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

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

Title Author(s)

Changing dynamics at the zero lower bound

Paper: 2016-16, 30.11.2016

JEL: C3, E3

Macroeconomic surprises, market environment and safe-haven currencies

Paper: 2016-15, 23.11.2016

JEL: F31, G12, G14

Sticky consumption and wealth effects in Switzerland

Paper: 2016-14, 04.11.2016

JEL: C22, D12, E21, E44

The Liquidity Coverage Ratio and Security Prices

Paper: 2016-11, 13.09.2016

JEL: E50, G10, G18, G21, G28

Networks and lending conditions: Empirical evidence from the Swiss franc money markets

Paper: 2016-12, 13.09.2016

JEL: E42, E43, E58, G01, G12, G21, L14

Credit cycles and real activity - the Swiss case

Paper: 2016-13, 13.09.2016

JEL: C11, C32, E30, E44, E51, E52

Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions

Paper: 2016-10, 30.08.2016

JEL: E44, E58, G12

Cross-border Spillover Effects of Unconventional Monetary Policies on Swiss Asset Prices

Paper: 2016-09, 16.08.2016

JEL: E52, E58, E65, F31, F42, G12

Capital Flows and the Swiss Franc

Paper: 2016-08, 20.06.2016

JEL: F21, F31, F32

On the roles of different foreign currencies in European bank lending

Paper: 2016-07, 18.05.2016

JEL: F32, F34, F36

Price expectations and the US housing boom

Paper: 2016-06, 14.04.2016

JEL: E3, E4, R3

The banking sector and the Swiss financial account during the financial and European debt crises

Paper: 2016-05, 14.04.2016

JEL: E51, F21, F32, F36, F65, G15, G21

Forecasting with Large Unbalanced Datasets: The Mixed Frequency Three-Pass Regression Filter

Paper: 2016-04, 23.03.2016

JEL: C32, C53, E37

How reliable are cointegration-based estimates for wealth effects on consumption? Evidence from Switzerland

Paper: 2016-03, 23.03.2016

JEL: D12, E21, E44

Foreign PMIs: A reliable indicator for exports?

Paper: 2016-01, 22.03.2016

JEL: C53, F14, F17

Exchange Rate Predictability and State-of-the-Art Models

Paper: 2016-02, 22.03.2016

JEL: C53, F31, F37

Collateralised liquidity, two-part tariff and settlement coordination

Paper: 2015-13, 21.12.2015

JEL: E58, G21, G28

Private information, capital flows, and exchange rates

Paper: 2015-12, 06.11.2015

JEL: C22, E58, F31, F37, G14

Ben Bernanke vs. Janet Yellen: Exploring the (a)symmetry of individual and aggregate inflation expectations

Paper: 2015-10, 25.09.2015

JEL: C42, E31

Time-intensive R&D and unbalanced trade

Paper: 2015-11, 25.09.2015

JEL: F12, F41

Exit Strategies and Trade Dynamics in Repo Markets

Paper: 2015-09, 27.07.2015

JEL: D83, E40, E50

The impact of international swap lines on stock returns of banks in emerging markets

Paper: 2015-07, 06.07.2015

JEL: F15, F21, F32, F36, G15

Is there a too-big-to-fail discount in excess returns on German banks' stocks?

Paper: 2015-08, 06.07.2015

JEL: G10, G21

Mortgage arrears in Europe: The impact of monetary and macroprudential policies

Paper: 2015-05, 01.07.2015

JEL: D14, E58, G28

Transmission of Quantitative Easing: The Role of Central Bank Reserves

Paper: 2015-06, 01.07.2015

JEL: E43, E52, E58, G12

A dynamic North-South model of demand-induced product cycles

Paper: 2015-04, 16.04.2015

JEL: F1, O3

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

Paper: 2015-03, 03.03.2015

JEL: C32, C51, F31

Re-use of collateral in the repo market

Paper: 2015-02, 16.01.2015

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

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

Paper: 2015-01, 16.01.2015

JEL: F21, F31, F32

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 returns and external adjustment: evidence from Switzerland

Paper: 2014-12, 12.12.2014

JEL: F31, F32, F37, G15

Quantification and characteristics of household inflation expectations in Switzerland

Paper: 2014-11, 12.12.2014

JEL: C22, C82, E31, E50

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

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

The Collateral Costs of Clearing

Paper: 2014-04, 04.11.2014

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

Carry Trade Activities: A Multivariate Threshold Model Analysis

Paper: 2014-06, 04.11.2014

JEL: C15, C32, E44

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

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