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Publications

SFI Public Discussion Note: Sustainable Finance in a Shifting World Order

The last three years have seen two "black swan" events: the outbreak of a pandemic and the outbreak ...
A. Wagner
Public Discussion Notes
6 oct. 2022

N°22-78: House Price Bubble Detection in Ukraine

M. Hoesli, A. Shmygel
Working Papers
5 oct. 2022

N°22-77: Can Time-Varying Currency Risk Hedging Explain Exchange Rates?

H. Hau, L. Bräuer
Working Papers
4 oct. 2022

N°22-76: Do Lenders Price the Brown Factor in Car Loans? Evidence from Diesel Cars

W. Beyene, S. Ongena, M. Falagiarda, A. Scopelliti
Working Papers
3 oct. 2022

N°22-75: Movables as Collateral and Corporate Credit: Loan-Level Evidence from Legal Reforms across Europe

S. Ongena, W. Saffar, Y. Sun, L. Wei
Working Papers
14 sept. 2022

N°22-74: External Wealth of Nations and Systemic Risk

S. Ongena, A. M. Andrieș, A. M. Chiper, N. Sprincean
Working Papers
8 sept. 2022

N°22-73: Betting on Homes

R. Füss, M. Fischer, D. Ruf, S. Stehle
Working Papers
7 sept. 2022

N°22-72: Experimental Research on Retirement Decision-Making: Evidence from Reproductions

T. Hens, K. Bachmann, A. Lot, X. Xu
Working Papers
6 sept. 2022

N°22-71: Pricing Autocallables under Local-Stochastic Volatility

W. Farkas, U. Ulrych, F. Ferrari
Working Papers
5 sept. 2022

N°22-70: Quote Competition in Corporate Bonds

N. Schürhoff, T. Hendershott, D. Li, D. Livdan, K. Venkataraman
Working Papers
2 sept. 2022

N°22-69: Comprehensive Empirical Assessment of Nuclear Power Risks

D. Sornette, A. Ayoub
Working Papers
1 sept. 2022

N°22-68: Consumer Privacy and the Value of Consumer Data

R. Mihet, M. Canayaz, I. Kantorovitch
Working Papers
30 août 2022

N°22-67: On the Estimation of Demand-Based Asset Pricing Models

P. Van der Beck
Working Papers
29 août 2022

N°22-66: Building Portfolios of Sovereign Securities with Decreasing Carbon Footprints

E. Jondeau, G. Cheng, B. Mojon
Working Papers
26 août 2022

Nº 22-65: Cross-Selling in Bank-Household Relationships: Mechanisms and Implications for Pricing

R. Juelsrud
Working Papers
22 août 2022

Dr. Cyril Pasche

Senior Director Publications and Topic Development

Sarah Frigg

Program Manager Knowledge Exchange and Education

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E-mail: research@sfi.ch
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Swiss Finance Institute - Zurich

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Fax: +41 44 254 30 85
E-mail: info@sfi.ch

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