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Description: This series contains research or working paper published in the Swiss Finance Institute
Series handle: RePEc:chf:rpseri
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Content
2026
2025
- 25-110 Deep Learning for Art Market Valuation
by Jianping Mei & Michael Moses & Jan Wàlty & Yucheng Yang
- 25-109 Structural Reinforcement Learning for Heterogeneous Agent Macroeconomics
by Yucheng Yang & Chiyuan Wang & Andreas Schaab & Benjamin Moll
- 25-108 Fixed-Income Pricing and the Replication of Liabilities
by Damir Filipović
- 25-107 The Impact of Credit Default Swaps on Systemic Risk: Macroprudential Solvency and Liquidity Stress Testing
by Walter Farkas & Fabian Sandmeier
- 25-106 Limits To (Machine) Learning
by Zhimin Chen & Bryan T. Kelly & Semyon Malamud
- 25-105 Passive Investors and Loan Spreads
by Konrad Adler & Sebastian Doerr & Xingyu Sonya Zhu
- 25-104 Market-Based Green Firms
by Konrad Adler & Oliver Rehbein & Matthias Reiner & Jing Zeng
- 25-103 Organizational Ethics in Action: The Use of Contemplation Questions as Decision Aids in Large Companies
by Baiba Renerte & Malte Baader & Carmen Tanner & Alexander F. Wagner & Nicole Witt
- 25-102 Fiscal Imbalances and Asset Returns: Cross-Sector Fluctuations under the Aggregate Budget Constraint
by Junxiong Gao & Alberto Plazzi & Rossen I. Valkanov & Yan Xu
- 25-101 Who Pays for Higher Energy Prices? Distributional Effects in the Housing Market
by Francisco Amaral & Steffen Zetzmann
- 25-100 Passive Ownership and Corporate Bond Lending
by Amit Goyal & Yoshio Nozawa & Yancheng Qiu
- 25-99 Dividend-Price Ratios and Payout Constraints
by Ivo Welch & Amit Goyal
- 25-98 Biodiversity Impacts of Renewable Energy
by Haozhou Gong & Chen Lin & Zacharias Sautner & Thomas Schmid
- 25-97 Benign Granularity in Asset Markets
by Sergei Glebkin & Semyon Malamud & Alberto Mokak Teguia
- 25-96 Understanding The Virtue of Complexity
by Bryan T. Kelly & Semyon Malamud
- 25-95 What 200 Years of Data Tell Us About the Predictive Variance of Long-Term Bonds
by Pasquale Della Corte & Can Gao & Daniel P. A. Preve & Giorgio Valente
- 25-94 ChatGPT in Systematic Investing - Enhancing Risk-Adjusted Returns with LLMs
by Nikolas Anic & Andrea Barbon & Ralf Seiz & Carlo Zarattini
- 25-93 Entry and Acquisitions in Software Markets
by Luise Eisfeld
- 25-92 Pricing, Returns, and Sources of Value Creation in Buyouts
by Roland Füss & Stefan Morkoetter & Dominic Rainsborough & Tereza Tykvova
- 25-91 The Volatility Edge, A Dual Approach For VIX ETNs Trading
by Carlo Zarattini & Andrew Aziz & Antonio Mele
- 25-90 Demand-based Expected Returns
by Alessandro Crescini & Fabio Trojani & Andrea Vedolin
- 25-89 What drives sustainable institutional engagement and voting behavior?
by Martin Nerlinger & Martin Rohleder & Marco Wilkens & Jonas Zink
- 25-88 How does Competition Affect Firms' Carbon Performance? Firm-Level Evidence from Tariff Cuts
by Manuel C. Kathan & Raphaela Roeder & Sebastian Utz & Martin Nerlinger
- 25-87 Learning the Stochastic Discount Factor via Nonparametric Option Portfolios
by Emanuele Luzzi & Paul Schneider & Rohan Sen
- 25-86 Corporate Nature Risk Perceptions
by Snorre Gjerde & Zacharias Sautner & Alexander F. Wagner & Alexis Wegerich
- 25-85 Do Investors care about the Rainforest? Evidence from Voluntary Carbon Offsets around the World
by Franklin Allen & Patrick Behr & Riccardo Cosenza & Eric Nowak
- 25-84 The Size and Composition of Global Commercial Real Estate Markets
by Martin Hoesli & Richard Malle
- 25-83 Energy Saving Innovation, Vintage Capital, and the Green Transition
by Christian Keuschnigg & Giedrius Kazimieras Stalenis
- 25-82 Using Machine Learning to Compute Constrained Optimal Carbon Tax Rules
by Felix Kubler & Simon Scheidegger & Oliver Surbek
- 25-81 Shareholder Activism, Takeovers, and Managerial Discipline
by Francesco Celentano & Oliver Levine
- 25-80 Catching Crypto Trends; A Tactical Approach for Bitcoin and Altcoins
by Carlo Zarattini & Alberto Pagani & Andrea Barbon
- 25-79 Auditor Stock Ownership, Investment Returns, and Audit Quality
by Henrik Nilsson & Jenni Kallunki & Florian Eugster & Ann Vanstraelen
- 25-78 Mental Framing Effects in Dynamic Portfolio Choice
by Enrico G. De Giorgi & Thierry Post & Askhat Omar
- 25-77 A Bound on Price Impact and Disagreement
by Philippe van der Beck & Lorenzo Bretscher & Julie Zhiyu Fu
- 25-76 Institutional Investor Engagement: From Climate to Nature Risks
by Zacharias Sautner
- 25-75 Climate Transition Risks and Bank Liquidity Creation: Adapting to Regulatory Shocks
by Francisco González & Md Rajib Kamal & Steven Ongena & Shams Pathan
- 25-74 The Dual Strategy of Exclusion and Engagement: Impact on Asset Prices and Green Transition
by Madhushree Ayalasomayajula & Eric Jondeau
- 25-73 Is AI Trained on Public Money? Evidence from US Data Centers
by Adam Feher & Emilia Garcia-Appendini & Roxana Mihet
- 25-72 Beyond Words: Fed Chairs' Voice Sentiments and US Bank Stock Price Crash Risk
by Dimitrios Anastasiou & Apostolos G. Katsafados & Steven Ongena & Christos Tzomakas
- 25-71 Tariffs, Corporate Cash Holdings, and Innovation
by Konrad Adler & JaeBin Ahn & Mai Dao
- 25-70 Financial Covenants, Firm Financing, and Investment
by Konrad Adler
- 25-69 Cybersecurity and Bank Distance-to-Default
by Yuna Heo
- 25-68 Natural Disasters and the Real Effect of Skilled Labor Mobility
by Yuna Heo & S. Ghon Rhee
- 25-67 Corporate Opportunity Waiver Laws Did Not Produce Disloyal Managers
by Heng Geng & Harald Hau & Pengfei Liu
- 25-66 Green Silence: Double Machine Learning Carbon Emissions Under Sample Selection Bias
by Cathy Yi‐Hsuan Chen & Abraham Lioui & O. Scaillet
- 25-65 Dollar Funding Fragility and non-US Global Banks
by Philippe Bacchetta & J. Scott Davis & Eric van Wincoop
- 25-64 Geopolitical Risk and Domestic Bank Deposits
by Theodore Kapopoulos & Dimitrios Anastasiou & Steven Ongena & Athanasios Sakkas
- 25-63 Stickiness in Bank Credit Ratings
by Dimitrios Anastasiou & Antonis Ballis & Christos Ioannidis & Steven Ongena & Emmanouil Sifodaskalakis
- 25-62 The Pricing of Profit Shifting
by Fotis Delis & Manthos D. Delis & Sotirios Kokas & Luc Laeven & Steven Ongena
- 25-61 When No News is Good News: Multidimensional Heterogeneous Beliefs in Financial Markets
by Can Gao & Brandon Yueyang Han
- 25-60 Locally adaptive modeling of unconditional heteroskedasticity
by Matthias R. Fengler & Bruno Jäger & Ostap Okhrin
- 25-59 Addressing Anticipation Effects in Finance
by Tomislav Ladika & Elisa Pazaj & Zacharias Sautner
- 25-58 Insurers' Carbon Underwriting Policies
by Olimpia Carradori & Felix von Meyerinck & Zacharias Sautner
- 25-57 The Leverage of Hedge Funds and the Risk of Their Prime Brokers
by Ariston Karagiorgis & Dimitrios Anastasiou & Konstantinos Drakos & Steven Ongena
- 25-56 AI Employment and Political Risk Disclosures in Earnings Calls
by Erdinc Akyildirim & Gamze Ozturk Danisman & Steven Ongena
- 25-55 Heterogeneous Beliefs Recovery
by Julien Hugonnier & Darius Nik Nejad
- 25-54 Biodiversity Risk and Small Business Lending
by Duc Duy Nguyen & Steven Ongena & Shusen Qi & Vathunyoo Sila & Yibing Wang
- 25-53 Kernel Density Machines
by Damir Filipović & Paul Schneider
- 25-52 Quo Vadis? Bank Closures, Firm Performance, and New Bank-Firm Relationships
by Roman Goncharenko & Mikhail Mamonov & Steven Ongena & Svetlana Popova & Natalia Turdyeva
- 25-51 Training NTK to Generalize with KARE
by Johannes Schwab & Bryan T. Kelly & Semyon Malamud & Teng Andrea Xu
- 25-50 Transfer Learning Across Fixed-Income Product Classes
by Nicolas Camenzind & Damir Filipović
- 25-49 Digital Washing under Conflicting Institutional Logics: Evidence from China
by Tami Dinh & Florian Eugster & Zhongze Li & Yuchen Wu & Yi Zhang
- 25-48 A Lagrangian Approach to Optimal Lotteries in Non-Convex Economies
by Chengfeng Shen & Felix Kubler & Yucheng Yang & Zhennan Zhou
- 25-47 AI for Climate Finance: Agentic Retrieval and Multi-Step Reasoning for Early Warning System Investments
by Chiaki Hara & Thorsten Hens
- 25-46 AI for Climate Finance: Agentic Retrieval and Multi-Step Reasoning for Early Warning System Investments
by Saeid Vaghefi & Aymane Hachcham & Veronica Grasso & Jiska Manicus & Nakiete Msemo & Chiara Colesanti Senni & Markus Leippold
- 25-45 Real-Time Climate Controversy Detection
by David Jaggi & Markus Leippold & Tingyu Yu
- 25-44 Firm-Level Nature Dependence
by Alexandre Garel & Arthur Romec & Zacharias Sautner & Alexander F. Wagner
- 25-43 Bank Bond Holdings and Bail-in Regulatory Changes: Evidence from Euro Area Security Registers
by Angie Andrikogiannopoulou & Philipp Krueger & Shema Frédéric Mitali & Filippos Papakonstantinou
- 25-42 Decarbonizing Institutional Investor Portfolios: Helping to Green the Planet or Just Greening Your Portfolio?
by Vaska Atta-Darkua & Simon Glossner & Philipp Krueger & Pedro Matos
- 25-41 Drawing Up the Bill: Are ESG Ratings Related to Stock Returns Around the World?
by Romulo Alves & Philipp Krueger & Mathijs A. van Dijk
- 25-40 The Green Transition: Evidence from Corporate Green Revenues
by Johannes Klausmann & Philipp Krueger & Pedro Matos
- 25-39 Cyberrisk and AI Firms
by Kumar Rishabh & Roxana Mihet & Julian Jang-Jaccard
- 25-38 Bank Bond Holdings and Bail-in Regulatory Changes: Evidence from Euro Area Security Registers
by Carlo Altavilla & Cecilia Melo Fernandes & Steven Ongena & Alessandro Scopelliti
- 25-37 Is It AI or Data That Drives Firm Growth?
by Roxana Mihet & Kumar Rishabh & Orlando Gomes
- 25-36 Socially Responsible Investing in the Political Context
by Marco Ceccarelli & Stefano Ramelli & Anna Vasileva & Alexander F. Wagner
- 25-35 Narratives and Business Creation
by Jonathan Fu & Mrinal Mishra & Steven Ongena
- 25-34 Skilled Banker Mobility and Bank Default
by Yuna Heo & Steven Ongena
- 25-33 Macroprudential Policies and Bank Earnings Management
by Jie Cui & Mamiza Haq & Steven Ongena & Eric K. M. Tan
- 25-32 Generalized Portfolio Sorts for Factor Validation
by Markus Schmid & Daniel Hoechle & Heinz Zimmermann
- 25-31 Navigating Information Imperfections in Commercial Real Estate Pricing
by Martin Hoesli
- 25-30 Climate-Related Financial Policy and Systemic Risk
by Alin Marius Andries & Steven Ongena & Nicu Sprincean
- 25-29 Small is Beautiful, … and Efficient. On the Efficiency Premium of U.S. Community Banks
by Steven Ongena & Vasileios Pappas & Athina Petropoulou
- 25-28 Affordable housing, unaffordable credit? Concentration and high-cost lending for manufactured homes
by Sebastian Doerr & Andreas Fuster
- 25-27 Optimal Maximin GMM Tests for Sphericity in Latent Factor Analysis of Short Panels
by Alain-Philippe Fortin & Patrick Gagliardini & O. Scaillet
- 25-26 A Test of the Efficiency of a Given Portfolio in High Dimensions
by Mikhail Chernov & Bryan T. Kelly & Semyon Malamud & Johannes Schwab
- 25-25 Extreme Rainfall and Municipal Financing: Risk Pricing and Adaptive Mitigation by Sponge Cities
by Li Li & Xiangyang Li & Steven Ongena & Yabin Wang
- 25-24 ESG Ratings, ESG News Sentiment and Firm Credit Risk Perception
by Fangfang Wang & Florina Silaghi & Steven Ongena & Miguel García-Cestona
- 25-23 AI in Corporate Governance: Can Machines Recover Corporate Purpose?
by Boris Nikolov & Norman Schuerhoff & Sam Wagner
- 25-22 From Pledges to Portfolios: Integrating Countries' Climate Commitments into Sovereign Bond Investments
by Fabio Alessandrini & Eric Jondeau & Lou-Salomé Vallée
- 25-21 Paid Sick Leave Mandates and Household Portfolio Choice
by Yibing Wang & Steven Ongena & Duc Duy Nguyen & Tarik Driouchi
- 25-20 Ego versus Environment? How Overconfident Bank CEOs Delay Joining the Green Club That Would Have Them as a Member
by Kwabena A. Addo & Shams Pathan & Steven Ongena
- 25-19 Sticks, Carrots, and Investor Behavior: Evidence from Japan
by Francesco D'Ercole & Kazuo Yamada & Alexander F. Wagner
- 25-18 The Unintended Effects of Ethical Decision Aids in Organizations
by Malte Baader & Maxim Egorov & Baiba Renerte & Carmen Tanner & Alexander F. Wagner & Nicole Witt
- 25-17 The Implications of Faster Lending: Loan Processing Time and Corporate Cash Holdings
by Vesa Pursiainen & Hanwen Sun & Qiong Wang & Guochao Yang
- 25-16 The Carbon Cost of Competitive Pressure
by Vesa Pursiainen & Hanwen Sun & Yue Xiang
- 25-15 Academia Meets Leadership: How Doctoral Degrees Shape CEO Communication and Impact Markets
by Markus Leippold & Qian Wang & Min Yang
- 25-14 Strategic Claim Payment Delays: Evidence from Property and Casualty Insurance
by Chotibhak Jotikasthira & Anastasia Kartasheva & Christian T. Lundblad & Tarun Ramadorai
- 25-13 High-Frequency Estimation of ITÔ Semimartingale Baseline for Hawkes Processes
by Yoann Potiron & O. Scaillet & Vladimir Volkov & Seunghyeon Yu
- 25-12 Effects of Bank Capital Requirements on Lending by Banks and Non-Bank Financial Institutions
by Peter Bednarek & Olga Briukhova & Steven Ongena & Natalja von Westernhagen
- 25-11 Banks’ Stock Market Reaction To Prudential Policy Announcements. The Role Of Central Bank Independence And Financial Stability Sentiment
by Andreea Maura Bobiceanu & Simona Nistor & Steven Ongena
- 25-10 Information Frictions inside a Bank: Evidence from Borrower Switching between Branches
by Di Gong & Steven Ongena & Shusen Qi
- 25-09 House Prices and Systemic Events Over the Last Six Centuries
by Alona Shmygel & Martin Hoesli
- 25-08 Artificial Intelligence Asset Pricing Models
by Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu
- 25-07 Redistributive Inflation and Optimal Monetary Policy
by Yucheng Yang
- 25-06 DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks
by Jiequn Han & Yucheng Yang & Weinan E
- 25-05 Deep Learning for Search and Matching Models
by Jonathan Payne & Adam Rebei & Yucheng Yang
- 25-04 Behavioral Impulse Responses
by Bryan T. Kelly & Semyon Malamud & Emil Siriwardane & Hongyu Wu
- 25-03 The Transmission of Monetary Policy to the Cost of Hedging
by Matthias R. Fengler & Winfried Koeniger & Stephan Minger
- 25-02 Isolating Location Value Using SHAP and Interaction Constraints
by Nicola Stalder & Michael Mayer & Steven C. Bourassa & Martin Hoesli
- 25-01 Sanctions and Knowledge Spillovers
by Kiet Tuan Duong & Steven Ongena & Nam T. Vu & Luu Duc Toan Huynh
2024
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