Switzerland - Central Bank Research Hub

Title Author(s)

Repatriation of Debt in the Euro Crisis: Evidence for the Secondary Market Theory

Swiss National Bank Working Papers [View] (Paper: 2014-03, 12.02.2014)

Monetary Policy Shocks and Foreign Investment Income: Evidence from a large Bayesian VAR

Swiss National Bank Working Papers [View] (Paper: 2014-02, 05.02.2014)

The Good? The Bad? The Ugly? Which news drive (co)variation in Swiss and US bond and stock excess returns?

Swiss National Bank Working Papers [View] (Paper: 2014-01, 30.01.2014)

Time variation in asset price responses to macro announcements

Swiss National Bank Working Papers [View] (Paper: 2013-11, 27.11.2013)

Does SIC need a heart pacemaker?

Swiss National Bank Working Papers [View] (Paper: 2013-10, 30.10.2013)

How do individual sectors respond to macroeconomic shocks? A structural dynamic factor approach applied to Swiss data

Swiss National Bank Working Papers [View] (Paper: 2013-09, 28.10.2013)

Estimating Taylor Rules for Switerland: Evidence from 2000 to 2012

Swiss National Bank Working Papers [View] (Paper: 2013-08, 16.10.2013)

Currency excess returns and global downside market risk

Swiss National Bank Working Papers [View] (Paper: 2013-07, 15.07.2013)

Merchanting and Current Account Balances

Swiss National Bank Working Papers [View] (Paper: 2013-06, 13.06.2013)

Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S.

Swiss National Bank Working Papers [View] (Paper: 2013-05, 02.05.2013)

On financial risk and the safe haven characteristics of Swiss franc exchange rates

Swiss National Bank Working Papers [View] (Paper: 2013-04, 18.04.2013)

JEL: E32, F44, G15

Financial Globalization and Monetary Transmission

Swiss National Bank Working Papers [View] (Paper: 2013-03, 18.04.2013)

JEL: E52, F41, F42, F47

Transaction Taxes, Capital Gains Taxes and House Prices

Swiss National Bank Working Papers [View] (Paper: 2013-02, 28.03.2013)

Portfolio balance effects of the SNB's bond purchase program

Swiss National Bank Working Papers [View] (Paper: 2013-01, 07.03.2013)

Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment

Swiss National Bank Working Papers [View] (Paper: 2012-16, 07.01.2013)

Market Structure and Exchange Rate Pass-Through

Swiss National Bank Working Papers [View] (Paper: 2012-14, 12.12.2012)

What Drives Target2 Balances? Evidence From a Panel Analysis

Swiss National Bank Working Papers [View] (Paper: 2012-15, 12.12.2012)

Access policy and money market segmentation

Swiss National Bank Working Papers [View] (Paper: 2012-12, 22.10.2012)

Global and country-specific business cycle risk in time-varying excess returns on asset markets

Swiss National Bank Working Papers [View] (Paper: 2012-10, 22.10.2012)

Asymmetries in Price-Setting Behavoir: New Microeconometric from Switzerland

Swiss National Bank Working Papers [View] (Paper: 2012-09, 22.10.2012)

Quality Pricing-to-Market

Swiss National Bank Working Papers [View] (Paper: 2012-11, 22.10.2012)

Reducing overreaction to central banks' disclosures: theory and experiment

Swiss National Bank Working Papers [View] (Paper: 2012-08, 11.07.2012)

JEL: C92, D82, D84, E58

Housing Bubbles and Interest Rates

Swiss National Bank Working Papers [View] (Paper: 2012-07, 10.07.2012)

JEL: E52, G12, R21

Information Asymmetry and Foreign Currency Borrowing by Small Firms

Swiss National Bank Working Papers [View] (Paper: 2012-05, 28.06.2012)

JEL: F34, F37, G21, G30

Retirement Age across Countries: The Role of Occupations

Swiss National Bank Working Papers [View] (Paper: 2012-06, 28.06.2012)

JEL: J14, J24, J26, J82

Banking sector's international interconnectedness: Implications for consumption risk sharing in Europe

Swiss National Bank Working Papers [View] (Paper: 2012-04, 27.04.2012)

JEL: E2, F15, G15

Risk spillovers in international equity portfolios

Swiss National Bank Working Papers [View] (Paper: 2012-03, 20.04.2012)

JEL: C13, C22, C51, C53, G17

Liquidity Effects of Quantitative Easing on Long-Term Interest Rates

Swiss National Bank Working Papers [View] (Paper: 2012-02, 20.04.2012)

JEL: E43, E52, E58

Exchange Rate Pass-Through, Domestic Competition, and Inflation: Evidence from the 2005/08 Revaluation of the Renminbi

Swiss National Bank Working Papers [View] (Paper: 2012-01, 06.03.2012)

JEL: E31, F11, F12, F14, F15, F16, F40, L16

Bargaining Power in the Repo Market

Swiss National Bank Working Papers [View] (Paper: 2011-14, 27.01.2012)

K-state switching models with endogenous transition distributions

Swiss National Bank Working Papers [View] (Paper: 2011-13, 27.01.2012)

On the Predictability of Stock Prices: a Case for High and Low Prices

Swiss National Bank Working Papers [View] (Paper: 2011-11, 14.11.2011)

Interoperability between central counterparties

Swiss National Bank Working Papers [View] (Paper: 2011-12, 14.11.2011)

Spatial Competition in Quality, Demand-Induced Innovation, and Schumpeterian Growth

Swiss National Bank Working Papers [View] (Paper: 2011-10, 01.09.2011)

Low-Wage Import Competition, Inflationary Pressure,and Industry Dynamics in Europe

Swiss National Bank Working Papers [View] (Paper: 2011-09, 15.08.2011)

Sectoral Inflation Dynamics, Idiosyncratic Shocks and Monetary Policy

Swiss National Bank Working Papers [View] (Paper: 2011-07, 26.05.2011)

Mortgage Rate Pass-Through in Switzerland

Swiss National Bank Working Papers [View] (Paper: 2011-08, 26.05.2011)

Is there any evidence of a Greenspan put?

Swiss National Bank Working Papers [View] (Paper: 2011-06, 26.05.2011)

Foreign currency returns and systematic risks

Swiss National Bank Working Papers [View] (Paper: 2011-03, 21.03.2011)

Exploring an uncharted market: Evidence on the unsecured Swiss franc money market

Swiss National Bank Working Papers [View] (Paper: 2011-05, 21.03.2011)

Intraday patterns in FX returns and order flow

Swiss National Bank Working Papers [View] (Paper: 2011-04, 21.03.2011)

Foreign Currency Loans - Demand or Supply Driven?

Swiss National Bank Working Papers [View] (Paper: 2011-02, 10.03.2011)

Which Households Use Banks? Evidence from the Transition Economies

Swiss National Bank Working Papers [View] (Paper: 2011-01, 10.03.2011)

Executive Compensation: A General Equilibrium Perspective

Swiss National Bank Working Papers [View] (Paper: 2010-19, 10.11.2010)

Immigration and large banknotes

Swiss National Bank Working Papers [View] (Paper: 2010-17, 10.11.2010)

Monetary Policy Response to Oil Price Shocks

Swiss National Bank Working Papers [View] (Paper: 2010-15, 10.11.2010)

Are Imports from Rich Nations Deskilling Emerging Economies? - Human Capital and the Dynamic Effects of Trade

Swiss National Bank Working Papers [View] (Paper: 2010-18, 10.11.2010)

Immigration and Swiss House Prices

Swiss National Bank Working Papers [View] (Paper: 2010-16, 10.11.2010)

The Exposure of Swiss Banks to Macroeconomic Shocks ¿ an Empirical Investigation

Swiss National Bank Working Papers [View] (Paper: 2006-04, 03.11.2010)

Can bank supervisors rely on market data? A critical assessment from a Swiss perspective

Swiss National Bank Working Papers [View] (Paper: 2006-08, 03.11.2010)