Publications

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, 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

Nº 21-58: Capital Requirements and Claims Recovery: A New Perspective on Solvency Regulation

C. Munari, S. Weber, L. Wilhelmy
Working Papers
9 Aug. 2021

Nº 21-57: Limited Liability and the Demand for Coinsurance by Individuals and Corporations

A. Bergesio, P. Koch-Medina, C. Munari
Working Papers
8 Aug. 2021

Nº 21-56: Implicit and Explicit Deposit Insurance and Depositor Behavior

S. Ongena, S. Atmaca, K. Kirschenmann, K. J. L. Schoors
Working Papers
7 Aug. 2021

Nº 21-55: Bank Credit and Market-Based Finance for Corporations: The Effects of Minibond Issuances

S. Ongena, S. Pinoli, P. Rossi, A. Scopelliti
Working Papers
6 Aug. 2021

Nº 21-54: Economic Support during the COVID Crisis. Quantitative Easing and Lending Support Schemes in the UK

S. Ongena, M. Fatouh, S. Giansante
Working Papers
5 Aug. 2021

Nº 21-53: Universal Time Preference

T. Hens, M. O. Rieger, M. Wang
Working Papers
4 Aug. 2021
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