Nº 20-07: Flooded Through the Back Door: The Role of Bank Capital in Local Shock Spillovers
S. Ongena, O. Rehbein
Working Papers
2 March 2020
Nº 20-06: An Investigation of the Synchronization in Global House Prices
M. Hoesli
Working Papers
27 Feb. 2020
Average Skewness Matters!
Q. Zhang, E. Jondeau, X. Zhu
Academic Publications
19 Feb. 2020
Does the Stock Market Make Firms More Productive?
Z. Wang, B. Bennet, R. M. Stulz
Academic Publications
17 Feb. 2020
Does Protectionist Anti-Takeover Legislation Lead to Managerial
M. Frattaroli
Academic Publications
14 Feb. 2020
Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families
G. Parise, T. Nefedova, A. Eisele, K. Peijnenburg
Academic Publications
13 Feb. 2020
SFI Public Discussion Note: Global Financial Regulation, Transparency, and Compliance Index (GFRTCI)
M. Bürgi, S. Ongena, M. Mishra
Public Discussion Notes
3 Feb. 2020
Nº 20-05: Rational Belief Bubbles
D. Sornette, H.-U. Sohn
Working Papers
3 Feb. 2020
Equity Is Cheap for Large Financial Institutions
A. Plazzi, P. Gandhi, H. Lustig
Academic Publications
25 Jan. 2020
Nº 20-04: Systemic Risk in Networks with a Central Node
D. Filipović, H. Amini, A. Minca
Working Papers
23 Jan. 2020
Nº 20-03: The Valuation of Insurance Liabilities: A Framework Based on First Principles
A. Bergesio, P. Koch-Medina, P. Huber, L. Wilhelmy
Working Papers
14 Jan. 2020
Nº 20-02: Unintended Consequences of the Global Derivatives Market Reform
S. Ongena, P. Gandré, M. Mariathasan, O. Merrouche
Working Papers
13 Jan. 2020
Nº 20-01: A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data
O. Scaillet, D. La Vecchia, A. Moor
Working Papers
7 Jan. 2020
Nº 19-80: Deep Hedging: Hedging Derivatives Under Generic Market Frictions Using Reinforcement Learning
J. Teichmann, H. Buehler, L. Gonon, B. Wood, B. Mohan, J. Kochems
Working Papers
27 Dec. 2019
Nº 19-79: Can Corporate Debt Foster Innovation and Growth?
E. Morellec, T. Geelen, J. Hajda
Working Papers
27 Dec. 2019