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
2022
2021
- 21-97 Why Do Firms Issue Green Bonds?
by Julien Xavier Daubanes & Shema Frédéric Mitali & Jean-Charles Rochet
- 21-96 A model of financial bubbles and drawdowns with non-local behavioral self-referencing
by Yannick Malevergne & Didier Sornette & Ran Wei
- 21-95 Machine Learning for Predicting Stock Return Volatility
by Damir Filipović & Amir Khalilzadeh
- 21-94 Bubbles for Fama from Sornette
by Dongshuai Zhao, CFA & Didier Sornette
- 21-93 Mean-Covariance Robust Risk Measurement
by Viet-Anh Nguyen & Soroosh Shafieezadeh Abadeh & Damir Filipović & Daniel Kuhn
- 21-92 Privacy Laws and Value of Personal Data
by Mehmet Canayaz & Ilja Kantorovitch & Roxana Mihet
- 21-91 Building Benchmarks Portfolios with Decreasing Carbon Footprints
by Eric Jondeau & Benoît Mojon & Luiz A. Pereira da Silva
- 21-90 The Virtue of Complexity in Machine Learning Portfolios
by Bryan T. Kelly & Semyon Malamud & Kangying Zhou
- 21-89 Portfolio Diversification across U.S. Gateway and Non-Gateway Real Estate Markets
by Martin Hoesli & Louis Johner
- 21-88 Deep Hedging under Rough Volatility
by Blanka Horvath & Josef Teichmann & Zan Zuric
- 21-87 Illiquidity and the Cost of Equity Capital: Evidence from Actual Estimates of Capital Cost for U.S. Data
by Amit Goyal & Avanidhar Subrahmanyam & Bhaskaran Swaminathan
- 21-86 Picking Partners: Manager Selection in Private Equity
by Amit Goyal & Sunil Wahal & M. Deniz Yavuz
- 21-85 A Comprehensive Look at the Empirical Performance of Equity Premium Prediction II
by Amit Goyal & Ivo Welch & Athanasse Zafirov
- 21-84 How Do ESG Incidents Affect Firm Value?
by François Derrien & Philipp Krueger & Augustin Landier & Tianhao Yao
- 21-83 Structured Additive Regression and Tree Boosting
by Michael Mayer & Steven C. Bourassa & Martin Hoesli & Donato Scognamiglio
- 21-82 Screening and Monitoring Corporate Loans
by Sebastian Gryglewicz & Simon Mayer & Erwan Morellec
- 21-81 CBDC as Imperfect Substitute for Bank Deposits: A Macroeconomic Perspective
by Philippe Bacchetta & Elena Perazzi
- 21-80 Can Sticky Portfolios Explain International Capital Flows and Asset Prices?
by Philippe Bacchetta & Margaret Davenport & Eric van Wincoop
- 21-79 Does Board Overlap Promote Coordination Between Firms?
by Heng Geng & Harald Hau & Roni Michaely & Binh Nguyen
- 21-78 Optimal Investment and Equilibrium Pricing under Ambiguity
by Michail Anthropelos & Paul Schneider
- 21-77 ESG Screening in the Fixed-Income Universe
by Fabio Alessandrini & David Baptista Balula & Eric Jondeau
- 21-76 Multi-asset financial bubbles in an agent-based model with noise traders’ herding described by an n-vector Ising model
by Davide Cividino & Rebecca Westphal & Didier Sornette
- 21-75 Adapting lending policies in a “negative-for-long” scenario
by Oscar Arce & Miguel Garcia-Posada & Sergio Mayordomo & Steven Ongena
- 21-74 The Price of Money: How Collateral Policy Affects the Yield Curve
by Kjell G. Nyborg & Jiri Woschitz
- 21-73 Heterogeneous Tail Generalized Common Factor Modeling
by Simon Hediger & Jeffrey Näf & Marc S. Paolella & Pawel Polak
- 21-72 FinTech Lending
by Tobias Berg & Andreas Fuster & Manju Puri
- 21-71 Flow-Driven ESG Returns
by Philippe van der Beck
- 21-70 Multi-Signal Approaches for Repeated Sampling Schemes in Inertial Sensor Calibration
by Gaetan Bakalli & Davide Cucci & Ahmed Radi & Naser El-Sheimy & Roberto Molinari & O. Scaillet & Stéphane Guerrier
- 21-69 Persuasion by Dimension Reduction
by Semyon Malamud & Andreas Schrimpf
- 21-68 Expectations and Aggregate Risk
by Lorenzo Bretscher & Aytek Malkhozov & Andrea Tamoni
- 21-67 Counteroffers and Price Descrimination in Mortgage Lending
by Steven Ongena & Florentina Paraschiv & Endre J Reite
- 21-66 The countercyclical capital buffer and the composition of bank lending
by Raphael Auer & Alexandra Matyunina & Steven Ongena
- 21-65 Various Course Proposals for: Mathematics with a View Towards (the Theoretical Underpinnings of) Machine Learning
by Marc S. Paolella
- 21-64 The Impact of Monetary Conditions on Bank Lending to Households
by Gyozo Gyongyosi & Steven Ongena & Ibolya Schindele
- 21-63 Climate-Related Disasters and the Death Toll
by Valérie Chavez-Demoulin & Eric Jondeau & Linda Mhalla
- 21-62 Hedonic Models and Market Segmentation
by Steven C. Bourassa & Martijn Dröes & Martin Hoesli
- 21-61 Scale Effects on Efficiency and Profitability in the Swiss Banking Sector
by Marc Blatter & Andreas Fuster
- 21-60 Dynamic Currency Hedging with Ambiguity
by Pawel Polak & Urban Ulrych
- 21-59 Greening the Swiss National Bank's Portfolio
by Rüdiger Fahlenbrach & Eric Jondeau
- 21-58 Capital Requirements and Claims Recovery: A New Perspective on Solvency Regulation
by Cosimo Munari & Stefan Weber & Lutz Wilhelmy
- 21-57 Limited Liability and the Demand for Coinsurance by Individuals and Corporations
by Andrea Bergesio & Pablo Koch-Medina & Cosimo Munari
- 21-56 Deposit Insurance, Bank Ownership and Depositor Behavior
by Sumeyra Atmaca & Karolin Kirschenmann & Steven Ongena & Koen J. L. Schoors
- 21-55 Bank Credit and Market-Based Finance for Corporations: The Effects of Minibond Issuances
by Steven Ongena & Sara Pinoli & Paola Rossi & Alessandro Scopelliti
- 21-54 Economic Support during the COVID Crisis. Quantitative Easing and Lending Support Schemes in the UK
by Mahmoud Fatouh & Simone Giansante & Steven Ongena
- 21-53 Universal Time Preference
by Marc Oliver Rieger & Thorsten Hens & Mei Wang
- 21-52 The Long-Term Effects of Capital Requirements
by Gianni De Nicolo & Nataliya Klimenko & Sebastian Pfeil & Jean-Charles Rochet
- 21-51 Smart Stochastic Discount Factors
by Sofonias A. Korsaye & Alberto Quaini & Fabio Trojani
- 21-50 Significant Hot Hand Effect in International Cricket
by Sumit Kumar Ram & Shyam Nandan & Didier Sornette
- 21-49 Estimation and Comparison Between Rank-Dependent Expected Utility, Cumulative Prospect Theory and Quantum Decision Theory
by Giuseppe Ferro & Tatyana Kovalenko & Didier Sornette
- 21-48 Pricing Event Risk: Evidence from Concave Implied Volatility Curves
by Lykourgos Alexiou & Amit Goyal & Alexandros Kostakis & Leonidas Rompolis
- 21-47 FinTech Credit and Entrepreneurial Growth
by Harald Hau & Yi Huang & Hongzhe Shan & Zixia Sheng
- 21-46 Relationship Capital and Financing Decisions
by Thomas Geelen & Erwan Morellec & Natalia Rostova
- 21-45 Constrained Polynomial Likelihood
by Caio Almeida & Paul Schneider
- 21-44 The Effects of Mandatory ESG Disclosure Around the World
by Philipp Krueger & Zacharias Sautner & Dragon Yongjun Tang & Rui Zhong
- 21-43 Do we need dealers in OTC markets?
by Terrence Hendershott & Dmitry Livdan & Norman Schürhoff
- 21-42 What Is the Impact of Mutual Funds' ESG Preferences on Portfolio Firms?
by Maxime Couvert
- 21-41 How Resilient is Mortgage Credit Supply? Evidence from the Covid-19 Pandemic
by Andreas Fuster & Aurel Hizmo & Lauren Lambie-Hanson & James I. Vickery & Paul Willen
- 21-40 The Effect of Board Overlap on Firm Behavior
by Heng Geng & Harald Hau & Roni Michaely & Binh Nguyen
- 21-39 Unlocking ESG Premium from Options
by Jie Cao & Amit Goyal & Xintong Zhan & Weiming Elaine Zhang
- 21-38 A Theory of Debt Accumulation and Deficit Cycles
by Antonio Mele
- 21-37 Disasters, Large Drawdowns, and Long-term Asset Management
by Eric Jondeau & Alexandre Pauli
- 21-36 “Salvation and Profit”: Deconstructing the Clean-Tech Bubble
by Vincent Giorgis & Tobias Huber & Didier Sornette
- 21-35 Excess financial volatility explained by endogenous excitations revealed by EM calibrations of a generalized Hawkes point process
by Alexander Wehrli & Didier Sornette
- 21-34 ALIENs and Continuous Time Economies
by Goutham Gopalakrishna
- 21-33 Event studies on investor sentiment
by Marc-Aurèle Divernois & Damir Filipović
- 21-32 Revisiting metropolitan house price-income relationships
by Elias Oikarinen & Steven C. Bourassa & Martin Hoesli & Janne Engblom
- 21-31 Squeezing Shorts Through Social News Platforms
by Angel Tengulov & Franklin Allen & Eric Nowak & Matteo Pirovano
- 21-30 The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times
by Ruggero Jappelli & Loriana Pelizzon & Alberto Plazzi
- 21-29 Strategic Similarity in Mergers and Acquisitions
by Tina Oreski
- 21-28 Information Pools and Insider Trading: A Snapshot of America's Financial Elite
by Antoine Didisheim & Luciano Somoza
- 21-27 The Performance of Non-Listed Opportunity Real Estate Funds in China
by Graeme Newell & Jufri Marzuki & Martin Hoesli & Rose Neng Lai
- 21-26 ICO Analysts
by Andreas Barth & Valerie Laturnus & Sasan Mansouri & Alexander F. Wagner
- 21-25 Central Bank Digital Currency and Balance Sheet Policy
by Martina Fraschini & Luciano Somoza & Tammaro Terracciano
- 21-24 Dynamical Internal Cost of Capital Driven by Cash Flow Growth
by David Solo & Didier Sornette & Florian Ulmann
- 21-23 Direct democracy, corporate political strategy, and firm value
by Rüdiger Fahlenbrach & Alexei V. Ovtchinnikov & Philip Valta
- 21-22 Greening (Runnable) Brown Assets with a Liquidity Backstop
by Eric Jondeau & Benoît Mojon & Cyril Monnet
- 21-21 Backcasting, Nowcasting, and Forecasting Residential Repeat-Sales Returns: Big Data meets Mixed Frequency
by Matteo Garzoli & Alberto Plazzi & Rossen I. Valkanov
- 21-20 How Green FinTech Can Alleviate the Impact of Climate Change—The Case of Switzerland
by Thomas Puschmann & Christian Hoffmann & Valentyn Khmarskyi
- 21-19 Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks affects the CDS Term Structure
by Julian F Kölbel & Markus Leippold & Jordy Rillaerts & Qian Wang
- 21-18 Risk & Returns around Fomc Press Conferences: A Novel Perspective from Computer Vision
by Alexis Marchal
- 21-17 The Sustainability Wage Gap
by Philipp Krueger & Daniel Metzger & Jiaxin Wu
- 21-16 Can the variance after-effect distort stock returns?
by Tony Berrada
- 21-15 Optimal Transport of Information
by Semyon Malamud & Anna Cieslak & Andreas Schrimpf
- 21-14 Mispricing and Uncertainty in International Markets
by Mirela Sandulescu & Paul Schneider
- 21-13 Asymmetric information and the securitization of SME loans
by Ugo Albertazzi & Margherita Bottero & Leonardo Gambacorta & Steven Ongena
- 21-12 The Equity Market Implications of the Retail Investment Boom
by Philippe van der Beck & Coralie Jaunin
- 21-11 Self-inflicted Debt Crises
by Theodosios Dimopoulos & Norman Schürhoff
- 21-10 (In)efficient repo markets
by Tobias Dieler & Loriano Mancini & Norman Schürhoff
- 21-09 A penalized two-pass regression to predict stock returns with time-varying risk premia
by Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet
- 21-08 Commercial Real Estate Prices and Covid-19
by Martin Hoesli & Richard Malle
- 21-07 Institutional Corporate Bond Demand
by Lorenzo Bretscher & Lukas Schmid & Ishita Sen & Varun Sharma
- 21-06 Marking to Market Corporate Debt
by Lorenzo Bretscher & Peter Feldhütter & Andrew Kane & Lukas Schmid
- 21-05 COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission
by Lorenzo Bretscher & Alex Hsu & Peter Simasek & Andrea Tamoni
- 21-04 Financial Technology and the Inequality Gap
by Roxana Mihet
- 21-03 Competition for Attention in the ETF Space
by Itzhak Ben-David & Francesco A. Franzoni & Byungwook Kim & Rabih Moussawi
- 21-02 Product Market Strategy and Corporate Policies
by Jakub Hajda & Boris Nikolov
- 21-01 The Value of Intermediation in the Stock Market
by Marco Di Maggio & Mark Egan & Francesco A. Franzoni
2020
Printed from https://ideas.repec.org/s/chf/rpseri3.html
