[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1990 | 0 | 0.14 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
1991 | 0 | 0.11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
1992 | 0 | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
1993 | 0 | 0.13 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
1994 | 0 | 0.13 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
1995 | 0 | 0.18 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.09 | |||||
1996 | 0 | 0.22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.11 | |||||
1997 | 0 | 0.23 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.12 | |||||
1998 | 0 | 0.24 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.15 | |||||
1999 | 0 | 0.32 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.21 | |||||
2000 | 0 | 0.46 | 1 | 0 | 1 | 1 | 0 | 1 | 0 | 0 | 0 | 0 | 0.2 | |||||
2001 | 0 | 0.39 | 0 | 0 | 0 | 1 | 0 | 1 | 1 | 1 | 0 | 0 | 0.22 | |||||
2002 | 0 | 0.42 | 0 | 0 | 1 | 2 | 0 | 1 | 1 | 1 | 0 | 0 | 0.24 | |||||
2003 | 0 | 0.41 | 0.5 | 0.5 | 0 | 2 | 0 | 1 | 2 | 1 | 2 | 1 | 0 | 0 | 0.24 | |||
2004 | 0 | 0.47 | 0.5 | 0 | 0 | 2 | 0 | 3 | 1 | 2 | 0 | 0 | 0.27 | |||||
2005 | 0 | 0.49 | 4 | 0 | 0 | 2 | 0 | 11 | 0 | 2 | 0 | 0 | 0.29 | |||||
2006 | 0 | 0.48 | 0.34 | 0 | 39 | 41 | 212 | 12 | 25 | 0 | 1 | 0 | 12 | 0.31 | 0.26 | |||
2007 | 0.41 | 0.4 | 0.23 | 0.4 | 38 | 79 | 139 | 18 | 43 | 39 | 16 | 40 | 16 | 0 | 2 | 0.05 | 0.22 | |
2008 | 0.42 | 0.45 | 0.31 | 0.42 | 46 | 125 | 112 | 36 | 82 | 77 | 32 | 77 | 32 | 1 | 2.8 | 2 | 0.04 | 0.23 |
2009 | 0.31 | 0.43 | 0.38 | 0.41 | 52 | 177 | 182 | 66 | 149 | 84 | 26 | 123 | 50 | 0 | 12 | 0.23 | 0.23 | |
2010 | 0.29 | 0.37 | 0.26 | 0.29 | 46 | 223 | 87 | 56 | 206 | 98 | 28 | 175 | 50 | 1 | 1.8 | 4 | 0.09 | 0.19 |
2011 | 0.28 | 0.47 | 0.32 | 0.36 | 64 | 287 | 59 | 91 | 297 | 98 | 27 | 221 | 80 | 0 | 5 | 0.08 | 0.25 | |
2012 | 0.18 | 0.5 | 0.25 | 0.26 | 44 | 331 | 20 | 82 | 379 | 110 | 20 | 246 | 65 | 0 | 1 | 0.02 | 0.26 | |
2013 | 0.05 | 0.52 | 0.14 | 0.15 | 56 | 387 | 26 | 54 | 433 | 108 | 5 | 252 | 37 | 0 | 2 | 0.04 | 0.24 | |
2014 | 0.05 | 0.55 | 0.16 | 0.16 | 58 | 445 | 31 | 72 | 505 | 100 | 5 | 262 | 43 | 0 | 0 | 0.28 | ||
2015 | 0.09 | 0.54 | 0.14 | 0.09 | 79 | 524 | 102 | 75 | 580 | 114 | 10 | 268 | 23 | 0 | 3 | 0.04 | 0.28 | |
2016 | 0.09 | 0.58 | 0.16 | 0.07 | 98 | 622 | 94 | 97 | 677 | 137 | 12 | 301 | 21 | 1 | 1 | 7 | 0.07 | 0.29 |
2017 | 0.35 | 0.6 | 0.2 | 0.2 | 65 | 687 | 47 | 138 | 815 | 177 | 62 | 335 | 68 | 4 | 2.9 | 3 | 0.05 | 0.3 |
2018 | 0.36 | 0.62 | 0.25 | 0.29 | 96 | 783 | 51 | 198 | 1013 | 163 | 58 | 356 | 104 | 0 | 17 | 0.18 | 0.33 |
IF: | Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CIT: | Number of citations to papers published in year y |
NCI: | Number of citations in year y |
CCU: | Cumulative number of citations to papers published until 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: | selft citations in y to articles published in y-1 plus y-2 |
%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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2006 | Exchange Rate Volatility and Productivity Growth: The Role of Financial Development. (2006). Rogoff, Kenneth ; Ranciere, Romain ; Aghion, Philippe ; Baccheta, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0616. Full description at Econpapers || Download paper | 62 |
2 | 2009 | Information Percolation with Equilibrium Search Dynamics. (2009). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0902. Full description at Econpapers || Download paper | 54 |
3 | 2007 | An Objective Function for Simulation Based Inference on Exchange Rate Data. (2007). Winker, Peter ; Gilli, Manfred ; Jeleskovic, Vahidin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0701. Full description at Econpapers || Download paper | 46 |
4 | 2009 | Health and (other) Asset Holdings. (2009). St-Amour, Pascal ; Pelgrin, Florian ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0918. Full description at Econpapers || Download paper | 31 |
5 | 2011 | Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets. (). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1140. Full description at Econpapers || Download paper | 31 |
6 | 2008 | The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing. (2008). Taschini, Luca ; Chesney, Marc. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0802. Full description at Econpapers || Download paper | 29 |
7 | 2007 | Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments. (2007). Zame, William ; Plott, Charles ; Bossaerts, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0705. Full description at Econpapers || Download paper | 27 |
8 | 2006 | An Econometric Analysis of Emission Trading Allowances. (2006). Taschini, Luca ; Paoletta, Marc S.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0626. Full description at Econpapers || Download paper | 26 |
9 | 2015 | The Impact of Treasury Supply on Financial Sector Lending and Stability. (2015). Krishnamurthy, Arvind ; Vissing-Jorgensen, Annette. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1546. Full description at Econpapers || Download paper | 24 |
10 | 2009 | Dragon-Kings, Black Swans and the Prediction of Crises. (2009). Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0936. Full description at Econpapers || Download paper | 20 |
11 | 2016 | Bank Response to Higher Capital Requirements: Evidence from a Quasi-Natural Experiment. (2016). Wix, Carlo ; Ongena, Steven ; Gropp, Reint ; Mosk, Thomas C. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1670. Full description at Econpapers || Download paper | 20 |
12 | 2006 | Finance and Efficiency: Do Bank Branching Regulations Matter?. (2006). Sturgess, Jason ; Imbs, Jean ; Acharya, Viral. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0636. Full description at Econpapers || Download paper | 18 |
13 | 2006 | A Data-Driven Optimization Heuristic for Downside Risk Minimization. (2006). Gilli, Manfred ; Kellezi, Evis ; Hysi, Hilda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0602. Full description at Econpapers || Download paper | 16 |
14 | 2007 | Declining Valuations And Equilibrium Bidding In Central Bank Refinancing Operations. (2007). Valla, Natacha ; Ewerhart, Christian ; Cassola, Nuno. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0722. Full description at Econpapers || Download paper | 16 |
15 | 2015 | Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Zhang, Qun ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1531. Full description at Econpapers || Download paper | 15 |
16 | 2010 | Information Percolation in Segmented Markets. (2010). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1009. Full description at Econpapers || Download paper | 13 |
17 | 2014 | Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models. (2014). Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1425. Full description at Econpapers || Download paper | 13 |
18 | 2006 | Growth and Volatility. (2006). Imbs, Jean. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0609. Full description at Econpapers || Download paper | 12 |
19 | Asymmetric Information and Adverse Selection in Mauritian Slave Auctions. (2008). Vencatachellum, Désiré ; St-Amour, Pascal ; Dionne, Georges. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0840. Full description at Econpapers || Download paper | 12 | |
20 | 2007 | Forecasting EREIT Returns. (2007). Hoesli, Martin ; SERRANO, Camilo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0735. Full description at Econpapers || Download paper | 12 |
21 | 2010 | The Dark Side of Outside Directors: Do they Quit When They are Most Needed?. (2010). Stulz, René ; Fahlenbrach, Ruediger ; Low, Angie. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1017. Full description at Econpapers || Download paper | 12 |
22 | 2006 | Approximation and Calibration of Short-Term Implied Volatilities under Jump-Diffusion Stochastic Volatility. (2006). Scaillet, Olivier ; Medvedev, Alexey . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0608. Full description at Econpapers || Download paper | 12 |
23 | 2009 | Bank CEO Incentives and the Credit Crisis. (2009). Stulz, René ; Fahlenbrach, Ruediger. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0927. Full description at Econpapers || Download paper | 10 |
24 | 2010 | Money and Liquidity in Financial Markets. (2010). Nyborg, Kjell ; ostberg, Per . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1025. Full description at Econpapers || Download paper | 10 |
25 | 2015 | Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Zhang, Qunzhi ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter ; Qun, Zhang . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1532. Full description at Econpapers || Download paper | 10 |
26 | 2009 | Gibratâs law for cities: uniformly most powerful unbiased test of the Pareto against the lognormal. (2009). Malevergne, Yannick ; Sornette, D. ; Pisarenko, V.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0940. Full description at Econpapers || Download paper | 10 |
27 | 2017 | The Blockchain Folk Theorem. (2017). casamatta, catherine ; BISIÃÂRE, Christophe ; Biais, Bruno ; Bouvard, Matthieu ; Bisiere, Christophe . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1775. Full description at Econpapers || Download paper | 9 |
28 | 2008 | A review of heuristic optimization methods in econometrics. (2008). Winker, Peter ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0812. Full description at Econpapers || Download paper | 9 |
29 | 2014 | Heterogeneity in Decentralized Asset Markets. (2014). Weill, Pierre-Olivier ; Lester, Benjamin ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1467. Full description at Econpapers || Download paper | 9 |
30 | 2006 | The Overhang Hangover. (2005). Ranciere, Romain ; Imbs, Jean. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0603. Full description at Econpapers || Download paper | 9 |
31 | 2015 | Do Prices Reveal the Presence of Informed Trading?. (2015). Fos, Vyacheslav ; Collin-Dufresne, Pierre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1369. Full description at Econpapers || Download paper | 8 |
32 | 2018 | Being Stranded on the Carbon Bubble? Climate Policy Risk and the Pricing of Bank Loans. (2018). Delis, Manthos ; Ongena, Steven ; de Greiff, Kathrin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1810. Full description at Econpapers || Download paper | 8 |
33 | 2017 | Discriminatory Pricing of Over-the-Counter Derivatives. (2017). Langfield, Sam ; Hoffmann, Peter ; Timmer, Yannick ; Hau, Harald. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1770. Full description at Econpapers || Download paper | 8 |
34 | 2011 | Capital Supply Uncertainty, Cash Holdings, and Investment. (). Malamud, Semyon ; Morellec, Erwan ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1144. Full description at Econpapers || Download paper | 8 |
35 | 2008 | Distributed Optimisation of a Portfolios Omega. (2008). Schumann, Enrico ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0817. Full description at Econpapers || Download paper | 8 |
36 | 2016 | Aggregate Bank Capital and Credit Dynamics. (2016). Rochet, Jean ; Pfeil, Sebastian ; Klimenko, Nataliya ; de Nicolo, Gianni. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1642. Full description at Econpapers || Download paper | 8 |
37 | 2008 | Constructing Long/Short Portfolios with the Omega ratio. (2008). Schumann, Enrico ; Gilli, Manfred ; DI TOLLO, Giacomo ; CABEJ, Gerda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0834. Full description at Econpapers || Download paper | 8 |
38 | 2009 | Endogenous completeness of diffusion driven equilibrium markets. (2009). Malamud, Semyon ; Trubowitz, Eugene ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0941. Full description at Econpapers || Download paper | 8 |
39 | 2018 | Empirical Asset Pricing via Machine Learning. (2018). Xiu, Dacheng ; Kelly, Bryan T ; Gu, Shihao. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1871. Full description at Econpapers || Download paper | 8 |
40 | 2016 | How 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. Full description at Econpapers || Download paper | 8 |
41 | 2013 | Asset Pricing with Regime-Dependent Preferences and Learning. (2013). Berrada, Tony ; Rindisbacher, Marcel ; Detemple, Jerome ; De Temple, Jerome. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1344. Full description at Econpapers || Download paper | 8 |
42 | 2015 | Bank Loan Announcements and Borrower Stock Returns Before and During the Recent Financial Crisis. (2015). Ongena, Steven ; Li, Chunshuo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1426. Full description at Econpapers || Download paper | 7 |
43 | 2006 | Tikhonov Regularization for Functional Minimum Distance Estimators. (2006). Scaillet, Olivier ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0630. Full description at Econpapers || Download paper | 7 |
44 | 2009 | Nonparametric Instrumental Variable Estimators of Structural Quantile Effects. (2009). Scaillet, Olivier ; Gagliardini, Patrick ; Chernozhukov, Victor. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0803. Full description at Econpapers || Download paper | 7 |
45 | 2006 | Bounded Rationality and Asset Pricing. (2006). Berrada, Tony. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0607. Full description at Econpapers || Download paper | 7 |
46 | 2013 | The Great Recession: A Self-Fulfilling Global Panic. (2013). Bacchetta, Philippe ; van Wincoop, Eric. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1328. Full description at Econpapers || Download paper | 7 |
47 | 2010 | Risk-taking Incentives, Governance,and Losses in the Financial Crisis. (2010). Wagner, Alexander ; Chesney, Marc ; Stromberg, Jacob . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1018. Full description at Econpapers || Download paper | 7 |
48 | 2012 | Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums. (). Corradi, Valentina ; Mele, Antonio ; Distaso, Walter . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1218. Full description at Econpapers || Download paper | 6 |
49 | 2016 | A General Closed Form Option Pricing Formula. (2016). Necula, Ciprian ; Drimus, Gabriel G ; Farkas, Walter . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1553. Full description at Econpapers || Download paper | 6 |
50 | 2015 | Central Bank Collateral Frameworks. (2015). Nyborg, Kjell. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1510. Full description at Econpapers || Download paper | 6 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2015 | The Impact of Treasury Supply on Financial Sector Lending and Stability. (2015). Krishnamurthy, Arvind ; Vissing-Jorgensen, Annette. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1546. Full description at Econpapers || Download paper | 22 |
2 | 2007 | An Objective Function for Simulation Based Inference on Exchange Rate Data. (2007). Winker, Peter ; Gilli, Manfred ; Jeleskovic, Vahidin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0701. Full description at Econpapers || Download paper | 20 |
3 | 2011 | Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets. (). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1140. Full description at Econpapers || Download paper | 20 |
4 | 2016 | Bank Response to Higher Capital Requirements: Evidence from a Quasi-Natural Experiment. (2016). Wix, Carlo ; Ongena, Steven ; Gropp, Reint ; Mosk, Thomas C. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1670. Full description at Econpapers || Download paper | 20 |
5 | 2009 | Information Percolation with Equilibrium Search Dynamics. (2009). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0902. Full description at Econpapers || Download paper | 19 |
6 | 2014 | Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models. (2014). Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1425. Full description at Econpapers || Download paper | 12 |
7 | 2015 | Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Zhang, Qun ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1531. Full description at Econpapers || Download paper | 11 |
8 | 2015 | Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Zhang, Qunzhi ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter ; Qun, Zhang . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1532. Full description at Econpapers || Download paper | 10 |
9 | 2014 | Heterogeneity in Decentralized Asset Markets. (2014). Weill, Pierre-Olivier ; Lester, Benjamin ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1467. Full description at Econpapers || Download paper | 9 |
10 | 2017 | The Blockchain Folk Theorem. (2017). casamatta, catherine ; BISIÃÂRE, Christophe ; Biais, Bruno ; Bouvard, Matthieu ; Bisiere, Christophe . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1775. Full description at Econpapers || Download paper | 9 |
11 | 2007 | Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments. (2007). Zame, William ; Plott, Charles ; Bossaerts, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0705. Full description at Econpapers || Download paper | 9 |
12 | 2006 | Exchange Rate Volatility and Productivity Growth: The Role of Financial Development. (2006). Rogoff, Kenneth ; Ranciere, Romain ; Aghion, Philippe ; Baccheta, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0616. Full description at Econpapers || Download paper | 8 |
13 | 2018 | Empirical Asset Pricing via Machine Learning. (2018). Xiu, Dacheng ; Kelly, Bryan T ; Gu, Shihao. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1871. Full description at Econpapers || Download paper | 8 |
14 | 2018 | Being Stranded on the Carbon Bubble? Climate Policy Risk and the Pricing of Bank Loans. (2018). Delis, Manthos ; Ongena, Steven ; de Greiff, Kathrin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1810. Full description at Econpapers || Download paper | 8 |
15 | 2017 | Discriminatory Pricing of Over-the-Counter Derivatives. (2017). Langfield, Sam ; Hoffmann, Peter ; Timmer, Yannick ; Hau, Harald. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1770. Full description at Econpapers || Download paper | 8 |
16 | 2015 | Do Prices Reveal the Presence of Informed Trading?. (2015). Fos, Vyacheslav ; Collin-Dufresne, Pierre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1369. Full description at Econpapers || Download paper | 7 |
17 | 2015 | Bank Loan Announcements and Borrower Stock Returns Before and During the Recent Financial Crisis. (2015). Ongena, Steven ; Li, Chunshuo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1426. Full description at Econpapers || Download paper | 7 |
18 | 2009 | Dragon-Kings, Black Swans and the Prediction of Crises. (2009). Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0936. Full description at Econpapers || Download paper | 7 |
19 | 2010 | Information Percolation in Segmented Markets. (2010). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1009. Full description at Econpapers || Download paper | 7 |
20 | 2009 | Health and (other) Asset Holdings. (2009). St-Amour, Pascal ; Pelgrin, Florian ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0918. Full description at Econpapers || Download paper | 7 |
21 | 2015 | Central Bank Collateral Frameworks. (2015). Nyborg, Kjell. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1510. Full description at Econpapers || Download paper | 6 |
22 | 2006 | Finance and Efficiency: Do Bank Branching Regulations Matter?. (2006). Sturgess, Jason ; Imbs, Jean ; Acharya, Viral. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0636. Full description at Econpapers || Download paper | 6 |
23 | 2016 | A General Closed Form Option Pricing Formula. (2016). Necula, Ciprian ; Drimus, Gabriel G ; Farkas, Walter . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1553. Full description at Econpapers || Download paper | 6 |
24 | 2016 | Why Does Fast Loan Growth Predict Poor Performance for Banks?. (2016). Fahlenbrach, Ruediger ; Prilmeier, Robert ; Stulz, Ren M. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1624. Full description at Econpapers || Download paper | 6 |
25 | 2015 | The Price of the Smile and Variance Risk Premia. (2015). Trojani, Fabio ; Tebaldi, Claudio ; Gruber, Peter H. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1536. Full description at Econpapers || Download paper | 5 |
26 | 2012 | Quantifying Reflexivity in Financial Markets: Towards a Prediction of Flash Crashes. (). Filimonov, Vladimir ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1202. Full description at Econpapers || Download paper | 5 |
27 | 2016 | The Granular Nature of Large Institutional Investors. (2016). Sedunov, John ; Ben-David, Itzhak ; Moussawi, Rabih ; Franzoni, Francesco A. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1567. Full description at Econpapers || Download paper | 5 |
28 | 2015 | Stochastic Claims Reserving Manual: Advances in Dynamic Modeling. (2015). Wuthrich, Mario V ; Merz, Michael. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1534. Full description at Econpapers || Download paper | 5 |
29 | 2016 | Aggregate Bank Capital and Credit Dynamics. (2016). Rochet, Jean ; Pfeil, Sebastian ; Klimenko, Nataliya ; de Nicolo, Gianni. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1642. Full description at Econpapers || Download paper | 5 |
30 | 2016 | How 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. Full description at Econpapers || Download paper | 4 |
31 | 2017 | Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns. (2017). Bacchetta, Philippe ; van Wincoop, Eric. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1715. Full description at Econpapers || Download paper | 4 |
32 | 2018 | Quantile-Based Risk Sharing with Heterogeneous Beliefs. (2018). Embrechts, Paul ; Wang, Ruodu ; Mao, Tiantian ; Liu, Haiyan. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1765. Full description at Econpapers || Download paper | 4 |
33 | 2016 | Measuring House Price Bubbles. (2016). Oikarinen, Elias ; Hoesli, Martin ; Bourassa, Steven. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1601. Full description at Econpapers || Download paper | 4 |
34 | 2015 | Super-Exponential Endogenous Bubbles in an Equilibrium Model of Fundamentalist and Chartist Traders. (2015). Kaizoji, Taisei ; Saichev, Alexander I ; Leiss, Matthias ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1507. Full description at Econpapers || Download paper | 4 |
35 | 2016 | The Jacobi Stochastic Volatility Model. (2016). Ackerer, Damien ; Pulido, Sergio ; Filipovia, Damir . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1635. Full description at Econpapers || Download paper | 4 |
36 | 2016 | Shadow Insurance. (2016). Yogo, Motohiro. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1464. Full description at Econpapers || Download paper | 4 |
37 | 2018 | The Importance of Climate Risks for Institutional Investors. (2018). Starks, Laura T ; Sautner, Zacharias ; Krueger, Philipp. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1858. Full description at Econpapers || Download paper | 4 |
38 | 2017 | The British Pound on Brexit night: a natural experiment of market efficiency and real-time predictability. (2017). Wu, KE ; Sornette, Didier ; Wheatley, Spencer. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1712. Full description at Econpapers || Download paper | 4 |
39 | 2017 | High-Frequency Jump Analysis of the Bitcoin Market. (2017). Scaillet, Olivier ; Trevisan, Christopher ; Treccani, Adrien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1719. Full description at Econpapers || Download paper | 3 |
40 | 2012 | Are REITs Real Estate? Evidence from International Sector Level Data. (). Oikarinen, Elias ; Hoesli, Martin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1215. Full description at Econpapers || Download paper | 3 |
41 | 2015 | A Dynamic Equilibrium Model of ETFs. (2015). Malamud, Semyon. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1537. Full description at Econpapers || Download paper | 3 |
42 | 2013 | Sudden Spikes in Global Risk. (2013). Bacchetta, Philippe ; van Wincoop, Eric. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1336. Full description at Econpapers || Download paper | 3 |
43 | 2006 | A Data-Driven Optimization Heuristic for Downside Risk Minimization. (2006). Gilli, Manfred ; Kellezi, Evis ; Hysi, Hilda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0602. Full description at Econpapers || Download paper | 3 |
44 | 2016 | Equity is Cheap for Large Financial Institutions: The International Evidence. (2016). Gandhi, Priyank ; Lustig, Hanno N ; Plazzi, Alberto . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1622. Full description at Econpapers || Download paper | 3 |
45 | 2019 | Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation. (2019). Schepens, Glenn ; Mulier, Klaas ; Dewachter, Hans ; Ongena, Steven ; de Jonghe, Olivier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1945. Full description at Econpapers || Download paper | 3 |
46 | 2014 | Integration of Sovereign Bonds Markets: Time Variation and Maturity Effects. (2014). Chaieb, Ines ; Brandon, Rajna Gibson ; Errunza, Vihang. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1447. Full description at Econpapers || Download paper | 3 |
47 | 2017 | Quantile-Based Risk Sharing. (2017). Embrechts, Paul ; Wang, Ruodu ; Liu, Haiyan. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1754. Full description at Econpapers || Download paper | 3 |
48 | 2017 | The Price of Law: The Case of the Eurozone Collective Action Clauses. (2017). Carletti, Elena ; Ongena, Steven ; Gulati, Mitu G ; Colla, Paolo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1735. Full description at Econpapers || Download paper | 3 |
49 | 2018 | Dissection of Bitcoins Multiscale Bubble History. (2018). J-C Gerlach, ; Sornette, Didier ; Demos, Guilherme . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1830. Full description at Econpapers || Download paper | 3 |
50 | 2010 | The Interest Rate Sensitivity of Real Estate. (2010). Hoesli, Martin ; Chaney, Alain . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1013. Full description at Econpapers || Download paper | 3 |
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2018 | Social desirability bias and polling errors in the 2016 presidential election. (2018). Brownback, Andy ; Novotny, Aaron. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:74:y:2018:i:c:p:38-56. Full description at Econpapers || Download paper | |
2018 | Trumpâs Effect on stock markets: A multiscale approach. (2018). de Area, Eder Johnson ; Pereira, H. B. B., ; da Cunha, I C ; da Silva, Marcus Fernandes. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:241-247. Full description at Econpapers || Download paper | |
2018 | Optimal Short-Termism. (2018). Wong, Tak-Yuen ; Hackbarth, Dirk ; Rivera, Alejandro . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12588. Full description at Econpapers || Download paper | |
2018 | Trade and Minimum Wages in General Equilibrium: Theory and Evidence. (2018). Krishna, Kala ; Bai, Xue ; Ma, Hong ; Chatterjee, Arpita. In: NBER Working Papers. RePEc:nbr:nberwo:24456. Full description at Econpapers || Download paper | |
2018 | Minimum Wage and Outward FDI from China. (2018). Lin, Faqin ; Tang, Lixin ; Fan, Haichao. In: Journal of Development Economics. RePEc:eee:deveco:v:135:y:2018:i:c:p:1-19. Full description at Econpapers || Download paper | |
2018 | Essays on corporate governance and the impact of regulation on financial markets. (2018). Rizzo, Emanuele. In: Other publications TiSEM. RePEc:tiu:tiutis:b5158260-ea13-4763-b992-62e63c97fdb8. Full description at Econpapers || Download paper | |
2018 | Voluntary disclosure in bilateral transactions. (2018). OPP, CHRISTIAN ; Zhang, Xingtan ; Glode, Vincent. In: Journal of Economic Theory. RePEc:eee:jetheo:v:175:y:2018:i:c:p:652-688. Full description at Econpapers || Download paper | |
2018 | Hedging with transient price impact for non-covered and covered options. (2018). Bilarev, Todor ; Becherer, Dirk. In: Papers. RePEc:arx:papers:1807.05917. Full description at Econpapers || Download paper | |
2018 | Managing Counterparty Risk in OTC Markets. (2018). Brunetti, Celso ; Capponi, Agostino ; Frei, Christoph. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-83. Full description at Econpapers || Download paper | |
2018 | Optimal Capital Requirement with Noisy Signals on Banking Risk. (2018). Perez-Reyna, David ; Hill, Enoch ; Ding, Kai. In: Documentos CEDE. RePEc:col:000089:016429. Full description at Econpapers || Download paper | |
2018 | Mean Reversion Trading with Sequential Deadlines and Transaction Costs. (2018). Leung, Tim ; Kitapbayev, Yerkin. In: Papers. RePEc:arx:papers:1707.03498. Full description at Econpapers || Download paper | |
2018 | The pricing kernel puzzle: survey and outlook. (2018). Cuesdeanu, Horatio ; Jackwerth, Jens Carsten. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:3:d:10.1007_s10436-017-0317-9. Full description at Econpapers || Download paper | |
2018 | A quantum-probabilistic paradigm: Non-consequential reasoning and state dependence in investment choice. (2018). Haven, Emmanuel ; Khrennikova, Polina . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:78:y:2018:i:c:p:186-197. Full description at Econpapers || Download paper | |
2018 | Bank capital and risk-taking: evidence from misconduct provisions. (2018). Tracey, Belinda ; Sowerbutts, Rhiannon ; Schnittker, Christian . In: Bank of England working papers. RePEc:boe:boeewp:0671. Full description at Econpapers || Download paper | |
2018 | Flooded through the back door: Firm-level effects of banks lending shifts. (2018). Rehbein, Oliver. In: IWH Discussion Papers. RePEc:zbw:iwhdps:42018. Full description at Econpapers || Download paper | |
2018 | Time-varying capital requirements and disclosure rules: Effects on capitalization and lending decisions. (2018). Imbierowicz, Bjorn ; Rangvid, Jesper ; Kragh, Jonas. In: Discussion Papers. RePEc:zbw:bubdps:182018. Full description at Econpapers || Download paper | |
2018 | External Credit Ratings and Bank Lending. (2018). Cahn, Christophe ; Salvade, Federica ; Girotti, Mattia. In: Working papers. RePEc:bfr:banfra:691. Full description at Econpapers || Download paper | |
2018 | The Procyclicality of Expected Credit Loss Provisions. (2018). Suarez, Javier ; Abad, Jorge. In: Working Papers. RePEc:cmf:wpaper:wp2018_1806. Full description at Econpapers || Download paper | |
2018 | The Procyclicality of Expected Credit Loss Provisions. (2018). Suarez, Javier ; Abad, Jorge. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13135. Full description at Econpapers || Download paper | |
2018 | When losses turn into loans: the cost of undercapitalized banks. (2018). Blattner, Laura ; Farinha, Luisa ; Rebelo, Francisca. In: Working Papers. RePEc:ptu:wpaper:w201816. Full description at Econpapers || Download paper | |
2018 | Bank capital constraints, lending supply and economic activity. (2018). Signoretti, Federico ; Nobili, Andrea ; Conti, Antonio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1199_18. Full description at Econpapers || Download paper | |
2018 | Repo market functioning: the role of capital regulation. (2018). Van Horen, Neeltje ; Kotidis, Antonis. In: Bank of England working papers. RePEc:boe:boeewp:0746. Full description at Econpapers || Download paper | |
2018 | Repo market functioning: The role of capital regulation. (2018). Van Horen, Neeltje ; Kotidis, Antonis. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13090. Full description at Econpapers || Download paper | |
2018 | The effects of policy uncertainty on investment: Evidence from the unexpected acceptance of a far-reaching referendum in Switzerland. (2018). Sturm, Jan-Egbert ; Dibiasi, Andreas ; Abberger, Klaus ; Siegenthaler, Michael. In: European Economic Review. RePEc:eee:eecrev:v:104:y:2018:i:c:p:38-67. Full description at Econpapers || Download paper | |
2018 | Exchange Rates and Prices: Evidence from the 2015 Swiss Franc Appreciation. (2018). Lein, Sarah ; Burstein, Ariel ; Auer, Raphael. In: Working papers. RePEc:bsl:wpaper:2018/23. Full description at Econpapers || Download paper | |
2018 | Exchange rates and prices: evidence from the 2015 Swiss franc appreciation. (2018). Lein, Sarah ; Auer, Raphael ; Burstein, Ariel. In: BIS Working Papers. RePEc:bis:biswps:751. Full description at Econpapers || Download paper | |
2018 | Market-Book Ratios of European Banks: What Does Explain the Structural Fall?. (2018). Ferretti, Riccardo ; Venturelli, Valeria ; Landi, Andrea ; Gallo, Giovanni. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0065. Full description at Econpapers || Download paper | |
2018 | The Jacobi Stochastic Volatility Model. (2018). Ackerer, Damien ; Pulido, Sergio ; Filipovi, Damir. In: Papers. RePEc:arx:papers:1605.07099. Full description at Econpapers || Download paper | |
2018 | The Jacobi Stochastic Volatility Model. (2018). Pulido, Sergio ; Filipovic, Damir ; Ackerer, Damien. In: Post-Print. RePEc:hal:journl:hal-01338330. Full description at Econpapers || Download paper | |
2018 | The Jacobi stochastic volatility model. (2018). Ackerer, Damien ; Pulido, Sergio ; Filipovi, Damir. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:3:d:10.1007_s00780-018-0364-8. Full description at Econpapers || Download paper | |
2018 | Investment and financing choices by time-inconsistent managers. (2018). Gan, Liu ; Chen, Yifei ; Xia, Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:29-48. Full description at Econpapers || Download paper | |
2018 | Stock Price Rewards to Climate Saints and Sinners: Evidence from the Trump Election. (2018). Ramelli, Stefano ; Ziegler, Alexandre ; Zeckhauser, Richard ; Wagner, Alexander F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13206. Full description at Econpapers || Download paper | |
2018 | The behaviour of betting and currency markets on the night of the EU referendum. (2018). LINTON, OLIVER ; Auld, Tom. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-10. Full description at Econpapers || Download paper | |
2018 | The behaviour of betting and currency markets on the night of the EU referendum. (2018). LINTON, OLIVER ; Auld, Tom. In: CeMMAP working papers. RePEc:ifs:cemmap:01/18. Full description at Econpapers || Download paper | |
2018 | Analyzing the Risks Embedded in Option Prices with rndfittool. (2018). Barletta, Andrea ; de Magistris, Paolo Santucci. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:28-:d:138299. Full description at Econpapers || Download paper | |
2018 | The portfolio of euro area fund investors and ECB monetary policy announcements. (2018). Bubeck, Johannes ; Manganelli, Simone ; Habib, Maurizio Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:89:y:2018:i:c:p:103-126. Full description at Econpapers || Download paper | |
2018 | Globalization and the increasing correlation between capital inflows and outflows. (2018). Davis, Scott J ; van Wincoop, Eric. In: Journal of Monetary Economics. RePEc:eee:moneco:v:100:y:2018:i:c:p:83-100. Full description at Econpapers || Download paper | |
2018 | Foreign currency lending. (2018). Sarno, Lucio ; Politsidis, Panagiotis ; Delis, Manthos. In: MPRA Paper. RePEc:pra:mprapa:88197. Full description at Econpapers || Download paper | |
2018 | Intermediation markups and monetary policy pass-through. (2018). Schrimpf, Andreas ; Malamud, Semyon. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12623. Full description at Econpapers || Download paper | |
2018 | OTC premia. (2018). Vasios, Michalis ; Ranaldo, Angelo ; Cenedese, Gino. In: Bank of England working papers. RePEc:boe:boeewp:0751. Full description at Econpapers || Download paper | |
2018 | The pricing of FX forward contracts: Micro evidence from banks dollar hedging. (2018). Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk. In: Discussion Papers. RePEc:zbw:bubdps:422018. Full description at Econpapers || Download paper | |
2018 | OTC Premia. (2018). Ranaldo, Angelo ; Cenedese, Gino ; Vasios, Michalis. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:18. Full description at Econpapers || Download paper | |
2018 | Climate politics: How public persuasion affects the trade-off between environmental and economic performance. (2018). ZOU, Benteng ; Prieur, Fabien. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:96:y:2018:i:c:p:63-72. Full description at Econpapers || Download paper | |
2018 | The effects of markets, uncertainty and search intensity on bitcoin returns. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Working Paper series. RePEc:rim:rimwps:18-39. Full description at Econpapers || Download paper | |
2018 | Volatility and return jumps in bitcoin. (2018). Laurini, Márcio ; Chaim, Pedro. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:158-163. Full description at Econpapers || Download paper | |
2018 | Blockchain-Based Settlement for Asset Trading. (2018). Koeppl, Thorsten ; Chiu, Jonathan. In: Staff Working Papers. RePEc:bca:bocawp:18-45. Full description at Econpapers || Download paper | |
2018 | Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595. Full description at Econpapers || Download paper | |
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2018 | Limits to arbitrage in markets with stochastic settlement latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: CFS Working Paper Series. RePEc:zbw:cfswop:616. Full description at Econpapers || Download paper | |
2018 | Risks and Returns of Cryptocurrency. (2018). Tsyvinski, Aleh ; Liu, Yukun. In: NBER Working Papers. RePEc:nbr:nberwo:24877. Full description at Econpapers || Download paper | |
2018 | Risk sharing for capital requirements with multidimensional security markets. (2018). Svindland, Gregor ; Liebrich, Felix-Benedikt. In: Papers. RePEc:arx:papers:1809.10015. Full description at Econpapers || Download paper | |
2018 | Solvency II, or how to sweep the downside risk under the carpet. (2018). Weber, Stefan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:191-200. Full description at Econpapers || Download paper | |
2018 | The average risk sharing problem under risk measure and expected utility theory. (2018). Mao, Tiantian ; Liu, Haiyan ; Hu, Jiuyun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:83:y:2018:i:c:p:170-179. Full description at Econpapers || Download paper | |
2018 | Sovereign defaults in court. (2018). Trebesch, Christoph ; Schumacher, Julian ; Enderlein, Henrik. In: Working Paper Series. RePEc:ecb:ecbwps:20182135. Full description at Econpapers || Download paper | |
2018 | Sovereign Defaults in Court. (2018). Trebesch, Christoph ; Schumacher, Julian ; Enderlein, Henrik. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6931. Full description at Econpapers || Download paper | |
2018 | Sovereign defaults in court. (2018). Trebesch, Christoph ; Enderlein, Henrik ; Schuhmacher, Julian. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2103. Full description at Econpapers || Download paper | |
2018 | The Information Content of Loan Growth in Banks. (2018). Zemel, Michelle. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:08:y:2018:i:02:n:s2010139218500040. Full description at Econpapers || Download paper | |
2018 | Accurate Evaluation of Asset Pricing Under Uncertainty and Ambiguity of Information. (2018). Masoudy, Farouq Abdulaziz. In: Papers. RePEc:arx:papers:1801.06966. Full description at Econpapers || Download paper |
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2018 | Deep Learning for Predicting Asset Returns. (2018). Feng, Guanhao ; Polson, Nicholas G ; He, Jingyu. In: Papers. RePEc:arx:papers:1804.09314. Full description at Econpapers || Download paper | |
2018 | Topological recognition of critical transitions in time series of cryptocurrencies. (2018). Shmalo, Yonah ; Roldan, Pablo ; Katz, Yuri ; Goldsmith, Daniel ; Gidea, Marian . In: Papers. RePEc:arx:papers:1809.00695. Full description at Econpapers || Download paper | |
2018 | Inferring short-term volatility indicators from Bitcoin blockchain. (2018). Vodenska, Irena ; Ce, Zhang ; Piskorec, Matija ; Tolic, Dijana ; Antulov-Fantulin, Nino. In: Papers. RePEc:arx:papers:1809.07856. Full description at Econpapers || Download paper | |
2018 | Representation Results for Law Invariant Recursive Dynamic Deviation Measures and Risk Sharing. (2018). Stadje, Mitja. In: Papers. RePEc:arx:papers:1811.09615. Full description at Econpapers || Download paper | |
2018 | Explaining Monetary Spillovers: The Matrix Reloaded. (2018). Schrimpf, Andreas ; Kearns, Jonathan ; Xia, Dora. In: BIS Working Papers. RePEc:bis:biswps:757. Full description at Econpapers || Download paper | |
2018 | Optimal Short-Termism. (2018). Wong, Tak-Yuen ; Hackbarth, Dirk ; Rivera, Alejandro . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12588. Full description at Econpapers || Download paper | |
2018 | Stock Price Rewards to Climate Saints and Sinners: Evidence from the Trump Election. (2018). Ramelli, Stefano ; Ziegler, Alexandre ; Zeckhauser, Richard ; Wagner, Alexander F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13206. Full description at Econpapers || Download paper | |
2018 | Mean Sojourn and Mean Return Time of the Buy-hoard-sell Strategy of Bitcoin Exchange Prices. (2018). Mba, Ifeoma Christy ; Arazu, Winnie Ogochukwu ; Ogbuabor, Jonathan Emenike. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-05-35. Full description at Econpapers || Download paper | |
2018 | Betas V characteristics: Do stock characteristics enhance the investment opportunity set in U.K. stock returns?. (2018). Fletcher, Jonathan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:114-129. Full description at Econpapers || Download paper | |
2018 | Stock liquidity and corporate diversification: Evidence from Chinaâs split share structure reform. (2018). Gu, Lifeng ; Zhang, Yilin ; Yao, Wentao ; Wang, Yixin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:57-80. Full description at Econpapers || Download paper | |
2018 | Optimal risk allocation in reinsurance networks. (2018). Bauerle, Nicole ; Glauner, Alexander. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:37-47. Full description at Econpapers || Download paper | |
2018 | Financial development and industrial pollution. (2018). Popov, Alexander ; De Haas, Ralph. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:91310. Full description at Econpapers || Download paper | |
2018 | Using Sentiment and Momentum to Predict Stock Returns. (2018). Lansing, Kevin ; Tubbs, Michael. In: FRBSF Economic Letter. RePEc:fip:fedfel:00180. Full description at Econpapers || Download paper | |
2018 | A Discussion on Recent Risk Measures with Application to Credit Risk: Calculating Risk Contributions and Identifying Risk Concentrations. (2018). Fischer, Matthias ; Pfeuffer, Marius ; Moser, Thorsten. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:142-:d:188842. Full description at Econpapers || Download paper | |
2018 | Fostering green investments and tackling climate-related financial risks: which role for macroprudential policies?. (2018). D'Orazio, Paola ; Popoyan, Lilit. In: LEM Papers Series. RePEc:ssa:lemwps:2018/35. Full description at Econpapers || Download paper | |
2018 | Financial Development and Industrial Pollution. (2018). Popov, Alexander ; De Haas, Ralph. In: Discussion Paper. RePEc:tiu:tiucen:a0a4fb82-734a-442a-9ea1-a270843d4cd2. Full description at Econpapers || Download paper | |
2018 | Fostering green investments and tackling climate-related financial risks: Which role for macroprudential policies?. (2018). D'Orazio, Paola ; Popoyan, Lilit. In: Ruhr Economic Papers. RePEc:zbw:rwirep:778. Full description at Econpapers || Download paper |
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2017 | The Behaviour of Betting and Currency Markets on the Night of the EU Referendum. (2017). LINTON, OLIVER ; Auld, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1750. Full description at Econpapers || Download paper | |
2017 | Globalization and the Increasing Correlation between Capital Inflows and Outflows. (2017). van Wincoop, Eric ; Davis, Jonathan. In: Globalization Institute Working Papers. RePEc:fip:feddgw:323. Full description at Econpapers || Download paper | |
2017 | Globalization and the Increasing Correlation between Capital Inflows and Outflows. (2017). van Wincoop, Eric ; Davis, Jonathan. In: NBER Working Papers. RePEc:nbr:nberwo:23671. Full description at Econpapers || Download paper |
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2016 | Macroprudential Regulation and Misallocation. (2016). Perez-Reyna, David ; Hill, Enoch. In: DOCUMENTOS CEDE. RePEc:col:000089:014974. Full description at Econpapers || Download paper | |
2016 | The speed of the exchange rate pass-through. (2016). Sauré, Philip ; Fischer, Andreas ; Bonadio, Barthelemy ; Saure, Philip. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11195. Full description at Econpapers || Download paper | |
2016 | Firm Response to Competitive Shocks: Evidence from Chinas Minimum Wage Policy. (2016). Hau, Harald ; Huang, YI ; Wang, Gewei. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11429. Full description at Econpapers || Download paper | |
2016 | Term Structure of Uncertainty in the Macroeconomy. (2016). Borovicka, J ; Hansen, L P. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-1641. Full description at Econpapers || Download paper | |
2016 | The speed of exchange rate pass-through. (2016). Sauré, Philip ; Fischer, Andreas ; Bonadio, Barthelemy. In: Globalization Institute Working Papers. RePEc:fip:feddgw:282. Full description at Econpapers || Download paper | |
2016 | Firm Response to Competitive Shocks: Evidence from Chinaâs Minimum Wage Policy. (2016). Wang, Gewei ; Hau, Harald ; Huang, YI. In: IHEID Working Papers. RePEc:gii:giihei:heidwp08-2016. Full description at Econpapers || Download paper | |
2016 | Term Structure of Uncertainty in the Macroeconomy. (2016). Hansen, Lars ; BoroviÄka, Jaroslav ; Borovika, Jaroslav. In: NBER Working Papers. RePEc:nbr:nberwo:22364. Full description at Econpapers || Download paper |
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2015 | Speculative Influence Network during financial bubbles: application to Chinese Stock Markets. (2015). Lin, LI ; Sornette, Didier. In: Papers. RePEc:arx:papers:1510.08162. Full description at Econpapers || Download paper | |
2015 | Why Do Short Sellers Like Qualitative News?. (2015). Massa, Massimo ; Chuprinin, Oleg ; von Beschwitz, Bastian. In: International Finance Discussion Papers. RePEc:fip:fedgif:1149. Full description at Econpapers || Download paper | |
2015 | Using proprietary credit default swap (CDS) data from 2010 to 2014, I show that capital fluctuations for sellers of CDS protection are an important determinant of CDS spread movements. I first establi. (2015). Siriwardane, Emil. In: Working Papers. RePEc:ofr:wpaper:14-10. Full description at Econpapers || Download paper |