| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Banking sectors' international interconnectedness: Implications for consumption risk sharing in Europe |
0 |
0 |
0 |
14 |
1 |
4 |
9 |
105 |
| Banking sectors' international interconnectedness: Implications for consumption risk sharing in Europe |
0 |
0 |
0 |
40 |
0 |
2 |
4 |
123 |
| Carry trade and forward premium puzzle from the perspective of a safe-haven currency |
0 |
0 |
0 |
20 |
7 |
10 |
19 |
77 |
| Cashflow news, the value premium and an asset pricing view on European stock market integration |
0 |
0 |
0 |
37 |
1 |
2 |
9 |
214 |
| Consumption growth, uncovered equity parity and the cross-section of returns on foreign currencies |
0 |
0 |
0 |
54 |
1 |
8 |
16 |
173 |
| Currency excess returns and global downside market risk |
0 |
0 |
0 |
44 |
3 |
4 |
9 |
133 |
| Did China's anti-corruption campaign affect the risk premium on stocks of global luxury goods firms? |
0 |
0 |
0 |
37 |
1 |
10 |
22 |
107 |
| Does sensitivity to cashflow news explain the value premium on European stock markets? |
0 |
0 |
0 |
2 |
0 |
0 |
6 |
74 |
| Estimating Taylor Rules for Switzerland: Evidence from 2000 to 2012 |
0 |
0 |
0 |
115 |
1 |
6 |
21 |
295 |
| Evidence on the international financial spillovers of the New York Bankers' Panic of 1907 |
0 |
0 |
0 |
13 |
0 |
3 |
7 |
17 |
| Exchange rate returns and external adjustment: evidence from Switzerland |
0 |
0 |
0 |
17 |
3 |
6 |
9 |
115 |
| Foreign currency returns and systematic risks |
0 |
1 |
1 |
72 |
0 |
3 |
8 |
253 |
| Global and country-specific business cycle risk in time-varying excess returns on asset markets |
0 |
0 |
0 |
49 |
0 |
3 |
7 |
92 |
| Habits die hard: implications for bond and stock markets internationally |
0 |
0 |
0 |
5 |
2 |
3 |
9 |
19 |
| Habits die hard: implications for bond and stock markets internationally |
0 |
0 |
0 |
13 |
0 |
5 |
7 |
27 |
| Have investors been looking for exposure to specific countries since the global financial crisis? - Insights from the Swiss franc bond market |
0 |
0 |
0 |
7 |
0 |
8 |
19 |
77 |
| International evidence for return predictability and the implications for long-run covariation of the G7 stock markets |
0 |
0 |
0 |
37 |
0 |
2 |
9 |
176 |
| Is there a too-big-to-fail discount in excess returns on German banks' stocks? |
0 |
0 |
0 |
41 |
0 |
3 |
8 |
103 |
| Momentum in stock market returns, risk premia on foreign currencies and international financial integration |
0 |
0 |
0 |
133 |
1 |
5 |
17 |
582 |
| Momentum in stock market returns: Implications for risk premia on foreign currencies |
0 |
0 |
0 |
52 |
0 |
5 |
11 |
162 |
| On financial risk and the safe haven characteristics of Swiss franc exchange rates |
0 |
0 |
2 |
146 |
2 |
5 |
27 |
499 |
| On the carbon premium in Swiss stock returns |
0 |
0 |
8 |
8 |
0 |
3 |
18 |
18 |
| Predicting returns on asset markets of a small, open economy and the influence of global risks |
0 |
0 |
0 |
25 |
0 |
4 |
8 |
49 |
| Responses of Swiss bond yields and stock prices to ECB policy surprises |
0 |
0 |
1 |
16 |
2 |
8 |
24 |
36 |
| Securitisation, loan growth and bank funding: the Swiss experience since 1932 |
0 |
0 |
0 |
48 |
0 |
2 |
7 |
88 |
| Securitization of Mortgage Debt, Asset Prices and International Risk Sharing |
0 |
0 |
0 |
289 |
0 |
0 |
6 |
1,115 |
| Securitization of Mortgage Debt, Asset Prices and International Risk Sharing |
0 |
0 |
0 |
115 |
0 |
3 |
13 |
432 |
| Stock market evidence on the international transmission channels of US monetary policy surprises |
0 |
0 |
1 |
21 |
2 |
6 |
13 |
64 |
| The Consumption - Real Exchange Rate Anomaly: an Asset Pricing Perspective |
0 |
0 |
0 |
100 |
1 |
7 |
8 |
335 |
| The Good? The Bad? The Ugly? Which news drive (co)variation in Swiss and US bond and stock excess returns? |
0 |
0 |
2 |
28 |
0 |
3 |
11 |
82 |
| The Impact of COVID-19 and other Crises on the Responses of Swiss Bond Yields and Stock Prices to ECB Policy Surprises |
0 |
0 |
0 |
3 |
1 |
4 |
9 |
15 |
| The Risk Premium on the Euro Area Market Portfolio: The Role of Real Estate |
0 |
0 |
0 |
70 |
0 |
2 |
10 |
331 |
| The Size Effect in Value and Momentum Factors: Implications for the Cross-section of International Stock Returns |
0 |
0 |
0 |
16 |
0 |
1 |
13 |
114 |
| The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability |
0 |
0 |
0 |
6 |
0 |
3 |
12 |
106 |
| The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability |
0 |
0 |
0 |
67 |
0 |
0 |
12 |
415 |
| Total Working Papers |
0 |
1 |
15 |
1,760 |
29 |
143 |
417 |
6,623 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| About the soundness of the US-cay indicator for predicting international banking crises |
0 |
0 |
0 |
8 |
0 |
4 |
8 |
99 |
| Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy |
0 |
0 |
0 |
4 |
0 |
1 |
6 |
50 |
| Carry trade and forward premium puzzle from the perspective of a safe‐haven currency |
0 |
0 |
2 |
9 |
1 |
8 |
17 |
47 |
| Cashflow news, the value premium and an asset pricing view on European stock market integration |
0 |
0 |
0 |
11 |
2 |
4 |
10 |
84 |
| Central bank reserves and bank lending spreads |
0 |
0 |
1 |
5 |
1 |
5 |
17 |
40 |
| China’s anti-corruption campaign and stock returns of luxury goods firms |
1 |
3 |
3 |
8 |
1 |
13 |
31 |
62 |
| Covered bonds, loan growth and bank funding: The Swiss experience since 1932 |
0 |
0 |
1 |
4 |
0 |
2 |
8 |
25 |
| Currency excess returns and global downside market risk |
0 |
0 |
0 |
29 |
0 |
4 |
7 |
162 |
| Developed markets’ business cycle dynamics and time-variation in emerging markets’ asset returns |
0 |
0 |
0 |
23 |
1 |
3 |
4 |
89 |
| Exchange Rate Returns and External Adjustment: Evidence from Switzerland |
0 |
0 |
1 |
16 |
1 |
5 |
22 |
119 |
| Firm size, economic risks, and the cross-section of international stock returns |
0 |
0 |
0 |
18 |
1 |
1 |
9 |
96 |
| Foreign Currency Returns and Systematic Risks |
0 |
0 |
0 |
16 |
0 |
5 |
12 |
128 |
| Idiosyncratic consumption risk and predictability of the carry trade premium: Euro-Area evidence |
0 |
0 |
0 |
5 |
0 |
3 |
9 |
55 |
| International Evidence for Return Predictability and the Implications for Long-Run Covariation of the G7 Stock Markets |
0 |
0 |
0 |
0 |
0 |
3 |
9 |
14 |
| International Evidence for Return Predictability and the Implications for Long‐Run Covariation of the G7 Stock Markets |
0 |
0 |
0 |
0 |
2 |
2 |
5 |
9 |
| Is There a Too-Big-to-Fail Discount in Excess Returns on German Banks’ Stocks? |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
23 |
| Momentum in stock market returns: implications for risk premia on foreign currencies |
0 |
0 |
0 |
21 |
0 |
2 |
4 |
81 |
| On financial risk and the safe haven characteristics of Swiss franc exchange rates |
2 |
2 |
12 |
107 |
6 |
27 |
97 |
411 |
| Responses of Swiss interest rates and stock prices to ECB policy surprises |
0 |
0 |
0 |
1 |
0 |
3 |
10 |
15 |
| Risk premia on Swiss government bonds and sectoral stock indexes during international crises |
0 |
0 |
1 |
5 |
1 |
2 |
11 |
61 |
| Securitization of mortgage debt, domestic lending, and international risk sharing |
0 |
0 |
0 |
63 |
0 |
2 |
6 |
306 |
| Securitization of mortgage debt, domestic lending, and international risk sharing |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
12 |
| Securitization, collateral constraints and consumption risk sharing in the euro area |
0 |
0 |
0 |
24 |
0 |
0 |
4 |
102 |
| Semi-Parametric Estimates of Taylor Rules for a Small, Open Economy – Evidence from Switzerland |
1 |
1 |
2 |
14 |
1 |
7 |
20 |
66 |
| Semi-Parametric Estimates of Taylor Rules for a Small, Open Economy – Evidence from Switzerland |
1 |
1 |
2 |
5 |
2 |
3 |
8 |
19 |
| Shock and awe? Bond yield responses to domestic monetary policy in a small-open economy |
0 |
1 |
2 |
11 |
0 |
7 |
15 |
31 |
| Stock market evidence on the international transmission channels of US monetary policy surprises |
1 |
2 |
3 |
3 |
2 |
12 |
34 |
49 |
| The impact of (global) business cycle risk on the German and British stock markets: Evidence from the first age of globalization |
0 |
0 |
0 |
17 |
0 |
1 |
3 |
82 |
| The impact of (global) business cycle risk on the German and British stock markets: Evidence from the first age of globalization |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
12 |
| What Goliaths and Davids among Swiss firms tell us about expected returns on Swiss asset markets |
0 |
0 |
0 |
1 |
0 |
1 |
8 |
23 |
| What News Drive Variation in Swiss and US Bond and Stock Excess Returns? |
0 |
0 |
0 |
12 |
0 |
1 |
4 |
92 |
| Total Journal Articles |
6 |
10 |
30 |
443 |
23 |
133 |
411 |
2,464 |
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