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Publications

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

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

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

Academic Publications
12 mars 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 mars 2020

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

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

Nº 20-09: How Integrated Are Corporate Bond and Stock Markets?

P. Sandulescu
Working Papers
9 mars 2020

Nº 20-08: Deep Learning for Asset Bubbles Detection

O. Bashchenko, A. Marchal
Working Papers
6 mars 2020

The Importance of Climate Risks for Institutional Investors

P. Krüger, Z. Sautner, L. T. Starks
Academic Publications
3 mars 2020

Nº 20-07: Flooded Through the Back Door: The Role of Bank Capital in Local Shock Spillovers

S. Ongena, O. Rehbein
Working Papers
2 mars 2020

Nº 20-06: An Investigation of the Synchronization in Global House Prices

M. Hoesli
Working Papers
27 fév. 2020

Average Skewness Matters!

Q. Zhang, E. Jondeau, X. Zhu
Academic Publications
19 fév. 2020

Does the Stock Market Make Firms More Productive?

Z. Wang, B. Bennet, R. M. Stulz
Academic Publications
17 fév. 2020

Does Protectionist Anti-Takeover Legislation Lead to Managerial

M. Frattaroli
Academic Publications
14 fév. 2020

Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families

G. Parise, T. Nefedova, A. Eisele, K. Peijnenburg
Academic Publications
13 fév. 2020

SFI Public Discussion Note: Global Financial Regulation, Transparency, and Compliance Index (GFRTCI)

M. Bürgi, S. Ongena, M. Mishra
Public Discussion Notes
3 fév. 2020

Nº 20-05: Rational Belief Bubbles

D. Sornette, H.-U. Sohn
Working Papers
3 fév. 2020

Dr. Cyril Pasche

Senior Director Publications and Topic Development

Sarah Frigg

Program Manager Knowledge Exchange and Education

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

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