and borrower stock returns before and during the recent financial crisis," Journal of Financial Stability, Elsevier, volume 21, issue C, pages 1-12, DOI: 10.1016/j.jfs.2015.09.006.
  28. Carletti, Elena & Hartmann, Philipp & Ongena, Steven, 2015, "The economic impact of merger control legislation," International Review of Law and Economics, Elsevier, volume 42, issue C, pages 88-104, DOI: 10.1016/j.irle.2015.01.004.
  29. Moenninghoff, Sebastian C. & Ongena, Steven & Wieandt, Axel, 2015, "The perennial challenge to counter Too-Big-to-Fail in banking: Empirical evidence from the new international regulation dealing with Global Systemically Important Banks," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 221-236, DOI: 10.1016/j.jbankfin.2015.01.017.
  30. Adam Geršl & Petr Jakubik & Dorota Kowalczyk & Steven Ongena & José-Luis Peydró, 2015, "Monetary Conditions and Banks’ Behaviour in the Czech Republic," Open Economies Review, Springer, volume 26, issue 3, pages 407-445, July, DOI: 10.1007/s11079-015-9355-y.
  31. Vasso Ioannidou & Steven Ongena & José-Luis Peydró, 2015, "Monetary Policy, Risk-Taking, and Pricing: Evidence from a Quasi-Natural Experiment," Review of Finance, European Finance Association, volume 19, issue 1, pages 95-144.
  32. Steven Ongena & José-Luis Peydró & Neeltje van Horen, 2015, "Shocks Abroad, Pain at Home? Bank-Firm-Level Evidence on the International Transmission of Financial Shocks," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 63, issue 4, pages 698-750, November.
  33. Ongena, Steven & Peydró, José-Luis & Horen, Neeltje van, 2015, "Shocks Abroad, Pain at Home? Bank-Firm Level Evidence on the International Transmission of Financial Shocks," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 63, issue 4, pages 698-750.
  34. Nina Karnaukh & Angelo Ranaldo & Paul Söderlind, 2015, "Understanding FX Liquidity," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 11, pages 3073-3108.
  35. Massimiliano Caporin & Angelo Ranaldo & Gabriel G. Velo, 2015, "Precious metals under the microscope: a high-frequency analysis," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 5, pages 743-759, May, DOI: 10.1080/14697688.2014.947313.
  36. Michael J. Lamla & Sarah M. Lein, 2015, "Information Rigidities, Inflation Perceptions, And The Media: Lessons From The Euro Cash Changeover," Economic Inquiry, Western Economic Association International, volume 53, issue 1, pages 9-22, January, DOI: 10.1111/ecin.12121.
  37. Hendershott, Terrence & Livdan, Dmitry & Schürhoff, Norman, 2015, "Are institutions informed about news?," Journal of Financial Economics, Elsevier, volume 117, issue 2, pages 249-287, DOI: 10.1016/j.jfineco.2015.03.007.
  38. Marcelo Fernandes & Eduardo Mendes & Olivier Scaillet, 2015, "Testing for symmetry and conditional symmetry using asymmetric kernels," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, volume 67, issue 4, pages 649-671, August, DOI: 10.1007/s10463-014-0469-6.

2014

  1. Philippe Bacchetta & Kenza Benhima, 2014, "Corporate Saving and Global Rebalancing," Journal Econom a Chilena (The Chilean Economy), Central Bank of Chile, volume 17, issue 2, pages 04-25, August.
  2. Philippe Bacchetta & Kenza Benhima & Yannick Kalantzis, 2014, "Optimal Exchange Rate Policy in a Growing Semi-Open Economy," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 62, issue 1, pages 48-76, April.
  3. Dimopoulos, Theodosios & Sacchetto, Stefano, 2014, "Preemptive bidding, target resistance, and takeover premiums," Journal of Financial Economics, Elsevier, volume 114, issue 3, pages 444-470, DOI: 10.1016/j.jfineco.2014.07.013.
  4. Keith M. Marzilli Ericson & Andreas Fuster, 2014, "The Endowment Effect," Annual Review of Economics, Annual Reviews, volume 6, issue 1, pages 555-579, August.
  5. Jeffrey A. Busse & Amit Goyal & Sunil Wahal, 2014, "Investing in a Global World," Review of Finance, European Finance Association, volume 18, issue 2, pages 561-590.
  6. Hau, Harald, 2014, "The exchange rate effect of multi-currency risk arbitrage," Journal of International Money and Finance, Elsevier, volume 47, issue C, pages 304-331, DOI: 10.1016/j.jimonfin.2014.05.001.
  7. Jondeau, Eric & Pelgrin, Florian, 2014, "Estimating aggregate autoregressive processes when only macro data are available," Economics Letters, Elsevier, volume 124, issue 3, pages 341-347, DOI: 10.1016/j.econlet.2014.06.012.
  8. Felix Kubler & Larry Selden & Xiao Wei, 2014, "Asset Demand Based Tests of Expected Utility Maximization," American Economic Review, American Economic Association, volume 104, issue 11, pages 3459-3480, November.
  9. Felix Kubler & Larry Selden & Xiao Wei, 2014, "When Is a Risky Asset "Urgently Needed"?," American Economic Journal: Microeconomics, American Economic Association, volume 6, issue 2, pages 131-162, May.
  10. Leippold, Markus & Strømberg, Jacob, 2014, "Time-changed Lévy LIBOR market model: Pricing and joint estimation of the cap surface and swaption cube," Journal of Financial Economics, Elsevier, volume 111, issue 1, pages 224-250, DOI: 10.1016/j.jfineco.2013.08.016.
  11. Leippold, Markus & Lohre, Harald, 2014, "The dispersion effect in international stock returns," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 331-342, DOI: 10.1016/j.jempfin.2014.09.001.
  12. Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2014, "Information percolation in segmented markets," Journal of Economic Theory, Elsevier, volume 153, issue C, pages 1-32, DOI: 10.1016/j.jet.2014.05.006.
  13. Nyborg, Kjell G. & Östberg, Per, 2014, "Money and liquidity in financial markets," Journal of Financial Economics, Elsevier, volume 112, issue 1, pages 30-52, DOI: 10.1016/j.jfineco.2013.12.003.
  14. Baele, Lieven & Farooq, Moazzam & Ongena, Steven, 2014, "Of religion and redemption: Evidence from default on Islamic loans," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 141-159, DOI: 10.1016/j.jbankfin.2014.03.005.
  15. Steven Ongena & Viorel Roşcovan & Wei-Ling Song & Bas J.M. Werker, 2014, "Banks and Bonds: The Impact of Bank Loan Announcements on Bond and Equity Prices," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 131-156, December.
  16. Martin Brown & Steven Ongena & Pinar Yeşin, 2014, "Information Asymmetry and Foreign Currency Borrowing by Small Firms," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 56, issue 1, pages 110-131, March.
  17. Gabriel Jiménez & Steven Ongena & José‐Luis Peydró & Jesús Saurina, 2014, "Hazardous Times for Monetary Policy: What Do Twenty‐Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk‐Taking?," Econometrica, Econometric Society, volume 82, issue 2, pages 463-505, March.
  18. Martin Brown & Karolin Kirschenmann & Steven Ongena, 2014, "Bank Funding, Securitization, and Loan Terms: Evidence from Foreign Currency Lending," Journal of Money, Credit and Banking, Blackwell Publishing, volume 46, issue 7, pages 1501-1534, October, DOI: 10.1111/jmcb.12147.
  19. Steven Ongena, 2014, "Discussion of Presbitero, Udell, and Zazzaro," Journal of Money, Credit and Banking, Blackwell Publishing, volume 46, issue s1, pages 87-91, February, DOI: 10.1111/jmcb.12079.
  20. Lamla, Michael J. & Lein, Sarah M., 2014, "The role of media for consumers’ inflation expectation formation," Journal of Economic Behavior & Organization, Elsevier, volume 106, issue C, pages 62-77, DOI: 10.1016/j.jebo.2014.05.004.
  21. Suzanne Treville & Norman Schürhoff & Lenos Trigeorgis & Benjamin Avanzi, 2014, "Optimal Sourcing and Lead-Time Reduction under Evolutionary Demand Risk," Production and Operations Management, Production and Operations Management Society, volume 23, issue 12, pages 2103-2117, December.
  22. Zhihua Chen & Aziz A. Lookman & Norman Schürhoff & Duane J. Seppi, 2014, "Rating-Based Investment Practices and Bond Market Segmentation," The Review of Asset Pricing Studies, Society for Financial Studies, volume 4, issue 2, pages 162-205.
  23. Gilles Criton & Olivier Scaillet, 2014, "Hedge Fund Managers: Luck and Dynamic Assessment," Bankers, Markets & Investors, ESKA Publishing, issue 129, pages 28-38, March-Apr.
  24. Andrea Buraschi & Fabio Trojani & Andrea Vedolin, 2014, "When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia," Journal of Finance, American Finance Association, volume 69, issue 1, pages 101-137, February.
  25. Andrea Buraschi & Fabio Trojani & Andrea Vedolin, 2014, "Economic Uncertainty, Disagreement, and Credit Markets," Management Science, INFORMS, volume 60, issue 5, pages 1281-1296, May, DOI: 10.1287/mnsc.2013.1815.
  26. Andrea Buraschi & Robert Kosowski & Fabio Trojani, 2014, "When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 2, pages 581-616.
  27. Florian S. Peters & Alexander F. Wagner, 2014, "The Executive Turnover Risk Premium," Journal of Finance, American Finance Association, volume 69, issue 4, pages 1529-1563, August.

2013

  1. Philippe Bacchetta & Kenza Benhima & Yannick Kalantzis, 2013, "Capital Controls with International Reserve Accumulation: Can This Be Optimal?," American Economic Journal: Macroeconomics, American Economic Association, volume 5, issue 3, pages 229-262, July, DOI: 10.1257/mac.5.3.229.
  2. Bacchetta, Philippe & van Wincoop, Eric, 2013, "Sudden spikes in global risk," Journal of International Economics, Elsevier, volume 89, issue 2, pages 511-521, DOI: 10.1016/j.jinteco.2012.07.006.
  3. Bacchetta, Philippe & van Wincoop, Eric, 2013, "On the unstable relationship between exchange rates and macroeconomic fundamentals," Journal of International Economics, Elsevier, volume 91, issue 1, pages 18-26, DOI: 10.1016/j.jinteco.2013.06.001.
  4. Berrada, Tony & Hugonnier, Julien, 2013, "Incomplete information, idiosyncratic volatility and stock returns," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 448-462, DOI: 10.1016/j.jbankfin.2012.09.004.
  5. Chaieb, Ines & Mazzotta, Stefano, 2013, "Unconditional and conditional exchange rate exposure," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 781-808, DOI: 10.1016/j.jimonfin.2012.07.001.
  6. Ines Chaieb & Vihang Errunza & Basma Majerbi, 2013, "Do emerging markets provide currency diversification benefits?," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, volume 5, issue 1/2, pages 102-120.
  7. Francesca Carrieri & Ines Chaieb & Vihang Errunza, 2013, "Do Implicit Barriers Matter for Globalization?," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 7, pages 1694-1739.
  8. Cronqvist, Henrik & Fahlenbrach, Rüdiger, 2013, "CEO contract design: How do strong principals do it?," Journal of Financial Economics, Elsevier, volume 108, issue 3, pages 659-674, DOI: 10.1016/j.jfineco.2013.01.013.
  9. John Beshears & James J. Choi & Andreas Fuster & David Laibson & Brigitte C. Madrian, 2013, "What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting," American Economic Review, American Economic Association, volume 103, issue 3, pages 570-574, May, DOI: 10.1257/aer.103.3.570.
  10. Andreas Fuster & Laurie Goodman & David O. Lucca & Laurel Madar & Linsey Molloy & Paul S. Willen, 2013, "The rising gap between primary and secondary mortgage rates," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 17-39.
  11. Harald Hau, 2013, "Europas Bankenunion oder der Triumph der Hoffnung über die Erfahrung," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, volume 14, issue 3-4, pages 186-197, August.
  12. Hau, Harald & Lai, Sandy, 2013, "Real effects of stock underpricing," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 392-408, DOI: 10.1016/j.jfineco.2012.11.001.
  13. Harald Hau & Sam Langfield & David Marques-Ibanez, 2013, "Bank ratings: what determines their quality?
    [Bank risk during the financial crisis: do business models matter?]    ," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 28, issue 74, pages 289-333.
  14. Julien Hugonnier & Florian Pelgrin, 2013, "Health and (Other) Asset Holdings," The Review of Economic Studies, Review of Economic Studies Ltd, volume 80, issue 2, pages 663-710.
  15. Felix Kubler & Larry Selden & Xiao Wei, 2013, "Inferior Good and Giffen Behavior for Investing and Borrowing," American Economic Review, American Economic Association, volume 103, issue 2, pages 1034-1053, April.
  16. Malamud, Semyon & Rui, Huaxia & Whinston, Andrew, 2013, "Optimal incentives and securitization of defaultable assets," Journal of Financial Economics, Elsevier, volume 107, issue 1, pages 111-135, DOI: 10.1016/j.jfineco.2012.08.001.
  17. Corradi, Valentina & Distaso, Walter & Mele, Antonio, 2013, "Macroeconomic determinants of stock volatility and volatility premiums," Journal of Monetary Economics, Elsevier, volume 60, issue 2, pages 203-220, DOI: 10.1016/j.jmoneco.2012.10.019.
  18. Fabio Fornari & Antonio Mele, 2013, "Financial Volatility and Economic Activity," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 155-198, December.
  19. Claessens, Stijn & Ghosh, Swati R. & Mihet, Roxana, 2013, "Macro-prudential policies to mitigate financial system vulnerabilities," Journal of International Money and Finance, Elsevier, volume 39, issue C, pages 153-185, DOI: 10.1016/j.jimonfin.2013.06.023.
  20. Roxana Mihet, 2013, "Effects of culture on firm risk-taking: a cross-country and cross-industry analysis," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 37, issue 1, pages 109-151, February, DOI: 10.1007/s10824-012-9186-2.
  21. Peter Molnár & Kjell G. Nyborg, 2013, "Tax†adjusted Discount Rates: a General Formula under Constant Leverage Ratios," European Financial Management, European Financial Management Association, volume 19, issue 3, pages 419-428, June, DOI: 10.1111/j.1468-036X.2011.00619.x.
  22. Sudipto Bhattacharya & Kjell G. Nyborg, 2013, "Bank Bailout Menus," The Review of Corporate Finance Studies, Society for Financial Studies, volume 2, issue 1, pages 29-61.
  23. Steven Ongena & Viorel Roscovan, 2013, "Bank Loan Announcements and Borrower Stock Returns: Does Bank Origin Matter?," International Review of Finance, International Review of Finance Ltd., volume 13, issue 2, pages 137-159, June.
  24. Chong, Terence Tai-Leung & Lu, Liping & Ongena, Steven, 2013, "Does banking competition alleviate or worsen credit constraints faced by small- and medium-sized enterprises? Evidence from China," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3412-3424, DOI: 10.1016/j.jbankfin.2013.05.006.
  25. Ongena, Steven & Popov, Alexander & Udell, Gregory F., 2013, "“When the cat's away the mice will play”: Does regulation at home affect bank risk-taking abroad?," Journal of Financial Economics, Elsevier, volume 108, issue 3, pages 727-750, DOI: 10.1016/j.jfineco.2013.01.006.
  26. Sajjad Zaheer & Steven Ongena & Sweder J.G. van Wijnbergen, 2013, "The Transmission of Monetary Policy Through Conventional and Islamic Banks," International Journal of Central Banking, International Journal of Central Banking, volume 9, issue 4, pages 175-224, December.
  27. Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer, 2013, "Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums," Journal of Finance, American Finance Association, volume 68, issue 5, pages 1805-1841, October.
  28. Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2013, "Risk spillovers in international equity portfolios," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 121-137, DOI: 10.1016/j.jempfin.2013.09.005.
  29. 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, volume 37, issue 12, pages 5132-5146, DOI: 10.1016/j.jbankfin.2013.05.024.
  30. Francis Breedon & Angelo Ranaldo, 2013, "Intraday Patterns in FX Returns and Order Flow," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 5, pages 953-965, August.
  31. Poon, Ser-Huang & Rockinger, Michael & Stathopoulos, Konstantinos, 2013, "Market liquidity and institutional trading during the 2007–8 financial crisis," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 86-97, DOI: 10.1016/j.irfa.2013.06.003.
  32. Kaufmann, Daniel & Lein, Sarah M., 2013, "Sticky prices or rational inattention – What can we learn from sectoral price data?," European Economic Review, Elsevier, volume 64, issue C, pages 384-394, DOI: 10.1016/j.euroecorev.2013.10.001.
  33. Cestau, Dario & Green, Richard C. & Schürhoff, Norman, 2013, "Tax-subsidized underpricing: The market for Build America Bonds," Journal of Monetary Economics, Elsevier, volume 60, issue 5, pages 593-608, DOI: 10.1016/j.jmoneco.2013.04.010.
  34. Rajna Gibson & Carmen Tanner & Alexander F. Wagner, 2013, "Preferences for Truthfulness: Heterogeneity among and within Individuals," American Economic Review, American Economic Association, volume 103, issue 1, pages 532-548, February.
  35. Arnold, Marc & Wagner, Alexander F. & Westermann, Ramona, 2013, "Growth options, macroeconomic conditions, and the cross section of credit risk," Journal of Financial Economics, Elsevier, volume 107, issue 2, pages 350-385, DOI: 10.1016/j.jfineco.2012.08.017.
  36. Nolan Miller & Alexander Wagner & Richard Zeckhauser, 2013, "Solomonic separation: Risk decisions as productivity indicators," Journal of Risk and Uncertainty, Springer, volume 46, issue 3, pages 265-297, June, DOI: 10.1007/s11166-013-9168-6.
  37. Martin Halla & Friedrich Schneider & Alexander Wagner, 2013, "Satisfaction with democracy and collective action problems: the case of the environment," Public Choice, Springer, volume 155, issue 1, pages 109-137, April, DOI: 10.1007/s11127-011-9844-5.

2012

  1. Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2012, "Self-Fulfilling Risk Panics," American Economic Review, American Economic Association, volume 102, issue 7, pages 3674-3700, December.
  2. Rüdiger Fahlenbrach & Robert Prilmeier & René M. Stulz, 2012, "This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance during the Recent Financial Crisis," Journal of Finance, American Finance Association, volume 67, issue 6, pages 2139-2185, December, DOI: j.1540-6261.2012.01783.x.
  3. Richard B. Evans & Rüdiger Fahlenbrach, 2012, "Institutional Investors and Mutual Fund Governance: Evidence from Retail--Institutional Fund Twins," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 12, pages 3530-3571.
  4. Andreas Fuster & Benjamin Hebert & David Laibson, 2012, "Natural Expectations, Macroeconomic Dynamics, and Asset Pricing," NBER Macroeconomics Annual, University of Chicago Press, volume 26, issue 1, pages 1-48, DOI: 10.1086/663989.
  5. Antonio E. Bernardo & Bhagwan Chowdhry & Amit Goyal, 2012, "Assessing Project Risk," Journal of Applied Corporate Finance, Morgan Stanley, volume 24, issue 3, pages 94-100, September, DOI: j.1745-6622.2012.00393.x.
  6. Amit Goyal, 2012, "Empirical cross-sectional asset pricing: a survey," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 1, pages 3-38, March, DOI: 10.1007/s11408-011-0177-7.
  7. J. Hugonnier & S. Malamud & E. Trubowitz, 2012, "Endogenous Completeness of Diffusion Driven Equilibrium Markets," Econometrica, Econometric Society, volume 80, issue 3, pages 1249-1270, May, DOI: ECTA8783.
  8. Hugonnier, Julien, 2012, "Rational asset pricing bubbles and portfolio constraints," Journal of Economic Theory, Elsevier, volume 147, issue 6, pages 2260-2302, DOI: 10.1016/j.jet.2012.05.003.
  9. Felix Kubler & Karl Schmedders, 2012, "Financial Innovation and Asset Price Volatility," American Economic Review, American Economic Association, volume 102, issue 3, pages 147-151, May.
  10. Araújo, Aloísio & Kubler, Felix & Schommer, Susan, 2012, "Regulating collateral-requirements when markets are incomplete," Journal of Economic Theory, Elsevier, volume 147, issue 2, pages 450-476, DOI: 10.1016/j.jet.2010.09.004.
  11. Harold Cole & Felix Kubler, 2012, "Recursive Contracts, Lotteries and Weakly Concave Pareto Sets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 15, issue 4, pages 479-500, October, DOI: 10.1016/j.red.2012.05.001.
  12. Markus Leippold & Harald Lohre, 2012, "International price and earnings momentum," The European Journal of Finance, Taylor & Francis Journals, volume 18, issue 6, pages 535-573, July, DOI: 10.1080/1351847X.2011.628683.
  13. Markus Leippold & Philippe Rohner, 2012, "Equilibrium Implications of Delegated Asset Management under Benchmarking," Review of Finance, European Finance Association, volume 16, issue 4, pages 935-984.
  14. Markus Leippold & Harald Lohre, 2012, "Data snooping and the global accrual anomaly," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 7, pages 509-535, April, DOI: 10.1080/09603107.2011.631892.
  15. Cheng, Jun & Ibraimi, Meriton & Leippold, Markus & Zhang, Jin E., 2012, "A remark on Lin and Chang's paper ‘Consistent modeling of S&P 500 and VIX derivatives’," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 5, pages 708-715, DOI: 10.1016/j.jedc.2012.01.002.
  16. Gabriel Jimenez & Steven Ongena & Jose-Luis Peydro & Jesus Saurina, 2012, "Credit Supply and Monetary Policy: Identifying the Bank Balance-Sheet Channel with Loan Applications," American Economic Review, American Economic Association, volume 102, issue 5, pages 2301-2326, August.
  17. Hans Degryse & Steven Ongena, 2012, "Allocation de crédit et création de valeur par les banques : l'impact de la banque relationnelle en temps normal et en temps de crise," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 23-36.
  18. Ongena, Steven & Tümer-Alkan, Günseli & Westernhagen, Natalja v., 2012, "Creditor concentration: An empirical investigation," European Economic Review, Elsevier, volume 56, issue 4, pages 830-847, DOI: 10.1016/j.euroecorev.2012.02.001.
  19. Giannetti, Mariassunta & Ongena, Steven, 2012, "“Lending by example”: Direct and indirect effects of foreign banks in emerging markets," Journal of International Economics, Elsevier, volume 86, issue 1, pages 167-180, DOI: 10.1016/j.jinteco.2011.08.005.
  20. 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, volume 18, issue 9, pages 761-774, October, DOI: 10.1080/1351847X.2011.601629.
  21. Bo E. Honor√ & Daniel Kaufmann & Sarah Lein, 2012, "Asymmetries in Price-Setting Behavior: New Microeconometric Evidence from Switzerland," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue , pages 211-236, December, DOI: j.1538-4616.2012.00558.x.
  22. Daniel Kaufmann & Sarah M. Lein, 2012, "Is There a Swiss Price Puzzle?," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 148, issue 1, pages 57-75, March.
  23. Erwan Morellec & Boris Nikolov & Norman Schürhoff, 2012, "Corporate Governance and Capital Structure Dynamics," Journal of Finance, American Finance Association, volume 67, issue 3, pages 803-848, June, DOI: 10.1111/j.1540-6261.2012.01735.x.
  24. Patrick Gagliardini & Olivier Scaillet, 2012, "Nonparametric Instrumental Variable Estimation of Structural Quantile Effects," Econometrica, Econometric Society, volume 80, issue 4, pages 1533-1562, July, DOI: ECTA7937.
  25. Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio, 2012, "Robust subsampling," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 197-210, DOI: 10.1016/j.jeconom.2011.11.005.
  26. Gagliardini, Patrick & Scaillet, Olivier, 2012, "Tikhonov regularization for nonparametric instrumental variable estimators," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 61-75, DOI: 10.1016/j.jeconom.2011.08.006.
  27. Bajgrowicz, Pierre & Scaillet, Olivier, 2012, "Technical trading revisited: False discoveries, persistence tests, and transaction costs," Journal of Financial Economics, Elsevier, volume 106, issue 3, pages 473-491, DOI: 10.1016/j.jfineco.2012.06.001.

2011

  1. Philippe Bacchetta & Cedric Tille & Eric van Wincoop, 2011, "Regulating Asset Price Risk," American Economic Review, American Economic Association, volume 101, issue 3, pages 410-412, May.
  2. Becker, Bo & Cronqvist, Henrik & Fahlenbrach, Rüdiger, 2011, "Estimating the Effects of Large Shareholders Using a Geographic Instrument," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 4, pages 907-942, August.
  3. Fahlenbrach, Rüdiger & Stulz, René M., 2011, "Bank CEO incentives and the credit crisis," Journal of Financial Economics, Elsevier, volume 99, issue 1, pages 11-26, January.
  4. Rüdiger Fahlenbrach & Bernadette A. Minton & Carrie H. Pan, 2011, "Former CEO Directors: Lingering CEOs or Valuable Resources?," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 10, pages 3486-3518.
  5. Keith M. Marzilli Ericson & Andreas Fuster, 2011, "Expectations as Endowments: Evidence on Reference-Dependent Preferences from Exchange and Valuation Experiments," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 126, issue 4, pages 1879-1907.
  6. Andreas Fuster & Paul S. Willen, 2011, "Insuring Consumption Using Income-Linked Assets," Review of Finance, European Finance Association, volume 15, issue 4, pages 835-873.
  7. Stephan Paul & Christian Farruggio & Gerhard Schick & Jan Weder & Jochen Zimmermann & Harald Hau & Bernd Lucke, 2011, "Banken unter Druck: Gibt es Auswege aus der neuen Bankenkrise?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 64, issue 22, pages 03-18, November.
  8. Harald Hau, 2011, "Global versus Local Asset Pricing: A New Test of Market Integration," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 12, pages 3891-3940.
  9. Imbs, Jean & Jondeau, Eric & Pelgrin, Florian, 2011, "Sectoral Phillips curves and the aggregate Phillips curve," Journal of Monetary Economics, Elsevier, volume 58, issue 4, pages 328-344, DOI: 10.1016/j.jmoneco.2011.05.013.
  10. Malin, Benjamin A. & Krueger, Dirk & Kubler, Felix, 2011, "Solving the multi-country real business cycle model using a Smolyak-collocation method," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 2, pages 229-239, February.
  11. Gottardi, Piero & Kubler, Felix, 2011, "Social security and risk sharing," Journal of Economic Theory, Elsevier, volume 146, issue 3, pages 1078-1106, May.
  12. Felix Kubler, 2011, "Verifying Competitive Equilibria in Dynamic Economies," The Review of Economic Studies, Review of Economic Studies Ltd, volume 78, issue 4, pages 1379-1399.
  13. Kenneth L. Judd & Felix Kubler & Karl Schmedders, 2011, "Bond Ladders and Optimal Portfolios," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 12, pages 4123-4166.
  14. Andreas Blöchlinger & Markus Leippold, 2011, "A New Goodness-of-Fit Test for Event Forecasting and Its Application to Credit Defaults," Management Science, INFORMS, volume 57, issue 3, pages 487-505, March, DOI: 10.1287/mnsc.1100.1283.
  15. Markus Leippold & Fabio Trojani & Paolo Vanini, 2011, "Multiperiod mean-variance efficient portfolios with endogenous liabilities," Quantitative Finance, Taylor & Francis Journals, volume 11, issue 10, pages 1535-1546, DOI: 10.1080/14697680902950813.
  16. Cvitanic, Jaksa & Malamud, Semyon, 2011, "Price impact and portfolio impact," Journal of Financial Economics, Elsevier, volume 100, issue 1, pages 201-225, April.
  17. Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp, 2011, "Financial Markets Equilibrium with Heterogeneous Agents," Review of Finance, European Finance Association, volume 16, issue 1, pages 285-321.
  18. Kristensen, Dennis & Mele, Antonio, 2011, "Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models," Journal of Financial Economics, Elsevier, volume 102, issue 2, pages 390-415, DOI: 10.1016/j.jfineco.2011.05.007.
  19. Fecht, Falko & Nyborg, Kjell G. & Rocholl, Jörg, 2011, "The price of liquidity: The effects of market conditions and bank characteristics," Journal of Financial Economics, Elsevier, volume 102, issue 2, pages 344-362, DOI: 10.1016/j.jfineco.2011.05.015.
  20. Anderson, Ronald W. & Nyborg, Kjell G., 2011, "Financing and corporate growth under repeated moral hazard," Journal of Financial Intermediation, Elsevier, volume 20, issue 1, pages 1-24, January.
  21. Ongena, Steven & Tümer-Alkan, Günseli & Vermeer, Bram, 2011, "Corporate choice of banks: Decision factors, decision maker, and decision process -- First evidence," Journal of Corporate Finance, Elsevier, volume 17, issue 2, pages 326-351, April.
  22. Ongena, Steven & Şendeniz-Yüncü, İlkay, 2011, "Which firms engage small, foreign, or state banks? And who goes Islamic? Evidence from Turkey," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3213-3224, DOI: 10.1016/j.jbankfin.2011.05.001.
  23. Popov, Alexander & Ongena, Steven, 2011, "Interbank market integration, loan rates, and firm leverage," Journal of Banking & Finance, Elsevier, volume 35, issue 3, pages 544-559, March.
  24. Brown, Martin & Ongena, Steven & Yesin, Pinar, 2011, "Foreign currency borrowing by small firms in the transition economies," Journal of Financial Intermediation, Elsevier, volume 20, issue 3, pages 285-302, July.
  25. Cerqueiro, Geraldo & Degryse, Hans & Ongena, Steven, 2011, "Rules versus discretion in loan rate setting," Journal of Financial Intermediation, Elsevier, volume 20, issue 4, pages 503-529, October.
  26. Martin Brown & Steven Ongena & Alexander Popov & Pinar Yeşin, 2011, "Who needs credit and who gets credit in Eastern Europe?
    [Interaction terms in logit and probit models]    ," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 26, issue 65, pages 93-130.
  27. 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, volume 46, issue 4, pages 1107-1125, August.
  28. Fischer, Andreas M. & Ranaldo, Angelo, 2011, "Does FOMC news increase global FX trading?," Journal of Banking & Finance, Elsevier, volume 35, issue 11, pages 2965-2973, November.
  29. 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, volume 25, issue 4, pages 435-453, December, DOI: 10.1007/s11408-011-0173-y.
  30. Holly, Alberto & Monfort, Alain & Rockinger, Michael, 2011, "Fourth order pseudo maximum likelihood methods," Journal of Econometrics, Elsevier, volume 162, issue 2, pages 278-293, June.
  31. Sarah M. Lein & Thomas Maag, 2011, "The Formation Of Inflation Perceptions: Some Empirical Facts For European Countries," Scottish Journal of Political Economy, Scottish Economic Society, volume 58, issue 2, pages 155-188, May.
  32. Eva M. Köberl & Sarah M. Lein, 2011, "The NIRCU and the Phillips curve: an approach based on micro data," Canadian Journal of Economics, Canadian Economics Association, volume 44, issue 2, pages 673-694, May, DOI: 10.1111/j.1540-5982.2011.01649.x.
  33. Morellec, Erwan & Schürhoff, Norman, 2011, "Corporate investment and financing under asymmetric information," Journal of Financial Economics, Elsevier, volume 99, issue 2, pages 262-288, February.
  34. Audrino, Francesco & Trojani, Fabio, 2011, "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 1, pages 138-149.
  35. Loriano Mancini & Fabio Trojani, 2011, "Robust Value at Risk Prediction," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 2, pages 281-313, Spring.
  36. Wagner, Alexander F., 2011, "Board independence and competence," Journal of Financial Intermediation, Elsevier, volume 20, issue 1, pages 71-93, January.
  37. Alexander Wagner, 2011, "Loyalty and competence in public agencies," Public Choice, Springer, volume 146, issue 1, pages 145-162, January, DOI: 10.1007/s11127-009-9587-8.

2010

  1. Philippe Bacchetta & Eric van Wincoop, 2010, "Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle," American Economic Review, American Economic Association, volume 100, issue 3, pages 870-904, June.
  2. Philippe Bacchetta & Eric van Wincoop & Toni Beutler, 2010, "Can Parameter Instability Explain the Meese-Rogoff Puzzle?," NBER International Seminar on Macroeconomics, University of Chicago Press, volume 6, issue 1, pages 125-173, DOI: 10.1086/648702.
  3. Degeorge, François & Derrien, François & Womack, Kent L., 2010, "Auctioned IPOs: The US evidence," Journal of Financial Economics, Elsevier, volume 98, issue 2, pages 177-194, November.
  4. Fahlenbrach, Rüdiger & Sandås, Patrik, 2010, "Does information drive trading in option strategies?," Journal of Banking & Finance, Elsevier, volume 34, issue 10, pages 2370-2385, October.
  5. Fahlenbrach, Rüdiger & Low, Angie & Stulz, René M., 2010, "Why do firms appoint CEOs as outside directors?," Journal of Financial Economics, Elsevier, volume 97, issue 1, pages 12-32, July.
  6. Andreas Fuster & David Laibson & Brock Mendel, 2010, "Natural Expectations and Macroeconomic Fluctuations," Journal of Economic Perspectives, American Economic Association, volume 24, issue 4, pages 67-84, Fall.
  7. Andreas Fuster & Stephan Meier, 2010, "Another Hidden Cost of Incentives: The Detrimental Effect on Norm Enforcement," Management Science, INFORMS, volume 56, issue 1, pages 57-70, January, DOI: 10.1287/mnsc.1090.1081.
  8. Jeffrey A. Busse & Amit Goyal & Sunil Wahal, 2010, "Performance and Persistence in Institutional Investment Management," Journal of Finance, American Finance Association, volume 65, issue 2, pages 765-790, April, DOI: 10.1111/j.1540-6261.2009.01550.x.
  9. Dunne, Peter & Hau, Harald & Moore, Michael, 2010, "International order flows: Explaining equity and exchange rate returns," Journal of International Money and Finance, Elsevier, volume 29, issue 2, pages 358-386, March.
  10. Harald Hau & Massimo Massa & Joel Peress, 2010, "Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 4, pages 1681-1717, April.
  11. Kubler, Felix & Schmedders, Karl, 2010, "Competitive equilibria in semi-algebraic economies," Journal of Economic Theory, Elsevier, volume 145, issue 1, pages 301-330, January.
  12. Felix Kubler & Karl Schmedders, 2010, "Tackling Multiplicity of Equilibria with Gröbner Bases," Operations Research, INFORMS, volume 58, issue 4-part-2, pages 1037-1050, August, DOI: 10.1287/opre.1100.0819.
  13. Felix Kubler & Karl Schmedders, 2010, "Non-parametric counterfactual analysis in dynamic general equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 45, issue 1, pages 181-200, October, DOI: 10.1007/s00199-009-0475-8.
  14. Felix Kubler & Karl Schmedders, 2010, "Uniqueness of Steady States in Models with Overlapping Generations," Journal of the European Economic Association, MIT Press, volume 8, issue 2-3, pages 635-644, 04-05.
  15. Egloff, Daniel & Leippold, Markus & Wu, Liuren, 2010, "The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 5, pages 1279-1310, October.
  16. Cvitanic Jaksa & Malamud Semyon, 2010, "Relative Extinction of Heterogeneous Agents," The B.E. Journal of Theoretical Economics, De Gruyter, volume 10, issue 1, pages 1-23, February, DOI: 10.2202/1935-1704.1605.
  17. Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2010, "The relative contributions of private information sharing and public information releases to information aggregation," Journal of Economic Theory, Elsevier, volume 145, issue 4, pages 1574-1601, July.
  18. Paolo Colla & Antonio Mele, 2010, "Information Linkages and Correlated Trading," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 1, pages 203-246, January.
  19. Vasso Ioannidou & Steven Ongena, 2010, "“Time for a Change”: Loan Conditions and Bank Behavior when Firms Switch Banks," Journal of Finance, American Finance Association, volume 65, issue 5, pages 1847-1877, October, DOI: 10.1111/j.1540-6261.2010.01596.x.
  20. Beer, Christian & Ongena, Steven & Peter, Marcel, 2010, "Borrowing in foreign currency: Austrian households as carry traders," Journal of Banking & Finance, Elsevier, volume 34, issue 9, pages 2198-2211, September.
  21. Ranaldo, Angelo & Rossi, Enzo, 2010, "The reaction of asset markets to Swiss National Bank communication," Journal of International Money and Finance, Elsevier, volume 29, issue 3, pages 486-503, April.
  22. Angelo Ranaldo & Paul Söderlind, 2010, "Safe Haven Currencies," Review of Finance, European Finance Association, volume 14, issue 3, pages 385-407.
  23. Lein, Sarah M., 2010, "When do firms adjust prices? Evidence from micro panel data," Journal of Monetary Economics, Elsevier, volume 57, issue 6, pages 696-715, September.
  24. Richard C. Green & Dan Li & Norman Schürhoff, 2010, "Price Discovery in Illiquid Markets: Do Financial Asset Prices Rise Faster Than They Fall?," Journal of Finance, American Finance Association, volume 65, issue 5, pages 1669-1702, October, DOI: 10.1111/j.1540-6261.2010.01590.x.
  25. Erwan Morellec & Norman Schürhoff, 2010, "Dynamic Investment and Financing under Personal Taxation," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 1, pages 101-146, January.
  26. Scaillet, Olivier & Topaloglou, Nikolas, 2010, "Testing for Stochastic Dominance Efficiency," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 1, pages 169-180.
  27. Laurent Barras & Olivier Scaillet & Russ Wermers, 2010, "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Journal of Finance, American Finance Association, volume 65, issue 1, pages 179-216, February, DOI: 10.1111/j.1540-6261.2009.01527.x.
  28. Medvedev, Alexey & Scaillet, Olivier, 2010, "Pricing American options under stochastic volatility and stochastic interest rates," Journal of Financial Economics, Elsevier, volume 98, issue 1, pages 145-159, October.
  29. Andrea Buraschi & Paolo Porchia & Fabio Trojani, 2010, "Correlation Risk and Optimal Portfolio Choice," Journal of Finance, American Finance Association, volume 65, issue 1, pages 393-420, February, DOI: 10.1111/j.1540-6261.2009.01533.x.
  30. La Vecchia, Davide & Trojani, Fabio, 2010, "Infinitesimal Robustness for Diffusions," Journal of the American Statistical Association, American Statistical Association, volume 105, issue 490, pages 703-712.
  31. Sebastian Goers & Alexander Wagner & Jürgen Wegmayr, 2010, "New and old market-based instruments for climate change policy," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 12, issue 1, pages 1-30, June, DOI: 10.1007/s10018-010-0161-x.
  32. Lyandres, Evgeny & Zhdanov, Alexei, 2010, "Accelerated investment effect of risky debt," Journal of Banking & Finance, Elsevier, volume 34, issue 11, pages 2587-2599, November.

2009

  1. Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric, 2009, "Predictability in financial markets: What do survey expectations tell us?," Journal of International Money and Finance, Elsevier, volume 28, issue 3, pages 406-426, April.
  2. Aghion, Philippe & Bacchetta, Philippe & Rancière, Romain & Rogoff, Kenneth, 2009, "Exchange rate volatility and productivity growth: The role of financial development," Journal of Monetary Economics, Elsevier, volume 56, issue 4, pages 494-513, May.
  3. Tony Berrada, 2009, "Bounded Rationality and Asset Pricing with Intermediate Consumption," Review of Finance, European Finance Association, volume 13, issue 4, pages 693-725.
  4. Fahlenbrach, Rüdiger, 2009, "Founder-CEOs, Investment Decisions, and Stock Market Performance," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 44, issue 2, pages 439-466, April.
  5. Fahlenbrach, Rüdiger & Sandås, Patrik, 2009, "Co-movements of index options and futures quotes," Journal of Empirical Finance, Elsevier, volume 16, issue 1, pages 151-163, January.
  6. Fahlenbrach, Rüdiger & Stulz, René M., 2009, "Managerial ownership dynamics and firm value," Journal of Financial Economics, Elsevier, volume 92, issue 3, pages 342-361, June.
  7. Rüdiger Fahlenbrach, 2009, "Shareholder Rights, Boards, and CEO Compensation," Review of Finance, European Finance Association, volume 13, issue 1, pages 81-113.
  8. Henrik Cronqvist & Rüdiger Fahlenbrach, 2009, "Large Shareholders and Corporate Policies," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 10, pages 3941-3976, October.
  9. Goyal, Amit & Saretto, Alessio, 2009, "Cross-section of option returns and volatility," Journal of Financial Economics, Elsevier, volume 94, issue 2, pages 310-326, November.
  10. Tarun Chordia & Amit Goyal & Gil Sadka & Ronnie Sadka & Lakshmanan Shivakumar, 2009, "Liquidity and the Post-Earnings-Announcement Drift," Financial Analysts Journal, Taylor & Francis Journals, volume 65, issue 4, pages 18-32, July, DOI: 10.2469/faj.v65.n4.3.
  11. Harald Hau & Marcel Thum, 2009, "Subprime crisis and board (in-) competence: private versus public banks in Germany
    [‘Corporate governance and board of directors: Performance effects of changes in board composition’]    ," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 24, issue 60, pages 701-752.
  12. Eric Jondeau & Michael Rockinger, 2009, "On the Importance of Time Variability in Higher Moments for Asset Allocation," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 1, pages 84-123, 2012 10 1.
  13. Eric Jondeau & Michael Rockinger, 2009, "The Impact of Shocks on Higher Moments," Journal of Financial Econometrics, Oxford University Press, volume 7, issue 2, pages 77-105, Spring.
  14. Daniel Egloff & Markus Leippold, 2009, "The Valuation of American Options with Stochastic Stopping Time Constraints," Applied Mathematical Finance, Taylor & Francis Journals, volume 16, issue 3, pages 287-305, DOI: 10.1080/13504860802645706.
  15. Darrell Duffie & Semyon Malamud & Gustavo Manso, 2009, "Information Percolation With Equilibrium Search Dynamics," Econometrica, Econometric Society, volume 77, issue 5, pages 1513-1574, September.
  16. Filippo Altissimo & Antonio Mele, 2009, "Simulated Non-Parametric Estimation of Dynamic Models," The Review of Economic Studies, Review of Economic Studies Ltd, volume 76, issue 2, pages 413-450.
  17. Ulrich Bindseil & Kjell G. Nyborg & Ilya A. Strebulaev, 2009, "Repo Auctions and the Market for Liquidity," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 7, pages 1391-1421, October.
  18. Ongena, Steven & Penas, María Fabiana, 2009, "Bondholders' wealth effects in domestic and cross-border bank mergers," Journal of Financial Stability, Elsevier, volume 5, issue 3, pages 256-271, September.
  19. Mariassunta Giannetti & Steven Ongena, 2009, "Financial Integration and Firm Performance: Evidence from Foreign Bank Entry in Emerging Markets," Review of Finance, European Finance Association, volume 13, issue 2, pages 181-223.
  20. Hans Degryse & Luc Laeven & Steven Ongena, 2009, "The Impact of Organizational Structure and Lending Technology on Banking Competition," Review of Finance, European Finance Association, volume 13, issue 2, pages 225-259.
  21. Hans Degryse & Steven Ongena & Günseli Tümer-Alkan, 2009, "Lending technology, bank organization and competition," Journal of Financial Transformation, Capco Institute, volume 26, pages 24-30.
  22. Ranaldo, Angelo, 2009, "Segmentation and time-of-day patterns in foreign exchange markets," Journal of Banking & Finance, Elsevier, volume 33, issue 12, pages 2199-2206, December.
  23. Christiansen, Charlotte & Ranaldo, Angelo, 2009, "Extreme coexceedances in new EU member states' stock markets," Journal of Banking & Finance, Elsevier, volume 33, issue 6, pages 1048-1057, June.
  24. Angelo Ranaldo & Paul Söderlind, 2009, "Editorial," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 4, pages 333-334, December, DOI: 10.1007/s11408-009-0117-y.
  25. 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, volume 23, issue 4, pages 349-359, December, DOI: 10.1007/s11408-009-0118-x.
  26. Dreher, Axel & Lamla, Michael J. & Lein, Sarah M. & Somogyi, Frank, 2009, "The impact of political leaders' profession and education on reforms," Journal of Comparative Economics, Elsevier, volume 37, issue 1, pages 169-193, March.
  27. Gustafsson, J. & Hagmann, M. & Nielsen, J. P. & Scaillet, O., 2009, "Local Transformation Kernel Density Estimation of Loss Distributions," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 2, pages 161-175.
  28. Lahiani, A. & Scaillet, O., 2009, "Testing for threshold effect in ARFIMA models: Application to US unemployment rate data," International Journal of Forecasting, Elsevier, volume 25, issue 2, pages 418-428.
  29. Rémillard, Bruno & Scaillet, Olivier, 2009, "Testing for equality between two copulas," Journal of Multivariate Analysis, Elsevier, volume 100, issue 3, pages 377-386, March.
  30. Georges Dionne & Pascal St-Amour & Désiré Vencatachellum, 2009, "Asymmetric Information and Adverse Selection in Mauritian Slave Auctions," The Review of Economic Studies, Review of Economic Studies Ltd, volume 76, issue 4, pages 1269-1295.
  31. Patrick Gagliardini & Paolo Porchia & Fabio Trojani, 2009, "Ambiguity Aversion and the Term Structure of Interest Rates," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 10, pages 4157-4188, October.
  32. Wagner, Alexander F. & Schneider, Friedrich & Halla, Martin, 2009, "The quality of institutions and satisfaction with democracy in Western Europe -- A panel analysis," European Journal of Political Economy, Elsevier, volume 25, issue 1, pages 30-41, March.

2008

  1. Philippe Bacchetta & Eric Van Wincoop, 2008, "Higher Order Expectations in Asset Pricing," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 5, pages 837-866, August.
  2. Amit Goyal & Sunil Wahal, 2008, "The Selection and Termination of Investment Management Firms by Plan Sponsors," Journal of Finance, American Finance Association, volume 63, issue 4, pages 1805-1847, August, DOI: 10.1111/j.1540-6261.2008.01375.x.
  3. Goyal, Amit & Pérignon, Christophe & Villa, Christophe, 2008, "How common are common return factors across the NYSE and Nasdaq?," Journal of Financial Economics, Elsevier, volume 90, issue 3, pages 252-271, December.
  4. Ivo Welch & Amit Goyal, 2008, "A Comprehensive Look at The Empirical Performance of Equity Premium Prediction," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 4, pages 1455-1508, July.
  5. Harald Hau & Helene Rey, 2008, "Home Bias at the Fund Level," American Economic Review, American Economic Association, volume 98, issue 2, pages 333-338, May, DOI: 10.1257/aer.98.2.333.
  6. Harald Hau & Marcel Thum, 2008, "Wie (in-)kompetent sind die Aufsichtsräte deutscher Banken?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 61, issue 19, pages 27-29, October.
  7. Jondeau, Eric & Sahuc, Jean-Guillaume, 2008, "Testing heterogeneity within the euro area," Economics Letters, Elsevier, volume 99, issue 1, pages 192-196, April.
  8. Jondeau, Eric & Le Bihan, Hervé, 2008, "Examining bias in estimators of linear rational expectations models under misspecification," Journal of Econometrics, Elsevier, volume 143, issue 2, pages 375-395, April.
  9. Eric Jondeau & Jean-Guillaume Sahuc, 2008, "Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity," International Journal of Central Banking, International Journal of Central Banking, volume 4, issue 2, pages 23-72, June.
  10. Markus Leippold & Fabio Trojani & Paolo Vanini, 2008, "Learning and Asset Prices Under Ambiguous Information," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 6, pages 2565-2597, November.
  11. Semyon Malamud, 2008, "Long run forward rates and long yields of bonds and options in heterogeneous equilibria," Finance and Stochastics, Springer, volume 12, issue 2, pages 245-264, April, DOI: 10.1007/s00780-007-0058-0.
  12. Semyon Malamud, 2008, "Universal bounds for asset prices in heterogeneous economies," Finance and Stochastics, Springer, volume 12, issue 3, pages 411-422, July, DOI: 10.1007/s00780-008-0062-z.
  13. Ian A. Cooper & Kjell G. Nyborg, 2008, "Tax‐Adjusted Discount Rates with Investor Taxes and Risky Debt," Financial Management, Financial Management Association International, volume 37, issue 2, pages 365-379, June, DOI: 10.1111/j.1755-053X.2008.00016.x.
  14. Fecht, Falko & Nyborg, Kjell G. & Rocholl, Jörg, 2008, "Liquidity management and overnight rate calendar effects: Evidence from German banks," The North American Journal of Economics and Finance, Elsevier, volume 19, issue 1, pages 7-21, March.
  15. Christian Beer & Steven Ongena & Marcel Peter, 2008, "The Austrian Carry Trade: What Are the Characteristics of Households Borrowing in Foreign Currency?," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 16, pages 108-121.
  16. Martijn de Ruijter Korver & Steven Ongena, 2008, "European mezzanine," Applied Financial Economics, Taylor & Francis Journals, volume 18, issue 20, pages 1613-1622, DOI: 10.1080/09603100801949744.
  17. Angelo Ranaldo & Rainer Häberle, 2008, "Wolf in Sheep's Clothing: The Active Investment Strategies behind Index Performance," European Financial Management, European Financial Management Association, volume 14, issue 1, pages 55-81, January, DOI: 10.1111/j.1468-036X.2007.00363.x.
  18. Jalal, Amine & Rockinger, Michael, 2008, "Predicting tail-related risk measures: The consequences of using GARCH filters for non-GARCH data," Journal of Empirical Finance, Elsevier, volume 15, issue 5, pages 868-877, December.
  19. Lein, Sarah M. & León-Ledesma, Miguel A. & Nerlich, Carolin, 2008, "How is real convergence driving nominal convergence in the new EU Member States?," Journal of International Money and Finance, Elsevier, volume 27, issue 2, pages 227-248, March.
  20. Sarah Lein & Volker Nitsch, 2008, "Führt der Euro zu Preiskonvergenz?," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 2, issue 2, pages 21-32, June, DOI: 10.3929/ethz-a-005427569.
  21. Normandin, Michel & St-Amour, Pascal, 2008, "An empirical analysis of aggregate household portfolios," Journal of Banking & Finance, Elsevier, volume 32, issue 8, pages 1583-1597, August.
  22. Sbuelz, Alessandro & Trojani, Fabio, 2008, "Asset prices with locally constrained-entropy recursive multiple-priors utility," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 11, pages 3695-3717, November.
  23. King, Gary & Rosen, Ori & Tanner, Martin & Wagner, Alexander F., 2008, "Ordinary Economic Voting Behavior in the Extraordinary Election of Adolf Hitler," The Journal of Economic History, Cambridge University Press, volume 68, issue 4, pages 951-996, December.
  24. Philip Joos & Alexei Zhdanov, 2008, "Earnings and Equity Valuation in the Biotech Industry: Theory and Evidence," Financial Management, Financial Management Association International, volume 37, issue 3, pages 431-460, September, DOI: 10.1111/j.1755-053X.2008.00020.x.
  25. Morellec, Erwan & Zhdanov, Alexei, 2008, "Financing and takeovers," Journal of Financial Economics, Elsevier, volume 87, issue 3, pages 556-581, March.

2007

  1. Eric van Wincoop & Philippe Bacchetta, 2007, "Random Walk Expectations and the Forward Discount Puzzle," American Economic Review, American Economic Association, volume 97, issue 2, pages 346-350, May.
  2. Berrada, Tony & Hugonnier, Julien & Rindisbacher, Marcel, 2007, "Heterogeneous preferences and equilibrium trading volume," Journal of Financial Economics, Elsevier, volume 83, issue 3, pages 719-750, March.
  3. Chaieb, Ines & Errunza, Vihang, 2007, "International asset pricing under segmentation and PPP deviations," Journal of Financial Economics, Elsevier, volume 86, issue 2, pages 543-578, November.
  4. Boaz Moselle & François Degeorge & Richard Zeckhauser, 2007, "Conspicuous conservatism in risk choice," Journal of Risk and Uncertainty, Springer, volume 35, issue 1, pages 1-16, August, DOI: 10.1007/s11166-007-9014-9.
  5. Francois Degeorge & Francois Derrien & Kent L. Womack, 2007, "Analyst Hype in IPOs: Explaining the Popularity of Bookbuilding," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 4, pages 1021-1058.
  6. Antonio E. Bernardo & Bhagwan Chowdhry & Amit Goyal, 2007, "Growth Options, Beta, and the Cost of Capital," Financial Management, Financial Management Association International, volume 36, issue 2, pages 1-13, July, DOI: 10.1111/j.1755-053X.2007.tb00084.x.
  7. Hugonnier, Julien & Morellec, Erwan, 2007, "Corporate control and real investment in incomplete markets," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 5, pages 1781-1800, May.
  8. Dufresne, Pierre Collin & Hugonnier, Julien, 2007, "Pricing and hedging in the presence of extraneous risks," Stochastic Processes and their Applications, Elsevier, volume 117, issue 6, pages 742-765, June.
  9. Felix Kubler, 2007, "Approximate Generalizations and Computational Experiments," Econometrica, Econometric Society, volume 75, issue 4, pages 967-992, July.
  10. P. Herings & Felix Kubler, 2007, "Approximate CAPM When Preferences are CRRA," Computational Economics, Springer;Society for Computational Economics, volume 29, issue 1, pages 13-31, February, DOI: 10.1007/s10614-006-9061-3.
  11. Egloff, Daniel & Leippold, Markus & Vanini, Paolo, 2007, "A simple model of credit contagion," Journal of Banking & Finance, Elsevier, volume 31, issue 8, pages 2475-2492, August.
  12. Markus Leippold & Jürg Syz, 2007, "Trend derivatives: Pricing, hedging, and application to executive stock options," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 27, issue 2, pages 151-186, February.
  13. Mele, Antonio, 2007, "Asymmetric stock market volatility and the cyclical behavior of expected returns," Journal of Financial Economics, Elsevier, volume 86, issue 2, pages 446-478, November.
  14. Ian Cooper & Kjell G. Nyborg, 2007, "Valuing the Debt Tax Shield," Journal of Applied Corporate Finance, Morgan Stanley, volume 19, issue 2, pages 50-59, March, DOI: 10.1111/j.1745-6622.2007.00135.x.
  15. Degryse, Hans & Ongena, Steven, 2007, "The impact of competition on bank orientation," Journal of Financial Intermediation, Elsevier, volume 16, issue 3, pages 399-424, July.
  16. Charlotte Christiansen & Angelo Ranaldo, 2007, "Realized bond—stock correlation: Macroeconomic announcement effects," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 27, issue 5, pages 439-469, May.
  17. Dreher, Axel & Rupprecht, Sarah M., 2007, "IMF programs and reforms -- inhibition or encouragement?," Economics Letters, Elsevier, volume 95, issue 3, pages 320-326, June.
  18. Green, Richard C. & Hollifield, Burton & Schurhoff, Norman, 2007, "Dealer intermediation and price behavior in the aftermarket for new bond issues," Journal of Financial Economics, Elsevier, volume 86, issue 3, pages 643-682, December.
  19. Richard C. Green & Burton Hollifield & Norman Schürhoff, 2007, "Financial Intermediation and the Costs of Trading in an Opaque Market," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 2, pages 275-314.
  20. S. Galluccio & J.‐M. Ly & Z. Huang & O. Scaillet, 2007, "Theory And Calibration Of Swap Market Models," Mathematical Finance, Wiley Blackwell, volume 17, issue 1, pages 111-141, January, DOI: 10.1111/j.1467-9965.2007.00296.x.
  21. Peng Cheng & Olivier Scaillet, 2007, "Linear‐Quadratic Jump‐Diffusion Modeling," Mathematical Finance, Wiley Blackwell, volume 17, issue 4, pages 575-598, October, DOI: 10.1111/j.1467-9965.2007.00316.x.
  22. Fernandes, Marcelo & Linton, Oliver & Scaillet, Olivier, 2007, "Semiparametric methods in econometrics," Journal of Econometrics, Elsevier, volume 141, issue 1, pages 1-4, November.
  23. Hagmann, M. & Scaillet, O., 2007, "Local multiplicative bias correction for asymmetric kernel density estimators," Journal of Econometrics, Elsevier, volume 141, issue 1, pages 213-249, November.
  24. Scaillet, Olivier, 2007, "Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters," Journal of Multivariate Analysis, Elsevier, volume 98, issue 3, pages 533-543, March.
  25. Alexey Medvedev & Olivier Scaillet, 2007, "Approximation and Calibration of Short-Term Implied Volatilities Under Jump-Diffusion Stochastic Volatility," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 2, pages 427-459.
  26. Paolo Battocchio & Francesco Menoncin & Olivier Scaillet, 2007, "Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases," Annals of Operations Research, Springer, volume 152, issue 1, pages 141-165, July, DOI: 10.1007/s10479-006-0144-2.
  27. Fabio Trojani, 2007, "Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent," Journal of Financial Econometrics, Oxford University Press, volume 5, issue 4, pages 591-623, Fall.
  28. Zhdanov, Alexei, 2007, "Competitive Equilibrium with Debt," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 42, issue 3, pages 709-734, September.

2006

  1. Philippe Bacchetta & Eric Van Wincoop, 2006, "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," American Economic Review, American Economic Association, volume 96, issue 3, pages 552-576, June.
  2. Philippe Bacchetta & Eric Van Wincoop, 2006, "Incomplete information processing: a solution to the forward discount puzzle," Proceedings, Federal Reserve Bank of San Francisco, issue Jun.
  3. Tony Berrada, 2006, "Incomplete Information, Heterogeneity, and Asset Pricing," Journal of Financial Econometrics, Oxford University Press, volume 4, issue 1, pages 136-160.
  4. Degeorge, Francois, 2006, "Corporate finance--Theory and practice," The International Journal of Accounting, Elsevier, volume 41, issue 3, pages 319-321.
  5. Dlugosz, Jennifer & Fahlenbrach, Rudiger & Gompers, Paul & Metrick, Andrew, 2006, "Large blocks of stock: Prevalence, size, and measurement," Journal of Corporate Finance, Elsevier, volume 12, issue 3, pages 594-618, June.
  6. Doron Avramov & Tarun Chordia & Amit Goyal, 2006, "Liquidity and Autocorrelations in Individual Stock Returns," Journal of Finance, American Finance Association, volume 61, issue 5, pages 2365-2394, October, DOI: 10.1111/j.1540-6261.2006.01060.x.
  7. Doron Avramov & Tarun Chordia & Amit Goyal, 2006, "The Impact of Trades on Daily Volatility," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 4, pages 1241-1277.
  8. Harald Hau & Hélène Rey, 2006, "Exchange Rates, Equity Prices, and Capital Flows," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 1, pages 273-317.
  9. Harald Hau, 2006, "The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse," Journal of the European Economic Association, MIT Press, volume 4, issue 4, pages 862-890, June.
  10. Eric Jondeau & Michael Rockinger, 2006, "Optimal Portfolio Allocation under Higher Moments," European Financial Management, European Financial Management Association, volume 12, issue 1, pages 29-55, January, DOI: 10.1111/j.1354-7798.2006.00309.x.
  11. Jondeau, Eric & Rockinger, Michael, 2006, "The Copula-GARCH model of conditional dependencies: An international stock market application," Journal of International Money and Finance, Elsevier, volume 25, issue 5, pages 827-853, August.
  12. Dirk Krueger & Felix Kubler, 2006, "Pareto-Improving Social Security Reform when Financial Markets are Incomplete!?," American Economic Review, American Economic Association, volume 96, issue 3, pages 737-755, June.
  13. Judd, Kenneth L. & Kubler, Felix & Schmedders, Karl, 2006, "Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment"," Finance Research Letters, Elsevier, volume 3, issue 2, pages 102-105, June.
  14. Steven J. Davis & Felix Kubler & Paul Willen, 2006, "Borrowing Costs and the Demand for Equity over the Life Cycle," The Review of Economics and Statistics, MIT Press, volume 88, issue 2, pages 348-362, May.
  15. Leippold, Markus & Trojani, Fabio & Vanini, Paolo, 2006, "Equilibrium impact of value-at-risk regulation," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 8, pages 1277-1313, August.
  16. Blochlinger, Andreas & Leippold, Markus, 2006, "Economic benefit of powerful credit scoring," Journal of Banking & Finance, Elsevier, volume 30, issue 3, pages 851-873, March.
  17. Leippold, Markus & Vanini, Paolo & Ebnoether, Silvan, 2006, "Optimal credit limit management under different information regimes," Journal of Banking & Finance, Elsevier, volume 30, issue 2, pages 463-487, February.
  18. Fornari, Fabio & Mele, Antonio, 2006, "Approximating volatility diffusions with CEV-ARCH models," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 6, pages 931-966, June.
  19. Cooper, Ian A. & Nyborg, Kjell G., 2006, "The value of tax shields IS equal to the present value of tax shields," Journal of Financial Economics, Elsevier, volume 81, issue 1, pages 215-225, July.
  20. Elena Carletti & Philipp Hartmann & Steven Ongena, 2006, "Cross-border banking and competition policy," Research Bulletin, European Central Bank, volume 4, pages 7-10.
  21. Egli, Dominik & Ongena, Steven & Smith, David C., 2006, "On the sequencing of projects, reputation building, and relationship finance," Finance Research Letters, Elsevier, volume 3, issue 1, pages 23-39, March.
  22. Hong, H. & Scaillet, O., 2006, "A fast subsampling method for nonlinear dynamic models," Journal of Econometrics, Elsevier, volume 133, issue 2, pages 557-578, August.
  23. Fabio Trojani & Francesco Audrino, 2006, "Estimating and predicting multivariate volatility thresholds in global stock markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 3, pages 345-369, DOI: 10.1002/jae.869.
  24. Trojani, Fabio, 2006, "Semiparametric Regression for the Applied Econometrician. Adonis Yatchew," Journal of the American Statistical Association, American Statistical Association, volume 101, pages 397-398, March.
  25. Wagner, Alexander F. & Miller, Nolan H. & Zeckhauser, Richard J., 2006, "Screening budgets," Journal of Economic Behavior & Organization, Elsevier, volume 61, issue 3, pages 351-374, November.
  26. Alberto Alesina & Alexander F. Wagner, 2006, "Choosing (and Reneging on) Exchange Rate Regimes," Journal of the European Economic Association, MIT Press, volume 4, issue 4, pages 770-799, June.

2005

  1. Bacchetta, Philippe & van Wincoop, Eric, 2005, "A theory of the currency denomination of international trade," Journal of International Economics, Elsevier, volume 67, issue 2, pages 295-319, December.
  2. François Degeorge & Patrick Roger, 2005, "Éditorial," Finance, Presses universitaires de Grenoble, volume 26, issue 2, pages 1-3.
  3. François Degeorge, 2005, "Vers une analyse financière indépendante ?," Revue d'Économie Financière, Programme National Persée, volume 79, issue 2, pages 221-227, DOI: 10.3406/ecofi.2005.3983.
  4. Michael W. Brandt & Amit Goyal & Pedro Santa-Clara & Jonathan R. Stroud, 2005, "A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability," The Review of Financial Studies, Society for Financial Studies, volume 18, issue 3, pages 831-873.
  5. Julien Hugonnier & Dmitry Kramkov & Walter Schachermayer, 2005, "On Utility‐Based Pricing Of Contingent Claims In Incomplete Markets," Mathematical Finance, Wiley Blackwell, volume 15, issue 2, pages 203-212, April, DOI: 10.1111/j.0960-1627.2005.00217.x.
  6. Jondeau, Eric & Le Bihan, Herve, 2005, "Testing for the New Keynesian Phillips Curve. Additional international evidence," Economic Modelling, Elsevier, volume 22, issue 3, pages 521-550, May.
  7. Donald Brown & Felix Kubler, 2005, "Comment on William C. Brainard and Herbert E. Scarf's “How to Compute Equilibrium Prices in 1891”," American Journal of Economics and Sociology, Wiley Blackwell, volume 64, issue 1, pages 85-87, January, DOI: 10.1111/j.1536-7150.2005.00350.x.
  8. Felix Kubler & Karl Schmedders, 2005, "Approximate versus Exact Equilibria in Dynamic Economies," Econometrica, Econometric Society, volume 73, issue 4, pages 1205-1235, July.
  9. Markus Leippold & Zvi Wiener, 2005, "Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models," Review of Derivatives Research, Springer, volume 7, issue 3, pages 213-239, October, DOI: 10.1007/s11147-004-4810-8.
  10. Leippold, Markus, 2005, "Statistics, Econometrics and Forecasting. Arnold Zellner," Journal of the American Statistical Association, American Statistical Association, volume 100, pages 1458-1458, December.
  11. Matti Keloharju & Kjell G. Nyborg & Kristian Rydqvist, 2005, "Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions," Journal of Finance, American Finance Association, volume 60, issue 4, pages 1865-1902, August, DOI: 10.1111/j.1540-6261.2005.00782.x.
  12. Hans Degryse & Steven Ongena, 2005, "Distance, Lending Relationships, and Competition," Journal of Finance, American Finance Association, volume 60, issue 1, pages 231-266, February, DOI: 10.1111/j.1540-6261.2005.00729.x.
  13. Jason Karceski & Steven Ongena & David C. Smith, 2005, "The Impact of Bank Consolidation on Commercial Borrower Welfare," Journal of Finance, American Finance Association, volume 60, issue 4, pages 2043-2082, August, DOI: 10.1111/j.1540-6261.2005.00787.x.
  14. Bouezmarni, Taoufik & Scaillet, Olivier, 2005, "Consistency Of Asymmetric Kernel Density Estimators And Smoothed Histograms With Application To Income Data," Econometric Theory, Cambridge University Press, volume 21, issue 2, pages 390-412, April.
  15. Fermanian, Jean-David & Scaillet, Olivier, 2005, "Sensitivity analysis of VaR and Expected Shortfall for portfolios under netting agreements," Journal of Banking & Finance, Elsevier, volume 29, issue 4, pages 927-958, April.
  16. Michel Normandin & Pascal St-Amour, 2005, "Recursive measures of total wealth and portfolio return," Applied Financial Economics, Taylor & Francis Journals, volume 15, issue 4, pages 287-291, DOI: 10.1080/0960310042000339749.
  17. Gagliardini, Patrick & Trojani, Fabio & Urga, Giovanni, 2005, "Robust GMM tests for structural breaks," Journal of Econometrics, Elsevier, volume 129, issue 1-2, pages 139-182.
  18. Ortelli, Claudio & Trojani, Fabio, 2005, "Robust efficient method of moments," Journal of Econometrics, Elsevier, volume 128, issue 1, pages 69-97, September.
  19. Mancini, Loriano & Ronchetti, Elvezio & Trojani, Fabio, 2005, "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," Journal of the American Statistical Association, American Statistical Association, volume 100, pages 628-641, June.
  20. Lori Bennear & Robert Stavins & Alexander Wagner, 2005, "Using Revealed Preferences to Infer Environmental Benefits:Evidence from Recreational Fishing Licenses," Journal of Regulatory Economics, Springer, volume 28, issue 2, pages 157-179, September, DOI: 10.1007/s11149-005-3107-7.
  21. Morellec, Erwan & Zhdanov, Alexei, 2005, "The dynamics of mergers and acquisitions," Journal of Financial Economics, Elsevier, volume 77, issue 3, pages 649-672, September.

2004

  1. Philippe Bacchetta & Eric Van Wincoop, 2004, "A Scapegoat Model of Exchange-Rate Fluctuations," American Economic Review, American Economic Association, volume 94, issue 2, pages 114-118, May, DOI: 10.1257/0002828041301849.
  2. Aghion, Philippe & Bacchetta, Philippe & Banerjee, Abhijit, 2004, "A corporate balance-sheet approach to currency crises," Journal of Economic Theory, Elsevier, volume 119, issue 1, pages 6-30, November.
  3. Aghion, Philippe & Bacchetta, Philippe & Banerjee, Abhijit, 2004, "Financial development and the instability of open economies," Journal of Monetary Economics, Elsevier, volume 51, issue 6, pages 1077-1106, September.
  4. Degeorge, Francois & Jenter, Dirk & Moel, Alberto & Tufano, Peter, 2004, "Selling company shares to reluctant employees: France Telecom's experience," Journal of Financial Economics, Elsevier, volume 71, issue 1, pages 169-202, January.
  5. FranÁois Degeorge & Boaz Moselle & Richard Zeckhauser, 2004, "The Ecology of Risk Taking," Journal of Risk and Uncertainty, Springer, volume 28, issue 3, pages 195-215, May.
  6. Goyal, Amit, 2004, "Demographics, Stock Market Flows, and Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 39, issue 1, pages 115-142, March.
  7. Harald Hau & Hélène Rey, 2004, "Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?," American Economic Review, American Economic Association, volume 94, issue 2, pages 126-133, May, DOI: 10.1257/0002828041302389.
  8. P. Collin-Dufresne & R. Goldstein & J. Hugonnier, 2004, "A General Formula for Valuing Defaultable Securities," Econometrica, Econometric Society, volume 72, issue 5, pages 1377-1407, September.
  9. Jondeau E. & Le Bihan H. & Galles C., 2004, "Assessing Generalized Method-of-Moments Estimates of the Federal Reserve Reaction Function," Journal of Business & Economic Statistics, American Statistical Association, volume 22, pages 225-239, April.
  10. Éric Jondeau, 2004, "Gestion institutionnelle et volatilité des marchés financiers," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 157-175, DOI: 10.3406/ecofi.2004.5037.
  11. Krueger, Dirk & Kubler, Felix, 2004, "Computing equilibrium in OLG models with stochastic production," Journal of Economic Dynamics and Control, Elsevier, volume 28, issue 7, pages 1411-1436, April.
  12. Chiappori, P. -A. & Ekeland, I. & Kubler, F. & Polemarchakis, H. M., 2004, "Testable implications of general equilibrium theory: a differentiable approach," Journal of Mathematical Economics, Elsevier, volume 40, issue 1-2, pages 105-119, February.
  13. Kubler, Felix, 2004, "Is intertemporal choice theory testable?," Journal of Mathematical Economics, Elsevier, volume 40, issue 1-2, pages 177-189, February.
  14. Felix Kubler & Herakles Polemarchakis, 2004, "Stationary Markov equilibria for overlapping generations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 24, issue 3, pages 623-643, October, DOI: 10.1007/s00199-004-0523-3.
  15. Leippold, Markus & Trojani, Fabio & Vanini, Paolo, 2004, "A geometric approach to multiperiod mean variance optimization of assets and liabilities," Journal of Economic Dynamics and Control, Elsevier, volume 28, issue 6, pages 1079-1113, March.
  16. Kjell G. Nyborg, 2004, "Multiple Unit Auctions and Short Squeezes," The Review of Financial Studies, Society for Financial Studies, volume 17, issue 2, pages 545-580.
  17. Ilan Kremer, 2004, "Underpricing and Market Power in Uniform Price Auctions," The Review of Financial Studies, Society for Financial Studies, volume 17, issue 3, pages 849-877.
  18. Ilan Kremer & Kjell G. Nyborg, 2004, "Divisible-Good Auctions: The Role of Allocation Rules," RAND Journal of Economics, The RAND Corporation, volume 35, issue 1, pages 147-159, Spring.
  19. Ranaldo, Angelo, 2004, "Order aggressiveness in limit order book markets," Journal of Financial Markets, Elsevier, volume 7, issue 1, pages 53-74, January.
  20. O. Scaillet, 2004, "Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall," Mathematical Finance, Wiley Blackwell, volume 14, issue 1, pages 115-129, January, DOI: 10.1111/j.0960-1627.2004.00184.x.
  21. Cebrián, Ana C. & Denuit, Michel & Scaillet, Olivier, 2004, "Testing for Concordance Ordering," ASTIN Bulletin, Cambridge University Press, volume 34, issue 1, pages 151-173, May.
  22. Prigent, Jean-Luc & Renault, Olivier & Scaillet, Olivier, 2004, "Option pricing with discrete rebalancing," Journal of Empirical Finance, Elsevier, volume 11, issue 1, pages 133-161, January.
  23. Renault, Olivier & Scaillet, Olivier, 2004, "On the way to recovery: A nonparametric bias free estimation of recovery rate densities," Journal of Banking & Finance, Elsevier, volume 28, issue 12, pages 2915-2931, December.
  24. Gordon S. & St-Amour P., 2004, "Asset Returns and State-Dependent Risk Preferences," Journal of Business & Economic Statistics, American Statistical Association, volume 22, pages 241-252, July.
  25. Fabio Trojani & Paolo Vanini, 2004, "Robustness and Ambiguity Aversion in General Equilibrium," Review of Finance, Springer, volume 8, issue 2, pages 279-324.

2003

  1. Philippe Bacchetta & Eric van Wincoop, 2003, "Why Do Consumer Prices React Less Than Import Prices to Exchange Rates?," Journal of the European Economic Association, MIT Press, volume 1, issue 2-3, pages 662-670, 04/05.
  2. Amit Goyal & Pedro Santa‐Clara, 2003, "Idiosyncratic Risk Matters!," Journal of Finance, American Finance Association, volume 58, issue 3, pages 975-1007, June, DOI: 10.1111/1540-6261.00555.
  3. Amit Goyal & Ivo Welch, 2003, "Predicting the Equity Premium with Dividend Ratios," Management Science, INFORMS, volume 49, issue 5, pages 639-654, May, DOI: 10.1287/mnsc.49.5.639.15149.
  4. Jondeau, Eric & Rockinger, Michael, 2003, "Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 10, pages 1699-1737, August.
  5. Jondeau, Eric & Rockinger, Michael, 2003, "User's guide," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 10, pages 1739-1742, August.
  6. Jondeau, Eric & Rockinger, Michael, 2003, "Testing for differences in the tails of stock-market returns," Journal of Empirical Finance, Elsevier, volume 10, issue 5, pages 559-581, December.
  7. Kenneth L. Judd & Felix Kubler & Karl Schmedders, 2003, "Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents," Journal of Finance, American Finance Association, volume 58, issue 5, pages 2203-2217, October, DOI: 10.1111/1540-6261.00602.
  8. Felix Kubler & Karl Schmedders, 2003, "Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral," Econometrica, Econometric Society, volume 71, issue 6, pages 1767-1793, November.
  9. Kubler, Felix, 2003, "Observable restrictions of general equilibrium models with financial markets," Journal of Economic Theory, Elsevier, volume 110, issue 1, pages 137-153, May.
  10. Charalambos D. Aliprantis & Kenneth J. Arrow & Peter J. Hammond & Felix Kubler & Ho-Mou Wu & Nicholas C. Yannelis, 2003, "Foreword to the Symposium in Honor of Mordecai Kurz," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 21, issue 2, pages 215-216, March, DOI: 10.1007/s001990200329.
  11. Felix Kubler & Karl Schmedders, 2003, "Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 22, issue 1, pages 1-15, August, DOI: 10.1007/s00199-002-0272-0.
  12. Markus Leippold & Liuren Wu, 2003, "Design and Estimation of Quadratic Term Structure Models," Review of Finance, European Finance Association, volume 7, issue 1, pages 47-73.
  13. Antonio Mele, 2003, "Fundamental Properties of Bond Prices in Models of the Short-Term Rate," The Review of Financial Studies, Society for Financial Studies, volume 16, issue 3, pages 679-716, July.
  14. Berger, Allen N. & Dai, Qinglei & Ongena, Steven & Smith, David C., 2003, "To what extent will the banking industry be globalized? A study of bank nationality and reach in 20 European nations," Journal of Banking & Finance, Elsevier, volume 27, issue 3, pages 383-415, March.
  15. Ongena, Steven & Smith, David C. & Michalsen, Dag, 2003, "Firms and their distressed banks: lessons from the Norwegian banking crisis," Journal of Financial Economics, Elsevier, volume 67, issue 1, pages 81-112, January.
  16. Abadir, Karim M. & Rockinger, Michael, 2003, "Density Functionals, With An Option-Pricing Application," Econometric Theory, Cambridge University Press, volume 19, issue 5, pages 778-811, October.
  17. Guay, Alain & Scaillet, Olivier, 2003, "Indirect Inference, Nuisance Parameter, and Threshold Moving Average Models," Journal of Business & Economic Statistics, American Statistical Association, volume 21, issue 1, pages 122-132, January.
  18. Breton, Michele & St-Amour, Pascal & Vencatachellum, Desire, 2003, "Dynamic production teams with strategic behavior," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 5, pages 875-905, March.
  19. Chenny, Shirley & St-Amour, Pascal & Vencatachellum, Desire, 2003, "Slave prices from succession and bankruptcy sales in Mauritius, 1825-1827," Explorations in Economic History, Elsevier, volume 40, issue 4, pages 419-442, October.
  20. Dell'Aquila, Rosario & Ronchetti, Elvezio & Trojani, Fabio, 2003, "Robust GMM analysis of models for the short rate process," Journal of Empirical Finance, Elsevier, volume 10, issue 3, pages 373-397, May.
  21. A. Denny Ellerman & Nick Johnstone & Friedrich Schneider & Alexander F. Wagner & Juan-Pablo Montero & Johann Wackerbauer, 2003, "Tradable Permits," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 4, issue 01, pages 3-32, October.
  22. Stavins, Robert N. & Wagner, Alexander F. & Wagner, Gernot, 2003, "Interpreting sustainability in economic terms: dynamic efficiency plus intergenerational equity," Economics Letters, Elsevier, volume 79, issue 3, pages 339-343, June.

2002

  1. Hau, Harald & Killeen, William & Moore, Michael, 2002, "The euro as an international currency: explaining puzzling first evidence from the foreign exchange markets," Journal of International Money and Finance, Elsevier, volume 21, issue 3, pages 351-383, June.
  2. Hau, Harald, 2002, "Real Exchange Rate Volatility and Economic Openness: Theory and Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, volume 34, issue 3, pages 611-630, August.
  3. Harald Hau & William Killeen & Michael Moore, 2002, "How has the euro changed the foreign exchange market?
    [‘The distribution of realized exchange rate volatility’]    ," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 17, issue 34, pages 149-192.
  4. Éric Jondeau & Hervé Le Bihan, 2002, "Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies," Annals of Economics and Statistics, GENES, issue 67-68, pages 357-388.
  5. Rockinger, Michael & Jondeau, Eric, 2002, "Entropy densities with an application to autoregressive conditional skewness and kurtosis," Journal of Econometrics, Elsevier, volume 106, issue 1, pages 119-142, January.
  6. Dirk Krueger & Felix Kubler, 2002, "Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete," American Economic Review, American Economic Association, volume 92, issue 2, pages 407-410, May.
  7. Kubler, Felix & Schmedders, Karl, 2002, "Recursive Equilibria In Economies With Incomplete Markets," Macroeconomic Dynamics, Cambridge University Press, volume 6, issue 2, pages 284-306, April.
  8. Kubler, F. & Chiappori, P. -A. & Ekeland, I. & Polemarchakis, H. M., 2002, "The Identification of Preferences from Equilibrium Prices under Uncertainty," Journal of Economic Theory, Elsevier, volume 102, issue 2, pages 403-420, February.
  9. Leippold, Markus & Wu, Liuren, 2002, "Asset Pricing under the Quadratic Class," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 37, issue 2, pages 271-295, June.
  10. Ronald W. Anderson & Kjell G. Nyborg, 2002, "Agency and the Pace of Adoption of New Techniques," Recherches économiques de Louvain, De Boeck Université, volume 68, issue 1, pages 203-220.
  11. Kjell G. Nyborg & Kristian Rydqvist & Suresh M. Sundaresan, 2002, "Bidder Behavior in Multiunit Auctions: Evidence from Swedish Treasury Auctions," Journal of Political Economy, University of Chicago Press, volume 110, issue 2, pages 394-424, April, DOI: 10.1086/338748.
  12. Hans Degryse & Steven Ongena, 2002, "Bank-Firm Relationships and International Banking Markets," International Journal of the Economics of Business, Taylor & Francis Journals, volume 9, issue 3, pages 401-417, DOI: 10.1080/1357151021000010000A.
  13. Michel Normandin & Pascal St-Amour, 2002, "Canadian consumption and portfolio shares," Canadian Journal of Economics, Canadian Economics Association, volume 35, issue 4, pages 737-756, November, DOI: 10.1111/1540-5982.00152.
  14. Trojani, Fabio & Vanini, Paolo, 2002, "A note on robustness in Merton's model of intertemporal consumption and portfolio choice," Journal of Economic Dynamics and Control, Elsevier, volume 26, issue 3, pages 423-435, March.
  15. Fabio Trojani & Paolo Vanini & Luigi Vignola, 2002, "A Note on the Three–Portfolios Matching Problem," European Financial Management, European Financial Management Association, volume 8, issue 4, pages 515-527, December, DOI: 10.1111/1468-036X.00202.

2001

  1. Aghion, Philippe & Bacchetta, Philippe & Banerjee, Abhijit, 2001, "Currency crises and monetary policy in an economy with credit constraints," European Economic Review, Elsevier, volume 45, issue 7, pages 1121-1150.
  2. Bacchetta, Philippe, 2001, "Book review: International Capital Flows Martin Feldstein (ed.), The University of Chicago Press and National Bureau of Economic Research, 1999," Journal of International Economics, Elsevier, volume 53, issue 1, pages 235-237, February.
  3. Bacchetta, Philippe & Rose, Andrew K. & van Wincoop, Eric, 2001, "Intranational Economics and International Economics," Journal of International Economics, Elsevier, volume 55, issue 1, pages 1-1, October.
  4. Harald Hau, 2001, "Location Matters: An Examination of Trading Profits," Journal of Finance, American Finance Association, volume 56, issue 5, pages 1959-1983, October, DOI: 10.1111/0022-1082.00396.
  5. Hau, Harald, 2001, "Geographic patterns of trading profitability in Xetra," European Economic Review, Elsevier, volume 45, issue 4-6, pages 757-769, May.
  6. Éric Jondeau, 2001, "La théorie des anticipations de la structure par terme permet-elle de rendre compte de l'évolution des taux d'intérêt sur euro-devise ?," Annals of Economics and Statistics, GENES, issue 62, pages 139-174.
  7. Francois Chesnay & Eric Jondeau, 2001, "Does Correlation Between Stock Returns Really Increase During Turbulent Periods?," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 30, issue 1, pages 53-80, February.
  8. Jondeau, Eric & Rockinger, Michael, 2001, "Gram-Charlier densities," Journal of Economic Dynamics and Control, Elsevier, volume 25, issue 10, pages 1457-1483, October.
  9. Coutant, Sophie & Jondeau, Eric & Rockinger, Michael, 2001, "Reading PIBOR futures options smiles: The 1997 snap election," Journal of Banking & Finance, Elsevier, volume 25, issue 11, pages 1957-1987, November.
  10. Felix Kubler & Karl Schmedders, 2001, "Incomplete Markets, Transitory Shocks, and Welfare," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 4, issue 4, pages 747-766, October, DOI: 10.1006/redy.2001.0134.
  11. Felix Kubler, 2001, "Computable general equilibrium with financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 18, issue 1, pages 73-96.
  12. Fornari, Fabio & Mele, Antonio, 2001, "Recovering the probability density function of asset prices using garch as diffusion approximations," Journal of Empirical Finance, Elsevier, volume 8, issue 1, pages 83-110, March.
  13. Fabio Fornari & Antonio Mele, 2001, "Volatility smiles and the information content of news," Applied Financial Economics, Taylor & Francis Journals, volume 11, issue 2, pages 179-186, DOI: 10.1080/096031001750071578.
  14. Nyborg, Kjell G. & Strebulaev, Ilya A., 2001, "Collateral and short squeezing of liquidity in fixed rate tenders," Journal of International Money and Finance, Elsevier, volume 20, issue 6, pages 769-792, November.
  15. Ongena, Steven & Smith, David C., 2001, "The duration of bank relationships," Journal of Financial Economics, Elsevier, volume 61, issue 3, pages 449-475, September.
  16. Hans Degryse & Steven Ongena, 2001, "Bank Relationships and Firm Profitability," Financial Management, Financial Management Association, volume 30, issue 1, Spring.
  17. Rockinger, Michael & Urga, Giovanni, 2001, "A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies," Journal of Business & Economic Statistics, American Statistical Association, volume 19, issue 1, pages 73-84, January.
  18. Ronchetti, Elvezio & Trojani, Fabio, 2001, "Robust inference with GMM estimators," Journal of Econometrics, Elsevier, volume 101, issue 1, pages 37-69, March.
  19. Friedrich Schneider & Alexander F. Wagner, 2001, "Institutions of Conflict Management and Economic Growth in the European Union," Kyklos, Wiley Blackwell, volume 54, issue 4, pages 509-531, November, DOI: 10.1111/1467-6435.00167.

2000

  1. Eric van Wincoop & Philippe Bacchetta, 2000, "Does Exchange-Rate Stability Increase Trade and Welfare?," American Economic Review, American Economic Association, volume 90, issue 5, pages 1093-1109, December.
  2. Bacchetta, Philippe & Caminal, Ramon, 2000, "Do capital market imperfections exacerbate output fluctuations?," European Economic Review, Elsevier, volume 44, issue 3, pages 449-468, March.
  3. Aghion, Philippe & Bacchetta, Philippe & Banerjee, Abhijit, 2000, "A simple model of monetary policy and currency crises," European Economic Review, Elsevier, volume 44, issue 4-6, pages 728-738, May.
  4. Bacchetta, Philippe & van Wincoop, Eric, 2000, "Trade in nominal assets and net international capital flows," Journal of International Money and Finance, Elsevier, volume 19, issue 1, pages 55-72, February.
  5. Philippe Bacchetta & María Espinosa, 2000, "Exchange-of-Information Clauses in International Tax Treaties," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 7, issue 3, pages 275-293, May, DOI: 10.1023/A:1008753629558.
  6. Philippe Bacchetta & Fernando Ballabriga, 2000, "The impact of monetary policy and banks' balance sheets: some international evidence," Applied Financial Economics, Taylor & Francis Journals, volume 10, issue 1, pages 15-26, DOI: 10.1080/096031000331888.
  7. Chowdhry, Bhagwan & Goyal, Amit, 2000, "Understanding the financial crisis in Asia," Pacific-Basin Finance Journal, Elsevier, volume 8, issue 2, pages 135-152, May.
  8. Hau, Harald, 2000, "Exchange rate determination: The role of factor price rigidities and nontradeables," Journal of International Economics, Elsevier, volume 50, issue 2, pages 421-447, April.
  9. Harald Hau & Marcel Thum, 2000, "Lawyers, Legislation and Social Welfare," European Journal of Law and Economics, Springer, volume 9, issue 3, pages 231-254, May, DOI: 10.1023/A:1018749105068.
  10. Jondeau, Eric & Rockinger, Michael, 2000, "Reading the smile: the message conveyed by methods which infer risk neutral densities," Journal of International Money and Finance, Elsevier, volume 19, issue 6, pages 885-915, December.
  11. Judd, Kenneth L. & Kubler, Felix & Schmedders, Karl, 2000, "Computing equilibria in infinite-horizon finance economies: The case of one asset," Journal of Economic Dynamics and Control, Elsevier, volume 24, issue 5-7, pages 1047-1078, June.
  12. Kubler, Felix & Schmedders, Karl, 2000, "Computing Equilibria in Stochastic Finance Economies," Computational Economics, Springer;Society for Computational Economics, volume 15, issue 1-2, pages 145-172, April.
  13. Ongena, Steven & Smith, David C., 2000, "What Determines the Number of Bank Relationships? Cross-Country Evidence," Journal of Financial Intermediation, Elsevier, volume 9, issue 1, pages 26-56, January.
  14. Alexandros Benos & Michael Rockinger, 2000, "Market Response to Earnings Announcements and Interim Reports: An Analysis of SBF120 Companies," Annals of Economics and Statistics, GENES, issue 60, pages 151-175.
  15. Rockinger, Michael & Urga, Giovanni, 2000, "The Evolution of Stock Markets in Transition Economies," Journal of Comparative Economics, Elsevier, volume 28, issue 3, pages 456-472, September.
  16. Gourieroux, C. & Laurent, J. P. & Scaillet, O., 2000, "Sensitivity analysis of Values at Risk," Journal of Empirical Finance, Elsevier, volume 7, issue 3-4, pages 225-245, November.
  17. O. Renault & O. Scaillet & B. Leblanc, 2000, "A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary," Finance and Stochastics, Springer, volume 4, issue 1, pages 109-111.
  18. O. Scaillet & J.-L. Prigent & J.-P. Lesne, 2000, "Convergence of discrete time option pricing models under stochastic interest rates," Finance and Stochastics, Springer, volume 4, issue 1, pages 81-93.
  19. Pascal St-Amour & Stephen Gordon, 2000, "A Preference Regime Model of Bull and Bear Markets," American Economic Review, American Economic Association, volume 90, issue 4, pages 1019-1033, September.

1999

  1. Degeorge, Francois & Patel, Jayendu & Zeckhauser, Richard, 1999, "Earnings Management to Exceed Thresholds," The Journal of Business, University of Chicago Press, volume 72, issue 1, pages 1-33, January, DOI: 10.1086/209601.
  2. Harald Hau, 1999, "Comment on ‘Corporate Risk Management for Multinational Corporations: Financial and Operational Hedging Policies’," Review of Finance, European Finance Association, volume 2, issue 2, pages 247-249.
  3. Julien-N. Hugonnier, 1999, "The Feynman–Kac Formula And Pricing Occupation Time Derivatives," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 02, pages 153-178, DOI: 10.1142/S021902499900011X.
  4. Catherine Bruneau & Eric Jondeau, 1999, "Causalité de long terme et amélioration de la prévision : application aux courbes de taux d'intérêt," Annals of Economics and Statistics, GENES, issue 54, pages 23-45.
  5. Catherine Bruneau & Eric Jondeau, 1999, "Long‐run Causality, with an Application to International Links Between Long‐term Interest Rates," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 61, issue 4, pages 545-568, November, DOI: 10.1111/1468-0084.00143.
  6. Jondeau, Eric & Ricart, Roland, 1999, "The expectations hypothesis of the term structure: tests on US, German, French, and UK Euro-rates," Journal of International Money and Finance, Elsevier, volume 18, issue 5, pages 725-750, October.
  7. Éric Jondeau & Roland Ricart, 1999, "Le contenu en information de la pente des taux : application au cas des titres publics français," Économie et Prévision, Programme National Persée, volume 140, issue 4, pages 1-20, DOI: 10.3406/ecop.1999.5971.
  8. Eric Jondeau & Franck Sédillot, 1999, "Forecasting French and German long-term rates using a rational expectations model," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 135, issue 3, pages 413-436, September, DOI: 10.1007/BF02707333.
  9. Harald Reinton & Steven Ongena, 1999, "Out-of-sample forecasting performance of single equation monetary exchange rate models in Norwegian currency markets," Applied Financial Economics, Taylor & Francis Journals, volume 9, issue 6, pages 545-550, DOI: 10.1080/096031099332005.
  10. Steven Ongena, 1999, "Lending Relationships, Bank Default and Economic Activity," International Journal of the Economics of Business, Taylor & Francis Journals, volume 6, issue 2, pages 257-280, DOI: 10.1080/13571519984269.

1998

  1. Mary Keegan & François Degeorge, 1998, "Corporate Governance Reports: Audit committees – a study in European corporate governance," Corporate Governance: An International Review, Wiley Blackwell, volume 6, issue 2, pages 116-118, April, DOI: 10.1111/1467-8683.00091.
  2. Hau, Harald, 1998, "Privatization under political interference: Evidence from Eastern Germany," European Economic Review, Elsevier, volume 42, issue 7, pages 1177-1201, July.
  3. Hau, Harald, 1998, "Competitive Entry and Endogenous Risk in the Foreign Exchange Market," The Review of Financial Studies, Society for Financial Studies, volume 11, issue 4, pages 757-787.
  4. Éric Jondeau & Roland Ricart, 1998, "La théorie des anticipations de la structure par terme : test à partir de titres publics français," Annals of Economics and Statistics, GENES, issue 52, pages 1-22.
  5. Broze, Laurence & Scaillet, Olivier & Zakoïan, Jean-Michel, 1998, "Quasi-Indirect Inference For Diffusion Processes," Econometric Theory, Cambridge University Press, volume 14, issue 2, pages 161-186, April.
  6. Geert Dhaene & Christian Gourieroux & Olivier Scaillet, 1998, "Instrumental Models and Indirect Encompassing," Econometrica, Econometric Society, volume 66, issue 3, pages 673-688, May.
  7. Olivier Scaillet & Boris Leblanc, 1998, "Path dependent options on yields in the affine term structure model," Finance and Stochastics, Springer, volume 2, issue 4, pages 349-367.
  8. Michel Normandin & Pascal St-Amour, 1998, "Substitution, risk aversion, taste shocks and equity premia," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 13, issue 3, pages 265-281.

1997

  1. Philippe Bacchetta, 1997, "Exchange Rate Policy and Disinflation: The Spanish Experience in the ERM," The World Economy, Wiley Blackwell, volume 20, issue 2, pages 221-238, March, DOI: 10.1111/1467-9701.00067.
  2. Bacchetta, Philippe & Gerlach, Stefan, 1997, "Consumption and credit constraints: International evidence," Journal of Monetary Economics, Elsevier, volume 40, issue 2, pages 207-238, October.
  3. Bacchetta, Philippe & Dellas, Harris, 1997, "Firm Restructuring and the Optimal Speed of Trade Reform," Oxford Economic Papers, Oxford University Press, volume 49, issue 2, pages 291-306, April.
  4. Fornari, Fabio & Mele, Antonio, 1997, "Sign- and Volatility-Switching ARCH Models: Theory and Applications to International Stock Markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 12, issue 1, pages 49-65, Jan.-Feb..
  5. Fabio Fornari & Antonio Mele, 1997, "Asymmetries and non-linearities in economic activity," Applied Financial Economics, Taylor & Francis Journals, volume 7, issue 2, pages 203-206, DOI: 10.1080/096031097333772.
  6. Fabio Fornari & Antonio Mele, 1997, "Weak convergence and distributional assumptions for a general class of nonliner arch models," Econometric Reviews, Taylor & Francis Journals, volume 16, issue 2, pages 205-227, DOI: 10.1080/07474939708800382.
  7. Karim M. Abadir & Michael Rockinger, 1997, "The 'Devil's Horns' Problem of Inverting Confluent Characteristic Functions," Econometrica, Econometric Society, volume 65, issue 5, pages 1221-1226, September.
  8. Gourieroux, C. & Scaillet, O., 1997, "Unemployment insurance and mortgages," Insurance: Mathematics and Economics, Elsevier, volume 20, issue 3, pages 173-195, October.

1996

  1. Philippe Bacchetta, 1996, "Capital controls and the political discount: The Spanish experience in the late 1980s," Open Economies Review, Springer, volume 7, issue 4, pages 349-369, October, DOI: 10.1007/BF01886369.
  2. Éric Jondeau, 1996, "Les modèles monétaires de taux de change : un examen empirique," Économie et Prévision, Programme National Persée, volume 123, issue 2, pages 53-65, DOI: 10.3406/ecop.1996.5790.
  3. Éric Jondeau & Nada Villermain-Lécolier, 1996, "La stabilité de la fonction de demande de monnaie aux Etats-Unis," Revue Économique, Programme National Persée, volume 47, issue 5, pages 1121-1148, DOI: 10.3406/reco.1996.409841.
  4. Fornari, Fabio & Mele, Antonio, 1996, "Modeling the changing asymmetry of conditional variances," Economics Letters, Elsevier, volume 50, issue 2, pages 197-203, February.
  5. Nyborg, Kjell G. & Sundaresan, Suresh, 1996, "Discriminatory versus uniform Treasury auctions: Evidence from when-issued transactions," Journal of Financial Economics, Elsevier, volume 42, issue 1, pages 63-104, September.
  6. Julian R. Franks & Kjell G. Nyborg & Walter N. Torous, 1996, "A Comparison of UK, US and German Insolvency Codes," Financial Management, Financial Management Association, volume 25, issue 3, Fall.
  7. Franks, Julian R & Nyborg, Kjell G, 1996, "Control Rights, Debt Structure, and the Loss of Private Benefits: The Case of the U.K. Insolvency Code," The Review of Financial Studies, Society for Financial Studies, volume 9, issue 4, pages 1165-1210.
  8. K. G. Nyborg, 1996, "The use and pricing of convertible bonds," Applied Mathematical Finance, Taylor & Francis Journals, volume 3, issue 3, pages 167-190, DOI: 10.1080/13504869600000009.
  9. Laurence Broze & Olivier Scaillet & Jean-Michel Zakoïan & Claude Jessua, 1996, "Estimation de modèles de la structure par terme des taux d'intérêt," Revue Économique, Programme National Persée, volume 47, issue 3, pages 511-519, DOI: 10.3406/reco.1996.409787.
  10. O. Scaillet, 1996, "Compound and exchange options in the affine term structure model," Applied Mathematical Finance, Taylor & Francis Journals, volume 3, issue 1, pages 75-92, DOI: 10.1080/13504869600000004.

1995

  1. Bacchetta, Philippe & Espinosa, Maria Paz, 1995, "Information sharing and tax competition among governments," Journal of International Economics, Elsevier, volume 39, issue 1-2, pages 103-121, August.
  2. Nyborg Kjell G., 1995, "Convertible Debt as Delayed Equity: Forced versus Voluntary Conversion and the Information Role of Call Policy," Journal of Financial Intermediation, Elsevier, volume 4, issue 4, pages 358-395, October.
  3. Broze, Laurence & Scaillet, Olivier & Zakoian, Jean-Michel, 1995, "Testing for continuous-time models of the short-term interest rate," Journal of Empirical Finance, Elsevier, volume 2, issue 3, pages 199-223, September.

1994

  1. Bacchetta, Philippe & Gerlach, Stefan, 1994, "Sticky import prices and J-curves," Economics Letters, Elsevier, volume 44, issue 3, pages 281-285.
  2. Bacchetta, Philippe & Caminal, Ramon, 1994, "A note on reserve requirements and public finance," International Review of Economics & Finance, Elsevier, volume 3, issue 1, pages 107-118.
  3. Fornari, Fabio & Mele, Antonio, 1994, "A stochastic variance model for absolute returns," Economics Letters, Elsevier, volume 46, issue 3, pages 211-214, November.
  4. Restoy, Fernando & Rockinger, G Michael, 1994, "On Stock Market Returns and Returns on Investment," Journal of Finance, American Finance Association, volume 49, issue 2, pages 543-556, June.

1993

  1. Degeorge, Francois & Zeckhauser, Richard, 1993, "The Reverse LBO Decision and Firm Performance: Theory and Evidence," Journal of Finance, American Finance Association, volume 48, issue 4, pages 1323-1348, September.
  2. Patrick Jacq & Eric Jondeau & Frank Sédillot, 1993, "Les politiques monétaires au sein du SME," Économie et Prévision, Programme National Persée, volume 109, issue 3, pages 57-74, DOI: 10.3406/ecop.1993.5622.

1992

  1. Bacchetta, Philippe & Caminal, Ramon, 1992, "Optimal seigniorage and financial liberalization," Journal of International Money and Finance, Elsevier, volume 11, issue 6, pages 518-538, December.
  2. Eric Jondeau, 1992, "La soutenabilité de la politique budgétaire," Économie et Prévision, Programme National Persée, volume 104, issue 3, pages 1-17, DOI: 10.3406/ecop.1992.5291.
  3. Jean-François Loué & Eric Jondeau, 1992, "La gestion optimale des finances publiques en présence de coûts d'ajustement," Économie et Prévision, Programme National Persée, volume 104, issue 3, pages 19-38, DOI: 10.3406/ecop.1992.5292.

1990

  1. Bacchetta, Philippe, 1990, "Temporary capital controls in a balance-of- payments crisis," Journal of International Money and Finance, Elsevier, volume 9, issue 3, pages 246-257, September.
  2. Damien Girardot & Eric Jondeau, 1990, "La substitution entre capital et travail : une évaluation sur données d'entreprises," Économie et Statistique, Programme National Persée, volume 237, issue 1, pages 135-142, DOI: 10.3406/estat.1990.5507.

Books

2019

  1. Andrada Bilan & Hans Degryse & Kuchulain O’Flynn & Steven Ongena, 2019, "Banking and Financial Markets," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, number 978-3-030-26844-2, ISBN: ARRAY(0x8cb95850), February, DOI: 10.1007/978-3-030-26844-2.

2016

  1. Nyborg,Kjell G., 2016, "Collateral Frameworks," Cambridge Books, Cambridge University Press, number 9781107155848.

2012

  1. Jan Babecky & Roman Horvath (ed.), 2012, "Financial Stability and Monetary Policy," Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department, number rb10/2, edition 2.

2009

  1. Degryse, Hans & Kim, Moshe & Ongena, Steven, 2009, "Microeconometrics of Banking Methods, Applications, and Results," OUP Catalogue, Oxford University Press, number 9780195340471, ISBN: ARRAY(0x80b63c50).

2008

  1. Donald Brown & Felix Kubler, 2008, "Computational Aspects of General Equilibrium Theory," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-540-76591-2, ISBN: ARRAY(0x783f4ff8), December, DOI: 10.1007/978-3-540-76591-2.

2007

  1. Eric Jondeau & Ser-Huang Poon & Michael Rockinger, 2007, "Financial Modeling Under Non-Gaussian Distributions," Springer Finance, Springer, number 978-1-84628-696-4, ISBN: ARRAY(0x7ff9ddc8), October, DOI: 10.1007/978-1-84628-696-4.

2003

  1. Philippe Bacchetta & Roger Gordon, 2003, "Trans-Atlantic Public Economics Seminar (TAPES), Taxation of Financial Income," NBER Books, National Bureau of Economic Research, Inc, number bacc03-1, May.

1997

  1. Philippe Bacchetta & Walter Wasserfallen (ed.), 1997, "Economic Policy in Switzerland," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-349-25875-8, ISBN: ARRAY(0xa49be7d0), April, DOI: 10.1007/978-1-349-25875-8.

Chapters

2024

  1. Mamonov, Mikhail & Ongena, Steven & Pestova, Anna, 2024, "Disasters and (Bank) Financing: Introduction," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 0, "Disasters and (Bank) Financing".
  2. Mamonov, Mikhail & Ongena, Steven & Pestova, Anna, 2024, "Bank adaptation to armed conflicts," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 1, "Disasters and (Bank) Financing".
  3. Mamonov, Mikhail & Ongena, Steven & Pestova, Anna, 2024, "Bank adaptation to infectious diseases," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 2, "Disasters and (Bank) Financing".
  4. Mamonov, Mikhail & Ongena, Steven & Pestova, Anna, 2024, "Bank adaptation to natural disasters," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 3, "Disasters and (Bank) Financing".
  5. Mamonov, Mikhail & Ongena, Steven & Pestova, Anna, 2024, "Summary of bank adaptation to various types of disasters," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 4, "Disasters and (Bank) Financing".
  6. Mamonov, Mikhail & Ongena, Steven & Pestova, Anna, 2024, "Disasters and (Bank) Financing: Conclusions and policy recommendations," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 5, "Disasters and (Bank) Financing".

2023

  1. Andreas Fuster & David Lucca & James Vickery, 2023, "Mortgage-backed securities," Chapters, Edward Elgar Publishing, chapter 15, in: Refet S. Gürkaynak & Jonathan H. Wright, "Research Handbook of Financial Markets".
  2. Angelo Ranaldo, 2023, "Foreign exchange swaps and cross-currency swaps," Chapters, Edward Elgar Publishing, chapter 20, in: Refet S. Gürkaynak & Jonathan H. Wright, "Research Handbook of Financial Markets".
  3. Andrea Barbon & Angelo Ranaldo, 2023, "Non-Fungible Tokens," Palgrave Studies in Financial Services Technology, Palgrave Macmillan, chapter 0, in: Thomas Walker & Elaheh Nikbakht & Maher Kooli, "The Fintech Disruption", DOI: 10.1007/978-3-031-23069-1_6.

2022

  1. Silvia Dalla Fontana & Ramana Nanda, 2022, "Innovating to Net Zero: Can Venture Capital and Start-Ups Play a Meaningful Role?," NBER Chapters, National Bureau of Economic Research, Inc, "Entrepreneurship and Innovation Policy and the Economy, volume 2".
  2. Mamonov, Mikhail & Pestova, Anna & Ongena, Steven, 2022, "“Crime and Punishment†: How Russian banks anticipated and dealt with global financial sanctions," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 4, in: Garicano, Luis & Rohner, Dominic & Weder di Mauro, Beatrice, "Global Economic Consequences of the War in Ukraine: Sanctions, Supply Chains and Sustainability".
  3. Pestova, Anna & Mamonov, Mikhail & Ongena, Steven, 2022, "The price of war: Macroeconomic effects of the 2022 sanctions on Russia," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 11, in: Garicano, Luis & Rohner, Dominic & Weder di Mauro, Beatrice, "Global Economic Consequences of the War in Ukraine: Sanctions, Supply Chains and Sustainability".

2021

  1. Philippe Bacchetta & Margaret Davenport & Eric van Wincoop, 2021, "Can Sticky Portfolios Explain International Capital Flows and Asset Prices?," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2021".
  2. Bhagwan Chowdhry & Amit Goyal & Syed Anas Ahmed, 2021, "Digital Identity in India," Springer Books, Springer, in: Raghavendra Rau & Robert Wardrop & Luigi Zingales, "The Palgrave Handbook of Technological Finance", DOI: 10.1007/978-3-030-65117-6_30.
  3. Antoniou, Fabio & Delis, Manthos & Ongena, Steven & Tsoumas, Christos, 2021, "Pollution permits and financing costs," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 14, in: Weder di Mauro, Beatrice, "Combating Climate Change: A CEPR Collection".
  4. Ongena, Steven & De Greiff, Kathrin & Delis, Manthos, 2021, "The carbon bubble and the pricing of bank loans," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 20, in: Weder di Mauro, Beatrice, "Combating Climate Change: A CEPR Collection".

2020

  1. Gagliardini, Patrick & Ossola, Elisa & Scaillet, Olivier, 2020, "Estimation of large dimensional conditional factor models in finance," Handbook of Econometrics, Elsevier, chapter 0, in: Steven N. Durlauf & Lars Peter Hansen & James J. Heckman & Rosa L. Matzkin, "Handbook of Econometrics", DOI: 10.1016/bs.hoe.2020.10.001.

2019

  1. Andrada Bilan & Hans Degryse & Kuchulain O’Flynn & Steven Ongena, 2019, "Introduction," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 0, "Banking and Financial Markets", DOI: 10.1007/978-3-030-26844-2_1.
  2. Andrada Bilan & Hans Degryse & Kuchulain O’Flynn & Steven Ongena, 2019, "Securitization and Lending," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 0, "Banking and Financial Markets", DOI: 10.1007/978-3-030-26844-2_2.
  3. Andrada Bilan & Hans Degryse & Kuchulain O’Flynn & Steven Ongena, 2019, "Interest Rate Risk," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 0, "Banking and Financial Markets", DOI: 10.1007/978-3-030-26844-2_3.
  4. Andrada Bilan & Hans Degryse & Kuchulain O’Flynn & Steven Ongena, 2019, "Credit Risk," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 0, "Banking and Financial Markets", DOI: 10.1007/978-3-030-26844-2_4.
  5. Andrada Bilan & Hans Degryse & Kuchulain O’Flynn & Steven Ongena, 2019, "Collateral and Lending," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 0, "Banking and Financial Markets", DOI: 10.1007/978-3-030-26844-2_5.
  6. Andrada Bilan & Hans Degryse & Kuchulain O’Flynn & Steven Ongena, 2019, "Global Banking," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 0, "Banking and Financial Markets", DOI: 10.1007/978-3-030-26844-2_6.
  7. Andrada Bilan & Hans Degryse & Kuchulain O’Flynn & Steven Ongena, 2019, "FinTech and the Future of Banking," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 0, "Banking and Financial Markets", DOI: 10.1007/978-3-030-26844-2_7.
  8. Andrada Bilan & Hans Degryse & Kuchulain O’Flynn & Steven Ongena, 2019, "Conclusion," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 0, "Banking and Financial Markets", DOI: 10.1007/978-3-030-26844-2_8.

2018

  1. Scott R. Baker & Lorenz Kueng & Leslie McGranahan & Brian T. Melzer, 2018, "Do Household Finances Constrain Unconventional Fiscal Policy?," NBER Chapters, National Bureau of Economic Research, Inc, "Tax Policy and the Economy, Volume 33".

2017

  1. Daniele Titotto & Steven Ongena, 2017, "Shadow banking and competition: decomposing market power by activity," Chapters, Edward Elgar Publishing, chapter 13, in: Jacob A. Bikker & Laura Spierdijk, "Handbook of Competition in Banking and Finance".

2016

  1. Roxana Mihet & Laura Veldkamp, 2016, "Comment on "Is the Macroeconomy Locally Unstable and Why Should We Care?"," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2016, Volume 31".

2015

  1. Philippe Bacchetta & Kenza Benhima, 2015, "Corporate Saving in Global Rebalancing," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 3, in: Claudio Raddatz & Diego Saravia & Jaume Ventura, "Global Liquidity, Spillovers to Emerging Markets and Policy Responses".
  2. Hans Degryse & Vasso Ioannidou & Steven Ongena, 2015, "Bank-firm Relationships: A Review of the Implications for Firms and Banks in Normal and Crisis Times," Advances in Japanese Business and Economics, Springer, chapter 9, in: Tsutomu Watanabe & Iichiro Uesugi & Arito Ono, "The Economics of Interfirm Networks", DOI: 10.1007/978-4-431-55390-8_9.

2014

  1. Matthias Efing & Harald Hau & Patrick Kampkötter & Johannes Steinbrecher, 2014, "Incentive Pay and Bank Risk-taking: Evidence from Austrian, German, and Swiss Banks," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2014".
  2. Eric Jondeau & Michael Rockinger, 2014, "Systemic Risk in Europe," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Risk Management Institute, "Global Credit Review".

2013

  1. Geraldo Cerqueiro & Hans Degryse & Steven Ongena, 2013, "Using heteroskedastic models to analyze the use of rules versus discretion in lending decisions," Chapters, Edward Elgar Publishing, chapter 9, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk, "Handbook of Research Methods and Applications in Empirical Finance".

2011

  1. Andreas Fuster & Benjamin Hebert & David Laibson, 2011, "Natural Expectations, Macroeconomic Dynamics, and Asset Pricing," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2011, Volume 26".

2010

  1. Philippe Bacchetta & Eric van Wincoop & Toni Beutler, 2010, "Can Parameter Instability Explain the Meese-Rogoff Puzzle?," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2009".

2009

  1. Geraldo Cerqueiro & Hans Degryse & Steven Ongena, 2009, "Distance, Bank Organizational Structure, and Lending Decisions," Springer Books, Springer, chapter 0, in: Alberto Zazzaro & Michele Fratianni & Pietro Alessandrini, "The Changing Geography of Banking and Finance", DOI: 10.1007/978-0-387-98078-2_4.
  2. Sarah Lein & Miguel Leon-Ledesma & Carolin Nerlich, 2009, "The Link between Real and Nominal Convergence: The Case of the New EU Member States," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, in: Reiner Martin & Adalbert Winkler, "Real Convergence in Central, Eastern and South-Eastern Europe", DOI: 10.1057/9780230235434_5.
  3. Pauline Barrieu & Olivier Scaillet, 2009, "A Primer on Weather Derivatives," International Series in Operations Research & Management Science, Springer, chapter 0, in: Jerzy A. Filar & Alain Haurie, "Uncertainty and Environmental Decision Making", DOI: 10.1007/978-1-4419-1129-2_5.

2008

  1. Donald J. Brown & Felix Kubler, 2008, "Refutable Theories of Value," Lecture Notes in Economics and Mathematical Systems, Springer, "Computational Aspects of General Equilibrium Theory", DOI: 10.1007/978-3-540-76591-2_1.
  2. Felix Kubler & Karl Schmedders, 2008, "Approximate Versus Exact Equilibria in Dynamic Economies," Lecture Notes in Economics and Mathematical Systems, Springer, "Computational Aspects of General Equilibrium Theory", DOI: 10.1007/978-3-540-76591-2_10.
  3. Felix Kubler, 2008, "Is Intertemporal Choice Theory Testable?," Lecture Notes in Economics and Mathematical Systems, Springer, "Computational Aspects of General Equilibrium Theory", DOI: 10.1007/978-3-540-76591-2_7.
  4. Felix Kubler, 2008, "Observable Restrictions of General Equilibrium Models with Financial Markets," Lecture Notes in Economics and Mathematical Systems, Springer, "Computational Aspects of General Equilibrium Theory", DOI: 10.1007/978-3-540-76591-2_8.
  5. Felix Kubler, 2008, "Approximate Generalizations and Computational Experiments," Lecture Notes in Economics and Mathematical Systems, Springer, "Computational Aspects of General Equilibrium Theory", DOI: 10.1007/978-3-540-76591-2_9.
  6. Hans Degryse & Steven Ongena & Günseli Tümer-Alkan, 2008, "Corporate Governance: A Review of the Role of Banks," Chapters, Edward Elgar Publishing, chapter 5, in: Klaus Gugler & B. Burcin Yurtoglu, "The Economics of Corporate Governance and Mergers".

2007

  1. Philippe Bacchetta, 2007, "Comment on "Optimal Monetary Policy and the Sources of Local-Currency Price Stability"," NBER Chapters, National Bureau of Economic Research, Inc, "International Dimensions of Monetary Policy".

2005

  1. Tony Berrada, 2005, "Valuing American Contingent Claims when Time to Maturity is Uncertain," Springer Books, Springer, chapter 0, in: Michèle Breton & Hatem Ben-Ameur, "Numerical Methods in Finance", DOI: 10.1007/0-387-25118-9_7.

2000

  1. Philippe Bacchetta & Eric van Wincoop, 2000, "Capital Flows to Emerging Markets: Liberalization, Overshooting, and Volatility," NBER Chapters, National Bureau of Economic Research, Inc, "Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies".

1998

  1. Steven Ongena & David Smith, 1998, "Quality and Duration of Bank Relationships," Palgrave Macmillan Books, Palgrave Macmillan, chapter 12, in: David F. Birks, "Global Cash Management in Europe", DOI: 10.1007/978-1-349-14662-8_12.

1997

  1. Philippe Bacchetta & Walter Wasserfallen, 1997, "Introduction," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, in: Philippe Bacchetta & Walter Wasserfallen, "Economic Policy in Switzerland", DOI: 10.1007/978-1-349-25875-8_1.

1991

  1. Martin Feldstein & Philippe Bacchetta, 1991, "National Saving and International Investment," NBER Chapters, National Bureau of Economic Research, Inc, "National Saving and Economic Performance".

Software components

2022

  1. Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2022, "Code and data files for "Re-use of collateral: Leverage, volatility, and welfare"," Computer Codes, Review of Economic Dynamics, number 20-480, revised .

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