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

Papers by year: All | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

Title Author(s)

Real exchange rate persistence: The case of the Swiss franc-US dollar rate

Paper: 2015-03, 03.03.2015

JEL: C32, C51, F31

Capital flow waves to and from Switzerland before and after the financial crisis

Paper: 2015-01, 16.01.2015

JEL: F21, F31, F32

Re-use of collateral in the repo market

Paper: 2015-02, 16.01.2015

JEL: D47, E58, G01, G18, G21, G32

Quantification and characteristics of household inflation expectations in Switzerland

Paper: 2014-11, 12.12.2014

JEL: C22, C82, E31, E50

Have investors been looking for exposure to specific countries since the global financial crisis? - Insights from the Swiss franc bond market

Paper: 2014-13, 12.12.2014

JEL: G10, G12, G15

Exchange rate and price dynamics in a small open economy - the role of the zero lower bound and monetary policy regimes

Paper: 2014-10, 12.12.2014

JEL: C11, C32, E31, E37, E52, E58, F31

Skill-Biased Technological Change and the Real Exchange Rate

Paper: 2014-09, 12.12.2014

JEL: F16, F31, F41, J24

Exchange rate returns and external adjustment: evidence from Switzerland

Paper: 2014-12, 12.12.2014

JEL: F31, F32, F37, G15

Determinants of the Swiss Franc Real Exchange Rate

Paper: 2014-08, 03.12.2014

Real exchange rates and fundamentals: robustness across alternative model specifications

Paper: 2014-07, 03.12.2014

JEL: C11, C33, F31, F32, F41

Carry Trade Activities: A Multivariate Threshold Model Analysis

Paper: 2014-06, 04.11.2014

JEL: C15, C32, E44

The Collateral Costs of Clearing

Paper: 2014-04, 04.11.2014

JEL: D53, D82, G13, G14, G18, G20, G28

Fixed Costs per Shipment

Paper: 2012-13, 01.05.2014

JEL: F10

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

Paper: 2014-03, 12.02.2014

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

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?

Paper: 2014-01, 30.01.2014

Time variation in asset price responses to macro announcements

Paper: 2013-11, 27.11.2013

Does SIC need a heart pacemaker?

Paper: 2013-10, 30.10.2013

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

Paper: 2013-09, 28.10.2013

Estimating Taylor Rules for Switerland: Evidence from 2000 to 2012

Paper: 2013-08, 16.10.2013

Currency excess returns and global downside market risk

Paper: 2013-07, 15.07.2013

Merchanting and Current Account Balances

Paper: 2013-06, 13.06.2013

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

Paper: 2013-05, 02.05.2013

Financial Globalization and Monetary Transmission

Paper: 2013-03, 18.04.2013

JEL: E52, F41, F42, F47

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

Paper: 2013-04, 18.04.2013

JEL: E32, F44, G15

Transaction Taxes, Capital Gains Taxes and House Prices

Paper: 2013-02, 28.03.2013

Portfolio balance effects of the SNB's bond purchase program

Paper: 2013-01, 07.03.2013

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

Paper: 2012-16, 07.01.2013

What Drives Target2 Balances? Evidence From a Panel Analysis

Paper: 2012-15, 12.12.2012

Market Structure and Exchange Rate Pass-Through

Paper: 2012-14, 12.12.2012

Quality Pricing-to-Market

Paper: 2012-11, 22.10.2012

Access policy and money market segmentation

Paper: 2012-12, 22.10.2012

Asymmetries in Price-Setting Behavoir: New Microeconometric from Switzerland

Paper: 2012-09, 22.10.2012

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

Paper: 2012-10, 22.10.2012

Reducing overreaction to central banks' disclosures: theory and experiment

Paper: 2012-08, 11.07.2012

JEL: C92, D82, D84, E58

Housing Bubbles and Interest Rates

Paper: 2012-07, 10.07.2012

JEL: E52, G12, R21

Information Asymmetry and Foreign Currency Borrowing by Small Firms

Paper: 2012-05, 28.06.2012

JEL: F34, F37, G21, G30

Retirement Age across Countries: The Role of Occupations

Paper: 2012-06, 28.06.2012

JEL: J14, J24, J26, J82

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

Paper: 2012-04, 27.04.2012

JEL: E2, F15, G15

Risk spillovers in international equity portfolios

Paper: 2012-03, 20.04.2012

JEL: C13, C16, C22, C51, C53, G17

Liquidity Effects of Quantitative Easing on Long-Term Interest Rates

Paper: 2012-02, 20.04.2012

JEL: E43, E52, E58

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

K-state switching models with endogenous transition distributions

Paper: 2011-13, 27.01.2012

Bargaining Power in the Repo Market

Paper: 2011-14, 27.01.2012

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

Paper: 2011-11, 14.11.2011

Interoperability between central counterparties

Paper: 2011-12, 14.11.2011

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

Paper: 2011-10, 01.09.2011

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

Paper: 2011-09, 15.08.2011

Sectoral Inflation Dynamics, Idiosyncratic Shocks and Monetary Policy

Paper: 2011-07, 26.05.2011

Is there any evidence of a Greenspan put?

Paper: 2011-06, 26.05.2011

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