Publications

Nº 21-74: The Price of Money: How Collateral Policy Affects the Yield Curve

K. Nyborg, J. Woschitz
Working Papers
9 nov. 2021

SFI Roundups: La gouvernance d'entreprise à la croisée des chemins

F. Degeorge, A. Wagner, J. Rochet, F. Frick, R. Lacher, M. Mächler
Roundups
2 nov. 2021

Nº 21-73: Heterogeneous Tail Generalized Common Factor Modeling

M. Paolella, S. Hediger, J. Näf, P. Polak
Working Papers
20 oct. 2021

SFI Public Discussion Note: Sustainable Finance Metrics

La durabilité est devenue l'une des plus profondes tendances sociétales de notre époque. Les investi...
P. Krüger, C. Pasche
Public Discussion Notes
19 oct. 2021

Nº 21-72: FinTech Lending

A. Fuster, T. Berg, M. Puri
Working Papers
19 oct. 2021

Nº 21-71: Flow-Driven ESG Returns

P. Van der Beck
Working Papers
18 oct. 2021

The effect of stock liquidity on cash holdings: The Repurchase Motive

K. Nyborg, Z. Wang
Academic Publications
15 oct. 2021

Nº 21-70: Multi-Signal Approaches for Repeated Sampling Schemes in Inertial Sensor Calibration

O. Scaillet, G. Bakalli, D. Cuccio, A. Radi, N. El-Sheimy, R. Molinari, S. Guerrier
Working Papers
15 oct. 2021

Nº 21-69: Persuasion by Dimension Reduction

S. Malamud, A. Schrimpf
Working Papers
14 oct. 2021

Nº 21-68: Expectations and Aggregate Risk

L. Bretscher, A. Malkhozov, A. Tamoni
Working Papers
4 oct. 2021

Nº 21-67: Determinants of Price Discrimination and Switching Mortgage Provider under Regulation and Digitalization

S. Ongena, F. Paraschiv, E. J. Reite
Working Papers
28 sept. 2021

Nº 21-66: The Countercyclical Capital Buffer and the Composition of Bank Lending

S. Ongena, A. Matyunina, R. Auer
Working Papers
10 sept. 2021

How is Liquidity Priced in Global Markets?

I. Chaieb, V. R. Errunza, H. Langlois
Academic Publications
9 sept. 2021

SFI Public Discussion Note: Des taux d'intérêt bas dans un monde post-covid

Le thème des taux d'intérêt négatifs est très controversé en Suisse, mais également dans d’autres pa...
P. Bacchetta
Public Discussion Notes
8 sept. 2021

Nº 21-65: Various Course Proposals for: Mathematics with a View Towards (the Theoretical Underpinnings of) Machine Learning

M. Paolella
Working Papers
8 sept. 2021
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