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Working Papers / Swiss National Bank


0.75

Impact Factor

0.85

5-Years IF

15

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.11000 (%)0.06
19910.1000 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.1
19960.22000 (%)0.09
19970.22000 (%)0.09
19980.24000 (%)0.12
19990.3000 (%)0.15
20000.36000 (%)0.14
20010.360400 (%)0.16
20020.37000 (%)0.18
20030.39000 (%)0.19
20040.4222152004 (7.7%)210.18
20052.50.422.52461.592525 (%)0.2
200610.4511115110.736344442 (3.2%)60.550.19
20070.770.381.071732200.63105131015166 (5.7%)30.180.16
20080.860.390.971951400.7889282432313 (3.4%)70.370.17
200910.360.861667560.8483363651444 (4.8%)100.630.17
20100.490.340.61986470.55139351765393 (2.2%)50.260.15
20110.740.40.6314100680.68713526825210 (14.1%)80.570.19
20120.580.440.7116116930.8126331985606 (4.8%)1610.2
20131.330.490.8611127880.6953304084727 (13.2%)30.270.2
20141.220.520.9513140950.6878273376727 (9%)100.770.23
20151.080.541.05131531190.7832242673775 (15.6%)40.310.24
20161.540.61.1191721210.733264067746 (18.2%)40.210.27
20170.750.640.85181901080.5715322472614 (26.7%)80.440.28
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:


#YearTitleCited
12007Maintaining Low Inflation: Money, Interest Rates, and Policy Stance. (2007). Reynard, Samuel. In: Working Papers. RePEc:snb:snbwpa:2007-05.

Full description at Econpapers || Download paper

47
2Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums. (2010). Wrampelmeyer, Jan ; Ranaldo, Angelo ; Mancini, Loriano. In: Working Papers. RePEc:snb:snbwpa:2010-03.

Full description at Econpapers || Download paper

41
32004Financial Market Participation and the Apparent Instability of Money Demand. (2004). Reynard, Samuel. In: Working Papers. RePEc:snb:snbwpa:2004-01.

Full description at Econpapers || Download paper

38
42006Money and the Great Disinflation. (2006). Reynard, Samuel. In: Working Papers. RePEc:snb:snbwpa:2006-07.

Full description at Econpapers || Download paper

33
52008Financial Structure and the Impact of Monetary Policy on Asset Prices. (2008). Assenmacher, Katrin ; Gerlach, Stefan ; Assenmacher-Wesche, Katrin . In: Working Papers. RePEc:snb:snbwpa:2008-16.

Full description at Econpapers || Download paper

31
62012Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment. (2012). Scheufele, Rolf ; Heinisch, Katja ; Drechsel, Katja . In: Working Papers. RePEc:snb:snbwpa:2012-16.

Full description at Econpapers || Download paper

26
72012Market Structure and Exchange Rate Pass-Through. (2012). Schoenle, Raphael ; Auer, Raphael. In: Working Papers. RePEc:snb:snbwpa:2012-14.

Full description at Econpapers || Download paper

26
82012Housing Bubbles and Interest Rates. (2012). Jokipii, Terhi ; Hott, Christian. In: Working Papers. RePEc:snb:snbwpa:2012-07.

Full description at Econpapers || Download paper

24
92014Repatriation of Debt in the Euro Crisis: Evidence for the Secondary Market Theory. (2014). Sauré, Philip ; Brutti, Filippo. In: Working Papers. RePEc:snb:snbwpa:2014-03.

Full description at Econpapers || Download paper

23
102008Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows. (2008). Assenmacher, Katrin ; Pesaran, M ; Assenmacher-Wesche, Katrin . In: Working Papers. RePEc:snb:snbwpa:2008-03.

Full description at Econpapers || Download paper

22
112014Trade linkages and the globalisation of inflation in Asia and the Pacific. (2014). Mehrotra, Aaron ; Auer, Raphael. In: Working Papers. RePEc:snb:snbwpa:2014-05.

Full description at Econpapers || Download paper

20
122009Forecasting realized (co)variances with a block structure Wishart autoregressive model. (2009). Ranaldo, Angelo ; Caporin, Massimiliano ; Bonato, Matteo. In: Working Papers. RePEc:snb:snbwpa:2009-03.

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19
132011Exploring an uncharted market: Evidence on the unsecured Swiss franc money market. (2011). Schumacher, Silvio ; Kraenzlin, Sébastien ; Guggenheim, Basil. In: Working Papers. RePEc:snb:snbwpa:2011-05.

Full description at Econpapers || Download paper

19
142010Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity. (2010). Ranaldo, Angelo ; Griffoli, Tommaso Mancini . In: Working Papers. RePEc:snb:snbwpa:2010-14.

Full description at Econpapers || Download paper

17
152013On financial risk and the safe haven characteristics of Swiss franc exchange rates. (2013). Nitschka, Thomas ; Grisse, Christian. In: Working Papers. RePEc:snb:snbwpa:2013-04.

Full description at Econpapers || Download paper

16
162010The Business Cycle Implications of Reciprocity in Labor Relations. (2010). Kurmann, André ; Danthine, Jean-Pierre. In: Working Papers. RePEc:snb:snbwpa:2010-10.

Full description at Econpapers || Download paper

15
172004What Does the Yield on Subordinated Bank Debt Measure?. (2004). Hancock, Diana ; Birchler, Urs ; Diana, Hancock. In: Working Papers. RePEc:snb:snbwpa:2004-02.

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15
182009Foreign Currency Borrowing by Small Firms. (2009). Yesin, Pinar ; Ongena, Steven ; Brown, Martin. In: Working Papers. RePEc:snb:snbwpa:2009-02.

Full description at Econpapers || Download paper

14
192013Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S.. (2013). Hertweck, Matthias ; Gubler, Matthias. In: Working Papers. RePEc:snb:snbwpa:2013-05.

Full description at Econpapers || Download paper

13
202010Immigration and Swiss House Prices. (2010). Fischer, Andreas ; Degen, Kathrin . In: Working Papers. RePEc:snb:snbwpa:2010-16.

Full description at Econpapers || Download paper

12
212010Who Needs Credit and Who Gets Credit in Eastern Europe?. (2010). Yesin, Pinar ; Popov, Alexander ; Ongena, Steven ; Brown, Martin. In: Working Papers. RePEc:snb:snbwpa:2010-09.

Full description at Econpapers || Download paper

12
222009Explaining House Price Fluctuations. (2009). Hott, Christian. In: Working Papers. RePEc:snb:snbwpa:2009-05.

Full description at Econpapers || Download paper

12
232009Effects of Trade on Female Labor Force Participation. (2009). Zoabi, Hosny ; Sauré, Philip ; Saure, Philip. In: Working Papers. RePEc:snb:snbwpa:2009-12.

Full description at Econpapers || Download paper

12
242012Exchange Rate Pass-Through, Domestic Competition, and Inflation: Evidence from the 2005/08 Revaluation of the Renminbi. (2012). Auer, Raphael. In: Working Papers. RePEc:snb:snbwpa:2012-01.

Full description at Econpapers || Download paper

12
252007Safe Haven Currencies. (2007). Söderlind, Paul ; Ranaldo, Angelo. In: Working Papers. RePEc:snb:snbwpa:2007-17.

Full description at Econpapers || Download paper

11
262012Liquidity Effects of Quantitative Easing on Long-Term Interest Rates. (2012). Reynard, Samuel ; Krogstrup, Signe ; Sutter, Barbara . In: Working Papers. RePEc:snb:snbwpa:2012-02.

Full description at Econpapers || Download paper

11
272013Time variation in asset price responses to macro announcements. (2013). Grisse, Christian ; Goldberg, Linda. In: Working Papers. RePEc:snb:snbwpa:2013-11.

Full description at Econpapers || Download paper

11
282010Daytime is money. (2010). Nellen, Thomas ; Kraenzlin, Sébastien. In: Working Papers. RePEc:snb:snbwpa:2010-06.

Full description at Econpapers || Download paper

10
292011Interoperability between central counterparties. (2011). Nellen, Thomas ; Mägerle, Jürg ; Magerle, Jurg . In: Working Papers. RePEc:snb:snbwpa:2011-12.

Full description at Econpapers || Download paper

10
302014Exchange rate and price dynamics in a small open economy - the role of the zero lower bound and monetary policy regimes. (2014). Kaufmann, Daniel ; Baeurle, Gregor ; Baurle, Gregor. In: Working Papers. RePEc:snb:snbwpa:2014-10.

Full description at Econpapers || Download paper

10
312013Transaction Taxes, Capital Gains Taxes and House Prices. (2013). Rossi, Enzo ; Brown, Martin ; Aregger, Nicole. In: Working Papers. RePEc:snb:snbwpa:2013-02.

Full description at Econpapers || Download paper

9
322006Realized Bond-Stock Correlation: Macroeconomic Announcement Effects. (2006). Ranaldo, Angelo ; Christiansen, Charlotte. In: Working Papers. RePEc:snb:snbwpa:2006-02.

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9
332010The Impact of Banking Sector Stability on the Real Economy. (2010). Monnin, Pierre ; Jokipii, Terhi. In: Working Papers. RePEc:snb:snbwpa:2010-05.

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9
342008What Drives the Swiss Franc?. (2008). Reynard, Samuel. In: Working Papers. RePEc:snb:snbwpa:2008-14.

Full description at Econpapers || Download paper

9
352007Who Prices Locally? Survey Evidence of Swiss Exporters. (2007). Lutz, Matthias ; Fischer, Andreas ; Walti, Manuel . In: Working Papers. RePEc:snb:snbwpa:2007-16.

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9
362005On the Inadequacy of Newswire Reports for Empirical Research on Foreign Exchange Interventions. (2005). Fischer, Andreas. In: Working Papers. RePEc:snb:snbwpa:2005-02.

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9
372007Why Basel II May Need a Leverage Ratio Restriction. (2007). Blum, Jurg M.. In: Working Papers. RePEc:snb:snbwpa:2007-04.

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9
382015Exit Strategies and Trade Dynamics in Repo Markets. (2015). Müller, Benjamin ; Kraenzlin, Sébastien ; Berentsen, Aleksander ; Muller, Benjamin . In: Working Papers. RePEc:snb:snbwpa:2015-09.

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8
392006The Exposure of Swiss Banks to Macroeconomic Shocks - an Empirical Investigation. (2006). Lehmann, Hansjorg ; Manz, Michael . In: Working Papers. RePEc:snb:snbwpa:2006-04.

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8
402010Modeling Monetary Policy. (2010). Schabert, Andreas ; Reynard, Samuel. In: Working Papers. RePEc:snb:snbwpa:2010-04.

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7
412012Quality Pricing-to-Market. (2012). Sauré, Philip ; Chaney, Thomas ; Auer, Raphael ; Saure, Philip Ulrich . In: Working Papers. RePEc:snb:snbwpa:2012-11.

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7
42Foreign Currency Loans - Demand or Supply Driven?. (2011). Ongena, Steven ; Kirschenmann, Karolin ; Brown, Martin. In: Working Papers. RePEc:snb:snbwpa:2011-02.

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7
432015Transmission of Quantitative Easing: The Role of Central Bank Reserves. (2015). Krogstrup, Signe ; Christensen, Jens ; Jens H. E. Christensen, . In: Working Papers. RePEc:snb:snbwpa:2015-06.

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7
442011Bargaining Power in the Repo Market. (2011). Kraenzlin, Sébastien ; von Scarpatetti, Benedikt . In: Working Papers. RePEc:snb:snbwpa:2011-14.

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7
452014Monetary Policy Shocks and Foreign Investment Income: Evidence from a large Bayesian VAR. (2014). Auer, Simone. In: Working Papers. RePEc:snb:snbwpa:2014-02.

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6
462011K-state switching models with endogenous transition distributions. (2011). Kaufmann, Sylvia ; Sylvia, Kaufmann . In: Working Papers. RePEc:snb:snbwpa:2011-13.

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6
472009Optimal Central Counterparty Risk Management. (2009). Haene, Philipp ; Sturm, Andy . In: Working Papers. RePEc:snb:snbwpa:2009-07.

Full description at Econpapers || Download paper

6
482011Sectoral Inflation Dynamics, Idiosyncratic Shocks and Monetary Policy. (2011). Lein, Sarah ; Kaufmann, Daniel. In: Working Papers. RePEc:snb:snbwpa:2011-07.

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6
492015Re-use of collateral in the repo market. (2015). Schumacher, Silvio ; Fuhrer, Lucas ; Guggenheim, Basil. In: Working Papers. RePEc:snb:snbwpa:2015-02.

Full description at Econpapers || Download paper

6
502011Which Households Use Banks? Evidence from the Transition Economies. (2011). Brown, Martin ; Beck, Thorsten. In: Working Papers. RePEc:snb:snbwpa:2011-01.

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6

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
12014Trade linkages and the globalisation of inflation in Asia and the Pacific. (2014). Mehrotra, Aaron ; Auer, Raphael. In: Working Papers. RePEc:snb:snbwpa:2014-05.

Full description at Econpapers || Download paper

14
22014Repatriation of Debt in the Euro Crisis: Evidence for the Secondary Market Theory. (2014). Sauré, Philip ; Brutti, Filippo. In: Working Papers. RePEc:snb:snbwpa:2014-03.

Full description at Econpapers || Download paper

11
32007Maintaining Low Inflation: Money, Interest Rates, and Policy Stance. (2007). Reynard, Samuel. In: Working Papers. RePEc:snb:snbwpa:2007-05.

Full description at Econpapers || Download paper

10
42013Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S.. (2013). Hertweck, Matthias ; Gubler, Matthias. In: Working Papers. RePEc:snb:snbwpa:2013-05.

Full description at Econpapers || Download paper

9
52012Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment. (2012). Scheufele, Rolf ; Heinisch, Katja ; Drechsel, Katja . In: Working Papers. RePEc:snb:snbwpa:2012-16.

Full description at Econpapers || Download paper

9
62010Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity. (2010). Ranaldo, Angelo ; Griffoli, Tommaso Mancini . In: Working Papers. RePEc:snb:snbwpa:2010-14.

Full description at Econpapers || Download paper

9
72014Exchange rate and price dynamics in a small open economy - the role of the zero lower bound and monetary policy regimes. (2014). Kaufmann, Daniel ; Baeurle, Gregor ; Baurle, Gregor. In: Working Papers. RePEc:snb:snbwpa:2014-10.

Full description at Econpapers || Download paper

8
82010Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums. (2010). Wrampelmeyer, Jan ; Ranaldo, Angelo ; Mancini, Loriano. In: Working Papers. RePEc:snb:snbwpa:2010-03.

Full description at Econpapers || Download paper

8
92013Time variation in asset price responses to macro announcements. (2013). Grisse, Christian ; Goldberg, Linda. In: Working Papers. RePEc:snb:snbwpa:2013-11.

Full description at Econpapers || Download paper

8
102015Exit Strategies and Trade Dynamics in Repo Markets. (2015). Müller, Benjamin ; Kraenzlin, Sébastien ; Berentsen, Aleksander ; Muller, Benjamin . In: Working Papers. RePEc:snb:snbwpa:2015-09.

Full description at Econpapers || Download paper

7
112012Housing Bubbles and Interest Rates. (2012). Jokipii, Terhi ; Hott, Christian. In: Working Papers. RePEc:snb:snbwpa:2012-07.

Full description at Econpapers || Download paper

6
122010The Business Cycle Implications of Reciprocity in Labor Relations. (2010). Kurmann, André ; Danthine, Jean-Pierre. In: Working Papers. RePEc:snb:snbwpa:2010-10.

Full description at Econpapers || Download paper

6
132004Financial Market Participation and the Apparent Instability of Money Demand. (2004). Reynard, Samuel. In: Working Papers. RePEc:snb:snbwpa:2004-01.

Full description at Econpapers || Download paper

5
142015Re-use of collateral in the repo market. (2015). Schumacher, Silvio ; Fuhrer, Lucas ; Guggenheim, Basil. In: Working Papers. RePEc:snb:snbwpa:2015-02.

Full description at Econpapers || Download paper

5
152013On financial risk and the safe haven characteristics of Swiss franc exchange rates. (2013). Nitschka, Thomas ; Grisse, Christian. In: Working Papers. RePEc:snb:snbwpa:2013-04.

Full description at Econpapers || Download paper

5
162012Asymmetries in Price-Setting Behavior: New Microeconometric Evidence from Switzerland. (2012). Lein, Sarah ; Kaufmann, Daniel ; Honore, Bo E. ; Bo E. Honore, . In: Working Papers. RePEc:snb:snbwpa:2012-09.

Full description at Econpapers || Download paper

5
172013Transaction Taxes, Capital Gains Taxes and House Prices. (2013). Rossi, Enzo ; Brown, Martin ; Aregger, Nicole. In: Working Papers. RePEc:snb:snbwpa:2013-02.

Full description at Econpapers || Download paper

5
182016Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions. (2016). Söderlind, Paul ; Pozdeev, Igor ; Mirkov, Nikola ; Soderlind, Paul . In: Working Papers. RePEc:snb:snbwpa:2016-10.

Full description at Econpapers || Download paper

5
192012Retirement Age across Countries: The Role of Occupations. (2012). Zoabi, Hosny ; Sauré, Philip ; Saure, Philip Ulrich . In: Working Papers. RePEc:snb:snbwpa:2012-06.

Full description at Econpapers || Download paper

5
202008Financial Structure and the Impact of Monetary Policy on Asset Prices. (2008). Assenmacher, Katrin ; Gerlach, Stefan ; Assenmacher-Wesche, Katrin . In: Working Papers. RePEc:snb:snbwpa:2008-16.

Full description at Econpapers || Download paper

5
212018International Monetary Policy Transmission through Banks in Small Open Economies. (2018). Towbin, Pascal ; Paligorova, Teodora ; Auer, Simone ; Ganarin Wallmer, Maja ; Friedrich, Christian. In: Working Papers. RePEc:snb:snbwpa:2018-04.

Full description at Econpapers || Download paper

5
222010Immigration and Swiss House Prices. (2010). Fischer, Andreas ; Degen, Kathrin . In: Working Papers. RePEc:snb:snbwpa:2010-16.

Full description at Econpapers || Download paper

5
232011Exploring an uncharted market: Evidence on the unsecured Swiss franc money market. (2011). Schumacher, Silvio ; Kraenzlin, Sébastien ; Guggenheim, Basil. In: Working Papers. RePEc:snb:snbwpa:2011-05.

Full description at Econpapers || Download paper

5
242016A Portfolio Model of Quantitative Easing. (2016). Krogstrup, Signe ; Christensen, Jens. In: Working Papers. RePEc:snb:snbwpa:2016-19.

Full description at Econpapers || Download paper

5
252015Capital flow waves to and from Switzerland before and after the financial crisis. (2015). Yesin, Pinar. In: Working Papers. RePEc:snb:snbwpa:2015-01.

Full description at Econpapers || Download paper

4
262011Interoperability between central counterparties. (2011). Nellen, Thomas ; Mägerle, Jürg ; Magerle, Jurg . In: Working Papers. RePEc:snb:snbwpa:2011-12.

Full description at Econpapers || Download paper

4
272016How reliable are cointegration-based estimates for wealth effects on consumption? Evidence from Switzerland. (2016). Galli, Alain. In: Working Papers. RePEc:snb:snbwpa:2016-03.

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4
282012Liquidity Effects of Quantitative Easing on Long-Term Interest Rates. (2012). Reynard, Samuel ; Krogstrup, Signe ; Sutter, Barbara . In: Working Papers. RePEc:snb:snbwpa:2012-02.

Full description at Econpapers || Download paper

4
292010Daytime is money. (2010). Nellen, Thomas ; Kraenzlin, Sébastien. In: Working Papers. RePEc:snb:snbwpa:2010-06.

Full description at Econpapers || Download paper

4
302014Real exchange rates and fundamentals: robustness across alternative model specifications. (2014). Grisse, Christian ; Adler, Konrad . In: Working Papers. RePEc:snb:snbwpa:2014-07.

Full description at Econpapers || Download paper

4
312006Money and the Great Disinflation. (2006). Reynard, Samuel. In: Working Papers. RePEc:snb:snbwpa:2006-07.

Full description at Econpapers || Download paper

4
322014Quantification and characteristics of household inflation expectations in Switzerland. (2014). Scheufele, Rolf ; Rosenblatt-Wisch, Rina. In: Working Papers. RePEc:snb:snbwpa:2014-11.

Full description at Econpapers || Download paper

4
332017Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?. (2017). Rossi, Enzo ; Lustenberger, Thomas. In: Working Papers. RePEc:snb:snbwpa:2017-12.

Full description at Econpapers || Download paper

4
342015Transmission of Quantitative Easing: The Role of Central Bank Reserves. (2015). Krogstrup, Signe ; Christensen, Jens ; Jens H. E. Christensen, . In: Working Papers. RePEc:snb:snbwpa:2015-06.

Full description at Econpapers || Download paper

4
352006The Exposure of Swiss Banks to Macroeconomic Shocks - an Empirical Investigation. (2006). Lehmann, Hansjorg ; Manz, Michael . In: Working Papers. RePEc:snb:snbwpa:2006-04.

Full description at Econpapers || Download paper

3
362016Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter. (2016). Marcellino, Massimiliano ; Hepenstrick, Christian. In: Working Papers. RePEc:snb:snbwpa:2016-04.

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3
372016The banking sector and the Swiss financial account during the financial and European debt crises. (2016). Tille, Cédric ; Auer, Raphael. In: Working Papers. RePEc:snb:snbwpa:2016-05.

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3
382015Mortgage arrears in Europe: The impact of monetary and macroprudential policies. (2015). Lyons, Sean ; Gerlach-Kristen, Petra. In: Working Papers. RePEc:snb:snbwpa:2015-05.

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3
392016The Liquidity Coverage Ratio and Security Prices. (2016). Steiner, Luzian ; Müller, Benjamin ; Fuhrer, Lucas ; Muller, Benjamin . In: Working Papers. RePEc:snb:snbwpa:2016-11.

Full description at Econpapers || Download paper

3
402008Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows. (2008). Assenmacher, Katrin ; Pesaran, M ; Assenmacher-Wesche, Katrin . In: Working Papers. RePEc:snb:snbwpa:2008-03.

Full description at Econpapers || Download paper

3
412009Effects of Trade on Female Labor Force Participation. (2009). Zoabi, Hosny ; Sauré, Philip ; Saure, Philip. In: Working Papers. RePEc:snb:snbwpa:2009-12.

Full description at Econpapers || Download paper

3
422016Price change dispersion and time-varying pass-through to consumer prices. (2016). Zurlinden, Mathias ; Rudolf, Barbara ; Fleer, Rita . In: Working Papers. RePEc:snb:snbwpa:2016-17.

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3
432014Monetary Policy Shocks and Foreign Investment Income: Evidence from a large Bayesian VAR. (2014). Auer, Simone. In: Working Papers. RePEc:snb:snbwpa:2014-02.

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2
442017Mixed-frequency models for tracking short-term economic developments in Switzerland. (2017). Scheufele, Rolf ; Hepenstrick, Christian ; Galli, Alain ; Alain, Rolf Scheufele . In: Working Papers. RePEc:snb:snbwpa:2017-02.

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2
452017The Impact of Interest Rate Risk on Bank Lending. (2017). Danton, Jayson ; Bruhin, Adrian ; Beutler, Toni ; Bichsel, Robert . In: Working Papers. RePEc:snb:snbwpa:2017-04.

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2
462013Financial Globalization and Monetary Transmission. (2013). Auer, Simone ; Meier, Simone . In: Working Papers. RePEc:snb:snbwpa:2013-03.

Full description at Econpapers || Download paper

2
472009Optimal Central Counterparty Risk Management. (2009). Haene, Philipp ; Sturm, Andy . In: Working Papers. RePEc:snb:snbwpa:2009-07.

Full description at Econpapers || Download paper

2
482012Exchange Rate Pass-Through, Domestic Competition, and Inflation: Evidence from the 2005/08 Revaluation of the Renminbi. (2012). Auer, Raphael. In: Working Papers. RePEc:snb:snbwpa:2012-01.

Full description at Econpapers || Download paper

2
492011Bargaining Power in the Repo Market. (2011). Kraenzlin, Sébastien ; von Scarpatetti, Benedikt . In: Working Papers. RePEc:snb:snbwpa:2011-14.

Full description at Econpapers || Download paper

2
502014Determinants of the Swiss Franc Real Exchange Rate. (2014). Zanetti, Attilio ; Natal, Jean-Marc ; Meyer, Christoph ; Griffoli, Tommaso Mancini . In: Working Papers. RePEc:snb:snbwpa:2014-08.

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2

Citing documents used to compute impact factor 24:


YearTitle
2017Is Monetary Policy Too Complex for the Public? Evidence from the UK. (2017). Jost, Adriel. In: Working Papers. RePEc:snb:snbwpa:2017-15.

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2017The response of long-term yields to negative interest rates: evidence from Switzerland. (2017). Schumacher, Silvio ; Grisse, Christian. In: Working Papers. RePEc:snb:snbwpa:2017-10.

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2017Private and Public Liquidity Provision in Over-the-Counter Markets. (2017). Arseneau, David ; Vardoulakis, Alexandros ; Rappoport, David . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-33.

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2017Who put the holes in the Swiss cheese? Currency crisis under appreciation pressure. (2017). Berhold, Kerstin ; Stadtmann, Georg. In: Discussion Papers. RePEc:zbw:euvwdp:391.

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2017The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?. (2017). Moessner, Richhild ; Funke, Michael ; Loermann, Julius . In: BIS Working Papers. RePEc:bis:biswps:652.

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2017The information content in the offshore Renminbi foreign-exchange option market : Analytics and implied USD/CNH densities. (2017). Funke, Michael ; Tsang, Andrew ; Loermann, Julius . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_015.

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2017Liquidity in the Repo Market. (2017). Fuhrer, Lucas. In: Working Papers. RePEc:snb:snbwpa:2017-06.

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2017Repo market functioning. (2017). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:59.

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2017Eurosystem’s asset purchases and money market rates. (2017). Vari, Miklos ; Nguyen, Benoît ; Rahmouni-Rousseau, I ; Arrata, W. In: Working papers. RePEc:bfr:banfra:652.

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2017Shocks vs. Responsiveness: What Drives Time-Varying Dispersion?. (2017). Vavra, Joseph ; Berger, David. In: NBER Working Papers. RePEc:nbr:nberwo:23143.

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2017Financial and Housing Wealth Effects on Private Consumption: The Case of Greece. (2017). Tsouma, Ekaterini ; Athanassiou, Ersi. In: South-Eastern Europe Journal of Economics. RePEc:seb:journl:v:15:y:2017:i:1:p:63-86.

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2017How Reliable are Cointegration-Based Estimates for Wealth Effects on Consumption? Evidence from Switzerland. (2017). Galli, Alain. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:153:y:2017:i:4:d:10.1007_bf03399514.

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2017Mixed-frequency models for tracking short-term economic developments in Switzerland. (2017). Scheufele, Rolf ; Hepenstrick, Christian ; Galli, Alain ; Alain, Rolf Scheufele . In: Working Papers. RePEc:snb:snbwpa:2017-02.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2017Bond Yield Spillovers from Major Advanced Economies to Emerging Asia. (2017). Volz, Ulrich ; Belke, Ansgar ; Dubova, Irina. In: GLO Discussion Paper Series. RePEc:zbw:glodps:41.

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2017Bond Yield Spillovers from Major Advanced Economies to Emerging Asia. (2017). Volz, Ulrich ; Belke, Ansgar ; Dubova, Irina. In: Working Papers. RePEc:soa:wpaper:203.

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2017Bond Yield Spillovers from Major Advanced Economies to Emerging Asia. (2017). Volz, Ulrich ; Belke, Ansgar ; Dubova, Irina. In: ROME Working Papers. RePEc:rmn:wpaper:201702.

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2017Eurosystem’s asset purchases and money market rates. (2017). Vari, Miklos ; Nguyen, Benoît ; Rahmouni-Rousseau, I ; Arrata, W. In: Working papers. RePEc:bfr:banfra:652.

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2017From few to many: product differentiation in the Italian mortgage market. (2017). Rossi, Paola ; Demma, Cristina ; del Prete, Silvia . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_383_17.

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2017Mortgage arrears, regulation and institutions: Cross-country evidence. (2017). de Haan, Jakob ; Vlahu, Razvan ; Stanga, Irina . In: DNB Working Papers. RePEc:dnb:dnbwpp:580.

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2017The Liquidity Coverage Ratio and security prices. (2017). Müller, Benjamin ; Fuhrer, Lucas ; Steiner, Luzian ; Muller, Benjamin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:292-311.

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2017Excess Reserves and Monetary Policy Implementation. (2017). Lester, Benjamin ; Armenter, Roc. In: Review of Economic Dynamics. RePEc:red:issued:15-294.

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2017Liquidity in the Repo Market. (2017). Fuhrer, Lucas. In: Working Papers. RePEc:snb:snbwpa:2017-06.

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2017Portfolio Rebalancing in Times of Stress. (2017). Grisse, Christian ; Fischer, Andreas ; Greminger, Rafael . In: Globalization Institute Working Papers. RePEc:fip:feddgw:322.

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Recent citations (cites in year: CiY)


Recent citations received in 2017

YearCiting document
2017How Do Banks and Households Manage Interest Rate Risk? Evidence from the Swiss Mortgage Market. (2017). Basten, Christoph ; Koch, Catherine Tahmee ; Guin, Benjamin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6649.

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2017International Banking and Cross-Border Effects of Regulation: Lessons from Switzerland. (2017). Towbin, Pascal ; Auer, Simone ; Ganarin, Maja . In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2017:q:1:a:3.

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2017Monetary Policy Accommodation at the Lower Bound. (2017). Krogstrup, Signe. In: Business Economics. RePEc:pal:buseco:v:52:y:2017:i:1:d:10.1057_s11369-017-0031-7.

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2017The Interest Rate Unbound?. (2017). Danthine, Jean-Pierre. In: Comparative Economic Studies. RePEc:pal:compes:v:59:y:2017:i:2:d:10.1057_s41294-017-0019-3.

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2017Which indicators matter? Analyzing the Swiss business cycle using a large-scale mixed-frequency dynamic factor model. (2017). Galli, Alain. In: Working Papers. RePEc:snb:snbwpa:2017-08.

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2017The Social Value of Information: A Test of a Beauty and Non-Beauty Contest. (2017). Rossi, Enzo ; Lustenberger, Thomas. In: Working Papers. RePEc:snb:snbwpa:2017-17.

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2017Causes and consequences of long-run currency appreciation: The Swiss case. (2017). Kugler, Peter. In: Aussenwirtschaft. RePEc:usg:auswrt:2017:68:01:83-100.

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2017Business Cycle Dating and Forecasting with Real-time Swiss GDP Data. (2017). Glocker, Christian ; Wegmuller, Philipp. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2017:i:542.

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Recent citations received in 2016

YearCiting document
2016How Do Investors and Firms React to an Unexpected Currency Appreciation Shock?. (2016). Fahlenbrach, Ruediger ; Efing, Matthias ; Kruger, Philipp ; Herpfer, Christoph . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1565.

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2016Markov-Switching Three-Pass Regression Filter. (2016). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre. In: Working Papers. RePEc:igi:igierp:591.

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2016Credit cycles and real activity - the Swiss case. (2016). Scheufele, Rolf ; Baeurle, Gregor ; Baurle, Gregor. In: Working Papers. RePEc:snb:snbwpa:2016-13.

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2016Sticky consumption and wealth effects in Switzerland. (2016). Galli, Alain. In: Working Papers. RePEc:snb:snbwpa:2016-14.

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Recent citations received in 2015

YearCiting document
2015Central bank operating frameworks and collateral markets. (2015). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:53.

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2015Regulatory change and monetary policy. (2015). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:54.

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2015Transmission of asset purchases: the role of reserves. (2015). Krogstrup, Signe ; Christensen, Jens ; Christensen, Jens H. E., . In: FRBSF Economic Letter. RePEc:fip:fedfel:00060.

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2015Excess reserves and monetary policy normalization. (2015). Lester, Benjamin ; Armenter, Roc. In: Working Papers. RePEc:fip:fedpwp:15-35.

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Recent citations received in 2014

YearCiting document
2014The Real Exchange Rate in the Long Run: Balassa-Samuelson Effects Reconsidered. (2014). MacDonald, Ronald ; Fazio, Giorgio ; Choudhri, Ehsan ; Bordo, Michael D.. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4870.

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2014Sovereign Risk, Interbank Freezes, and Aggregate Fluctuations. (2014). Große Steffen, Christoph ; Engler, Philipp. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1436.

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2014Banks, Government Bonds, and Default; What do the Data Say?. (2014). Rossi, Stefano ; Martin, Alberto ; Gennaioli, Nicola. In: IMF Working Papers. RePEc:imf:imfwpa:14/120.

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2014The Real Exchange Rate in the Long Run: Balassa-Samuelson Effects Reconsidered. (2014). MacDonald, Ronald ; Fazio, Giorgio ; Choudhri, Ehsan ; Bordo, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:20228.

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2014Access to Finance and Human Rights. (2014). Pradeep, B. In: MPRA Paper. RePEc:pra:mprapa:80336.

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2014Real exchange rates and fundamentals: robustness across alternative model specifications. (2014). Grisse, Christian ; Adler, Konrad . In: Working Papers. RePEc:snb:snbwpa:2014-07.

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2014Skill-Biased Technological Change and the Real Exchange Rate. (2014). Gubler, Matthias ; Sax, Christoph . In: Working Papers. RePEc:snb:snbwpa:2014-09.

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2014Exchange Rate Pass-Through, Domestic Competition, and Infl?ation: Evidence from the 2005/08 Revaluation of the Renminbi. (2014). Auer, Raphael. In: Working Papers. RePEc:szg:worpap:1501.

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2014Currency Risk and Business Cycle Risk in the Geography of Debt Flows to Peripheral Europe. (2014). Nguyen, Ha ; Ersal Kiziler, Eylem. In: Working Papers. RePEc:uww:wpaper:14-03.

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2014Sovereign risk, interbank freezes, and aggregate fluctuations. (2014). Große Steffen, Christoph ; Engler, Philipp. In: Discussion Papers. RePEc:zbw:fubsbe:201435.

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Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team