| 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 |
3 |
3 |
5 |
101 |
| Banking sectors' international interconnectedness: Implications for consumption risk sharing in Europe |
0 |
0 |
0 |
40 |
1 |
2 |
2 |
121 |
| Carry trade and forward premium puzzle from the perspective of a safe-haven currency |
0 |
0 |
0 |
20 |
4 |
5 |
10 |
67 |
| Cashflow news, the value premium and an asset pricing view on European stock market integration |
0 |
0 |
0 |
37 |
5 |
6 |
7 |
212 |
| Consumption growth, uncovered equity parity and the cross-section of returns on foreign currencies |
0 |
0 |
0 |
54 |
1 |
6 |
7 |
164 |
| Currency excess returns and global downside market risk |
0 |
0 |
0 |
44 |
2 |
3 |
5 |
128 |
| Did China's anti-corruption campaign affect the risk premium on stocks of global luxury goods firms? |
0 |
0 |
1 |
37 |
3 |
5 |
10 |
93 |
| Does sensitivity to cashflow news explain the value premium on European stock markets? |
0 |
0 |
0 |
2 |
2 |
4 |
6 |
74 |
| Estimating Taylor Rules for Switzerland: Evidence from 2000 to 2012 |
0 |
0 |
1 |
115 |
5 |
8 |
14 |
284 |
| Evidence on the international financial spillovers of the New York Bankers' Panic of 1907 |
0 |
0 |
0 |
13 |
1 |
4 |
6 |
14 |
| Exchange rate returns and external adjustment: evidence from Switzerland |
0 |
0 |
0 |
17 |
2 |
2 |
3 |
108 |
| Foreign currency returns and systematic risks |
0 |
0 |
0 |
71 |
2 |
5 |
7 |
250 |
| Global and country-specific business cycle risk in time-varying excess returns on asset markets |
0 |
0 |
1 |
49 |
2 |
3 |
5 |
88 |
| Habits die hard: implications for bond and stock markets internationally |
0 |
0 |
0 |
5 |
3 |
4 |
5 |
14 |
| Habits die hard: implications for bond and stock markets internationally |
0 |
0 |
0 |
13 |
2 |
2 |
2 |
22 |
| 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 |
1 |
8 |
10 |
67 |
| International evidence for return predictability and the implications for long-run covariation of the G7 stock markets |
0 |
0 |
0 |
37 |
1 |
4 |
6 |
173 |
| Is there a too-big-to-fail discount in excess returns on German banks' stocks? |
0 |
0 |
0 |
41 |
3 |
5 |
5 |
100 |
| Momentum in stock market returns, risk premia on foreign currencies and international financial integration |
0 |
0 |
0 |
133 |
3 |
10 |
12 |
575 |
| Momentum in stock market returns: Implications for risk premia on foreign currencies |
0 |
0 |
0 |
52 |
1 |
5 |
5 |
156 |
| On financial risk and the safe haven characteristics of Swiss franc exchange rates |
0 |
1 |
2 |
146 |
3 |
14 |
22 |
492 |
| On the carbon premium in Swiss stock returns |
0 |
0 |
8 |
8 |
2 |
6 |
13 |
13 |
| Predicting returns on asset markets of a small, open economy and the influence of global risks |
0 |
0 |
0 |
25 |
0 |
1 |
4 |
44 |
| Responses of Swiss bond yields and stock prices to ECB policy surprises |
0 |
0 |
1 |
16 |
11 |
13 |
17 |
28 |
| Securitisation, loan growth and bank funding: the Swiss experience since 1932 |
0 |
0 |
0 |
48 |
1 |
1 |
2 |
83 |
| Securitization of Mortgage Debt, Asset Prices and International Risk Sharing |
0 |
0 |
0 |
289 |
2 |
3 |
5 |
1,114 |
| Securitization of Mortgage Debt, Asset Prices and International Risk Sharing |
0 |
0 |
0 |
115 |
4 |
5 |
9 |
428 |
| Stock market evidence on the international transmission channels of US monetary policy surprises |
0 |
1 |
1 |
21 |
0 |
1 |
2 |
53 |
| The Consumption - Real Exchange Rate Anomaly: an Asset Pricing Perspective |
0 |
0 |
0 |
100 |
1 |
1 |
1 |
328 |
| The Good? The Bad? The Ugly? Which news drive (co)variation in Swiss and US bond and stock excess returns? |
1 |
1 |
1 |
27 |
5 |
7 |
8 |
78 |
| 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 |
2 |
4 |
10 |
| The Risk Premium on the Euro Area Market Portfolio: The Role of Real Estate |
0 |
0 |
0 |
70 |
3 |
5 |
6 |
327 |
| The Size Effect in Value and Momentum Factors: Implications for the Cross-section of International Stock Returns |
0 |
0 |
0 |
16 |
1 |
4 |
4 |
105 |
| The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability |
0 |
0 |
0 |
6 |
5 |
7 |
9 |
103 |
| The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability |
0 |
0 |
0 |
67 |
5 |
7 |
9 |
410 |
| Total Working Papers |
1 |
3 |
16 |
1,758 |
91 |
171 |
247 |
6,427 |
| 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 |
1 |
3 |
5 |
95 |
| Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy |
0 |
0 |
0 |
4 |
3 |
3 |
4 |
48 |
| Carry trade and forward premium puzzle from the perspective of a safe‐haven currency |
1 |
1 |
2 |
8 |
4 |
7 |
9 |
38 |
| Cashflow news, the value premium and an asset pricing view on European stock market integration |
0 |
0 |
0 |
11 |
3 |
5 |
7 |
80 |
| Central bank reserves and bank lending spreads |
0 |
0 |
1 |
5 |
5 |
6 |
13 |
35 |
| China’s anti-corruption campaign and stock returns of luxury goods firms |
0 |
0 |
0 |
5 |
8 |
10 |
20 |
49 |
| Covered bonds, loan growth and bank funding: The Swiss experience since 1932 |
0 |
0 |
1 |
4 |
2 |
4 |
5 |
22 |
| Currency excess returns and global downside market risk |
0 |
0 |
1 |
29 |
1 |
2 |
7 |
158 |
| Developed markets’ business cycle dynamics and time-variation in emerging markets’ asset returns |
0 |
0 |
1 |
23 |
0 |
1 |
3 |
86 |
| Exchange Rate Returns and External Adjustment: Evidence from Switzerland |
0 |
0 |
0 |
15 |
1 |
11 |
13 |
109 |
| Firm size, economic risks, and the cross-section of international stock returns |
0 |
0 |
0 |
18 |
1 |
5 |
8 |
95 |
| Foreign Currency Returns and Systematic Risks |
0 |
0 |
0 |
16 |
0 |
4 |
8 |
122 |
| Idiosyncratic consumption risk and predictability of the carry trade premium: Euro-Area evidence |
0 |
0 |
0 |
5 |
4 |
5 |
6 |
52 |
| International Evidence for Return Predictability and the Implications for Long-Run Covariation of the G7 Stock Markets |
0 |
0 |
0 |
0 |
3 |
5 |
5 |
10 |
| International Evidence for Return Predictability and the Implications for Long‐Run Covariation of the G7 Stock Markets |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
7 |
| Is There a Too-Big-to-Fail Discount in Excess Returns on German Banks’ Stocks? |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
22 |
| Momentum in stock market returns: implications for risk premia on foreign currencies |
0 |
0 |
0 |
21 |
1 |
1 |
1 |
78 |
| On financial risk and the safe haven characteristics of Swiss franc exchange rates |
0 |
2 |
12 |
103 |
6 |
26 |
61 |
366 |
| Responses of Swiss interest rates and stock prices to ECB policy surprises |
0 |
0 |
1 |
1 |
5 |
5 |
8 |
12 |
| Risk premia on Swiss government bonds and sectoral stock indexes during international crises |
0 |
0 |
1 |
5 |
3 |
4 |
8 |
57 |
| Securitization of mortgage debt, domestic lending, and international risk sharing |
0 |
0 |
0 |
63 |
1 |
3 |
3 |
303 |
| Securitization of mortgage debt, domestic lending, and international risk sharing |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
11 |
| Securitization, collateral constraints and consumption risk sharing in the euro area |
0 |
0 |
0 |
24 |
3 |
3 |
4 |
102 |
| Semi-Parametric Estimates of Taylor Rules for a Small, Open Economy – Evidence from Switzerland |
1 |
1 |
1 |
4 |
1 |
1 |
4 |
15 |
| Semi-Parametric Estimates of Taylor Rules for a Small, Open Economy – Evidence from Switzerland |
1 |
1 |
3 |
13 |
11 |
13 |
17 |
59 |
| Shock and awe? Bond yield responses to domestic monetary policy in a small-open economy |
0 |
0 |
3 |
10 |
1 |
4 |
12 |
23 |
| Stock market evidence on the international transmission channels of US monetary policy surprises |
0 |
0 |
0 |
0 |
3 |
14 |
22 |
34 |
| 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 |
2 |
3 |
4 |
11 |
| 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 |
0 |
2 |
81 |
| What Goliaths and Davids among Swiss firms tell us about expected returns on Swiss asset markets |
0 |
0 |
0 |
1 |
4 |
6 |
6 |
21 |
| What News Drive Variation in Swiss and US Bond and Stock Excess Returns? |
0 |
0 |
0 |
12 |
1 |
2 |
3 |
91 |
| Total Journal Articles |
3 |
5 |
27 |
428 |
79 |
162 |
281 |
2,292 |
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