Publications

Nº 21-70: Multi-Signal Approaches for Repeated Sampling Schemes in Inertial Sensor Calibration

O. Scaillet, G. Bakalli, D. Cuccio, A. Radi, N. El-Sheimy, R. Molinari, S. Guerrier
Working Papers
15 Oct. 2021

Nº 21-69: Persuasion by Dimension Reduction

S. Malamud, A. Schrimpf
Working Papers
14 Oct. 2021

Nº 21-68: Expectations and Aggregate Risk

L. Bretscher, A. Malkhozov, A. Tamoni
Working Papers
4 Oct. 2021

Nº 21-67: Determinants of Price Discrimination and Switching Mortgage Provider under Regulation and Digitalization

S. Ongena, F. Paraschiv, E. J. Reite
Working Papers
28 Sept. 2021

Nº 21-66: The Countercyclical Capital Buffer and the Composition of Bank Lending

S. Ongena, A. Matyunina, R. Auer
Working Papers
10 Sept. 2021

How is Liquidity Priced in Global Markets?

I. Chaieb, V. R. Errunza, H. Langlois
Academic Publications
9 Sept. 2021

SFI Public Discussion Note: Low Interest Rates in a Post-pandemic World

The subject of negative interest rates is a highly controversial one, in Switzerland and abroad. In ...
P. Bacchetta
Public Discussion Notes
8 Sept. 2021

Nº 21-65: Various Course Proposals for: Mathematics with a View Towards (the Theoretical Underpinnings of) Machine Learning

M. Paolella
Working Papers
8 Sept. 2021

Market Efficiency and Limits to Arbitrage: Evidence from the Volkswagen Short Squeeze

E. Nowak, F. Allen, M. Haas, A. Tengulov
Academic Publications
7 Sept. 2021

Nº 21-64: Foreign Currency Mortgages and Monetary Policy: A Heterogeneous Bank‐lending Channel

S. Ongena, G. Gyöngyösi, I. Schindele
Working Papers
6 Sept. 2021

Nº 21-63: Climate-Related Disasters and the Death Toll

E. Jondeau, V. Chavez-Demoulin, L. Mhalla
Working Papers
1 Sept. 2021

Nº 21-62: Hedonic Models and Market Segmentation

M. Hoesli, S. C. Bourassa, M. I. Dröes
Working Papers
26 Aug. 2021

Nº 21-61: Scale Effects on Efficiency and Profitability in the Swiss Banking Sector

A. Fuster, M. Blatter
Working Papers
23 Aug. 2021

Nº 21-60: Dynamic Currency Hedging with Non-Gaussianity and Ambiguity

U. Ulrych, P. Polak
Working Papers
11 Aug. 2021

Nº 21-59: Greening the Swiss National Bank's Portfolio

R. Fahlenbrach, E. Jondeau
Working Papers
10 Aug. 2021
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