Central Bank Research Hub - Series: Swiss National Bank Working Papers 2004

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

	Title	Author(s)
Full text	Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment Paper: 2012-16, 07.01.2013	Katja Drechsel Rolf Scheufele
Full text	What Drives Target2 Balances? Evidence From a Panel Analysis Paper: 2012-15, 12.12.2012	Raphael Anton Auer
Full text	Market Structure and Exchange Rate Pass-Through Paper: 2012-14, 12.12.2012	Raphael S. Schoenle Raphael Anton Auer
Full text	Quality Pricing-to-Market Paper: 2012-11, 22.10.2012	Thomas Chaney Philip Ulrich Sauré Raphael Anton Auer
Full text	Global and country-specific business cycle risk in time-varying excess returns on asset markets Paper: 2012-10, 22.10.2012	Thomas Nitschka
Full text	Asymmetries in Price-Setting Behavoir: New Microeconometric from Switzerland Paper: 2012-09, 22.10.2012	Daniel Kaufmann Bo E. Honoré Sarah Marit Lein
Full text	Access policy and money market segmentation Paper: 2012-12, 22.10.2012	Sébastien Philippe Kraenzlin Thomas Nellen
Full text	Reducing overreaction to central banks' disclosures: theory and experiment Paper: 2012-08, 11.07.2012 JEL: C92, D82, D84, E58	Romain Baeriswyl Camille Cornand
Full text	Housing Bubbles and Interest Rates Paper: 2012-07, 10.07.2012 JEL: E52, G12, R21	Christian Hott Terhi Jokipii
Full text	Information Asymmetry and Foreign Currency Borrowing by Small Firms Paper: 2012-05, 28.06.2012 JEL: F34, F37, G21, G30	Steven Ongena Pinar Yesin Martin Brown
Full text	Retirement Age across Countries: The Role of Occupations Paper: 2012-06, 28.06.2012 JEL: J14, J24, J26, J82	Philip Ulrich Sauré Hosny Zoabi
Full text	Banking sector's international interconnectedness: Implications for consumption risk sharing in Europe Paper: 2012-04, 27.04.2012 JEL: E2, F15, G15	Thomas Nitschka
Full text	Risk spillovers in international equity portfolios Paper: 2012-03, 20.04.2012 JEL: C13, C16, C22, C51, C53, G17	Matteo Bonato Massimiliano Caporin Angelo Ranaldo
Full text	Liquidity Effects of Quantitative Easing on Long-Term Interest Rates Paper: 2012-02, 20.04.2012 JEL: E43, E52, E58	Signe Krogstrup Samuel Reynard Barbara Sutter
Full text	Exchange Rate Pass-Through, Domestic Competition,and Inflation: Evidence from the 2005/08 Revaluationof the Renminbi Paper: 2012-01, 06.03.2012 JEL: E31, F11, F12, F14, F15, F16, F40, L16	Raphael Anton Auer
Full text	K-state switching models with endogenous transition distributions Paper: 2011-13, 27.01.2012	Kaufmann Sylvia
Full text	Bargaining Power in the Repo Market Paper: 2011-14, 27.01.2012	Benedikt von Scarpatetti Sébastien Philippe Kraenzlin
Full text	On the Predictability of Stock Prices: a Case for High and Low Prices Paper: 2011-11, 14.11.2011	Massimiliano Caporin Angelo Ranaldo
Full text	Interoperability between central counterparties Paper: 2011-12, 14.11.2011	Jürg Mägerle Thomas Nellen
Full text	Spatial Competition in Quality, Demand-Induced Innovation, and Schumpeterian Growth Paper: 2011-10, 01.09.2011	Philip Ulrich Sauré Raphael Anton Auer
Full text	Low-Wage Import Competition, Inflationary Pressure,and Industry Dynamics in Europe Paper: 2011-09, 15.08.2011	Kathrin Degen Andreas M. Fischer Raphael Anton Auer
Full text	Sectoral Inflation Dynamics, Idiosyncratic Shocks and Monetary Policy Paper: 2011-07, 26.05.2011	Daniel Kaufmann Sarah Lein
Full text	Is there any evidence of a Greenspan put? Paper: 2011-06, 26.05.2011	Hall Pamela
Full text	Mortgage Rate Pass-Through in Switzerland Paper: 2011-08, 26.05.2011	Iva Cecchin
Full text	Foreign currency returns and systematic risks Paper: 2011-03, 21.03.2011	Thomas Nitschka Victoria Galsband
Full text	Intraday patterns in FX returns and order flow Paper: 2011-04, 21.03.2011	Francis Breedon Angelo Ranaldo
Full text	Exploring an uncharted market: Evidence on the unsecured Swiss franc money market Paper: 2011-05, 21.03.2011	Silvio Schumacher Basil Guggenheim Sébastien Kraenzlin
Full text	Foreign Currency Loans - Demand or Supply Driven? Paper: 2011-02, 10.03.2011	Steven Ongena Martin Brown Karolin Kirschenmann
Full text	Which Households Use Banks? Evidence from the Transition Economies Paper: 2011-01, 10.03.2011	Martin Brown Thorsten Beck
Full text	Executive Compensation: A General Equilibrium Perspective Paper: 2010-19, 10.11.2010	John B. Donaldson Jean-Pierre Danthine
Full text	Are Imports from Rich Nations Deskilling Emerging Economies? - Human Capital and the Dynamic Effects of Trade Paper: 2010-18, 10.11.2010	Raphael Auer
Full text	Immigration and large banknotes Paper: 2010-17, 10.11.2010	Andreas M. Fischer
Full text	Immigration and Swiss House Prices Paper: 2010-16, 10.11.2010	Andreas M. Fischer Kathrin Degen
Full text	Monetary Policy Response to Oil Price Shocks Paper: 2010-15, 10.11.2010	Jean-Marc Natal
Full text	Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Paper: 2006-02, 03.11.2010	Angelo Ranaldo Charlotte Christiansen
Full text	Can bank supervisors rely on market data? A critical assessment from a Swiss perspective Paper: 2006-08, 03.11.2010	Matteo Facchinetti Urs W. Birchler
Full text	Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data Paper: 2006-06, 03.11.2010	Andreas M. Fischer Marlene Amstad
Full text	A Two-Pillar Phillips Curve for Switzerland Paper: 2006-09, 03.11.2010	Petra Gerlach-Kristen
Full text	Money and the Great Disinflation Paper: 2006-07, 03.11.2010	Samuel Reynard
Full text	Intraday Market Dynamics Around Public Information Arrivals Paper: 2006-11, 03.11.2010	Angelo Ranaldo
Full text	On Understanding Sources of Growth and Output Gaps for Switzerland Paper: 2006-10, 03.11.2010	Kevin J. Fox Mathias Zurlinden
Full text	Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland Paper: 2006-05, 03.11.2010	Stefan Gerlach Katrin Assenmacher-Wesche
Full text	The Exposure of Swiss Banks to Macroeconomic Shocks – an Empirical Investigation Paper: 2006-04, 03.11.2010	Hansjörg Lehmann Michael Manz
Full text	Credit Reporting, Relationship Banking, and Loan Repayment Paper: 2006-03, 03.11.2010	Christian Zehnder Martin Brown
Full text	Macroeconomic and interest rate volatility under alternative monetary operationg procedures Paper: 2010-12, 09.09.2010	Petra Gerlach-Kristen Barbara Rudolf
Full text	Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity Paper: 2010-14, 09.09.2010 JEL: F31, G01, G14	Angelo Ranaldo Tommaso Mancini Griffoli
Full text	Consumer Heterogeneity and the Impact of Trade Liberalization: How Representative is the Representative Agent Framework? Paper: 2010-13, 09.09.2010 JEL: F12, F15, L15, L16	Raphael Auer
Full text	Momentum in stock market returns: Implications for risk premia on foreign currencies Paper: 2010-11, 15.07.2010 JEL: F31, F37, G15	Thomas Nitschka
Full text	The Business Cycle Implications of Reciprocity in Labor Relations Paper: 2010-10, 08.07.2010 JEL: E24, E31, E32, E52, J50	André Kurmann Jean-Pierre Danthine
Full text	Who Needs Credit and Who Gets Credit in Eastern Europe? Paper: 2010-09, 08.07.2010	Steven Ongena Alexander Popov Pinar Yesin Martin Brown

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004