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Publications

Nº 20-18: Spanning Analysis of Stock Market Anomalies under Prospect Stochastic Dominance

O. Scaillet, S. Arvanitis, N. Topaloglou
Working Papers
7 April 2020

Liquidity regimes and optimal dynamic asset

P. Collin-Dufresne, K. Daniel, M. Sağlam
Academic Publications
7 April 2020

Democracy and Credit

S. Ongena, M. D. Delis, and I. Hasan
Academic Publications
7 April 2020

Nº 20-17: Policy Announcement Design

S. Malamud, A. Cieslak, A. Schrimpf
Working Papers
24 March 2020

Nº 20-16: On-Site Inspecting Zombie Lending

S. Ongena
Working Papers
23 March 2020

Nº 20-15: Identifying Empty Creditors with a Shock and Micro-Data

S. Ongena, K. O'Flynn, H. Degryse, Y. Gündüz
Working Papers
20 March 2020

Nº 20-14: On the Fast Track: Information Acquisition Costs and Information Production

R. Michaely, D. Chen, Y. Ma, X. Martin
Working Papers
19 March 2020

Nº 20-13: Do Responsible Investors Invest Responsibly?

P. Krüger, R. Gibson, S. Glossner, P. Matos, T. Steffen
Working Papers
18 March 2020

SFI Public Discussion Note: Negative Interest Rates

P. Bacchetta, M. Bürgi, U. Lendermann
Public Discussion Notes
16 March 2020

Relationship Trading in Over‐the‐Counter Markets

N. Schürhoff, T. Hendershott, D. Li, D. Livdan
Academic Publications
13 March 2020

Nº 20-12: Feverish Stock Price Reactions to COVID-19

A. Wagner, S. Ramelli
Working Papers
13 March 2020

Nº 20-11: Geometric Step Options with Jumps: Parity Relations, PIDEs, and Semi-Analytical Pricing

W. Farkas, L. Mathys
Working Papers
12 March 2020

Higher Bank Capital Requirements and Mortgage Pricing: Evidence from the Counter-Cyclical Capital Buffer

Academic Publications
12 March 2020

Video-Webinar "Meta-Index Finanzregulierung"

Der Schweizer Finanzplatz führt unseren neuen Regulierungsindex an – Top oder Flop? Erfahren Sie meh...
J. Gasser, A. Mettler, C. Roth
Videos
11 March 2020

Nº 20-10: Deep Learning, Jumps, and Volatility Bursts

O. Bashchenko, A. Marchal
Working Papers
11 March 2020

Dr. Cyril Pasche

Senior Director Publications and Topic Development

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Swiss Finance Institute - Geneva

University of Geneva
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Phone: +41 22 379 84 71
E-mail: research@sfi.ch
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Swiss Finance Institute - Zurich

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CH-8006 Zurich

Phone: +41 44 254 30 80
E-mail: info@sfi.ch

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