Publications

by members of

Université de Genève → Geneva Finance Research Institute (GFRI)

University of Geneva

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.

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| Working papers | Journal articles | Chapters |

Working papers

2026

1. 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.
2. 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.
3. 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. 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.
   
   • Geng, Heng (Griffin) & Hau, Harald & Liu, Pengfei, 2026, "Corporate Opportunity Waiver Laws Did Not Produce Disloyal Managers," I4R Discussion Paper Series, The Institute for Replication (I4R), number 285.
2. Johannes Klausmann & Philipp Krueger & Pedro Matos, 2025, "The Green Transition: Evidence from Corporate Green Revenues," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-40, Apr.
3. Romulo Alves & Philipp Krueger & Mathijs A. van Dijk, 2025, "Drawing Up the Bill: Are ESG Ratings Related to Stock Returns Around the World?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-41, Apr.
   
   • Alves, Rómulo & Krüger, Philipp & van Dijk, Mathijs, 2025, "Drawing up the bill: Are ESG ratings related to stock returns around the world?," Journal of Corporate Finance, Elsevier, volume 93, issue C, DOI: 10.1016/j.jcorpfin.2025.102768.
4. Vaska Atta-Darkua & Simon Glossner & Philipp Krueger & Pedro Matos, 2025, "Decarbonizing Institutional Investor Portfolios: Helping to Green the Planet or Just Greening Your Portfolio?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-42, Apr.
5. 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.
6. 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.
7. 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. 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.
2. 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.
3. Leonie Bräuer & Harald Hau, 2024, "Fund-Level FX Hedging Redux," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-103, Nov.
   
   • Bräuer, Leonie & Hau, Harald, 2024, "Fund-Level FX Hedging Redux," ESRB Working Paper Series, European Systemic Risk Board, number 148, Nov.
4. 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.
5. 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.
   
   • Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2024, "Sparse spanning portfolios and under-diversification with second-order stochastic dominance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-08, Jan.
6. 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.
   
   • 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.
7. Ursa Bernardic & Davide Cerruti & Massimo Filippini & Jonas Savelsberg & Giuseppe Ugazio, 2024, "De-biasing electric vehicle adoption with personalized nudging," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 24/390, Mar.

2023

1. 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.
   
   • 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.
2. Alain-Philippe Fortin & Patrick Gagliardini & Olivier Scaillet, 2023, "Latent Factor Analysis in Short Panels," Papers, arXiv.org, number 2306.14004, Jun, revised Oct 2025.
   
   • 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.
   • Alain-Philippe Fortin & Patrick Gagliardini & Olivier Scaillet, 2023, "Latent Factor Analysis in Short Panels," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-44, Jun.

2022

1. 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.
2. Leonie Bräuer & Harald Hau, 2022, "Can Time-Varying Currency Risk Hedging Explain Exchange Rates?," CESifo Working Paper Series, CESifo, number 10065.
   
   • Leonie Bräuer & Harald Hau, 2022, "Can Time-Varying Currency Risk Hedging Explain Exchange Rates?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-77, Oct.
   • Bräuer, Leonie & Hau, Harald, 2023, "Can Time-Varying Currency Risk Hedging Explain Exchange Rates?," CEPR Discussion Papers, Centre for Economic Policy Research, number 18516, Oct.
3. 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.
   
   • Geng, Heng & Hau, Harald & Michaely, Roni & Nguyen, Binh, 2023, "Do Institutional Directors Matter?," CEPR Discussion Papers, Centre for Economic Policy Research, number 18514, Oct.
4. Jan Muckenhaupt & Martin Hoesli & Bing Zhu, 2022, "Tenant Industry Sector and European Listed Real Estate Performance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-08, Jan.
5. Rajna Gibson & Martin Hoesli & Jiajun Shan, 2022, "The Valuation of Illiquid Assets: A Focus on Private Equity and Real Estate," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-12, Feb.
6. 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.
   
   • 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.
   • Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2021, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-09, Jan.
   • Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2023, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Post-Print, HAL, number hal-04325655, Dec, DOI: 10.1016/j.jeconom.2022.12.004.
7. 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.
   
   • Alain-Philippe Fortin & Patrick Gagliardini & O. Scaillet, 2022, "Eigenvalue tests for the number of latent factors in short panels," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-81, Oct.
8. 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.

2021

1. Tony Berrada, 2021, "Can the variance after-effect distort stock returns?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-16, Feb.
2. 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.
3. 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.
4. 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.
5. Michael Mayer & Steven C. Bourassa & Martin Hoesli & Donato Scognamiglio, 2021, "Structured Additive Regression and Tree Boosting," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-83, Sep.
6. Louis Johner & Martin Hoesli, 2021, "Real Estate Portfolio Diversification across U.S. Gateway and Non-Gateway Markets," ERES, European Real Estate Society (ERES), number eres2021_214, Jan.
7. Elias Oikarinen & Steven C. Bourassa & Martin Hoesli & Janne Engblom, 2021, "Revisiting metropolitan house price-income relationships," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-32, Apr.
8. Martin Hoesli & Louis Johner, 2021, "Portfolio Diversification across U.S. Gateway and Non-Gateway Real Estate Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-89, Dec.
9. Graeme Newell & Jufri Marzuki & Martin Hoesli & Rose Neng Lai, 2021, "The Performance of Non-Listed Opportunity Real Estate Funds in China," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-27, Mar.
   
   • Graeme Newell & Muhammad Jufri Marzuki & Martin Hoesli & Rose Neng Lai, 2023, "The performance of non-listed opportunity real estate funds in China," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 41, issue 6, pages 583-600, February, DOI: 10.1108/JPIF-09-2021-0075.
10. Steven C. Bourassa & Martijn Dröes & Martin Hoesli, 2021, "Hedonic Models and Market Segmentation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-62, Sep.
11. Martin Hoesli & Richard Malle, 2021, "Commercial Real Estate Prices and Covid-19," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-08, Jan.
12. Philipp Krueger & Daniel Metzger & Jiaxin Wu, 2021, "The Sustainability Wage Gap," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-17, Mar.
13. Philipp Krueger & Zacharias Sautner & Dragon Yongjun Tang & Rui Zhong, 2021, "The Effects of Mandatory ESG Disclosure Around the World," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-44, Apr.
14. François Derrien & Philipp Krueger & Augustin Landier & Tianhao Yao, 2021, "How Do ESG Incidents Affect Firm Value?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-84, Aug.
15. Derrien, François & Krueger, Philipp & Landier, Augustin & Yao, Tianhao, 2021, "ESG News, Future Cash Flows, and Firm Value," HEC Research Papers Series, HEC Paris, number 1441, Aug, DOI: 10.2139/ssrn.3903274.
    
    • François Derrien & Philipp Krüger & Augustin Landier & Tianhao Yao, 2025, "ESG News, Future Cash Flows, and Firm Value," Journal of Finance, American Finance Association, volume 80, issue 6, pages 3499-3554, December, DOI: 10.1111/jofi.13498.
    • François Derrien & Philipp Krueger & Augustin Landier & Tianhao Yao, 2021, "ESG News, Future Cash Flows, and Firm Value," Working Papers, HAL, number hal-03857579, Aug, DOI: 10.2139/ssrn.3903274.
16. 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.
17. 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.
    
    • 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.

2020

1. John V. Duca & Martin Hoesli & Joaquim Montezuma, 2020, "The Resilience and Realignment of House Prices in the Era of Covid-19," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-121, Dec.
2. Martin Hoesli, 2020, "An Investigation of the Synchronization in Global House Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-06, Feb.
3. Rajna Gibson & Simon Glossner & Philipp Krueger & Pedro Matos & Tom Steffen, 2020, "Responsible Institutional Investing Around the World," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-13, Feb.
4. 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.
   
   • 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.
   • Davide La Vecchia & Alban Moor & O. Scaillet, 2020, "A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-01, Jan.
   • La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2020, "A higher-order correct fast moving-average bootstrap for dependent data," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:129395.
5. 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.
   
   • 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.
   • Chaonan Jiang & Davide La Vecchia & Elvezio Ronchetti & O. Scaillet, 2019, "Saddlepoint Approximations for Spatial Panel Data Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-18, Mar, revised Mar 2019.
6. Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2020, "Spanning analysis of stock market anomalies under Prospect Stochastic Dominance," Papers, arXiv.org, number 2004.02670, Apr.
   
   • 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.
   • Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2020, "Spanning analysis of stock market anomalies under Prospect Stochastic Dominance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-18, Apr.
   • Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2020, "Spanning analysis of stock market anomalies under prospect stochastic dominance," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:134101.
7. 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.
8. 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.
   
   • Li, Chenxu & Scaillet, Olivier & Shen, Yiwen, 2020, "Decomposition of optimal dynamic portfolio choice with wealth-dependent utilities in incomplete markets," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:138414.
9. 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.
10. 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.
    
    • 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.

2019

1. 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.
   
   • 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.
   • Matthias Efing & Harald Hau & Patrick Kampkötter & Jean-Charles Rochet, 2018, "Bank Bonus Pay as a Risk Sharing Contract," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-72, Nov.
   • Efing, Matthias & Hau, Harald & Kampkötter, Patrick & Rochet, Jean-Charles, 2018, "Bank Bonus Pay as a Risk Sharing Contract," HEC Research Papers Series, HEC Paris, number 1285, Jun, DOI: 10.2139/ssrn.3202916.
   • Matthias Efing & Harald Hau & Patrick Kampkötter & Jean-Charles Rochet, 2023, "Bank Bonus Pay as a Risk Sharing Contract," Post-Print, HAL, number hal-04050667, DOI: 10.1093/rfs/hhac030.
   • Matthias Efing & Harald Hau & Patrick Kampkktter & Jean-Charles Rochet, 2018, "Bank Bonus Pay as a Risk Sharing Contract," Working Papers, HAL, number hal-01847442, Jun, DOI: 10.2139/ssrn.3202916.
2. 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.
3. Jean-Christophe Delfim & Martin Hoesli, 2019, "Robust Desmoothed Real Estate Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-32, Jun.
   
   • Jean‐Christophe Delfim & Martin Hoesli, 2021, "Robust desmoothed real estate returns," Real Estate Economics, American Real Estate and Urban Economics Association, volume 49, issue 1, pages 75-105, March, DOI: 10.1111/1540-6229.12313.
4. Jean-Christophe Delfim & Martin Hoesli, 2019, "Real Estate in Mixed-Asset Portfolios for Various Investment Horizons," ERES, European Real Estate Society (ERES), number eres2019_174, Jan.
5. Jean-Christophe Delfim & Martin Hoesli, 2019, "Real Estate Performance, the Macroeconomy and Leverage," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-33, Jun.
6. Martijn Droes & Martin Hoesli & Steven C. Bourassa, 2019, "Heterogeneous Households and Market Segmentation in a Hedonic Framework," ERES, European Real Estate Society (ERES), number eres2019_218, Jan.
7. Martin Hoesli & Elias Oikarinen, 2019, "Does listed real estate behave like direct real estate: updated and broader evidence," ERES, European Real Estate Society (ERES), number eres2019_68, Jan.
   
   • Martin Hoesli & Elias Oikarinen, 2021, "Does listed real estate behave like direct real estate? Updated and broader evidence," Applied Economics, Taylor & Francis Journals, volume 53, issue 26, pages 3023-3042, June, DOI: 10.1080/00036846.2020.1870921.
8. Emirhan Ilhan & Philipp Krueger & Zacharias Sautner & Laura T. Starks, 2019, "Institutional Investors’ Views and Preferences on Climate Risk Disclosure," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-66, Aug.
9. Rajna Gibson & Philipp Krueger & Nadine Riand & Peter Steffen Schmidt, 2019, "ESG Rating Disagreement and Stock Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-67, Aug.
   
   • Rajna Gibson Brandon & Philipp Krueger & Peter Steffen Schmidt, 2021, "ESG Rating Disagreement and Stock Returns," Financial Analysts Journal, Taylor & Francis Journals, volume 77, issue 4, pages 104-127, October, DOI: 10.1080/0015198X.2021.1963186.
10. 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.
    
    • 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.
    • Gagliardini, Patrick & Ossola, Elisa & Scaillet, Olivier, 2019, "Estimation of large dimensional conditional factor models in finance," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:125031.
11. 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.
    
    • 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.
    • Banulescu-Radu, Denisa & Hurlin, Christophe & Leymarie, Jeremy & Scaillet, Olivier, 2020, "Backtesting marginal expected shortfalland related systemic risk measures," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:134136.
    • Denisa Banulescu-Radu & Christophe Hurlin & Jérémy Leymarie & Olivier Scaillet, 2021, "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Post-Print, HAL, number hal-03526444, Sep, DOI: 10.1287/mnsc.2020.3751.
    • Denisa Banulescu-Radu & Christophe Hurlin & Jeremy Leymarie & Olivier Scaillet, 2020, "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Working Papers, HAL, number halshs-03088668, Dec, DOI: 10.2139/ssrn.3456052.
12. 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.

2018

1. 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.
   
   • Langlois, Hugues & Chaieb, Ines & Scaillet, O., 2018, "Time-Varying Risk Premia in Large International Equity Markets," HEC Research Papers Series, HEC Paris, number 1250, Jun, revised 29 May 2019.
2. 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.
   
   • Langlois, Hugues & Chaieb, Ines & Errunza, Vihang R., 2017, "Is Liquidity Risk Priced in Partially Segmented Markets?," HEC Research Papers Series, HEC Paris, number 1254, Oct, revised 04 Jun 2018.
3. 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.
   
   • 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.
   • Rey, Hélène & Camanho, Nelson & Hau, Harald, 2020, "Global Portfolio Rebalancing and Exchange Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 15617, Dec.
   • Nelson Camanho & Harald Hau & Hélène Rey, 2018, "Global Portfolio Rebalancing and Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 24320, Feb.
4. 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.
5. 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.
6. 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.
7. Jean-Christophe Delfim & Martin Hoesli, 2018, "Real Estate Risk Factors and Portfolio Allocation," ERES, European Real Estate Society (ERES), number eres2018_124, Jan.
8. Jean-Christophe Delfim & Martin Hoesli, 2018, "A Robust Regime-Switching Desmoothing Model," ERES, European Real Estate Society (ERES), number eres2018_123, Jan.
9. Michael Mayer & Steven C. Bourassa & Martin Hoesli & Donato Scognamiglio, 2018, "Different automated valuation modelling techniques evaluated over time," ERES, European Real Estate Society (ERES), number eres2018_40, Jan.
10. Michael Mayer & Steven C. Bourassa & Martin Hoesli & Donato Flavio Scognamiglio, 2018, "Estimation and Updating Methods for Hedonic Valuation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-76, Dec.
11. Philipp Krueger & Zacharias Sautner & Laura T. Starks, 2018, "The Importance of Climate Risks for Institutional Investors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-58, Aug.
    
    • Philipp Krueger & Zacharias Sautner & Laura T Starks, 2020, "The Importance of Climate Risks for Institutional Investors," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 3, pages 1067-1111.
12. Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2018, "Spanning Tests for Markowitz Stochastic Dominance," Papers, arXiv.org, number 1810.10800, Oct.
    
    • 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.
    • Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2018, "Spanning Tests for Markowitz Stochastic Dominance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-08, Feb.
    • Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2018, "Spanning tests for markowitz stochastic dominance," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:102836.
13. 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.
    
    • Barras, Laurent & Gagliardini, Patrick & Scaillet, Olivier, 2018, "The Cross-Sectional Distribution of Fund Skill Measures," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:110006.

2017

1. 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.
   
   • 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.
   • Harald Hau & Yi Huang & Gewei Wang, 2016, "Firm Response to Competitive Shocks: Evidence from China’s Minimum Wage Policy," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-47, Aug.
   • Hau, Harald & Huang, Yi & Wang, Gewei, 2016, "Firm Response to Competitive Shocks: Evidence from China's Minimum Wage Policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 11429, Aug.
   • Harald Hau & Yi Huang & Gewei Wang, 2016, "Firm Response to Competitive Shocks: Evidence from China’s Minimum Wage Policy," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 08-2016, Jul.
2. 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.
   
   • 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.
   • Hau, Harald & Dautović, Ernest & Huang, Yi, 2017, "The Consumption Response to Minimum Wages: Evidence from Chinese Households," CEPR Discussion Papers, Centre for Economic Policy Research, number 12057, May.
   • Dautović, Ernest & Hau, Harald & Huang, Yi, 2019, "Consumption response to minimum wages: evidence from Chinese households," Working Paper Series, European Central Bank, number 2333, Dec.
   • Ernest Dautovic & Harald Hau & Yi Huang, 2017, "The Consumption Response to Minimum Wages: Evidence from Chinese Households," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 01-2017, Jan.
3. 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.
   
   • 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.
   • Hau, Harald & Hoffmann, Peter & Langfield, Sam & Timmer, Yannick, 2017, "Discriminatory Pricing of Over-The-Counter Derivatives," CEPR Discussion Papers, Centre for Economic Policy Research, number 12525, Dec.
   • Harald Hau & Peter Hoffmann & Sam Langfield & Mr. Yannick Timmer, 2019, "Discriminatory Pricing of Over-the-Counter Derivatives," IMF Working Papers, International Monetary Fund, number 2019/100, May.
   • Hau, Harald & Hoffmann, Peter & Langfield, Sam & Timmer, Yannick, 2017, "Discriminatory pricing of over-the-counter derivatives," ESRB Working Paper Series, European Systemic Risk Board, number 61, Dec.
4. Elias Oikarinen & Steven Bourassa & Martin Hoesli & Janne Engblom, 2017, "Revisiting the House Price-Income Relationship," ERES, European Real Estate Society (ERES), number eres2017_173, Jul.
   
   • Elias Oikarinen & Steven C. Bourassa & Martin Hoesli & Janne Engblom, 2017, "Revisiting the House Price-Income Relationship," LARES, Latin American Real Estate Society (LARES), number lares_2017_paper_26, Sep.
5. Martin Hoesli & Jean-Christophe Delfim, 2017, "Risk Factors of U.S. Real Estate Investments," ERES, European Real Estate Society (ERES), number eres2017_61, Jul.
6. Elias Oikarinen & Steven C. Bourassa & Martin Hoesli & Janne Engblom, 2017, "U.S. Metropolitan House Price Dynamics," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-72, Dec.
   
   • Oikarinen, Elias & Bourassa, Steven C. & Hoesli, Martin & Engblom, Janne, 2018, "U.S. metropolitan house price dynamics," Journal of Urban Economics, Elsevier, volume 105, issue C, pages 54-69, DOI: 10.1016/j.jue.2018.03.001.
   • Elias Oikarinen & Steven C. Bourassa & Martin Hoesli & Janne Engblom, 2017, "U.S. Metropolitan House Price Dynamics," LARES, Latin American Real Estate Society (LARES), number lares_2017_paper_25, Sep.
7. Rajna Gibson & Philipp Krueger, 2017, "The Sustainability Footprint of Institutional Investors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-05, Feb.
8. 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.
   
   • 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.
   • Olivier Scaillet & Adrien Treccani & Christopher Trevisan, 2017, "High-Frequency Jump Analysis of the Bitcoin Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-19, Jun.
   • Scaillet, Olivier & Treccani, Adrien & Trevisan, Christopher, 2017, "High-frequency jump analysis of the bitcoin market," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:93900.

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. Elias Oikarinen & Steven Bourassa & Martin Hoesli & Janne Engblom, 2016, "U.S. Metropolitan Area House Price Dynamics," ERES, European Real Estate Society (ERES), number eres2016_143, Jan.
3. Martin Hoesli & Stanimira Milcheva & Alex Moss, 2016, "Real Estate Company Reactions to Financial Market Regulation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-20, Feb.
4. Jean-Christophe Delfim & Martin Hoesli, 2016, "Risk Factors of European Non-Listed Real Estate Fund Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-37, May.
   
   • Jean-Christophe Delfim & Martin Hoesli, 2016, "Risk factors of European non-listed real estate fund returns," Journal of Property Research, Taylor & Francis Journals, volume 33, issue 3, pages 190-213, July, DOI: 10.1080/09599916.2016.1199590.
5. Steven C. BOURASSA & Martin HOESLI & Elias OIKARINEN, 2016, "Measuring House Price Bubbles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-01, Jan.
   
   • Steven C. Bourassa & Martin Hoesli & Elias Oikarinen, 2019, "Measuring House Price Bubbles," Real Estate Economics, American Real Estate and Urban Economics Association, volume 47, issue 2, pages 534-563, June, DOI: 10.1111/1540-6229.12154.
6. Steven C. Bourassa & Martin Hoesli, 2016, "High Frequency House Price Indexes with Scarce Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-45, Mar, revised Aug 2016.
   
   • Steven C. Bourassa & Martin Hoesli, 2017, "High-Frequency House Price Indexes with Scarce Data," Journal of Real Estate Literature, Taylor & Francis Journals, volume 25, issue 1, pages 207-220, January, DOI: 10.1080/10835547.2017.12090448.
   • Steven C. Bourassa & Martin Hoesli, 2016, "High Frequency House Price Indexes with Scarce Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-27, Mar.
   • Hoesli, Martin E. & Bourassa, Steven, 2016, "High Frequency House Price Indexes with Scarce Data," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:84700.
7. Martin Hoesli, 2016, "Real Estate Research in Europe," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-40, Jun.
8. Jean-Christophe Delfim & Martin Hoesli, 2016, "European non-listed real estate fund risk factors," ERES, European Real Estate Society (ERES), number eres2016_310, Jan.
9. Jean-Philippe Bouchaud & Philipp Krueger & Augustin Landier & David Thesmar, 2016, "Sticky Expectations and the Profitability Anomaly," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-60, Nov.
   
   • Jean‐Philippe Bouchaud & Philipp Krüger & Augustin Landier & David Thesmar, 2019, "Sticky Expectations and the Profitability Anomaly," Journal of Finance, American Finance Association, volume 74, issue 2, pages 639-674, April, DOI: 10.1111/jofi.12734.
   • Thesmar, David & Bouchaud, Jean-Philippe & Krueger, Philipp & Landier, Augustin, 2017, "Sticky Expectations and the Profi tability Anomaly," CEPR Discussion Papers, Centre for Economic Policy Research, number 12528, Dec.
10. Thesmar , David & Bouchaud, Jean-Philippe & Krueger , Philipp & Landier , Augustin, 2016, "Sticky Expectations and Stock Market Anomalies," HEC Research Papers Series, HEC Paris, number 1136, Mar.
    
    • Jean-Philippe Bouchaud & Philipp Krueger & Augustin Landier & David Thesmar, 2016, "Sticky Expectations and Stock Market Anomalies," Working Papers, HAL, number hal-01993418, Mar.
11. 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.
    
    • 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.
    • Antonio Cosma & Stefano Galluccio & Paola Pederzoli & O. Scaillet, 2016, "Early Exercise Decision in American Options with Dividends, Stochastic Volatility and Jumps," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-73, Dec.
12. Patrick Gagliardini & Elisa Ossola & Olivier Scaillet, 2016, "A diagnostic criterion for approximate factor structure," Papers, arXiv.org, number 1612.04990, Dec, revised Aug 2017.
    
    • 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.
    • Patrick Gagliardini & Elisa Ossola & O. Scaillet, 2016, "A Diagnostic Criterion for Approximate Factor Structure," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-51, Aug, revised Dec 2016.
13. Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2016, "Predictability Hidden by Anomalous Observations," Papers, arXiv.org, number 1612.05072, Dec.
    
    • Lorenzo Camponovo & O. Scaillet & Fabio Trojani, 2013, "Predictability Hidden by Anomalous Observations," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-05, Mar.
    • Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2018, "Predictability Hidden by Anomalous Observations," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0418, Feb.
14. 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.
    
    • 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.
15. 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.
    
    • 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.
    • Scaillet, Olivier & Trojani, Fabio & Camponovo, Lorenzo, 2016, "Comments on : Nonparametric Tail Risk, Stock Returns and the Macroeconomy," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:84999.

2015

1. 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.
   
   • Hau, Harald & Lai, Sandy & Geng, Heng, 2016, "Technological Progress and Ownership Structure," CEPR Discussion Papers, Centre for Economic Policy Research, number 11064, Jan.
2. Steven C. BOURASSA & Donald R. HAURIN & Martin HOESLI, 2015, "What Affects Children's Outcomes: House Characteristics or Homeownership?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-42, Aug.
   
   • Steven C. Bourassa & Donald R. Haurin & Martin Hoesli, 2016, "What affects children’s outcomes: house characteristics or homeownership?," Housing Studies, Taylor & Francis Journals, volume 31, issue 4, pages 427-444, June, DOI: 10.1080/02673037.2015.1094030.
3. Philipp KRÜGER, 2015, "Climate Change and Firm Valuation: Evidence from a Quasi-Natural Experiment," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-40, Feb.
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. 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.
   
   • Peter H. Gruber & Claudio Tebaldi & Fabio Trojani, 2021, "The Price of the Smile and Variance Risk Premia," Management Science, INFORMS, volume 67, issue 7, pages 4056-4074, July, DOI: 10.1287/mnsc.2020.3689.
6. Paul Schneider & Fabio Trojani, 2015, "Divergence and the Price of Uncertainty," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-60, Nov.

2014

1. Ines CHAIEB & Vihang ERRUNZA, 2014, "Exchange Risk and Market Integration," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-10, Feb.
2. 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.
3. 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.
   
   • 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.
   • 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".
   • Matthias EFING & Harald HAU & Patrick KAMPKÖTTER & Johannes STEINBRECHER, 2014, "Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-55, Aug, revised Dec 2014.
   • Hau, Harald & Steinbrecher, Johannes & Kampkötter, Patrick & Efing, Matthias, 2014, "Incentive Pay and Bank Risk-Taking:Evidence from Austrian, German, and Swiss Banks," CEPR Discussion Papers, Centre for Economic Policy Research, number 10217, Oct.
   • Matthias Efing & Harald Hau & Patrick Kampkötter & Johannes Steinbrecher, 2014, "Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks," NBER Working Papers, National Bureau of Economic Research, Inc, number 20468, Sep.
4. Harald Hau & Sandy Lai, 2014, "Asset Allocation and Monetary Policy: Evidence from the Eurozone," CESifo Working Paper Series, CESifo, number 5005.
   
   • 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.
   • Harald Hau & Sandy Lai, 2013, "Asset Allocation and Monetary Policy: Evidence from the Eurozone," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-39, Jul, revised Dec 2018.
   • Hau, Harald & Lai, Sandy, 2013, "Asset Allocation and Monetary Policy: Evidence from the Eurozone," CEPR Discussion Papers, Centre for Economic Policy Research, number 9581, Aug.
   • Harald Hau & Sandy Lai, 2013, "Asset Allocation and Monetary Policy: Evidence from the Eurozone," Working Papers, Hong Kong Institute for Monetary Research, number 222013, Nov.
5. Alain Chaney & Martin Hoesli, 2014, "Multifamiliy Asset and Space Markets and Linkages with the Economy," ERES, European Real Estate Society (ERES), number eres2014_71, Jan.
6. Martin HOESLI & Anjeza KADILLI & Kustrim REKA, 2014, "Commonality in Liquidity and Real Estate Securities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-30, May.
   
   • Martin Hoesli & Anjeza Kadilli & Kustrim Reka, 2017, "Commonality in Liquidity and Real Estate Securities," The Journal of Real Estate Finance and Economics, Springer, volume 55, issue 1, pages 65-105, July, DOI: 10.1007/s11146-016-9554-3.
7. Martin HOESLI & Alain CHANEY, 2014, "Multifamily Residential Asset and Space Markets and Linkages with the Economy," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-32, May.
   
   • Alain Chaney & Martin Hoesli, 2015, "Multifamily residential asset and space markets and linkages with the economy," Journal of Property Research, Taylor & Francis Journals, volume 32, issue 1, pages 50-76, March, DOI: 10.1080/09599916.2014.913656.
8. Trojani, Fabio & Wiehenkamp, Christian & Wrampelmeyer, Jan, 2014, "Ambiguity and Reality," Working Papers on Finance, University of St. Gallen, School of Finance, number 1418, Dec.

2013

1. 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.
2. 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.
   
   • 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.
   • Hau, Harald & Efing, Matthias, 2013, "Structured Debt Ratings: Evidence on Conflicts of Interest," CEPR Discussion Papers, Centre for Economic Policy Research, number 9465, May.
3. Elias Oikarinen & Martin Hoesli & Camilo Serrano, 2013, "Do Public Real Estate Returns Really Lead Private Returns?," ERES, European Real Estate Society (ERES), number eres2013_145, Jan.
4. Steven C. Bourassa & Eva Cantoni & Martin Hoesli, 2013, "Robust Hedonic Price Indexes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-49, Oct.
   
   • Steven C Bourassa & Eva Cantoni & Martin Hoesli, 2016, "Robust hedonic price indexes," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 9, issue 1, pages 47-65, March, DOI: 10.1108/IJHMA-11-2014-0050.
5. Martin Hoesli & Elias Oikarinen, 2013, "Are Public and Private Asset Returns and Risks the Same? Evidence from Real Estate Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-56, Nov, revised Jan 2015.
   
   • Martin Hoesli & Elias Oikarinen, 2016, "Are Public and Private Asset Returns and Risks the Same? Evidence from Real Estate Data," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 22, issue 2, pages 179-198, January, DOI: 10.1080/10835547.2016.12089990.
6. Martin Hoesli & Reka Kustrim, 2013, "Contagion Channels between Real Estate and Financial Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-12, Apr.
   
   • Martin Hoesli & Kustrim Reka, 2015, "Contagion Channels between Real Estate and Financial Markets," Real Estate Economics, American Real Estate and Urban Economics Association, volume 43, issue 1, pages 101-138, March.

2012

1. 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.
   
   • 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.
   • Harald Hau & Sam Langfield & David Marques-Ibanez, 2012, "Bank Ratings: What Determines Their Quality?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-31, Sep.
   • Hau, Harald & , & Langfield, Sam, 2012, "Bank ratings: What determines their quality?," CEPR Discussion Papers, Centre for Economic Policy Research, number 9171, Oct.
   • Marqués-Ibáñez, David & Hau, Harald & Langfield, Sam, 2012, "Bank ratings: what determines their quality?," Working Paper Series, European Central Bank, number 1484, Oct.
2. 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.
   
   • 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.
   • Hau, Harald, 2009, "The Exchange Rate Effect of Multi-Currency Risk Arbitrage," CEPR Discussion Papers, Centre for Economic Policy Research, number 7348, Jun.
3. 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.
   
   • 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.
4. Hau, Harald & Lai, Sandy, 2012, "Real Effects of Stock Underpricing," CEPR Discussion Papers, Centre for Economic Policy Research, number 8820, Feb.
   
   • 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.
5. Martin Hoesli & Elias Oikarinen, 2012, "Are REITs real estate? Evidence from international sector level data," ERES, European Real Estate Society (ERES), number eres2012_232, Jan.
   
   • Hoesli, Martin & Oikarinen, Elias, 2012, "Are REITs real estate? Evidence from international sector level data," Journal of International Money and Finance, Elsevier, volume 31, issue 7, pages 1823-1850, DOI: 10.1016/j.jimonfin.2012.05.017.
   • Martin Hoesli & Elias Oikarinen, 2012, "Are REITs Real Estate? Evidence from International Sector Level Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-15, Mar.
6. Alain Chaney & Martin Hoesli, 2012, "Transaction-Based and Appraisal-Based Capitalization Rate Determinants," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-28, Aug.
   
   • Alain Chaney & Martin Hoesli, 2015, "Transaction-Based and Appraisal-Based Capitalization Rate Determinants," International Real Estate Review, Global Social Science Institute, volume 18, issue 1, pages 1-43.
7. Steven C. Bourassa & Donald R. Haurin & Patric H. Hendershott & Martin Hoesli, 2012, "Mortgage Interest Deductions and Homeownership: An International Survey," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-06, Feb.
   
   • Steven Bourassa & Donald Haurin & Patric Hendershott & Martin Hoesli, 2013, "Mortgage Interest Deductions and Homeownership: An International Survey," Journal of Real Estate Literature, Taylor & Francis Journals, volume 21, issue 2, pages 181-203, January, DOI: 10.1080/10835547.2013.12090360.
8. Martin Hoesli & Eva Liljeblom & Anders Löflund, 2012, "The Effect of Lock-Ups on the Suggested Real Estate Portfolio Weight," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-22, May.
   
   • Martin Hoesli & Eva Liljeblom & Anders Loflund, 2014, "The Effect of Lock-Ups on the Suggested Real Estate Portfolio Weight," International Real Estate Review, Global Social Science Institute, volume 17, issue 1, pages 1-22.
9. 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.
   
   • Cosma, Antonio & Galluccio, Stefano & Scaillet, Olivier, 2012, "Valuing American options using fast recursive projections," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:41856.
   • Cosma, Antonio & Galluccio, Stefano & Pederzoli, Paola & Scaillet, Olivier, 2016, "Valuing American options using fast recursive projections," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:82087.
   • Antonio Cosma & Stefano Galluccio & Paola Pederzoli & Olivier Scaillet, 2015, "Valuing American options using fast recursive projections," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 15-20.
10. 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.
    
    • Ilaria Piatti & Fabio Trojani, 2020, "Dividend Growth Predictability and the Price–Dividend Ratio," Management Science, INFORMS, volume 66, issue 1, pages 130-158, January, DOI: 10.1287/mnsc.2018.3155.

2011

1. 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.
2. 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.
   
   • 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.
   • Hau, Harald & Lai, Sandy, 2012, "The Role of Equity Funds in the Financial Crisis Propagation," CEPR Discussion Papers, Centre for Economic Policy Research, number 8819, Feb.
3. Steven C. BOURASSA & Donald R. HAURIN & Patric H. HENDERSHOTT & Martin HOESLI, 2011, "Comprehensive model of household tenure choice," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-49, Oct.
4. Martin Hoesli & Kustrim Reka, 2011, "Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets," ERES, European Real Estate Society (ERES), number eres2011_63, Jan.
   
   • Martin Hoesli & Kustrim Reka, 2013, "Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, volume 47, issue 1, pages 1-35, July, DOI: 10.1007/s11146-011-9346-8.
5. Martin Hoesli & Elias Oikarinen, 2011, "Are Reits Real Estate? Evidence from Sector Level Data," ERES, European Real Estate Society (ERES), number eres2011_221, Jan.
6. Steven C. BOURASSA & Eva CANTONI & Martin HOESLI, 2011, "Robust Repeat Sales Indexes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-46, Oct.
   
   • Steven C. Bourassa & Eva Cantoni & Martin Hoesli, 2013, "Robust Repeat Sales Indexes," Real Estate Economics, American Real Estate and Urban Economics Association, volume 41, issue 3, pages 517-541, September.
7. Krüger, Philipp & Landier, Augustin & Thesmar, David, 2011, "The WACC Fallacy: The Real Effects of Using a Unique Discount Rate," TSE Working Papers, Toulouse School of Economics (TSE), number 11-222, Feb.
   
   • Philipp Krüger & Augustin Landier & David Thesmar, 2015, "The WACC Fallacy: The Real Effects of Using a Unique Discount Rate," Journal of Finance, American Finance Association, volume 70, issue 3, pages 1253-1285, June.
   • David Thesmar & P. Kruger & Augustin Landier, 2011, "The WACC Fallacy: The Real Effects of Using a Unique Discount Rate," Post-Print, HAL, number hal-00578326, Feb.
8. 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.
   
   • 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.
9. 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.
10. 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.
    
    • 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.
    • 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 11-41, Aug.
    • Ossola, Elisa & Gagilardini, Patrick & Scaillet, Olivier, 2015, "Time-varying risk premium in large cross-sectional equity datasets," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:76321.
11. 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.

2010

1. Alain CHANEY & Martin HOESLI, 2010, "The Interest Rate Sensitivity of Real Estate," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-13, Feb, revised Feb 2010.
   
   • Alain Chaney & Martin Hoesli, 2010, "The interest rate sensitivity of real estate," Journal of Property Research, Taylor & Francis Journals, volume 27, issue 1, pages 61-85, May, DOI: 10.1080/09599916.2010.500815.
2. Elias Oikarinen & Martin Hoesli & Camilo Serrano, 2010, "Response speeds of direct and securitized real estate to shocks in the fundamentals," Discussion Papers, Aboa Centre for Economics, number 60, Oct.
3. Martin HOESLI & Kustrim REKA, 2010, "Volatility Spillovers, Asymmetry and Extreme Events in Securitized Real Estate Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-40, Sep.
4. Bourassa, Steven & Hoesli, Martin & Scognamiglio, Donato, 2010, "Housing finance, prices, and tenure in Switzerland," MPRA Paper, University Library of Munich, Germany, number 45990.
5. Kustrim Reka & Martin Hoesli, 2010, "Analysis Of The Asymmetric Volatility Spillovers In Real Estate Stock Returns," ERES, European Real Estate Society (ERES), number eres2010_056, Jan.
6. Camilo SERRANO & Martin HOESLI, 2010, "Housing and its Role in the Household Portfolio in Colombia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-01, Jan.

2009

1. Harald Hau & Marcel Thum, 2009, "Subprime Crisis and Board (In-)Competence: Private vs. Public Banks in Germany," CESifo Working Paper Series, CESifo, number 2640.
2. Elias OIKARINEN & Martin HOESLI & Camilo SERRANO, 2009, "Linkages Between Direct and Securitized Real Estate," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-26, Jun.
3. Camilo SERRANO & Martin HOESLI, 2009, "Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-08, Mar.
   
   • Camilo Serrano & Martin Hoesli, 2009, "Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables," ERES, European Real Estate Society (ERES), number eres2009_265, Jan.
4. Steven C. BOURASSA & Martin HOESLI & Donato SCOGNAMIGLIO, 2009, "The Swiss Housing Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-16, May.
5. Martin Hoesli & Steven Bourassa & Eva Cantoni, 2009, "Predicting House Prices with Spatial Dependence: A Comparison of Alternative Methods," ERES, European Real Estate Society (ERES), number eres2009_153, Jan.
   
   • Steven C. Bourassa & Eva Cantoni & Martin Hoesli, 2010, "Predicting House Prices with Spatial Dependence: A Comparison of Alternative Methods," Journal of Real Estate Research, American Real Estate Society, volume 32, issue 2, pages 139-160.
   • Steven Bourassa & Eva Cantoni & Martin Hoesli, 2010, "Predicting House Prices with Spatial Dependence: A Comparison of Alternative Methods," Journal of Real Estate Research, Taylor & Francis Journals, volume 32, issue 2, pages 139-160, January, DOI: 10.1080/10835547.2010.12091276.
6. Elias Oikarinen & Martin Hoesli & Camilo Serrano, 2009, "Linkages Between Direct and Indirect Real Estate Returns," ERES, European Real Estate Society (ERES), number eres2009_340, Jan.
7. Patricia FRASER & Martin HOESLI & Lynn MCALEVEY, 2009, "House Prices,Disposable Income,and Permanent and Temporary Shocks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-42, Oct.
8. 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.
9. Semyon MALAMUD & Fabio TROJANI, 2009, "Variance Covariance Orders and Median Preserving," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-13, Mar.

2008

1. 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.
   
   • 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.
2. Rey, Hélène & Hau, Harald, 2008, "Home Bias at the Fund Level," CEPR Discussion Papers, Centre for Economic Policy Research, number 6721, Mar.
   
   • 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.
   • Harald Hau & Helene Rey, 2008, "Home Bias at the Fund Level," NBER Working Papers, National Bureau of Economic Research, Inc, number 14172, Jul.
3. Rey, Hélène & Hau, Harald, 2008, "Global Portfolio Rebalancing Under the Microscope," CEPR Discussion Papers, Centre for Economic Policy Research, number 6901, Jul.
   
   • Harald Hau & Hélène Rey, 2008, "Global Portfolio Rebalancing Under the Microscope," NBER Working Papers, National Bureau of Economic Research, Inc, number 14165, Jul.
4. 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.
5. Steven C. Bourassa & Eva Cantoni & Martin Hoesli, 2008, "Predicting House Prices with Spatial Dependence: Impacts of Alternative Submarket Definitions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-01, Jan.
   
   • Steven C. Bourassa & Eva Cantoni & Martin Hoesli, 2008, "Predicting House Prices With Spatial Dependence: Impacts Of Alternative Submarket Definitions," ERES, European Real Estate Society (ERES), number eres2008_111, Jan.
6. Camilo SERRANO & Martin HOESLI, 2008, "Global Securitized Real Estate Benchmarks and Performance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-39, Nov.
7. Steven C. BOURASSA & Martin HOESLI & Donato SCOGNAMIGLIO & Philippe SORMANI, 2008, "Constant-Quality House Price Indexes for Switzerland," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-10, May.
   
   • Steven C. Bourassa & Martin Hoesli & Donato Scognamiglio & Philippe Sormani, 2008, "Constant-Quality House Price Indexes for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 144, issue 4, pages 561-575, December.
8. Camilo Serrano & Martin Hoesli, 2008, "Are Securitized Real Estate Returns more Predictable than Stock Returns?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-27, Sep.
   
   • Camilo Serrano & Martin Hoesli, 2010, "Are Securitized Real Estate Returns more Predictable than Stock Returns?," The Journal of Real Estate Finance and Economics, Springer, volume 41, issue 2, pages 170-192, August, DOI: 10.1007/s11146-008-9162-y.
   • Camilo Serrano & Martin Hoesli, 2008, "Are Securitized Real Estate Returns More Predictable Than Stock Returns?," ERES, European Real Estate Society (ERES), number eres2008_252, Jan.
9. 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.
10. 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.
    
    • 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.
11. 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.
    
    • 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.
    • Laurent BARRAS & Olivier SCAILLET & Russ WERMERS, 2005, "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp163, Nov.
    • Olivier Scaillet & Laurent Barras & Russell R. Wermers, 2005, "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 05-014.RS.
    • Barras, Laurent & Scaillet, Olivier & Wermers, Russ, 2009, "False discoveries in mutual fund performance: Measuring luck in estimated alphas," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 06-02.
12. 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.
    
    • 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.
13. 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.
14. 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.
    
    • 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.

2007

1. 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.
2. Steven C. Bourassa & Martin Hoesli, 2007, "Why Do the Swiss Rent?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-04, Jan.
   
   • Steven Bourassa & Martin Hoesli, 2010, "Why Do the Swiss Rent?," The Journal of Real Estate Finance and Economics, Springer, volume 40, issue 3, pages 286-309, April, DOI: 10.1007/s11146-008-9140-4.
   • Steven Bourassa & Martin Hoesli, 2007, "Why Do Swiss Rent?," ERES, European Real Estate Society (ERES), number eres2007_166, Jan.
3. Camilo Serrano & Martin Hoesli, 2007, "Forecasting EREIT Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-35, Oct.
4. 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.
   
   • 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.
5. Bruno Rémillard & Olivier Scaillet, 2007, "Testing For Equality Between Two Copulas," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-24, Jun.
   
   • Rémillard, Bruno & Scaillet, Olivier, 2009, "Testing for equality between two copulas," Journal of Multivariate Analysis, Elsevier, volume 100, issue 3, pages 377-386, March.
6. 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.
   
   • 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.
   • Laurent BARRAS & Patrick Gagliardini & Paolo Porchia & Fabio Trojani, 2008, "Ambiguity Aversion and the Term Structure of Interest Rates," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-19, Aug.
7. 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.
   
   • 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.
8. 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.
   
   • 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.
   • Loriano Mancini & Fabio Trojani, 2007, "Robust Value at Risk Prediction," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-31, Oct.

2006

1. Tony Berrada, 2006, "Bounded Rationality and Asset Pricing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-07, Jun.
2. Martin Hoesli & Colin Lizieri & Bryan MacGregor, 2006, "The Inflation Hedging Characteristics of US and UK Investments: A Multifactor Error Correction Approach," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-04, Jun.
   
   • Martin Hoesli & Colin Lizieri & Bryan MacGregor, 2008, "The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach," The Journal of Real Estate Finance and Economics, Springer, volume 36, issue 2, pages 183-206, February, DOI: 10.1007/s11146-007-9062-6.
   • Martin Hoesli & Colin Lizieri & Bryan MacGregor, 2006, "The Inflation Hedging Characteristics of US and UK Investments:Â A Multi-Factor Error Correction Approach," Real Estate & Planning Working Papers, Henley Business School, University of Reading, number rep-wp2006-01.
3. Patricia Fraser & Martin Hoesli & Lynn Mc Alevey, 2006, "House Prices and Bubbles in New Zealand," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-20, Oct.
   
   • Patricia Fraser & Martin Hoesli & Lynn McAlevey, 2008, "House Prices and Bubbles in New Zealand," The Journal of Real Estate Finance and Economics, Springer, volume 37, issue 1, pages 71-91, July, DOI: 10.1007/s11146-007-9060-8.
4. 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.
   
   • 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.
5. 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.
6. 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.
   
   • 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.
7. Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2006, "Robust Subsampling," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-33, Nov.
   
   • 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.

2005

1. 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.
2. 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.
   
   • 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.
3. Martin Hoesli & Elion Jani & André Bender, 2005, "Monte Carlo Simulations for Real Estate Valuation," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp148, Jun.
   
   • Elion Jani & Martin Hoesli & André Bender, 2005, "Monte Carlo Simulations for Real Estate Valuation," ERES, European Real Estate Society (ERES), number eres2005_212, Jan.
4. Angela Black & Patricia Fraser & Martin Hoesli, 2005, "House Prices, Fundamentals and Inflation," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp129, Jan.
5. Steven C. BOURASSA & Donald R. HAURIN & Jessica L. HAURIN & Martin HOESLI & Jian SUN, 2005, "House Price Changes and Idiosyncratic Risk: The Impact of Property Characteristics," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp160, Nov.
   
   • Steven C. Bourassa & Donald R. Haurin & Jessica L. Haurin & Martin Hoesli & Jian Sun, 2009, "House Price Changes and Idiosyncratic Risk: The Impact of Property Characteristics," Real Estate Economics, American Real Estate and Urban Economics Association, volume 37, issue 2, pages 259-278, June, DOI: 10.1111/j.1540-6229.2009.00242.x.
   • Steven Bourassa & Donald Haurin & Jessica Haurin & Martin Hoesli & Jian Sun, 2007, "House Price Changes and Idiosyncratic Risk: The Impact of Property Characteristics," Working Papers, Ohio State University, Department of Economics, number 07-03, Jan.
6. Steven C. Bourassa & Eva Cantoni & Martin Hoesli, 2005, "Spatial Dependence, Housing Submarkets, and House Prices," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp151, Jun.
7. Martin Hoesli & Jon Lekander, 2005, "Suggested vs. Actual Institutional Allocattion to Real Estate in Europe: A Matter of Size," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp149, Jun.
8. Philippe Gaud & Martin HOesli & André Bender, 2005, "Debt Equity Choice in Europe," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp152, Jun.
   
   • Gaud, Philippe & Hoesli, Martin & Bender, Andre, 2007, "Debt-equity choice in Europe," International Review of Financial Analysis, Elsevier, volume 16, issue 3, pages 201-222.
9. Martin Hoesli & Jon Lekander, 2005, "Suggested vs. Actual Institutional Allocations to Real Estate: A Matter of Size?," ERES, European Real Estate Society (ERES), number eres2005_196, Jan.
10. 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.
    
    • 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.
11. 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.
12. 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.
13. 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.
14. 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.
    
    • 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.
15. 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.
    
    • 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.
    • Nikolas Topaloglou & Olivier Scaillet & University of Geneva, 2006, "Testing foe Stochastic Dominance Efficiency," Computing in Economics and Finance 2006, Society for Computational Economics, number 74, Jul.
16. 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.
17. 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.
    
    • 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.
18. 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.
    
    • 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.
    • Francesco Audrino & Fabio Trojani, 2011, "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 1, pages 138-149, January, DOI: 10.1198/jbes.2010.08117.
    • Francesco Audrino & Fabio Trojani, 2007, "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-25, Apr.
19. 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.
    
    • 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. 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.
21. 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. 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.
   
   • 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.
   • Harald Hau & Helene Rey, 2004, "Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?," NBER Working Papers, National Bureau of Economic Research, Inc, number 10476, May.
2. 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.
3. 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.
4. Séverine CAUCHIE & Martin HOESLI, 2004, "The Integration of Securitized Real Estate and Financial Assets," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp111, Jun.
   
   • Severine Cauchie & Martin Hoesli, 2004, "The integration of securitized real estate and financial assets," ERES, European Real Estate Society (ERES), number eres2004_574, Jun.
5. Philippe GAUD & Martin HOESLI & André BENDER, 2004, "Further Evidence on Debt-Equity Choice," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp114, May.
6. Steven C. Bourassa & Martin Hoesli & Jian Sun, 2004, "A Simple Alternative House Price Index Method," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp119, Nov.
   
   • Bourassa, Steven C. & Hoesli, Martin & Sun, Jian, 2006, "A simple alternative house price index method," Journal of Housing Economics, Elsevier, volume 15, issue 1, pages 80-97, March.
7. 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.
   
   • 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.
   • Matthias HAGMANN & Olivier SCAILLET, 2003, "Local Multiplicative Bias Correction for Asymmetric Kernel Density Estimators," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp91, Sep.
8. 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.
9. Olivier SCAILLET, 2004, "Nonparametric Estimation of Conditional Expected Shortfall," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp112, May.
10. 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.

2003

1. Rey, Hélène & Hau, Harald, 2003, "Exchange Rates, Equity Prices and Capital Flows," CEPR Discussion Papers, Centre for Economic Policy Research, number 3735, Feb.
   
   • 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.
   • Harald Hau & Helene Rey, 2002, "Exchange Rate, Equity Prices and Capital Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 9398, Dec.
2. Foort HAMELINK & Martin HOESLI, 2003, "Maximum Drawdown and the Allocation to Real Estate," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp87, Nov.
   
   • Foort Hamelink & Martin Hoesli, 2004, "Maximum drawdown and the allocation to real estate," Journal of Property Research, Taylor & Francis Journals, volume 21, issue 1, pages 5-29, January, DOI: 10.1080/0959991042000217903.
3. Martin Hoesli & Jon Lekander & Witold Witkiewicz, 2003, "International Evidence on Real Estate as a Portfolio Diversifier," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp70, Jul.
   
   • Witold Witkiewicz & Hoesli Martin & Lekander Jon, 2003, "International Evidence on Real Estate as a Portfolio Diversifier," ERES, European Real Estate Society (ERES), number eres2003_295, Jun.
4. Steven C. BOURASSA & Martin HOESLI & Jian SUN, 2003, "The Price of Aesthetic Externalities," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp98, Nov.
   
   • Steven Bourassa & Martin Hoesli & Jian Sun, 2005, "The Price of Aesthetic Externalities," Journal of Real Estate Literature, Taylor & Francis Journals, volume 13, issue 2, pages 165-188, January, DOI: 10.1080/10835547.2005.12090160.
5. Steven C. Bourassa & Martin Hoesli & Jian Sun, 2003, "What’s in a View?," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp79, Nov.
   
   • Steven C Bourassa & Martin Hoesli & Jian Sun, 2004, "What's in a View?," Environment and Planning A, , volume 36, issue 8, pages 1427-1450, August, DOI: 10.1068/a36103.
   • Steven Bourassa & Hoesli Martin & Sun Jian, 2003, "Whatís in a View?," ERES, European Real Estate Society (ERES), number eres2003_124, Jun.
6. Åke GUNNELIN & Patric H. HENDERSHOTT & Martin HOESLI & Bo SÖDERBERG, 2003, "Determinants of Cross-Sectional Variation in Discount Rates, Growth Rates, and Exit Cap Rates," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp90, Sep.
   
   • Åke Gunnelin & Patric H. Hendershott & Martin Hoesli & Bo Söderberg, 2004, "Determinants of Cross‐Sectional Variation in Discount Rates, Growth Rates and Exit Cap Rates," Real Estate Economics, American Real Estate and Urban Economics Association, volume 32, issue 2, pages 217-237, June, DOI: 10.1111/j.1080-8620.2004.00090.x.
7. Séverine CAUCHIE & Martin HOESLI & Dušan ISAKOV, 2003, "The Determinants of Stock Returns in a Small Open Economy," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp54, May.
   
   • Cauchie, Severine & Hoesli, Martin & Isakov, Dusan, 2004, "The determinants of stock returns in a small open economy," International Review of Economics & Finance, Elsevier, volume 13, issue 2, pages 167-185.
8. Philippe Gaud & Elion Jani & Martin Hoesli & André Bender, 2003, "The capital structure of Swiss companies: an empirical analysis using dynamic panel data," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp68, Jan.
   
   • Philippe Gaud & Elion Jani & Martin Hoesli & André Bender, 2005, "The Capital Structure of Swiss Companies: an Empirical Analysis Using Dynamic Panel Data," European Financial Management, European Financial Management Association, volume 11, issue 1, pages 51-69, January, DOI: 10.1111/j.1354-7798.2005.00275.x.
9. Martin Hoesli & Hamelink Foort, 2003, "The Maximum drawdown as a Risk Measure: the Role of Real Estate in the Optimal Portfolio," ERES, European Real Estate Society (ERES), number eres2003_172, Jun.
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.
    
    • 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.
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.
    
    • 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.
    • Paolo Battocchio & Francesco Menoncin & Olivier Scaillet, 2003, "Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2003-28.
    • Paolo Battocchio & Francesco Menoncin & Olivier Scaillet, 2003, "Optimal asset allocation for pension funds under mortality risk during the accumulation and ecumulation phases," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp66, Jan.
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.
    
    • Peng Cheng & Olivier Scaillet, 2002, "Linear-Quadratic Jump-Diffusion Modeling with Application to Stochastic Volatility," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp67, Nov.
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.
    
    Unknown
    • Fermanian, Jean-David & Scaillet, Olivier, 2003, "Nonparametric estimation of copulas for time series," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:41797.
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.
    
    • 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.
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.

2002

1. 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.
   
   • 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.
2. Englund, Peter & Gunnelin, Åke & Hoesli, Martin & Söderberg, Bo, 2002, "Implicit Forward Rents as Predictors of Future Rents," SIFR Research Report Series, Institute for Financial Research, number 12, Nov.
   
   • Peter Englund & Åke Gunnelin & Martin Hoesli & Bo Söderberg, 2004, "Implicit Forward Rents as Predictors of Future Rents," Real Estate Economics, American Real Estate and Urban Economics Association, volume 32, issue 2, pages 183-215, June, DOI: 10.1111/j.1080-8620.2004.00089.x.
   • Peter ENGLUND & Åke GUNNELIN & Martin HOESLI & Bo SÖDERBERG, 2002, "Implicit Forward Rents as Predictors of Future Rents," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp59, Oct.
3. Steven C. BOURASSA & Martin HOESLI & Vincent S. PENG, 2002, "Do Housing Submarkets Really Matter?," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp58, Nov.
   
   • Bourassa, Steven C. & Hoesli, Martin & Peng, Vincent S., 2003, "Do housing submarkets really matter?," Journal of Housing Economics, Elsevier, volume 12, issue 1, pages 12-28, March.
4. Hamelink, Foort & Hoesli, Martin, 2002, "What Factors Determine International Real Estate Security Returns?," SIFR Research Report Series, Institute for Financial Research, number 7, Sep.
   
   • Foort Hamelink & Martin Hoesli, 2004, "What Factors Determine International Real Estate Security Returns?," Real Estate Economics, American Real Estate and Urban Economics Association, volume 32, issue 3, pages 437-462, September, DOI: 10.1111/j.1080-8620.2004.00098.x.
   • Foort Hamelink & Martin Hoesli, 2002, "What Factors Determine International Real Estate Security Returns?," ERES, European Real Estate Society (ERES), number eres2002_196, Jun.
   • Foort HAMELINK & Martin HOESLI, 2003, "What Factors Determine International Real Estate Security Returns?," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp50, Jul.
5. Hamelink, F. & Hoesli, M., 2002, "What factors determine real estate security returns?," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0017.
6. 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.
   
   • 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.
7. 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.
8. 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.
   
   • 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.
9. Sbuelz, A. & Trojani, F., 2002, "Equilibrium Asset Pricing with Time-Varying Pessimism," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-102.

2001

1. Bender, A. & Hoesli, M., 2001, "Le Benchmarking Immobilier un outil de gestion de performant," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2001.11.
2. Thion, B. & Favarger, P. & Hoesli, M., 2001, "Indices des ventes repetees et modification de l'environnement immobilier," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2001.02.
   
   • Bernard Thion & Philippe Favarger & Martin Hoesli, 2001, "Indices des ventes répétées et modification de l'environnement immobilier," Revue d'économie régionale et urbaine, Armand Colin, volume 0, issue 5, pages 809-830.
3. Din, A. & Hoesli, M. & Bender, A., 2001, "Environmental Variables and Real Estate Prices," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2001.04.
   
   • Allan Din & Martin Hoesli & Andre Bender, 2001, "Environmental Variables and Real Estate Prices," Urban Studies, Urban Studies Journal Limited, volume 38, issue 11, pages 1989-2000, October, DOI: 10.1080/00420980120080899.
4. 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.
   
   • 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.
   • Hong, H. & Scaillet, O. & Tamer, E., 2001, "A fast Subsampling Method for Nonlinear Dynamic Models," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2001.09.
5. 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.
6. 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.
   
   • O. Scaillet, 2001, "Density Estimation Using Inverse and Reciprocal Inverse Gaussian Kernels," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2001-24.

2000

1. Hau, Harald, 2000, "Real Exchange Rate Volatility and Economic Openness: Theory and Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 2356, Jan.
   
   • 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.
2. 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.
3. Hoesli, M., 2000, "Role de l'immobilier dans la diversification d'un portefeuille : une analyse de la stabilite des conclusions," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2000.22.
4. Hamelink, F. & Hoesli, M. & Lizieri, C. & MacGregor, B.D., 2000, "Homogenenous Commercial Property Market Groupings and Portfolio Construction in the UK," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2000.02.
5. Bender, A. & Hoesli, M. & Gaud, P., 2000, "Fonds de placement immobiliers et societes anonymes d'investissement immobilier Analyse comparative et conditions de developpement," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2000.20.
6. Fraser, P. & Hamelink, F. & Hoesli, M. & MacGregor, B., 2000, "Time-Varying Betas and Cross-Sectional Return-Risk Relation: Evidence from the UK," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2000.03.
   
   • Patricia Fraser & Foort Hamelink & Martin Hoesli & Bryan Macgregor, 2004, "Time-varying betas and the cross-sectional return-risk relation: evidence from the UK," The European Journal of Finance, Taylor & Francis Journals, volume 10, issue 4, pages 255-276, DOI: 10.1080/13518470110053407.
7. Bernard Thion & Philippe Favarger & Martin Hoesli, 2000, "111 ´ Repeat Sales ª, Indicateurs De Prix Et Modification De Líenvironnement Immobilier," ERES, European Real Estate Society (ERES), number eres2000_111, Jun.
8. 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.
   
   • 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.
   • Gouriéroux, Christian & Laurent, J.P. & Scaillet, Olivier, 1999, "Sensitivity Analysis of Values at Risk," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2000002, Jun, revised 00 Jan 2000.
   • Christian Gourieroux & J. P. Laurent & Olivier Scaillet, 2000, "Sensitivity Analysis of Values at Risk," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0162, Aug.
   • C. Gourieroux & J.P. Laurent & O. Scaillet, 2000, "Sensitivity analysis of values at risk," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2000-04.
   • Christian Gourieroux & Jean-Paul Laurent & Olivier Scaillet, 2000, "Sensitivity analysis of Values at Risk," Post-Print, HAL, number hal-03676327, Nov, DOI: 10.1016/S0927-5398(00)00011-6.
9. 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.
   
   Unknown
   • Prigent, J.-L. & Renault, O. & Scaillet, O., 2000, "An Empirical Investigation in Credit Spread Indices," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2000028, Sep.
   • Olivier Scaillet & Olivier Renault & Jean-Luc Prigent, 2000, "An Empirical Investigation in Credit Spread Indices," FMG Discussion Papers, Financial Markets Group, number dp363, Nov.
10. Geert Dhaene & Olivier Scaillet, 2000, "Reversed Score and Likelihood Ratio Tests," Working Papers, Center for Research in Economics and Statistics, number 2000-60.
    
    • Dhaene, Geert & Scaillet, Olivier, 2000, "Reversed Score and Likelihood Ratio Tests," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2000026, Oct.
    • Geert Dhaene & Olivier Scaillet, 2000, "Reversed Score and Likelihood Ratio Tests," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1746, Aug.
11. 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.
    
    • Jean-Luc PRIGENT & Olivier SCAILLET, 2002, "Weak Convergence of Hedging Strategies of Contingent Claims," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp39, Jan.
12. 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.

1999

1. Hau, Harald, 1999, "Information and Geography: Evidence from the German Stock Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 2297, Nov.
2. Bender, A. & Hoesli, M., 1999, "Indices et evaluation de l'immobilier: developpements recents," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 99.09.
3. Bender, A. & Din, A. & Hoesli, M. & Brocher, S., 1999, "Environmental Preferences of Homeowners: Further Evidence using the AHP Method," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 99.10.
4. 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.
   
   • Andrew Chesher & Geert Dhaene & Christian Gourieroux & Olivier Scaillet, 1999, "Bartlett Identities Tests," Working Papers, Center for Research in Economics and Statistics, number 99-32.
   • Chesher, Andrew & Dhaene, Geert & Gouriéroux, Christian & Scaillet, Olivier, 1999, "Bartlett Identities Tests," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1999019, Jun.
5. 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.
6. Jean-Paul Laurent & Olivier Scaillet, 1999, "Variance Optimal Cap Pricing Models," Working Papers, Center for Research in Economics and Statistics, number 99-07.
   
   • Laurent, J.P. & Scaillet, O., 1997, "Variance Optimal Cap Pricing Models," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1999002, Dec, revised 01 Jan 1999.
7. 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.
   
   • 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.
   • Prigent, J.-L. & Renault, O. & Scaillet, O., 1999, "Option Pricing with Discrete Rebalancing," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1999029, Feb, revised 00 Oct 1999.
   • J.L. Prigent & O. Renault & O. Scaillet., 1999, "Option pricing with discrete rebalancing," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 99-41.
   • Jean-Luc PRIGENT & Olivier RENAULT & Olivier SCAILLET, 2002, "Option Pricing with Discrete Rebalancing," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp55, Jul.
   • Jean-Luc Prigent & Olivier Renault & Olivier Scaillet, 2004, "Option pricing with discrete rebalancing," Post-Print, HAL, number hal-03679686, Jan, DOI: 10.1016/j.jempfin.2003.09.001.
8. 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.
   
   • Prigent, Jean-Luc & Renault, Olivier & Scaillet, Olivier, 2000, "An auto-regressive conditional binomial option pricing model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119095, Nov.
   • Olivier Renault & Jean-Luc Prigent & Olivier Scaillet, 2000, "An Autoregressive Conditional Binomial Option Pricing Model," FMG Discussion Papers, Financial Markets Group, number dp364, Nov.
9. 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.

1998

1. Bender, A. & Din, A. & Hoesli, M. & Laakso, J., 1998, "Environmental Quality Perceptions of Urban Commercial Real Estate," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 98.7.
2. 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.
   
   • 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.
   • J.-P. Lesne & Jean-Luc Prigent & O. Scaillet, 2000, "Convergence of discrete time option pricing models under stochastic interest rates," Post-Print, HAL, number hal-03679673, Jan, DOI: 10.1007/s007800050004.

1997

1. Hoesli, M & MacGregor, B, 1997, "Inflation Hedging Versus Inflation Protection in the US and the UK," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 97.09.
2. Bourassa, S.C. & Hoesli, M. & Macgregor, R.D., 1997, "Defining Residential Submarkets: Evidence from Sydney and Melbourne," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 97.14.
3. Hoesli, M, 1997, "An Examination of the Role of Geneva and Zurich Housing in Swiss Institutional Portfolios," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 97.03.
4. Christian Gourieroux & Olivier Scaillet, 1997, "Multiregime Term Structure Models," Working Papers, Center for Research in Economics and Statistics, number 97-50.
   
   • Gouriéroux, C. & Scaillet, O., 1997, "Multiregime Term Structure Models," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1998002, Mar, revised 00 Dec 1997.
5. 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.
6. 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.
7. 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.
8. Christian Gourieroux & Olivier Scaillet & Ariane Szafarz, 1997, "Econométrie de la Finance: approches historiques," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/651.

1996

1. Giliberto, M. & Hamelink, F. & Hoesli, M. & Macgregor, B., 1996, "Optimal Diversification Within Multi-Asset Portfolio Using a Conditional Heteroscedasticity Approach: Evidence from the US and the UK," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.12.
2. Hoesli, M. & Favarger, P., 1996, "Real Estate Price Indices and Performance: The Case of Geneva," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.13.
   
   • Martin Hoesli & Philippe Favarger & Carmelo Giaccotto, 1997, "Real Estate Price Indices and Performance: The Case of Geneva," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 133, issue 1, pages 29-48, March.
3. Hoesli, M. & Macgregor, B. & Matysiak, G. & Nanthakumaran, N., 1996, "The Short Term Inflation Hedging Characteristics of UK Real Estate," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.15.
   
   • Hoesli, Martin & MacGregor, Bryan D. & Matysiak, George & Nanthakumaran, Nanda, 1997, "The Short-Term Inflation-Hedging Characteristics of U.K. Real Estate," The Journal of Real Estate Finance and Economics, Springer, volume 15, issue 1, pages 27-57, July.
4. Hoesli, M. & Lizieri, C. & Macgregor, B., 1996, "The Spatial Dimensions of the Investment preformance of UK Commercial Property," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.14.
   
   • Martin Hoesli & Colin Lizieri & Bryan MacGregor, 1997, "The Spatial Dimensions of the Investment Performance of UK Commercial Property," Urban Studies, Urban Studies Journal Limited, volume 34, issue 9, pages 1475-1494, August, DOI: 10.1080/0042098975529.
5. Bender, A. & Din, A. & Favarger, P. & Hoesli, M. & Laakso, J., 1996, "An Analysis of Perceptions Concerning the Environmental Quality of Housing in Geneva," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.18.
   
   • Andre Bender & Allan Din & Philippe Favarger & Martin Hoesli & Janne Laakso, 1997, "An Analysis of Perceptions Concerning the Environmental Quality of Housing in Geneva," Urban Studies, Urban Studies Journal Limited, volume 34, issue 3, pages 503-513, March, DOI: 10.1080/0042098976104.
6. Bender, A.R. & Hoesli, M., 1996, "Analyse de la rentabilite de l'investissement immobilier, comment tirer parti d'une evaluation periodique des biens," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.19.
7. M. Hoesli & G. Matysiak & Bryan D. Macgregor & N. Nanthakumaran, 1996, "Property's Inflation Hedging Characteristics: A Cointegrating Vector Approach," ERES, European Real Estate Society (ERES), number eres1996_146, Jun.
8. Martin Hoesli & Bryan D. Macgregor & Colin Lizieri, 1996, "Portfolio Diversification Strategies and Urban Structure: Lessons from Cluster Analytic Procedures," ERES, European Real Estate Society (ERES), number eres1996_100, Jun.

1995

1. Foort Hamelink & Martin Hoesli, 1995, "The Role of Real Estate in the Mixed-Asset Portfolio: A Reexamination using a QTARCh Methodology," ERES, European Real Estate Society (ERES), number eres1995_116, Jul.
2. Martin Hoesli & Bryan D. Macgregor & N. Nanthakumaran, 1995, "The Inflation Hedging Characteristics of UK Real Estate (Some Conceptual and Empirical Elaborations)," ERES, European Real Estate Society (ERES), number eres1995_134, Jul.
3. Martin Hoesli & J. Laakso & A. Bender & A. Din & P. Favarager, 1995, "An Empirical Study of Perception Concerning Environmental Quality of Real Estate," ERES, European Real Estate Society (ERES), number eres1995_160, Jul.
4. 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.
   
   • 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.
   • BROZE, Laurence & SCAILLET, Olivier & ZAKOIAN, Jean-Michel, 1998, "Quasi-indirect inference for diffusion processes," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1327, Jan.

1994

1. P. Eichholtz & M. Hoesli & Bryan D. Macgregor & N. Nanthakumaran, 1994, "Real Estate Diversification: by sector or by region," ERES, European Real Estate Society (ERES), number eres1994_108, Oct.
2. 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.
3. Gouriéroux, Christian & Scaillet, O., 1994, "Estimation of the term structure from bond data," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9415.

1993

1. Martin Hoesli, 1993, "International evidence on real estate securities as an inflation hedge," ERES, European Real Estate Society (ERES), number eres1993_108, Jul.
   
   • Crocker H. Liu & David J. Hartzell & Martin E. Hoesli, 1997, "International Evidence on Real Estate Securities as an Inflation Hedge," Real Estate Economics, American Real Estate and Urban Economics Association, volume 25, issue 2, pages 193-221, June, DOI: 10.1111/1540-6229.00712.
2. 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.
   
   • 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.
   • Broze, L. & Scaillet, O. & Zakoïan, J.-M., 1995, "Testing for continuous-time models of the short-term interest rate," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1177, Jan, DOI: 10.1016/0927-5398(95)00003-D.

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Journal articles

2026

1. 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.
   
   • 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.
2. 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.
   
   • 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.
   • Hau, Harald & Dautović, Ernest & Huang, Yi, 2017, "The Consumption Response to Minimum Wages: Evidence from Chinese Households," CEPR Discussion Papers, Centre for Economic Policy Research, number 12057, May.
   • Dautović, Ernest & Hau, Harald & Huang, Yi, 2019, "Consumption response to minimum wages: evidence from Chinese households," Working Paper Series, European Central Bank, number 2333, Dec.
   • Ernest Dautovic & Harald Hau & Yi Huang, 2017, "The Consumption Response to Minimum Wages: Evidence from Chinese Households," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 01-2017, Jan.
3. 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.
   
   • Alain-Philippe Fortin & Patrick Gagliardini & Olivier Scaillet, 2023, "Latent Factor Analysis in Short Panels," Papers, arXiv.org, number 2306.14004, Jun, revised Oct 2025.
   • Alain-Philippe Fortin & Patrick Gagliardini & Olivier Scaillet, 2023, "Latent Factor Analysis in Short Panels," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-44, Jun.
4. 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. 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.
2. 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.
3. François Derrien & Philipp Krüger & Augustin Landier & Tianhao Yao, 2025, "ESG News, Future Cash Flows, and Firm Value," Journal of Finance, American Finance Association, volume 80, issue 6, pages 3499-3554, December, DOI: 10.1111/jofi.13498.
   
   • Derrien, François & Krueger, Philipp & Landier, Augustin & Yao, Tianhao, 2021, "ESG News, Future Cash Flows, and Firm Value," HEC Research Papers Series, HEC Paris, number 1441, Aug, DOI: 10.2139/ssrn.3903274.
   • François Derrien & Philipp Krueger & Augustin Landier & Tianhao Yao, 2021, "ESG News, Future Cash Flows, and Firm Value," Working Papers, HAL, number hal-03857579, Aug, DOI: 10.2139/ssrn.3903274.
4. Alves, Rómulo & Krüger, Philipp & van Dijk, Mathijs, 2025, "Drawing up the bill: Are ESG ratings related to stock returns around the world?," Journal of Corporate Finance, Elsevier, volume 93, issue C, DOI: 10.1016/j.jcorpfin.2025.102768.
   
   • Romulo Alves & Philipp Krueger & Mathijs A. van Dijk, 2025, "Drawing Up the Bill: Are ESG Ratings Related to Stock Returns Around the World?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-41, Apr.
5. Timo Busch & Eric Pruessner & Hendrik Brosche & Christina Bannier & Young-Jin Choi & Gunnar Friede & André Höck & Roland Kölsch & Philipp Krüger & Michael Schmidt & Judith Ströhle, 2025, "Principles for impact investments: practical guidance for impact measurement, assessment and valuation," SN Business & Economics, Springer, volume 5, issue 5, pages 1-26, May, DOI: 10.1007/s43546-025-00796-w.
6. 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.
   
   • 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.

2024

1. 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.
2. 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.
3. 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.
4. 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.
   
   • 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.
5. 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.
   
   • Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2020, "Spanning analysis of stock market anomalies under Prospect Stochastic Dominance," Papers, arXiv.org, number 2004.02670, Apr.
   • Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2020, "Spanning analysis of stock market anomalies under Prospect Stochastic Dominance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-18, Apr.
   • Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2020, "Spanning analysis of stock market anomalies under prospect stochastic dominance," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:134101.

2023

1. 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.
   
   • 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.
   • Matthias Efing & Harald Hau & Patrick Kampkötter & Jean-Charles Rochet, 2018, "Bank Bonus Pay as a Risk Sharing Contract," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-72, Nov.
   • Efing, Matthias & Hau, Harald & Kampkötter, Patrick & Rochet, Jean-Charles, 2018, "Bank Bonus Pay as a Risk Sharing Contract," HEC Research Papers Series, HEC Paris, number 1285, Jun, DOI: 10.2139/ssrn.3202916.
   • Matthias Efing & Harald Hau & Patrick Kampkötter & Jean-Charles Rochet, 2023, "Bank Bonus Pay as a Risk Sharing Contract," Post-Print, HAL, number hal-04050667, DOI: 10.1093/rfs/hhac030.
   • Matthias Efing & Harald Hau & Patrick Kampkktter & Jean-Charles Rochet, 2018, "Bank Bonus Pay as a Risk Sharing Contract," Working Papers, HAL, number hal-01847442, Jun, DOI: 10.2139/ssrn.3202916.
2. 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.
3. Emirhan Ilhan & Philipp Krueger & Zacharias Sautner & Laura T Starks, 2023, "Climate Risk Disclosure and Institutional Investors," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 7, pages 2617-2650.
4. 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.
   
   • 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.
   • Davide La Vecchia & Alban Moor & O. Scaillet, 2020, "A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-01, Jan.
   • La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2020, "A higher-order correct fast moving-average bootstrap for dependent data," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:129395.
5. 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.
   
   • 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.
   • Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2021, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-09, Jan.
   • Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2023, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Post-Print, HAL, number hal-04325655, Dec, DOI: 10.1016/j.jeconom.2022.12.004.
6. 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.
   
   • 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.
   • Chaonan Jiang & Davide La Vecchia & Elvezio Ronchetti & O. Scaillet, 2019, "Saddlepoint Approximations for Spatial Panel Data Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-18, Mar, revised Mar 2019.

2022

1. 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.
   
   • 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.
   • Rey, Hélène & Camanho, Nelson & Hau, Harald, 2020, "Global Portfolio Rebalancing and Exchange Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 15617, Dec.
   • Nelson Camanho & Harald Hau & Hélène Rey, 2018, "Global Portfolio Rebalancing and Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 24320, Feb.
2. Rajna Gibson Brandon & Simon Glossner & Philipp Krueger & Pedro Matos & Tom Steffen, 2022, "Do Responsible Investors Invest Responsibly?
   [Why and how investors use ESG information: evidence from a global survey]," Review of Finance, European Finance Association, volume 26, issue 6, pages 1389-1432.
3. 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.
   
   • 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.

2021

1. 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.
   
   • 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.
   • Hau, Harald & Hoffmann, Peter & Langfield, Sam & Timmer, Yannick, 2017, "Discriminatory Pricing of Over-The-Counter Derivatives," CEPR Discussion Papers, Centre for Economic Policy Research, number 12525, Dec.
   • Harald Hau & Peter Hoffmann & Sam Langfield & Mr. Yannick Timmer, 2019, "Discriminatory Pricing of Over-the-Counter Derivatives," IMF Working Papers, International Monetary Fund, number 2019/100, May.
   • Hau, Harald & Hoffmann, Peter & Langfield, Sam & Timmer, Yannick, 2017, "Discriminatory pricing of over-the-counter derivatives," ESRB Working Paper Series, European Systemic Risk Board, number 61, Dec.
2. Jean‐Christophe Delfim & Martin Hoesli, 2021, "Robust desmoothed real estate returns," Real Estate Economics, American Real Estate and Urban Economics Association, volume 49, issue 1, pages 75-105, March, DOI: 10.1111/1540-6229.12313.
   
   • Jean-Christophe Delfim & Martin Hoesli, 2019, "Robust Desmoothed Real Estate Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-32, Jun.
3. Martin Hoesli & Elias Oikarinen, 2021, "Does listed real estate behave like direct real estate? Updated and broader evidence," Applied Economics, Taylor & Francis Journals, volume 53, issue 26, pages 3023-3042, June, DOI: 10.1080/00036846.2020.1870921.
   
   • Martin Hoesli & Elias Oikarinen, 2019, "Does listed real estate behave like direct real estate: updated and broader evidence," ERES, European Real Estate Society (ERES), number eres2019_68, Jan.
4. Steven C Bourassa & Martin Hoesli & Louis Merlin & John Renne, 2021, "Big data, accessibility and urban house prices," Urban Studies, Urban Studies Journal Limited, volume 58, issue 15, pages 3176-3195, November, DOI: 10.1177/0042098020982508.
5. Timo Busch & Peter Bruce-Clark & Jeroen Derwall & Robert Eccles & Tessa Hebb & Andreas Hoepner & Christian Klein & Philipp Krueger & Falko Paetzold & Bert Scholtens & Olaf Weber, 2021, "Impact investments: a call for (re)orientation," SN Business & Economics, Springer, volume 1, issue 2, pages 1-13, February, DOI: 10.1007/s43546-020-00033-6.
6. Rajna Gibson Brandon & Philipp Krueger & Peter Steffen Schmidt, 2021, "ESG Rating Disagreement and Stock Returns," Financial Analysts Journal, Taylor & Francis Journals, volume 77, issue 4, pages 104-127, October, DOI: 10.1080/0015198X.2021.1963186.
   
   • Rajna Gibson & Philipp Krueger & Nadine Riand & Peter Steffen Schmidt, 2019, "ESG Rating Disagreement and Stock Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-67, Aug.
7. 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.
8. 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.
   
   • 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.
   • Banulescu-Radu, Denisa & Hurlin, Christophe & Leymarie, Jeremy & Scaillet, Olivier, 2020, "Backtesting marginal expected shortfalland related systemic risk measures," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:134136.
   • Denisa Banulescu-Radu & Christophe Hurlin & Jérémy Leymarie & Olivier Scaillet, 2021, "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Post-Print, HAL, number hal-03526444, Sep, DOI: 10.1287/mnsc.2020.3751.
   • Denisa Banulescu-Radu & Christophe Hurlin & Jeremy Leymarie & Olivier Scaillet, 2020, "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Working Papers, HAL, number halshs-03088668, Dec, DOI: 10.2139/ssrn.3456052.

2020

1. 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.
   
   • 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.
   • Harald Hau & Yi Huang & Gewei Wang, 2016, "Firm Response to Competitive Shocks: Evidence from China’s Minimum Wage Policy," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-47, Aug.
   • Hau, Harald & Huang, Yi & Wang, Gewei, 2016, "Firm Response to Competitive Shocks: Evidence from China's Minimum Wage Policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 11429, Aug.
   • Harald Hau & Yi Huang & Gewei Wang, 2016, "Firm Response to Competitive Shocks: Evidence from China’s Minimum Wage Policy," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 08-2016, Jul.
2. Martin Hoesli & Stanimira Milcheva & Alex Moss, 2020, "Is Financial Regulation Good or Bad for Real Estate Companies? – An Event Study," The Journal of Real Estate Finance and Economics, Springer, volume 61, issue 3, pages 369-407, October, DOI: 10.1007/s11146-017-9634-z.
3. Valentin Jouvenot & Philipp Krueger, 2020, "Divulgation des émissions carbone au sein des marchés boursiers européens," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 157-176.
4. Philipp Krueger & Zacharias Sautner & Laura T Starks, 2020, "The Importance of Climate Risks for Institutional Investors," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 3, pages 1067-1111.
   
   • Philipp Krueger & Zacharias Sautner & Laura T. Starks, 2018, "The Importance of Climate Risks for Institutional Investors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-58, Aug.
5. 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.
   
   • 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.
   • Antonio Cosma & Stefano Galluccio & Paola Pederzoli & O. Scaillet, 2016, "Early Exercise Decision in American Options with Dividends, Stochastic Volatility and Jumps," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-73, Dec.
6. 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.
   
   • Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2018, "Spanning Tests for Markowitz Stochastic Dominance," Papers, arXiv.org, number 1810.10800, Oct.
   • Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2018, "Spanning Tests for Markowitz Stochastic Dominance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-08, Feb.
   • Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2018, "Spanning tests for markowitz stochastic dominance," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:102836.
7. 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.
   
   • 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.
   • Olivier Scaillet & Adrien Treccani & Christopher Trevisan, 2017, "High-Frequency Jump Analysis of the Bitcoin Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-19, Jun.
   • Scaillet, Olivier & Treccani, Adrien & Trevisan, Christopher, 2017, "High-frequency jump analysis of the bitcoin market," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:93900.

2019

1. 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.
2. Steven C. Bourassa & Martin Hoesli & Elias Oikarinen, 2019, "Measuring House Price Bubbles," Real Estate Economics, American Real Estate and Urban Economics Association, volume 47, issue 2, pages 534-563, June, DOI: 10.1111/1540-6229.12154.
   
   • Steven C. BOURASSA & Martin HOESLI & Elias OIKARINEN, 2016, "Measuring House Price Bubbles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-01, Jan.
3. Jean‐Philippe Bouchaud & Philipp Krüger & Augustin Landier & David Thesmar, 2019, "Sticky Expectations and the Profitability Anomaly," Journal of Finance, American Finance Association, volume 74, issue 2, pages 639-674, April, DOI: 10.1111/jofi.12734.
   
   • Jean-Philippe Bouchaud & Philipp Krueger & Augustin Landier & David Thesmar, 2016, "Sticky Expectations and the Profitability Anomaly," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-60, Nov.
   • Thesmar, David & Bouchaud, Jean-Philippe & Krueger, Philipp & Landier, Augustin, 2017, "Sticky Expectations and the Profi tability Anomaly," CEPR Discussion Papers, Centre for Economic Policy Research, number 12528, Dec.
4. 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.
   
   • Patrick Gagliardini & Elisa Ossola & Olivier Scaillet, 2016, "A diagnostic criterion for approximate factor structure," Papers, arXiv.org, number 1612.04990, Dec, revised Aug 2017.
   • Patrick Gagliardini & Elisa Ossola & O. Scaillet, 2016, "A Diagnostic Criterion for Approximate Factor Structure," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-51, Aug, revised Dec 2016.

2018

1. 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.
2. Oikarinen, Elias & Bourassa, Steven C. & Hoesli, Martin & Engblom, Janne, 2018, "U.S. metropolitan house price dynamics," Journal of Urban Economics, Elsevier, volume 105, issue C, pages 54-69, DOI: 10.1016/j.jue.2018.03.001.
   
   • Elias Oikarinen & Steven C. Bourassa & Martin Hoesli & Janne Engblom, 2017, "U.S. Metropolitan House Price Dynamics," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-72, Dec.
   • Elias Oikarinen & Steven C. Bourassa & Martin Hoesli & Janne Engblom, 2017, "U.S. Metropolitan House Price Dynamics," LARES, Latin American Real Estate Society (LARES), number lares_2017_paper_25, Sep.

2017

1. 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.
2. 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.
   
   • 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.
   • Hau, Harald & Lai, Sandy, 2012, "The Role of Equity Funds in the Financial Crisis Propagation," CEPR Discussion Papers, Centre for Economic Policy Research, number 8819, Feb.
3. Martin Hoesli & Anjeza Kadilli & Kustrim Reka, 2017, "Commonality in Liquidity and Real Estate Securities," The Journal of Real Estate Finance and Economics, Springer, volume 55, issue 1, pages 65-105, July, DOI: 10.1007/s11146-016-9554-3.
   
   • Martin HOESLI & Anjeza KADILLI & Kustrim REKA, 2014, "Commonality in Liquidity and Real Estate Securities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-30, May.
4. 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.
   
   • 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.
5. 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.
   
   • Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2017, "Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 3, pages 505-505.
   • 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.
   • Scaillet, Olivier & Trojani, Fabio & Camponovo, Lorenzo, 2016, "Comments on : Nonparametric Tail Risk, Stock Returns and the Macroeconomy," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:84999.

2016

1. 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.
   
   • Harald Hau & Sandy Lai, 2014, "Asset Allocation and Monetary Policy: Evidence from the Eurozone," CESifo Working Paper Series, CESifo, number 5005.
   • Harald Hau & Sandy Lai, 2013, "Asset Allocation and Monetary Policy: Evidence from the Eurozone," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-39, Jul, revised Dec 2018.
   • Hau, Harald & Lai, Sandy, 2013, "Asset Allocation and Monetary Policy: Evidence from the Eurozone," CEPR Discussion Papers, Centre for Economic Policy Research, number 9581, Aug.
   • Harald Hau & Sandy Lai, 2013, "Asset Allocation and Monetary Policy: Evidence from the Eurozone," Working Papers, Hong Kong Institute for Monetary Research, number 222013, Nov.
2. Steven C Bourassa & Eva Cantoni & Martin Hoesli, 2016, "Robust hedonic price indexes," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 9, issue 1, pages 47-65, March, DOI: 10.1108/IJHMA-11-2014-0050.
   
   • Steven C. Bourassa & Eva Cantoni & Martin Hoesli, 2013, "Robust Hedonic Price Indexes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-49, Oct.
3. Jean-Christophe Delfim & Martin Hoesli, 2016, "Risk factors of European non-listed real estate fund returns," Journal of Property Research, Taylor & Francis Journals, volume 33, issue 3, pages 190-213, July, DOI: 10.1080/09599916.2016.1199590.
   
   • Jean-Christophe Delfim & Martin Hoesli, 2016, "Risk Factors of European Non-Listed Real Estate Fund Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-37, May.
4. Steven C. Bourassa & Donald R. Haurin & Martin Hoesli, 2016, "What affects children’s outcomes: house characteristics or homeownership?," Housing Studies, Taylor & Francis Journals, volume 31, issue 4, pages 427-444, June, DOI: 10.1080/02673037.2015.1094030.
   
   • Steven C. BOURASSA & Donald R. HAURIN & Martin HOESLI, 2015, "What Affects Children's Outcomes: House Characteristics or Homeownership?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-42, Aug.
5. 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.
6. 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.
   
   • 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.
   • 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 11-41, Aug.
   • Ossola, Elisa & Gagilardini, Patrick & Scaillet, Olivier, 2015, "Time-varying risk premium in large cross-sectional equity datasets," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:76321.
7. 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.
   
   • 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.

2015

1. 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.
2. 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.
   
   • 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.
3. 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.
4. 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.
   
   • 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".
   • 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.
   • Matthias EFING & Harald HAU & Patrick KAMPKÖTTER & Johannes STEINBRECHER, 2014, "Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-55, Aug, revised Dec 2014.
   • Hau, Harald & Steinbrecher, Johannes & Kampkötter, Patrick & Efing, Matthias, 2014, "Incentive Pay and Bank Risk-Taking:Evidence from Austrian, German, and Swiss Banks," CEPR Discussion Papers, Centre for Economic Policy Research, number 10217, Oct.
   • Matthias Efing & Harald Hau & Patrick Kampkötter & Johannes Steinbrecher, 2014, "Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks," NBER Working Papers, National Bureau of Economic Research, Inc, number 20468, Sep.
5. 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.
   
   • 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.
   • Hau, Harald & Efing, Matthias, 2013, "Structured Debt Ratings: Evidence on Conflicts of Interest," CEPR Discussion Papers, Centre for Economic Policy Research, number 9465, May.
6. Alain Chaney & Martin Hoesli, 2015, "Multifamily residential asset and space markets and linkages with the economy," Journal of Property Research, Taylor & Francis Journals, volume 32, issue 1, pages 50-76, March, DOI: 10.1080/09599916.2014.913656.
   
   • Martin HOESLI & Alain CHANEY, 2014, "Multifamily Residential Asset and Space Markets and Linkages with the Economy," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-32, May.
7. Martin Hoesli & Kustrim Reka, 2015, "Contagion Channels between Real Estate and Financial Markets," Real Estate Economics, American Real Estate and Urban Economics Association, volume 43, issue 1, pages 101-138, March.
   
   • Martin Hoesli & Reka Kustrim, 2013, "Contagion Channels between Real Estate and Financial Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-12, Apr.
8. Alain Chaney & Martin Hoesli, 2015, "Transaction-Based and Appraisal-Based Capitalization Rate Determinants," International Real Estate Review, Global Social Science Institute, volume 18, issue 1, pages 1-43.
   
   • Alain Chaney & Martin Hoesli, 2012, "Transaction-Based and Appraisal-Based Capitalization Rate Determinants," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-28, Aug.
9. Philipp Krüger & Augustin Landier & David Thesmar, 2015, "The WACC Fallacy: The Real Effects of Using a Unique Discount Rate," Journal of Finance, American Finance Association, volume 70, issue 3, pages 1253-1285, June.
   
   • David Thesmar & P. Kruger & Augustin Landier, 2011, "The WACC Fallacy: The Real Effects of Using a Unique Discount Rate," Post-Print, HAL, number hal-00578326, Feb.
   • Krüger, Philipp & Landier, Augustin & Thesmar, David, 2011, "The WACC Fallacy: The Real Effects of Using a Unique Discount Rate," TSE Working Papers, Toulouse School of Economics (TSE), number 11-222, Feb.
10. Krüger, Philipp, 2015, "Corporate goodness and shareholder wealth," Journal of Financial Economics, Elsevier, volume 115, issue 2, pages 304-329, DOI: 10.1016/j.jfineco.2014.09.008.
11. 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.
    
    • 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.

2014

1. 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.
   
   • 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.
   • Hau, Harald, 2009, "The Exchange Rate Effect of Multi-Currency Risk Arbitrage," CEPR Discussion Papers, Centre for Economic Policy Research, number 7348, Jun.
2. Martin Hoesli & Eva Liljeblom & Anders Loflund, 2014, "The Effect of Lock-Ups on the Suggested Real Estate Portfolio Weight," International Real Estate Review, Global Social Science Institute, volume 17, issue 1, pages 1-22.
   
   • Martin Hoesli & Eva Liljeblom & Anders Löflund, 2012, "The Effect of Lock-Ups on the Suggested Real Estate Portfolio Weight," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-22, May.
3. Gilles Criton & Olivier Scaillet, 2014, "Hedge Fund Managers: Luck and Dynamic Assessment," Bankers, Markets & Investors, ESKA Publishing, issue 129, pages 28-38, March-Apr.
4. 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.
5. 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.
6. 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.

2013

1. 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.
   
   • 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.
2. 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.
3. 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.
4. 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.
5. 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.
6. 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.
   
   • Hau, Harald & Lai, Sandy, 2012, "Real Effects of Stock Underpricing," CEPR Discussion Papers, Centre for Economic Policy Research, number 8820, Feb.
7. 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.
   
   • 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.
   • Harald Hau & Sam Langfield & David Marques-Ibanez, 2012, "Bank Ratings: What Determines Their Quality?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-31, Sep.
   • Hau, Harald & , & Langfield, Sam, 2012, "Bank ratings: What determines their quality?," CEPR Discussion Papers, Centre for Economic Policy Research, number 9171, Oct.
   • Marqués-Ibáñez, David & Hau, Harald & Langfield, Sam, 2012, "Bank ratings: what determines their quality?," Working Paper Series, European Central Bank, number 1484, Oct.
8. Martin Hoesli & Kustrim Reka, 2013, "Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, volume 47, issue 1, pages 1-35, July, DOI: 10.1007/s11146-011-9346-8.
   
   • Martin Hoesli & Kustrim Reka, 2011, "Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets," ERES, European Real Estate Society (ERES), number eres2011_63, Jan.
9. Steven C. Bourassa & Eva Cantoni & Martin Hoesli, 2013, "Robust Repeat Sales Indexes," Real Estate Economics, American Real Estate and Urban Economics Association, volume 41, issue 3, pages 517-541, September.
   
   • Steven C. BOURASSA & Eva CANTONI & Martin HOESLI, 2011, "Robust Repeat Sales Indexes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-46, Oct.

2012

1. Camilo Serrano & Martin Hoesli, 2012, "Fractional Cointegration Analysis of Securitized Real Estate," The Journal of Real Estate Finance and Economics, Springer, volume 44, issue 3, pages 319-338, April, DOI: 10.1007/s11146-009-9231-x.
2. Hoesli, Martin & Oikarinen, Elias, 2012, "Are REITs real estate? Evidence from international sector level data," Journal of International Money and Finance, Elsevier, volume 31, issue 7, pages 1823-1850, DOI: 10.1016/j.jimonfin.2012.05.017.
   
   • Martin Hoesli & Elias Oikarinen, 2012, "Are REITs real estate? Evidence from international sector level data," ERES, European Real Estate Society (ERES), number eres2012_232, Jan.
   • Martin Hoesli & Elias Oikarinen, 2012, "Are REITs Real Estate? Evidence from International Sector Level Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-15, Mar.
3. 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.
4. 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.
   
   • Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2006, "Robust Subsampling," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-33, Nov.
5. 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.
6. 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.
   
   • 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.

2011

1. 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.
2. 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.
3. Elias Oikarinen & Martin Hoesli & Camilo Serrano, 2011, "The Long-Run Dynamics between Direct and Securitized Real Estate," Journal of Real Estate Research, American Real Estate Society, volume 33, issue 1, pages 73-104.
   
   • Elias Oikarinen & Martin Hoesli & Camilo Serrano, 2011, "The Long - Run Dynamics between Direct and Securitized Real Estate," Journal of Real Estate Research, Taylor & Francis Journals, volume 33, issue 1, pages 73-104, January, DOI: 10.1080/10835547.2011.12091299.
4. Bourassa, Steven C. & Hoesli, Martin & Scognamiglio, Donato & Zhang, Sumei, 2011, "Land leverage and house prices," Regional Science and Urban Economics, Elsevier, volume 41, issue 2, pages 134-144, March.
5. 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.
   
   • Francesco Audrino & Fabio Trojani, 2011, "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 1, pages 138-149, January, DOI: 10.1198/jbes.2010.08117.
   • 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.
   • Francesco Audrino & Fabio Trojani, 2007, "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-25, Apr.
6. 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.
   
   • Loriano Mancini & Fabio Trojani, 2007, "Robust Value at Risk Prediction," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-31, Oct.
   • 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.

2010

1. 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.
2. 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.
   
   • 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.
3. Alain Chaney & Martin Hoesli, 2010, "The interest rate sensitivity of real estate," Journal of Property Research, Taylor & Francis Journals, volume 27, issue 1, pages 61-85, May, DOI: 10.1080/09599916.2010.500815.
   
   • Alain CHANEY & Martin HOESLI, 2010, "The Interest Rate Sensitivity of Real Estate," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-13, Feb, revised Feb 2010.
4. Steven C. Bourassa & Eva Cantoni & Martin Hoesli, 2010, "Predicting House Prices with Spatial Dependence: A Comparison of Alternative Methods," Journal of Real Estate Research, American Real Estate Society, volume 32, issue 2, pages 139-160.
   
   • Steven Bourassa & Eva Cantoni & Martin Hoesli, 2010, "Predicting House Prices with Spatial Dependence: A Comparison of Alternative Methods," Journal of Real Estate Research, Taylor & Francis Journals, volume 32, issue 2, pages 139-160, January, DOI: 10.1080/10835547.2010.12091276.
   • Martin Hoesli & Steven Bourassa & Eva Cantoni, 2009, "Predicting House Prices with Spatial Dependence: A Comparison of Alternative Methods," ERES, European Real Estate Society (ERES), number eres2009_153, Jan.
5. Steven Bourassa & Martin Hoesli, 2010, "Why Do the Swiss Rent?," The Journal of Real Estate Finance and Economics, Springer, volume 40, issue 3, pages 286-309, April, DOI: 10.1007/s11146-008-9140-4.
   
   • Steven Bourassa & Martin Hoesli, 2007, "Why Do Swiss Rent?," ERES, European Real Estate Society (ERES), number eres2007_166, Jan.
   • Steven C. Bourassa & Martin Hoesli, 2007, "Why Do the Swiss Rent?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-04, Jan.
6. Martin Hoesli, 2010, "A Review of “Mass Appraisal Methods: An International Perspective for Property Valuers”," International Journal of Housing Policy, Taylor & Francis Journals, volume 10, issue 1, pages 102-104, DOI: 10.1080/14616710903565837.
7. Camilo Serrano & Martin Hoesli, 2010, "Are Securitized Real Estate Returns more Predictable than Stock Returns?," The Journal of Real Estate Finance and Economics, Springer, volume 41, issue 2, pages 170-192, August, DOI: 10.1007/s11146-008-9162-y.
   
   • Camilo Serrano & Martin Hoesli, 2008, "Are Securitized Real Estate Returns More Predictable Than Stock Returns?," ERES, European Real Estate Society (ERES), number eres2008_252, Jan.
   • Camilo Serrano & Martin Hoesli, 2008, "Are Securitized Real Estate Returns more Predictable than Stock Returns?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-27, Sep.
8. 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.
   
   • 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.
   • Nikolas Topaloglou & Olivier Scaillet & University of Geneva, 2006, "Testing foe Stochastic Dominance Efficiency," Computing in Economics and Finance 2006, Society for Computational Economics, number 74, Jul.
9. 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.
   
   • 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.
   • Laurent BARRAS & Olivier SCAILLET & Russ WERMERS, 2005, "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp163, Nov.
   • Olivier Scaillet & Laurent Barras & Russell R. Wermers, 2005, "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 05-014.RS.
   • Barras, Laurent & Scaillet, Olivier & Wermers, Russ, 2009, "False discoveries in mutual fund performance: Measuring luck in estimated alphas," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 06-02.
10. 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.
11. 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.
12. 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.
    
    • 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.

2009

1. Tony Berrada, 2009, "Bounded Rationality and Asset Pricing with Intermediate Consumption," Review of Finance, European Finance Association, volume 13, issue 4, pages 693-725.
2. 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.
3. Steven C. Bourassa & Donald R. Haurin & Jessica L. Haurin & Martin Hoesli & Jian Sun, 2009, "House Price Changes and Idiosyncratic Risk: The Impact of Property Characteristics," Real Estate Economics, American Real Estate and Urban Economics Association, volume 37, issue 2, pages 259-278, June, DOI: 10.1111/j.1540-6229.2009.00242.x.
   
   • Steven C. BOURASSA & Donald R. HAURIN & Jessica L. HAURIN & Martin HOESLI & Jian SUN, 2005, "House Price Changes and Idiosyncratic Risk: The Impact of Property Characteristics," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp160, Nov.
   • Steven Bourassa & Donald Haurin & Jessica Haurin & Martin Hoesli & Jian Sun, 2007, "House Price Changes and Idiosyncratic Risk: The Impact of Property Characteristics," Working Papers, Ohio State University, Department of Economics, number 07-03, Jan.
4. 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.
   
   • 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.
5. 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.
   
   • 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.
6. Rémillard, Bruno & Scaillet, Olivier, 2009, "Testing for equality between two copulas," Journal of Multivariate Analysis, Elsevier, volume 100, issue 3, pages 377-386, March.
   
   • Bruno Rémillard & Olivier Scaillet, 2007, "Testing For Equality Between Two Copulas," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-24, Jun.
7. 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.
   
   • Laurent BARRAS & Patrick Gagliardini & Paolo Porchia & Fabio Trojani, 2008, "Ambiguity Aversion and the Term Structure of Interest Rates," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-19, Aug.
   • 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.

2008

1. 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.
   
   • Rey, Hélène & Hau, Harald, 2008, "Home Bias at the Fund Level," CEPR Discussion Papers, Centre for Economic Policy Research, number 6721, Mar.
   • Harald Hau & Helene Rey, 2008, "Home Bias at the Fund Level," NBER Working Papers, National Bureau of Economic Research, Inc, number 14172, Jul.
2. 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.
3. Martin Hoesli & Colin Lizieri & Bryan MacGregor, 2008, "The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach," The Journal of Real Estate Finance and Economics, Springer, volume 36, issue 2, pages 183-206, February, DOI: 10.1007/s11146-007-9062-6.
   
   • Martin Hoesli & Colin Lizieri & Bryan MacGregor, 2006, "The Inflation Hedging Characteristics of US and UK Investments: A Multifactor Error Correction Approach," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-04, Jun.
   • Martin Hoesli & Colin Lizieri & Bryan MacGregor, 2006, "The Inflation Hedging Characteristics of US and UK Investments:Â A Multi-Factor Error Correction Approach," Real Estate & Planning Working Papers, Henley Business School, University of Reading, number rep-wp2006-01.
4. Patricia Fraser & Martin Hoesli & Lynn McAlevey, 2008, "House Prices and Bubbles in New Zealand," The Journal of Real Estate Finance and Economics, Springer, volume 37, issue 1, pages 71-91, July, DOI: 10.1007/s11146-007-9060-8.
   
   • Patricia Fraser & Martin Hoesli & Lynn Mc Alevey, 2006, "House Prices and Bubbles in New Zealand," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-20, Oct.
5. Steven C. Bourassa & Martin Hoesli & Donato Scognamiglio & Philippe Sormani, 2008, "Constant-Quality House Price Indexes for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 144, issue 4, pages 561-575, December.
   
   • Steven C. BOURASSA & Martin HOESLI & Donato SCOGNAMIGLIO & Philippe SORMANI, 2008, "Constant-Quality House Price Indexes for Switzerland," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-10, May.
6. Martin Hoesli & Jon Lekander, 2008, "Real estate portfolio strategy and product innovation in Europe," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 26, issue 2, pages 162-176, March, DOI: 10.1108/14635780810857908.
7. 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.
   
   • 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.
8. 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.

2007

1. 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.
2. 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.
3. Steven Bourassa & Eva Cantoni & Martin Hoesli, 2007, "Spatial Dependence, Housing Submarkets, and House Price Prediction," The Journal of Real Estate Finance and Economics, Springer, volume 35, issue 2, pages 143-160, August, DOI: 10.1007/s11146-007-9036-8.
4. Gaud, Philippe & Hoesli, Martin & Bender, Andre, 2007, "Debt-equity choice in Europe," International Review of Financial Analysis, Elsevier, volume 16, issue 3, pages 201-222.
   
   • Philippe Gaud & Martin HOesli & André Bender, 2005, "Debt Equity Choice in Europe," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp152, Jun.
5. 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.
   
   • 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.
6. 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.
7. Fernandes, Marcelo & Linton, Oliver & Scaillet, Olivier, 2007, "Semiparametric methods in econometrics," Journal of Econometrics, Elsevier, volume 141, issue 1, pages 1-4, November.
8. 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.
   
   • 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.
   • Matthias HAGMANN & Olivier SCAILLET, 2003, "Local Multiplicative Bias Correction for Asymmetric Kernel Density Estimators," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp91, Sep.
9. 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.
   
   • 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.
10. 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.
    
    • 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.
11. 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.
    
    • 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.
    • Paolo Battocchio & Francesco Menoncin & Olivier Scaillet, 2003, "Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2003-28.
    • Paolo Battocchio & Francesco Menoncin & Olivier Scaillet, 2003, "Optimal asset allocation for pension funds under mortality risk during the accumulation and ecumulation phases," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp66, Jan.
12. 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.
    
    • 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.

2006

1. Tony Berrada, 2006, "Incomplete Information, Heterogeneity, and Asset Pricing," Journal of Financial Econometrics, Oxford University Press, volume 4, issue 1, pages 136-160.
2. 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.
   
   • Rey, Hélène & Hau, Harald, 2003, "Exchange Rates, Equity Prices and Capital Flows," CEPR Discussion Papers, Centre for Economic Policy Research, number 3735, Feb.
   • Harald Hau & Helene Rey, 2002, "Exchange Rate, Equity Prices and Capital Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 9398, Dec.
3. 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.
   
   • 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. Séverine Cauchie & Martin Hoesli, 2006, "Further Evidence of the Integration of Securitized Real Estate and Financial Assets," Journal of Property Research, Taylor & Francis Journals, volume 23, issue 1, pages 1-38, March, DOI: 10.1080/09599910600748618.
5. Bourassa, Steven C. & Hoesli, Martin & Sun, Jian, 2006, "A simple alternative house price index method," Journal of Housing Economics, Elsevier, volume 15, issue 1, pages 80-97, March.
   
   • Steven C. Bourassa & Martin Hoesli & Jian Sun, 2004, "A Simple Alternative House Price Index Method," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp119, Nov.
6. Angela Black & Patricia Fraser & Martin Hoesli, 2006, "House Prices, Fundamentals and Bubbles," Journal of Business Finance & Accounting, Wiley Blackwell, volume 33, issue 9‐10, pages 1535-1555, November, DOI: 10.1111/j.1468-5957.2006.00638.x.
7. 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.
   
   • 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.
   • Hong, H. & Scaillet, O. & Tamer, E., 2001, "A fast Subsampling Method for Nonlinear Dynamic Models," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2001.09.
8. 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.
   
   • Francesco Audrino & Fabio Trojani, 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, April, DOI: 10.1002/jae.869.
9. 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.
10. 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.

2005

1. Philippe Gaud & Elion Jani & Martin Hoesli & André Bender, 2005, "The Capital Structure of Swiss Companies: an Empirical Analysis Using Dynamic Panel Data," European Financial Management, European Financial Management Association, volume 11, issue 1, pages 51-69, January, DOI: 10.1111/j.1354-7798.2005.00275.x.
   
   • Philippe Gaud & Elion Jani & Martin Hoesli & André Bender, 2003, "The capital structure of Swiss companies: an empirical analysis using dynamic panel data," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp68, Jan.
2. 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.
3. 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.
   
   • 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.
4. 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.
5. Ortelli, Claudio & Trojani, Fabio, 2005, "Robust efficient method of moments," Journal of Econometrics, Elsevier, volume 128, issue 1, pages 69-97, September.
6. 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.
   
   • 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.

2004

1. 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.
   
   • 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.
   • Harald Hau & Helene Rey, 2004, "Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?," NBER Working Papers, National Bureau of Economic Research, Inc, number 10476, May.
2. Foort Hamelink & Martin Hoesli, 2004, "Maximum drawdown and the allocation to real estate," Journal of Property Research, Taylor & Francis Journals, volume 21, issue 1, pages 5-29, January, DOI: 10.1080/0959991042000217903.
   
   • Foort HAMELINK & Martin HOESLI, 2003, "Maximum Drawdown and the Allocation to Real Estate," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp87, Nov.
3. Martin Hoesli & Jon Lekander & Witold Witkiewicz, 2004, "New International Evidence on Real Estate as a Portfolio Diversifier," Journal of Real Estate Research, American Real Estate Society, volume 26, issue 2, pages 161-206.
4. Peter Englund & Åke Gunnelin & Martin Hoesli & Bo Söderberg, 2004, "Implicit Forward Rents as Predictors of Future Rents," Real Estate Economics, American Real Estate and Urban Economics Association, volume 32, issue 2, pages 183-215, June, DOI: 10.1111/j.1080-8620.2004.00089.x.
   
   • Peter ENGLUND & Åke GUNNELIN & Martin HOESLI & Bo SÖDERBERG, 2002, "Implicit Forward Rents as Predictors of Future Rents," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp59, Oct.
   • Englund, Peter & Gunnelin, Åke & Hoesli, Martin & Söderberg, Bo, 2002, "Implicit Forward Rents as Predictors of Future Rents," SIFR Research Report Series, Institute for Financial Research, number 12, Nov.
5. Foort Hamelink & Martin Hoesli, 2004, "What Factors Determine International Real Estate Security Returns?," Real Estate Economics, American Real Estate and Urban Economics Association, volume 32, issue 3, pages 437-462, September, DOI: 10.1111/j.1080-8620.2004.00098.x.
   
   • Foort Hamelink & Martin Hoesli, 2002, "What Factors Determine International Real Estate Security Returns?," ERES, European Real Estate Society (ERES), number eres2002_196, Jun.
   • Foort HAMELINK & Martin HOESLI, 2003, "What Factors Determine International Real Estate Security Returns?," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp50, Jul.
   • Hamelink, Foort & Hoesli, Martin, 2002, "What Factors Determine International Real Estate Security Returns?," SIFR Research Report Series, Institute for Financial Research, number 7, Sep.
6. Cauchie, Severine & Hoesli, Martin & Isakov, Dusan, 2004, "The determinants of stock returns in a small open economy," International Review of Economics & Finance, Elsevier, volume 13, issue 2, pages 167-185.
   
   • Séverine CAUCHIE & Martin HOESLI & Dušan ISAKOV, 2003, "The Determinants of Stock Returns in a Small Open Economy," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp54, May.
7. Åke Gunnelin & Patric H. Hendershott & Martin Hoesli & Bo Söderberg, 2004, "Determinants of Cross‐Sectional Variation in Discount Rates, Growth Rates and Exit Cap Rates," Real Estate Economics, American Real Estate and Urban Economics Association, volume 32, issue 2, pages 217-237, June, DOI: 10.1111/j.1080-8620.2004.00090.x.
   
   • Åke GUNNELIN & Patric H. HENDERSHOTT & Martin HOESLI & Bo SÖDERBERG, 2003, "Determinants of Cross-Sectional Variation in Discount Rates, Growth Rates, and Exit Cap Rates," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp90, Sep.
8. Patricia Fraser & Foort Hamelink & Martin Hoesli & Bryan Macgregor, 2004, "Time-varying betas and the cross-sectional return-risk relation: evidence from the UK," The European Journal of Finance, Taylor & Francis Journals, volume 10, issue 4, pages 255-276, DOI: 10.1080/13518470110053407.
   
   • Fraser, P. & Hamelink, F. & Hoesli, M. & MacGregor, B., 2000, "Time-Varying Betas and Cross-Sectional Return-Risk Relation: Evidence from the UK," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2000.03.
9. Steven C Bourassa & Martin Hoesli & Jian Sun, 2004, "What's in a View?," Environment and Planning A, , volume 36, issue 8, pages 1427-1450, August, DOI: 10.1068/a36103.
   
   • Steven Bourassa & Hoesli Martin & Sun Jian, 2003, "Whatís in a View?," ERES, European Real Estate Society (ERES), number eres2003_124, Jun.
   • Steven C. Bourassa & Martin Hoesli & Jian Sun, 2003, "What’s in a View?," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp79, Nov.
10. 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.
11. 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.
    
    • 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.
12. 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.
    
    • 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.
    • Prigent, J.-L. & Renault, O. & Scaillet, O., 1999, "Option Pricing with Discrete Rebalancing," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1999029, Feb, revised 00 Oct 1999.
    • J.L. Prigent & O. Renault & O. Scaillet., 1999, "Option pricing with discrete rebalancing," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 99-41.
    • Jean-Luc PRIGENT & Olivier RENAULT & Olivier SCAILLET, 2002, "Option Pricing with Discrete Rebalancing," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp55, Jul.
    • Jean-Luc Prigent & Olivier Renault & Olivier Scaillet, 2004, "Option pricing with discrete rebalancing," Post-Print, HAL, number hal-03679686, Jan, DOI: 10.1016/j.jempfin.2003.09.001.
13. 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.
    
    • 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.
14. 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.
    
    • 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.
15. Fabio Trojani & Paolo Vanini, 2004, "Robustness and Ambiguity Aversion in General Equilibrium," Review of Finance, Springer, volume 8, issue 2, pages 279-324.
    
    • Fabio Trojani & Paolo Vanini, 2004, "Robustness and Ambiguity Aversion in General Equilibrium," Review of Finance, European Finance Association, volume 8, issue 2, pages 279-324.

2003

1. Bourassa, Steven C. & Hoesli, Martin & Peng, Vincent S., 2003, "Do housing submarkets really matter?," Journal of Housing Economics, Elsevier, volume 12, issue 1, pages 12-28, March.
   
   • Steven C. BOURASSA & Martin HOESLI & Vincent S. PENG, 2002, "Do Housing Submarkets Really Matter?," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp58, Nov.
2. Kenneth Gibb & Martin Hoesli, 2003, "Developments in Urban Housing and Property Markets," Urban Studies, Urban Studies Journal Limited, volume 40, issue 5-6, pages 887-896, May, DOI: 10.1080/0042098032000074227.
3. 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.
4. 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.

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.
   
   • Hau, Harald, 2000, "Real Exchange Rate Volatility and Economic Openness: Theory and Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 2356, Jan.
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. 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.
5. 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. 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.
2. Hau, Harald, 2001, "Geographic patterns of trading profitability in Xetra," European Economic Review, Elsevier, volume 45, issue 4-6, pages 757-769, May.
3. Bernard Thion & Philippe Favarger & Martin Hoesli, 2001, "Indices des ventes répétées et modification de l'environnement immobilier," Revue d'économie régionale et urbaine, Armand Colin, volume 0, issue 5, pages 809-830.
   
   • Thion, B. & Favarger, P. & Hoesli, M., 2001, "Indices des ventes repetees et modification de l'environnement immobilier," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2001.02.
4. Allan Din & Martin Hoesli & Andre Bender, 2001, "Environmental Variables and Real Estate Prices," Urban Studies, Urban Studies Journal Limited, volume 38, issue 11, pages 1989-2000, October, DOI: 10.1080/00420980120080899.
   
   • Din, A. & Hoesli, M. & Bender, A., 2001, "Environmental Variables and Real Estate Prices," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2001.04.
5. Ronchetti, Elvezio & Trojani, Fabio, 2001, "Robust inference with GMM estimators," Journal of Econometrics, Elsevier, volume 101, issue 1, pages 37-69, March.

2000

1. 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.
2. 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.
3. Foort Hamelink & Martin Hoesli & Colin Lizieri & Bryan D MacGregor, 2000, "Homogeneous Commercial Property Market Groupings and Portfolio Construction in the United Kingdom," Environment and Planning A, , volume 32, issue 2, pages 323-344, February, DOI: 10.1068/a31146.
4. 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.
   
   • 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.
   • Gouriéroux, Christian & Laurent, J.P. & Scaillet, Olivier, 1999, "Sensitivity Analysis of Values at Risk," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2000002, Jun, revised 00 Jan 2000.
   • Christian Gourieroux & J. P. Laurent & Olivier Scaillet, 2000, "Sensitivity Analysis of Values at Risk," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0162, Aug.
   • C. Gourieroux & J.P. Laurent & O. Scaillet, 2000, "Sensitivity analysis of values at risk," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2000-04.
   • Christian Gourieroux & Jean-Paul Laurent & Olivier Scaillet, 2000, "Sensitivity analysis of Values at Risk," Post-Print, HAL, number hal-03676327, Nov, DOI: 10.1016/S0927-5398(00)00011-6.
5. 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.
6. 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.
   
   • 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.
   • J.-P. Lesne & Jean-Luc Prigent & O. Scaillet, 2000, "Convergence of discrete time option pricing models under stochastic interest rates," Post-Print, HAL, number hal-03679673, Jan, DOI: 10.1007/s007800050004.

1999

1. 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.
2. Bourassa, Steven C. & Hamelink, Foort & Hoesli, Martin & MacGregor, Bryan D., 1999, "Defining Housing Submarkets," Journal of Housing Economics, Elsevier, volume 8, issue 2, pages 160-183, June.

1998

1. Hau, Harald, 1998, "Privatization under political interference: Evidence from Eastern Germany," European Economic Review, Elsevier, volume 42, issue 7, pages 1177-1201, July.
2. 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.
3. 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.
   
   • 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.
   • BROZE, Laurence & SCAILLET, Olivier & ZAKOIAN, Jean-Michel, 1998, "Quasi-indirect inference for diffusion processes," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1327, Jan.
4. Geert Dhaene & Christian Gourieroux & Olivier Scaillet, 1998, "Instrumental Models and Indirect Encompassing," Econometrica, Econometric Society, volume 66, issue 3, pages 673-688, May.
5. 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.

1997

1. Martin Hoesli & Philippe Favarger & Carmelo Giaccotto, 1997, "Real Estate Price Indices and Performance: The Case of Geneva," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 133, issue 1, pages 29-48, March.
   
   • Hoesli, M. & Favarger, P., 1996, "Real Estate Price Indices and Performance: The Case of Geneva," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.13.
2. Hoesli, Martin & MacGregor, Bryan D, 1997, "European Real Estate Research and Education: Development, Globalization, and Maturity," The Journal of Real Estate Finance and Economics, Springer, volume 15, issue 1, pages 5-9, July.
3. Hoesli, Martin & MacGregor, Bryan D. & Matysiak, George & Nanthakumaran, Nanda, 1997, "The Short-Term Inflation-Hedging Characteristics of U.K. Real Estate," The Journal of Real Estate Finance and Economics, Springer, volume 15, issue 1, pages 27-57, July.
   
   • Hoesli, M. & Macgregor, B. & Matysiak, G. & Nanthakumaran, N., 1996, "The Short Term Inflation Hedging Characteristics of UK Real Estate," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.15.
4. Martin Hoesli & Bernard Thion & Craig Watkins, 1997, "A hedonic investigation of the rental value of apartments in central Bordeaux," Journal of Property Research, Taylor & Francis Journals, volume 14, issue 1, pages 15-26, January, DOI: 10.1080/095999197368735.
5. Hoesli, Martin & Giaccotto, Carmelo & Favarger, Philippe, 1997, "Three New Real Estate Price Indices for Geneva, Switzerland," The Journal of Real Estate Finance and Economics, Springer, volume 15, issue 1, pages 93-109, July.
6. Crocker H. Liu & David J. Hartzell & Martin E. Hoesli, 1997, "International Evidence on Real Estate Securities as an Inflation Hedge," Real Estate Economics, American Real Estate and Urban Economics Association, volume 25, issue 2, pages 193-221, June, DOI: 10.1111/1540-6229.00712.
   
   • Martin Hoesli, 1993, "International evidence on real estate securities as an inflation hedge," ERES, European Real Estate Society (ERES), number eres1993_108, Jul.
7. Martin Hoesli & Colin Lizieri & Bryan MacGregor, 1997, "The Spatial Dimensions of the Investment Performance of UK Commercial Property," Urban Studies, Urban Studies Journal Limited, volume 34, issue 9, pages 1475-1494, August, DOI: 10.1080/0042098975529.
   
   • Hoesli, M. & Lizieri, C. & Macgregor, B., 1996, "The Spatial Dimensions of the Investment preformance of UK Commercial Property," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.14.
8. Andre Bender & Allan Din & Philippe Favarger & Martin Hoesli & Janne Laakso, 1997, "An Analysis of Perceptions Concerning the Environmental Quality of Housing in Geneva," Urban Studies, Urban Studies Journal Limited, volume 34, issue 3, pages 503-513, March, DOI: 10.1080/0042098976104.
   
   • Bender, A. & Din, A. & Favarger, P. & Hoesli, M. & Laakso, J., 1996, "An Analysis of Perceptions Concerning the Environmental Quality of Housing in Geneva," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.18.
9. Gourieroux, C. & Scaillet, O., 1997, "Unemployment insurance and mortgages," Insurance: Mathematics and Economics, Elsevier, volume 20, issue 3, pages 173-195, October.

1996

1. 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.
2. 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. Sandra Buchel & Martin Hoesli, 1995, "A Hedonic Analysis of Rent and Rental Revenue in the Subsidised and Unsubsidised Housing Sectors in Geneva," Urban Studies, Urban Studies Journal Limited, volume 32, issue 7, pages 1199-1213, August, DOI: 10.1080/00420989550012645.
2. 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.
   
   • 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.
   • Broze, L. & Scaillet, O. & Zakoïan, J.-M., 1995, "Testing for continuous-time models of the short-term interest rate," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1177, Jan, DOI: 10.1016/0927-5398(95)00003-D.

1993

1. Terence Khoo & David Hartzell & Martin Hoesli, 1993, "An Investigation of the Change in Real Estate Investment Trust Betas," Real Estate Economics, American Real Estate and Urban Economics Association, volume 21, issue 2, pages 107-130, June, DOI: 10.1111/1540-6229.00603.
2. Martin E. Hoesli & Brahim Gacem & André R. Bender, 1993, "Estimating the Value of Swiss Residential Real Estate," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 129, issue 4, pages 673-687, December.

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Chapters

2024

1. Maria Cristiana Tudor & Lucia Gomez & Camilla Della Giovampaola & Hubert Halopé & Giuseppe Ugazio, 2024, "Leveraging AI to Map SDG Coverage and Uncover Partnerships in Swiss Philanthropy," Springer Books, Springer, chapter 9, in: Thomas Walker & Stefan Wendt & Sherif Goubran & Tyler Schwartz, "Artificial Intelligence for Sustainability", DOI: 10.1007/978-3-031-49979-1_9.

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.
   
   • 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.
   • Gagliardini, Patrick & Ossola, Elisa & Scaillet, Olivier, 2019, "Estimation of large dimensional conditional factor models in finance," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:125031.

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".
   
   • 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.
   • 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.
   • Matthias EFING & Harald HAU & Patrick KAMPKÖTTER & Johannes STEINBRECHER, 2014, "Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-55, Aug, revised Dec 2014.
   • Hau, Harald & Steinbrecher, Johannes & Kampkötter, Patrick & Efing, Matthias, 2014, "Incentive Pay and Bank Risk-Taking:Evidence from Austrian, German, and Swiss Banks," CEPR Discussion Papers, Centre for Economic Policy Research, number 10217, Oct.
   • Matthias Efing & Harald Hau & Patrick Kampkötter & Johannes Steinbrecher, 2014, "Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks," NBER Working Papers, National Bureau of Economic Research, Inc, number 20468, Sep.

2009

1. 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.

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.

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