Publications

N°23-41: A Parsimonious Inverse Cox-Ingersoll-Ross Process for Financial Price Modeling

D. Sornette, L. Lin
Working Papers
31 May 2023

N°23-40: Monetary Policy, HTM Securities, and Uninsured Deposit Withdrawals

S. Ongena, Ö. Dursun-de Neef, A. Schandlbauer
Working Papers
30 May 2023

N°23-39: Mixed-Frequency Predictive Regressions with Parameter Learning

M. Leippold, H. Yang
Working Papers
29 May 2023

N°23-38: Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands

P. Collin-Dufresne, K. D. Daniel, M. Saglam
Working Papers
26 May 2023

N°23-37: How Do Firms Choose Between Growth and Efficiency?

L. Frésard, L. Mancini, D. Sinno, E. J. Schroth
Working Papers
25 May 2023

N°23-36: Economic Consequences of Banks’ Use of their Discretion over the Accounting and Regulatory Treatment of Investment Securities

M. Arnold, M. Dong, R. Oberson
Working Papers
24 May 2023

N°23-35: Do Loans Carry a Control Spread? Evidence from the Allocation of Control Rights Across Creditors

M. Arnold, N. Kollmann, A. Tengulov
Working Papers
23 May 2023

N°23-34: Discount Models

D. Filipović
Working Papers
22 May 2023

N°23-33: The Role of External Reviews in the Corporate Green Bond Process

F. Eugster, T. Dinh, A. Husmann
Working Papers
19 May 2023

Illiquidity and Higher Cumulants

S. Malamud, S. Glebkin, A. Teguia
Academic Publications
17 May 2023

Infrequent Random Portfolio Decisions in an Open Economy Model

P. Bacchetta, E. van Wincoop, E. R.Young
Academic Publications
16 May 2023

N°23-32: The Credit Suisse CoCo Wipeout: Facts, Misperceptions, and Lessons for Financial Regulation

A. Kartasheva , P. Bolton, W. Jiang
Working Papers
11 May 2023

Updated Global Financial Regulation, Transparency, and Compliance Index (GFRTCI)

The updated, 2023 SFI GFRTCI shows only small changes compared to last year's edition. Nine of the t...
M. Bürgi, M. Mishra, S. Ongena
Public Discussion Notes
10 May 2023

N°23-31: Asset Pricing in a Low Rate Environment

F. Kübler, M. Azinovic, H. Cole
Working Papers
10 May 2023

N°23-30: Finfluencers

N. Schürhoff, A. Kakhbod, S. M. Kazempour, D. Livdan
Working Papers
25 April 2023
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