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Publikationen

Nº 22-40: Liquidity Provision to Leveraged ETFs and Equity Options Rebalancing Flows: Evidence from End-of-Day Stock Prices

A. Barbon, H. Beckmeyer, A. Buraschi, M. Moerke
Working Papers
29. Apr. 2022

Aktualisierte SFI PDN "Global Financial Regulation, Transparency, and Compliance Index (GFRTCI)"

Die aktualisierte SFI Public Discussion Note 2022 zum GFRTCI zeigt deutliche Verschiebungen in der L...
M. Bürgi, M. Mishra, S. Ongena
Public Discussion Notes
27. Apr. 2022

Nº 22-39: Can the Government Be an Effective Venture Capital Investor?

M. Fraschini, L. Somoza, A. Maino
Working Papers
26. Apr. 2022

Nº 22-38: On The Quality of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges

A. Barbon, A. Ranaldo
Working Papers
25. Apr. 2022

Nº 22-37: Agent-Based Model Generating Stylized Facts of Fixed Income Markets

D. Sornette, A. Kopp, R. Westphal
Working Papers
22. Apr. 2022

Nº 22-36: Economic Policy Uncertainty and the Yield Curve

M. Leippold, F. Matthys
Working Papers
21. Apr. 2022

Nº 22-35: Can Unconventional Monetary Policy Contribute to Climate Action?

A. Eliet-Doillet, A. Maino
Working Papers
20. Apr. 2022

Nº 22-34: On the Directional Destabilizing Feedback Effects of Option Hedging

D. Sornette, F. Ulmann, A. Wehrli
Working Papers
19. Apr. 2022

Nº 22-33: Back to the Roots of Internal Credit Risk Models: Why Do Banks' Risk-Weighted Asset Levels Converge over Time?

S. Ongena, V. Böhnke, F. Paraschiv, E. J. Reite
Working Papers
18. Apr. 2022

Nº 22-32: The Role of the End Time in Experimental Asset Markets

M. Weber, A. Kopányi-Peuker
Working Papers
15. Apr. 2022

Nº 22-31: Beyond Proximity. Fintech, Delegation, and the Spatial Dynamics of the Lending by the U.S. Small Business Administration

S. Ongena, M. Gupta
Working Papers
14. Apr. 2022

Nº 22-30: Ensemble Learning for Portfolio Valuation and Risk Management

D. Filipović, L. Boudabsa
Working Papers
13. Apr. 2022

Nº 22-29: War and Policy: Investor Expectations on the Net-Zero Transition

M. Deng, M. Leippold, A. Wagner, Q. Wang
Working Papers
10. Apr. 2022

Nº 22-28: Domestic Climate Policy and Cross-Border Lending

E. Benincasa, G. Kabas, S. Ongena
Working Papers
29. März 2022

Nº 22-27: The Wealth Creation Effect in Stock Returns

F. Franzoni, D. Obrycki, R. Resendes
Working Papers
14. März 2022

Dr. Cyril Pasche

Senior Director Publications and Topic Development

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Swiss Finance Institute - Genf

Universität Genf
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Fax: +41 22 379 84 77
E-Mail: research@sfi.ch
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CH-8006 Zürich

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Fax: +41 44 254 30 85
E-Mail: info@sfi.ch

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