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| Page d'accueil / Informations pour / Recherche |
Swiss National Bank Working Papers 
Les Swiss National Bank Working Papers présentent les résultats des recherches en cours. Ils visent à susciter des commentaires et à encourager les débats. Les opinions défendues dans les Working Papers sont celles des auteurs et ne concordent pas nécessairement avec les vues de la Banque nationale suisse.
2010
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2010-14
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Tommaso Mancini Griffoli and Angelo Ranaldo: Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity
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2010-13
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Rapahel Auer: Consumer Heterogeneity and the Impact of Trade Liberalizsation: How Representative is the Representative Agent Framework?
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2010-12
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Petra Gerlach-Kristen and Barbara Rudolf: Macroeconomic and interest rate volatility under alternative monetary operating procedures
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2010-11
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Thomas Nitschka: Momentum in stock market returns: Implications for risk premia on foreign currencies
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2010-10
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Jean-Pierre Danthine and André Kurmann: The Business Cycle Implications of Reciprocity in Labor Relations
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2010-09
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Martin Brown, Steven Ongena, Alexander Popov and Pinar Yesin: Who Needs Credit and Who Gets Credit in Eastern Europe?
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2010-08
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Elizabeth Steiner: Estimating a stock-flow model for the Swiss housing market
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2010-07
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Philip Sauré: Overreporting Oil Reserves
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2010-06
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Sébastien Kraenzlin and Thomas Nellen: Daytime is money
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2010-05
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Pierre Monnin and Terhi Jokipii: The Impact of Banking Sector Stability on the Real Economy
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2010-04
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Samuel Reynard and Andreas Schabert: Modeling Monetary Policy
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2010-03
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Loriano Mancini, Angelo Ranaldo and Jan Wrampelmeyer: Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
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2010-02
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Daniel Kaufmann: The Timing of Price Changes and the Role of Heterogeneity
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2010-01
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Charlotte Christiansen, Angelo Ranaldo and Paul Söderlind: The Time-Varying Systematic Risk of Carry Trade Strategies
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2009
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2009-16
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Carlos Lenz and Marcel R. Savioz: Monetary determinants of the Swiss franc
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2009-15
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Martin Schlegel and Sébastien Kraenzlin: Demand for Reserves and the Central Bank’s Management of Interest Rates
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2009-14
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Sébastien Kraenzlin and Martin Schlegel: Bidding Behavior in the SNB’s Repo Auctions
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2009-13
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Barbara Rudolf and Mathias Zurlinden: Productivity and economic growth in Switzerland 1991-2005
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2009-12
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Philip Sauré and Hosny Zoabi: Effects of Trade on Female Labor Force Participation
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2009-11
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Nicole Allenspach: Banking and Transparency: Is More Information Always Better?
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2009-10
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Philip Sauré: Bounded Love of Variety and Patterns of Trade
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2009-9
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Terhi Jokipii and Alistair Milne: Bank Capital Buffer and Risk Adjustment Decisions
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2009-8
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Christian Hott: Banks and Real Estate Prices
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2009-7
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Philipp Haene and Andy Sturm: Optimal Central Counterparty Risk Management
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2009-6
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Sarah M. Lein and Eva Köberl: Capacity Utilisation, Constraints and Price Adjustments under the Microscope
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2009-5
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Christian Hott: Explaining House Price Fluctuations
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2009-4
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Paul Söderlind: Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty
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2009-3
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Matteo Bonato, Massimiliano Caporin and Angelo Ranaldo: Forecasting realized (co)variances with a block structure Wishart autoregressive model
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2009-2
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Martin Brown, Steven Ongena and Pinar Yesin: Foreign Currency Borrowing by Small Firms
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2009-1
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Thomas Bolli and Mathias Zurlinden: Measurement of labor quality growth caused by unobservable characteristics
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2008
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2008-19
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Christian Beer, Steven Ongena and Marcel Peter: Borrowing in Foreign Currency: Austrian Households as Carry Trades
Published in: OeNB Financial Stability Report 16, 2008: 117-132
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2008-18
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Raphael Auer and Andreas M. Fischer: The Effect of Low-Wage Import Competition on U.S. Inflationary Pressure
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2008-17
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Ernst Fehr, Martin Brown and Christian Zehnder: On Reputation: A Microfoundation of Contract Enforcement and Price Rigidity
Published in: Economic Journal 119, 2008: 333-353
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2008-16
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Katrin Assenmacher-Wesche and Stefan Gerlach: Financial Structure and the Impact of Monetary Policy on Asset Prices
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2008-15
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Daniel Kaufmann: Price–Setting Behaviour in Switzerland-Evidence from CPI Micro Data
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2008-14
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Samuel Reynard: What Drives the Swiss Franc?
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2008-13
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Thomas Bolli and Mathias Zurlinden: Measuring growth of labour quality and the quality-adjusted unemployment rate in Switzerland
Published in: Applied Economics Quarterly 55/2, 2009: 121-145
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2008-12
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Philip Sauré: How to Use Industrial Policy to Sustain Trade
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2008-11
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Barbara Rudolf and Mathias Zurlinden: Measuring capital stocks and capital services in Switzerland
Published in: Swiss Journal of Economics and Statistics 145/1, 2009: 61-105
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2008-10
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Charlotte Christiansen and Angelo Ranaldo: Extreme Coexceedances in New EU Member States’ Stock Markets
Forthcoming in: Journal of Banking and Finance
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2008-9
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Andreas M. Fischer and Angelo Ranaldo: Does FOMC News Increase Global FX Trading?
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2008-8
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Raphael Auer: The Colonial and Geographic Origins of Comparative Development
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2008-7
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Martin Brown, Armin Falk and Ernst Fehr: Competition and Relational Contracts: The Role of Unemployment as a Disciplinary Device
Forthcoming in: Journal of the European Economic Association
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2008-6
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Raphael Auer and Thomas Chaney: Cost Pass Through in a Competitive Model of Pricing-to-Market
Forthcoming in: Journal of Money, Credit and Banking
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2008-5
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Marlene Amstad and Andreas M. Fischer: Are Weekly Inflation Forecasts Informative?
Forthcoming in: Oxford Bulletin of Economics and Statistics
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2008-4
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Maria Clara Rueda Maurer: Foreign bank entry, institutional development and credit access: firm-level evidence from 22 transition countries
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2008-3
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Katrin Assenmacher-Wesche and M. Hashem Pesaran: Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Models and Observation Windows
Published in: National Institute Economic Review 203, January 2008: 91-108
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2008-2
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Yvan Lengwiler and Carlos Lenz: Intelligible Factors for the Yield Curve
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2008-1
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Martin Brown and Christian Zehnder: The Emergence of Information Sharing in Credit Markets
Published in: Journal of Financial Intermediation 19, 2010: 255-278
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2007
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2007-17
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Angelo Ranaldo and Paul Söderlind: Safe Haven Currencies
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2007-16
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Andreas M. Fischer, Matthias Lutz and Manuel Wälti: Who Prices Locally? Survey Evidence of Swiss Exporters
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2007-15
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Martin Brown, Tullio Jappelli and Marco Pagano: Information Sharing and Credit: Firm-Level Evidence from Transition Countries
Published in: Journal of Financial Intermediation 18, 2009: 151-172
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2007-14
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Jean-Marc Natal and Nicolas Stoffels: Globalization, markups and the natural rate of interest
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2007-13
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Katrin Assenmacher-Wesche, Stefan Gerlach and Toshitaka Sekine: Monetary Factors and Inflation in Japan
Published in: Journal of the Japanese and International Economies 22, 2008: 343-363
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2007-12
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Lukas Burkhard and Andreas M. Fischer: Communicating Policy Options at the Zero Bound
Forthcoming in: Journal of International Money and Finance
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2007-11
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Angelo Ranaldo and Enzo Rossi: The reaction of asset markets to Swiss National Bank communication
Forthcoming in: Journal of International Money and Finance
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2007-10
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Franziska Bignasca and Enzo Rossi: Applying the Hirose-Kamada filter to Swiss data: Output gap and exchange rate pass-through estimates
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2007-9
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Raphael Auer: The Colonial Origins Of Comparative Development: Comment. A Solution to the Settler Mortality Debate
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2007-8
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Hans-Jürg Büttler: An Orthogonal Polynomial Approach to Estimate the Term Structure of Interest Rates
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2007-7
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Martin Brown, Maria Rueda Maurer, Tamara Pak and Nurlanbek Tynaev: Banking Sector Reform and Interest Rates in Transition Economies: Bank-Level Evidence from Kyrgyzstan
Published in: Journal of Banking & Finance 33, 2009: 1677-1687
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2007-6
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Rina Rosenblatt-Wisch: Loss Aversion in Aggregate Macroeconomic Time Series
Forthcoming in: European Economic Review
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2007-5
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Samuel Reynard: Maintaining Low Inflation: Money, Interest Rates, and Policy Stance
Published in: Journal of Monetary Economics 54(5), July 2007: 1441-1471
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2007-4
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Jürg M. Blum: Why 'Basel II' May Need a Leverage Ratio Restriction
Published in: Journal of Banking and Finance 32, 2008: 1699-1707
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2007-3
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Angelo Ranaldo: Segmentation and Time-of-Day Patterns in Foreign Exchange Markets
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2007-2
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Ibrahim Chowdhury and Andreas Schabert: Federal Reserve Policy viewed through a Money Supply Lens
Published in: Journal of Monetary Economics 55, 2008: 825-834
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2007-1
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Andreas M. Fischer, Gulzina Isakova and Ulan Termechikov: Do FX traders in Bishkek have similar perceptions to their London colleagues? Survey evidence of market practitioners' views
Forthcoming in: Journal of Asian Economics
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2006
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2006-11
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Angelo Ranaldo: Intraday Market Dynamics Around Public Information Arrivals
Published in: Stock Market Liquidity: Implications for Market Microstructure and Asset Pricing, Greg N. Gregoriou and François-Serge Lhabitant Eds. John Wiley and Sons
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2006-10
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Kevin J. Fox and Mathias Zurlinden: On Understanding Sources of Growth and Output Gaps for Switzerland
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2006-9
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Petra Gerlach-Kristen: A Two-Pillar Phillips Curve for Switzerland
Published in: Swiss Journal of Economics and Statistics 143, 2006: 425-448
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2006-8
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Urs W. Birchler and Matteo Facchinetti: Can bank supervisors rely on market data? A critical assessment from a Swiss perspective
Published in: Swiss Journal of Economics and Statistics 143(2), June 2007: 95-132
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2006-7
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Samuel Reynard: Money and the Great Disinflation
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2006-6
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Marlene Amstad and Andreas M. Fischer: Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data
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2006-5
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Katrin Assenmacher-Wesche and Stefan Gerlach: Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland
Published in: Journal of Economic Dynamics and Control 32(2), 2008: 411-435
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2006-4
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Hansjörg Lehmann and Michael Manz: The Exposure of Swiss Banks to Macroeconomic Shocks – an Empirical Investigation
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2006-3
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Martin Brown and Christian Zehnder: Credit Reporting, Relationship Banking, and Loan Repayment
Published in: Journal of Money, Credit, and Banking 39(8), December 2007: 1883-1918
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2006-2
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Charlotte Christiansen and Angelo Ranaldo: Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
Published in: Journal of Futures Markets 27(5), 2007: 439-469
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2006-1
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Andreas M. Fischer: Measuring Income Elasticity for Swiss Money Demand: What do the Cantons say about Financial Innovation?
Published in: European Economic Review 51(7), October 2007: 1641-1660
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2005
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2005-2
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Andreas M. Fischer: On the Inadequacy of Newswire Reports for Empirical Research on Foreign Exchange Interventions
Published in: Journal of International Money and Finance 25(8), December 2006: 1226-1240
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2005-1
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Hasan Bakhshi, Hashmat Khan and Barbara Rudolf: The Phillips curve under state-dependent pricing
Published in: Journal of Monetary Economics
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2004
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2004-2
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Urs W. Birchler and Diana Hancock: What Does the Yield on Subordinated Bank Debt Measure?
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2004-1
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Samuel Reynard: Financial Market Participation and the Apparent Instability of Money Demand
Published in: Journal of Monetary Economics 51(6), September 2004: 1297-1317
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