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Publications

Nº 22-40: Liquidity Provision to Leveraged ETFs and Equity Options Rebalancing Flows: Evidence from End-of-Day Stock Prices

A. Barbon, H. Beckmeyer, A. Buraschi, M. Moerke
Working Papers
29 avr. 2022

Mise à jour du Global Financial Regulation, Transparency, and Compliance Index (GFRTCI)

L’édition 2022 du GFRTCI reflète de nets changements dans le classement des pays. Cette évolution s'...
M. Bürgi, M. Mishra, S. Ongena
Public Discussion Notes
27 avr. 2022

Nº 22-39: Can the Government Be an Effective Venture Capital Investor?

M. Fraschini, L. Somoza, A. Maino
Working Papers
26 avr. 2022

Nº 22-38: On The Quality of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges

A. Barbon, A. Ranaldo
Working Papers
25 avr. 2022

Nº 22-37: Agent-Based Model Generating Stylized Facts of Fixed Income Markets

D. Sornette, A. Kopp, R. Westphal
Working Papers
22 avr. 2022

Nº 22-36: Economic Policy Uncertainty and the Yield Curve

M. Leippold, F. Matthys
Working Papers
21 avr. 2022

Nº 22-35: Can Unconventional Monetary Policy Contribute to Climate Action?

A. Eliet-Doillet, A. Maino
Working Papers
20 avr. 2022

Nº 22-34: On the Directional Destabilizing Feedback Effects of Option Hedging

D. Sornette, F. Ulmann, A. Wehrli
Working Papers
19 avr. 2022

Nº 22-33: Back to the Roots of Internal Credit Risk Models: Why Do Banks' Risk-Weighted Asset Levels Converge over Time?

S. Ongena, V. Böhnke, F. Paraschiv, E. J. Reite
Working Papers
18 avr. 2022

Nº 22-32: The Role of the End Time in Experimental Asset Markets

M. Weber, A. Kopányi-Peuker
Working Papers
15 avr. 2022

Nº 22-31: Beyond Proximity. Fintech, Delegation, and the Spatial Dynamics of the Lending by the U.S. Small Business Administration

S. Ongena, M. Gupta
Working Papers
14 avr. 2022

Nº 22-30: Ensemble Learning for Portfolio Valuation and Risk Management

D. Filipović, L. Boudabsa
Working Papers
13 avr. 2022

Nº 22-29: War and Policy: Investor Expectations on the Net-Zero Transition

M. Deng, M. Leippold, A. Wagner, Q. Wang
Working Papers
10 avr. 2022

Nº 22-28: "There is No Planet B", but for Banks "There are Countries B to Z": Domestic Climate Policy and Cross-Border Bank Lending

E. Benincasa, G. Kabas, S. Ongena
Working Papers
29 mars 2022

Nº 22-27: The Wealth Creation Effect in Stock Returns

F. Franzoni, D. Obrycki, R. Resendes
Working Papers
14 mars 2022

Dr. Cyril Pasche

Senior Director Publications and Topic Development

Sarah Frigg

Program Manager Knowledge Exchange and Education

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E-mail: info@sfi.ch

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