Contact information of Swiss Finance Institute
Serial Information
Description: This series contains research or working paper published in the Swiss Finance Institute
Series handle: RePEc:chf:rpseri
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:chf:rpseri. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ridima Mittal (email available below). General contact details of provider: https://edirc.repec.org/data/fameech.html .
Content
2025
2024
- 24-110 The Demand for Safe Assets
by Filippo Cavaleri & Angelo Ranaldo & Enzo Rossi
- 24-109 The Puzzle of ESG Fund Fees
by Aaron J. Black & Julian F Kölbel
- 24-108 How do Retail Investors Adapt to Exchange Rate Shocks?
by Martin Brown & Daniel Hoechle & Alejandra Perez & Markus Schmid
- 24-107 From Credit Spread of CoCo Bonds to Franchise Value
by Jiacheng Chen & Walter Farkas
- 24-106 Unveiling Themes in 10-K Disclosures: A New Topic Modeling Perspective
by Matthias R. Fengler & Minh Tri Phan
- 24-105 Consumption Expenditures in Austria & Germany: New Evidence Based on Transactional Data
by Winfried Koeniger & Peter Kress & Jonas Lehmann
- 24-104 Magnitude and Social Correlates of Poor Decisions in Health Insurance
by Lan Zou & Christian Biener
- 24-103 Fund-Level FX Hedging Redux
by Leonie Bräuer & Harald Hau
- 24-102 The Pricing of Asset-Backed Securities and Households' Pecking Order of Debt
by Roland Füss & Dominik Meyland & Stefan Morkoetter
- 24-101 Mean Reversion Trading on the Naphtha Crack
by Briac Turquet & Pierre Bajgrowicz & O. Scaillet
- 24-100 The Resilience of MDB Bonds to Credit Rating Downgrades
by Thea Kolasa & Steven Ongena & Chris Humphrey
- 24-99 Nothing to hide? Gender and age differences in willingness to share data
by Olivier Armantier & Sebastian Doerr & Jon Frost & Andreas Fuster & Kelly Shue
- 24-98 A Profitable Day Trading Strategy For The U.S. Equity Market
by Carlo Zarattini & Andrea Barbon & Andrew Aziz
- 24-97 Beat the Market An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)
by Carlo Zarattini & Andrew Aziz & Andrea Barbon
- 24-96 Investor Activism and the Green Transition
by Sebastian Gryglewicz & Simon Mayer & Erwan Morellec
- 24-95 Exploring Nature: Datasets and Models for Analyzing Nature-Related Disclosures
by Tobias Schimanski & Chiara Colesanti Senni & Glen Gostlow & Jingwei Ni & Tingyu Yu & Markus Leippold
- 24-94 Towards Faithful and Robust LLM Specialists for Evidence-Based Question-Answering
by Tobias Schimanski & Jingwei Ni & Mathias Kraus & Elliott Ash & Markus Leippold
- 24-93 Automated Fact-Checking of Climate Change Claims with Large Language Models
by Markus Leippold & Saeid Vaghefi & Veruska Muccione & Julia Bingler & Dominik Stammbach & Chiara Colesanti Senni & Jingwei Ni & Tobias Wekhof & Tingyu Yu & Tobias Schimanski & Glen Gostlow & Jürg Luterbacher & Christian Huggel
- 24-92 Combining AI and Domain Expertise to Assess Corporate Climate Transition Disclosures
by Chiara Colesanti Senni & Tobias Schimanski & Julia Bingler & Jingwei Ni & Markus Leippold
- 24-91 Determinants of Discount Rates, Capitalization Rates, and Growth Rates
by Martin Hoesli & Alona Shmygel
- 24-90 Using AI to Assess the Decision-Usefulness of Corporates' Nature-related Disclosures
by Chiara Colesanti Senni & Saeid Vaghefi & Tobias Schimanski & Tushar Manekar & Markus Leippold
- 24-89 ClimRetrieve: A Benchmarking Dataset for Information Retrieval from Corporate Climate Disclosures
by Tobias Schimanski & Jingwei Ni & Roberto Spacey & Nicola Ranger & Markus Leippold
- 24-88 Technical Patterns and News Sentiment in Stock Markets
by Markus Leippold & Qian Wang & Min Yang
- 24-87 Multilateral Development Bank Bonds
by Thea Kolasa & Steven Ongena & Chris Humphrey
- 24-86 Bank payout policy, regulation, and politics
by Rüdiger Fahlenbrach & Minsu Ko & René M. Stulz
- 24-85 Relationship Banking: The Borrower's Incentives Channel
by Pejman Abedifar & Soroush Kamyab & Steven Ongena & Amine Tarazi
- 24-84 More Data, More Credit? Information Sharing and Bank Credit to Households
by Tamas Briglevics & Artashes Karapetyan & Steven Ongena & Ibolya Schindele
- 24-83 CDS and Credit: The Effect of the Bangs on Credit Insurance, Lending and Hedging
by Yalin Gündüz & Steven Ongena & Gunseli Tumer-Alkan & Yuejuan Yu
- 24-82 Greenwashing: Do Investors, Markets and Boards Really Care?
by Erdin Akyildirim & Shaen Corbet & Steven Ongena & Les Oxley
- 24-81 Corporate Taxes and Entrepreneurs’ Income: A Credit Channel
by Manthos D. Delis & Emilios C. Galariotis & Maria Iosifidi & Steven Ongena
- 24-80 Joining Forces: Why Banks Syndicate Credit
by Steven Ongena & Alex Osberghaus & Glenn Schepens
- 24-79 Randomized Signature Methods in Optimal Portfolio Selection
by Erdinc Akyildirim & Matteo Gambara & Josef Teichmann & Syang Zhou
- 24-78 Quantification of the Self-Excited Emotion Dynamics in Online Interactions
by Yishan Luo & Didier Sornette & Sandro Claudio Lera
- 24-77 Dynamic Influence Networks Self-Organize Towards Sub-Critical Financial Instabilities
by Yicheng Wang & Didier Sornette & Ke Wu & Sandro Claudio Lera
- 24-76 Intrinsic Value: A Solution to the Declining Performance of Value Strategies
by Derek Bergen & Francesco A. Franzoni & Daniel Obrycki & Rafael Resendes
- 24-75 Stealthy Shorts: Informed Liquidity Supply
by Amit Goyal & Adam V. Reed & Esad Smajlbegovic & Amar Soebhag
- 24-74 Opioid Crisis and Firm Downside Tail Risks: Evidence from the Option Market
by Jie Cao & Amit Goyal & Yajing (Stella) Wang & Xintong Zhan & Weiming Elaine Zhang
- 24-73 Allocating Capital to Time: Introducing Credit Migration for Measuring Time-Related Risks
by Hansjoerg Albrecher & Michel M. Dacorogna
- 24-72 Who Invests in What? Public Firms Ownership Around the World
by Ines Chaieb & Vihang R. Errunza & Lucie Y. Lu
- 24-71 Sustainable Investing Home and Abroad
by Ines Chaieb & Vihang R. Errunza & Lucie Y. Lu
- 24-70 Hard to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning
by Francesco Audrino & Jonathan Chassot
- 24-69 Does sentiment help in asset pricing? A novel approach using large language models and market-based labels
by Jule Schuettler & Francesco Audrino & Fabio Sigrist
- 24-68 Quantifying Uncertainty: A New Era of Measurement through Large Language Models
by Francesco Audrino & Jessica Gentner & Simon Stalder
- 24-67 A New Test for an Old Puzzle
by Lorenzo Bretscher & Peter Feldhütter & Andrew Kane & Lukas Schmid
- 24-66 Distorted Beliefs and Asset Prices
by Lorenzo Bretscher & Aytek Malkhozov & Andrea Tamoni & Haoxi Yang
- 24-65 Monetary Policy Transmission with Adjustable and Fixed-Rate Mortgages: The Role of Credit Supply
by Fatih Altunok & Yavuz Arslan & Steven Ongena
- 24-64 Banking on Deposit Relationships: Implications for Hold-Up Problems in the Loan Market
by Jin Cao & Emilia Garcia-Appendini & Cédric Huylebroek
- 24-63 Structural Volatility Impulse Response Analysis
by Matthias R. Fengler & Jeannine Polivka
- 24-62 Real Estate in Liability-Driven Investment: The Case of U.S. Pension Funds
by Louis Johner & Martin Hoesli
- 24-61 The Performance of FDIC-Identified Community Banks
by Athina Petropoulou & Vasileios Pappas & Steven Ongena & Dimitrios Gounopoulos & Richard J. Fairchild
- 24-60 Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels
by Damir Filipović & Paul Schneider
- 24-59 Battle of Transformers: Adversarial Attacks on Financial Sentiment Models
by Aysun Can Turetken & Markus Leippold
- 24-58 The Effect of Unconventional Fiscal Policy on Consumption -New Evidence based on Transactional Data
by Winfried Koeniger & Peter Kress
- 24-57 The Impact of Sustainable Finance Literacy on Investment Decisions
by Massimo Filippini & Markus Leippold & Tobias Wekhof
- 24-56 Rewiring Supply Chains Through Uncoordinated Climate Policy
by Emanuela Benincasa & Olimpia Carradori & Miguel A. Ferreira & Emilia Garcia-Appendini
- 24-55 Proxy-identification of a structural MGARCH model for asset returns
by Matthias R. Fengler & Jeannine Polivka
- 24-54 Discretionary Administrative Power and Conflicts of Interest in China's IPO Approvals
by Heng Geng & Harald Hau & Hanzhang Zheng
- 24-53 Pricing of risk in credit and equity index options-A role for option order flow?
by Pierre Collin-Dufresne & Anders B. Trolle
- 24-52 Hunting for Dollars
by Peteris Kloks & Edouard Mattille & Angelo Ranaldo
- 24-51 Analysis of the leading Bitcoin forum with large language models highlights the enduring and substantial carbon footprint of Bitcoin
by Cyrille Grumbach & Didier Sornette
- 24-50 Adaptive joint distribution learning
by Damir Filipović & Michael D. Multerer & Paul Schneider
- 24-49 The Volatility of Listed Real Estate in Europe and Portfolio Implications
by Martin Hoesli & Louis Johner & Zhaklin Krayushkina
- 24-48 Multiple Outlier Detection in Samples with Exponential & Pareto Tails
by Didier Sornette & Ran Wei
- 24-47 Smoothing Out Momentum and Reversal
by Soros Chitsiripanich & Marc S. Paolella & Pawel Polak & Patrick S. Walker
- 24-46 Climate Change and Bank Deposits
by Özlem Dursun-de Neef & Steven Ongena
- 24-45 Beyond Peers: Cross-Industry Competition and Strategic Financing
by Boris Nikolov & Norman Schuerhoff & Zepeng Wang
- 24-44 Performance and Challenges of Net-Zero Strategies in the Context of the EU Regulation
by Fabio Alessandrini & Eric Jondeau & Lou-Salomé Vallée
- 24-43 Too-big-to-strand? Bond versus bank financing in the transition to a low-carbon economy
by Winta Beyene & Manthos D. Delis & Kathrin de Greiff & Steven Ongena
- 24-42 Fundamental properties of linear factor models
by Damir Filipović & Paul Schneider
- 24-41 Pay transparency, bank and non-bank employment, and loan performance
by Piotr Danisewicz & Steven Ongena
- 24-40 Do Banks Price Environmental Risk? Only When Local Beliefs are Binding!
by Irem Erten & Steven Ongena
- 24-39 Understanding Reputational Risks: The Impact of ESG Events on European Banks
by Erdinc Akyildirim & Shaen Corbet & Steven Ongena & David Staunton
- 24-38 Who monitors climate risk of financial institutions? Evidence from catastrophe risks in insurance
by Christoph Basten & Anastasia V. Kartasheva
- 24-37 The Collateral Spread Puzzle: Why Do Repo Rates Often Exceed Unsecured Rates?
by Kjell G. Nyborg
- 24-36 Monetary Policy Transmission Through Cross-Selling Banks
by Christoph Basten & Ragnar Juelsrud
- 24-35 The Value of NGOs in ESG
by Janja Brendel & Cai Chen & Thomas Keusch & Zacharias Sautner
- 24-34 U.S. and European Listed Real Estate as an Inflation Hedge
by Jan Muckenhaupt & Martin Hoesli & Bing Zhu
- 24-33 Deep LPPLS: Forecasting of temporal critical points in natural, engineering and financial systems
by Joshua Nielsen & Didier Sornette & Maziar Raissi
- 24-32 Modelling risk sharing and impact on systemic risk
by Walter Farkas & Patrick Lucescu
- 24-31 Overconfident Bank CEOs: Risk Amplification Amid Economic Uncertainty
by Kwabena Aboah Addo & Shams Pathan & Steven Ongena
- 24-30 How good are LLMs in risk profiling?
by Thorsten Hens & Trine Nordlie
- 24-29 Blockchain Currency Markets
by Angelo Ranaldo & Ganesh Viswanath-Natraj & Junxuan Wang
- 24-28 Monetary Conditions and Community Redistribution through Mortgage Markets
by Manish Gupta & Steven Ongena
- 24-27 Incomplete financial markets, the social cost of carbon and constrained efficient carbon pricing
by Felix Kubler
- 24-26 Institutional Investors and the Fight Against Climate Change
by Thea Kolasa & Zacharias Sautner
- 24-25 Technology Entrepreneurs' Environmental Commitments and Crowdfunding Outcomes
by Vesa Pursiainen & Meichen Qian & Dragon Yongjun Tang
- 24-24 Examining the Relationship between Bank Reputational Disaster and Sponsored Money Market Fund Flows
by Erdinc Akyildirim & Shaen Corbet & Steven Ongena & David Staunton
- 24-23 Good and Bad Credit Growth: Sectoral Credit Allocation and Systemic Risk
by Alin Marius Andries & Steven Ongena & Nicu Sprincean
- 24-22 Climate Transition Beliefs
by Marco Ceccarelli & Stefano Ramelli
- 24-21 Paying Too Much? Borrower Sophistication and Overpayment in the US Mortgage Market
by Neil Bhutta & Andreas Fuster & Aurel Hizmo
- 24-20 Household Belief Formation in Uncertain Times
by Luca Gemmi & Roxana Mihet
- 24-19 CEOs Showing Humanity: Human Care Statements in Conference Calls and Stock Market Performance During Crisis
by Lauren C. Howe & Laura Giurge & Alexander F. Wagner & Jochen I. Menges
- 24-18 Green Innovations - Do patents pay off for the environment or for the investors?
by Malte Schlosser & Ester Trutwin & Thorsten Hens
- 24-17 The Price of Money: The Reserves Convertibility Premium over the Term Structure
by Kjell G. Nyborg & Jiri Woschitz
- 24-16 Pension Liquidity Risk
by Kristy Jansen & Sven Klingler & Angelo Ranaldo & Patty Duijm
- 24-15 Sovereign debt sustainability, the carbon budget and climate damages
by Caterina Seghini
- 24-14 Corporate Climate Lobbying
by Markus Leippold & Zacharias Sautner & Tingyu Yu
- 24-13 Political uncertainty and currency markets
by Markus Leippold & Felix Matthys & Philippe Mueller & Michal Svaton
- 24-12 Scheduling Processes and Inference of Scheduled Events From Price Data
by Markus Leippold & Michal Svaton
- 24-11 Do “Too-Big-To-Fail” Banks Receive Preferential Treatment in Bailouts? Surprising Results from a Cross-Country Analysis
by Allen N. Berger & Simona Nistor & Steven Ongena & Sergey Tsyplakov
- 24-10 An averaging framework for minimum-variance portfolios: Optimal rules for combining portfolio weights
by Roland Füss & Thorsten Glück & Christian Koeppel & Felix Miebs
- 24-09 Cyclical systemic risk and banks’ vulnerability
by Alona Shmygel & Steven Ongena
- 24-08 Sparse spanning portfolios and under-diversification with second-order stochastic dominance
by Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou
- 24-07 Sparse Portfolio Selection via Topological Data Analysis based Clustering
by Anubha Goel & Damir Filipović & Puneet Pasricha
- 24-06 Asset Life, Leverage, and Debt Maturity Matching
by Thomas Geelen & Jakub Hajda & Erwan Morellec & Adam Winegar
- 24-05 Investments and Asset Pricing in a World of Satisficing Agents
by Tony Berrada & Peter Bossaerts & Giuseppe Ugazio
- 24-04 The Impact of Climate Engagement: A Field Experiment
by Florian Heeb & Julian F Kölbel
- 24-03 Robust difference-in-differences analysis when there is a term structure
by Kjell G. Nyborg & Jiri Woschitz
- 24-02 Scaling Laws And Statistical Properties of The Transaction Flows And Holding Times of Bitcoin
by Didier Sornette & Yu Zhang
- 24-01 An Intermediation-Based Model of Exchange Rates
by Semyon Malamud & Andreas Schrimpf & Yuan Zhang
2023
Printed from https://ideas.repec.org/s/chf/rpseri.html
