SNB Working Papers http://www.snb.ch/en/ifor/media/id/media_rss Copyright © Swiss National Bank Swiss National Bank Working Papers present research in progress. Their aim is to elicit comments and to further debate. The opinions expressed in the working papers are those of the authors and do not necessarily reflect views held by the Swiss National Bank. http://www.snb.ch/en/system/disclaimer 2010-09-09 - Petra Gerlach-Kristen and Barbara Rudolf: Macroeconomic and interest rate volatility under alternative monetary operationg procedures http://www.snb.ch/n/mmr/reference/working_paper_2010_12/source/working_paper_2010_12.n.pdf 2010-09-09T17:12:38+01:00 en 2010-09-09 - Tommaso Mancini Griffoli and Angelo Ranaldo: Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity http://www.snb.ch/n/mmr/reference/working_paper_2010_14/source/working_paper_2010_14.n.pdf 2010-09-09T10:03:45+01:00 en 2010-09-09 - Raphael Auer: Consumer Heterogeneity and the Impact of Trade Liberalization: How Representative is the Representative Agent Framework? http://www.snb.ch/n/mmr/reference/working_paper_2010_13/source/working_paper_2010_13.n.pdf 2010-09-09T10:03:45+01:00 en 2010-09-09 - Petra Gerlach-Kristen and Barbara Rudolf: Macroeconomic and interest rate volatility under alternative monetary operating procedures http://www.snb.ch/n/mmr/reference/working_paper_2010_12/source/working_paper_2010_12.n.pdf 2010-09-09T10:03:45+01:00 en 2010-07-15 - Thomas Nitschka: Momentum in stock market returns: Implications for risk premia on foreign currencies http://www.snb.ch/n/mmr/reference/working_paper_2010_11/source/working_paper_2010_11.n.pdf 2010-07-15T15:54:43+01:00 en 2010-07-08 - Jean-Pierre Danthine and André Kurmann: The Business Cycle Implications of Reciprocity in Labor Relations http://www.snb.ch/n/mmr/reference/working_paper_2010_10/source/working_paper_2010_10.n.pdf 2010-07-08T16:59:19+01:00 en 2010-07-08 - Martin Brown, Steven Ongena, Alexander Popov and Pinar Yesin: Who Needs Credit and Who Gets Credit in Eastern Europe? http://www.snb.ch/n/mmr/reference/working_paper_2010_09/source/working_paper_2010_09.n.pdf 2010-07-08T16:59:19+01:00 en 2010-05-04 - Elizabeth Steiner: Estimating a stock-flow model for the Swiss housing market http://www.snb.ch/n/mmr/reference/working_paper_2010_08/source/working_paper_2010_08.n.pdf 2010-05-04T11:46:02+01:00 en 2010-05-04 - Philip Sauré: Overreporting Oil Reserves http://www.snb.ch/n/mmr/reference/working_paper_2010_07/source/working_paper_2010_07.n.pdf 2010-05-04T11:46:02+01:00 en 2010-05-04 - Sébastien Kraenzlin and Thomas Nellen: Daytime is money http://www.snb.ch/n/mmr/reference/working_paper_2010_06/source/working_paper_2010_06.n.pdf 2010-05-04T11:46:02+01:00 en 2010-05-04 - Pierre Monnin and Terhi Jokipii: The Impact of Banking Sector Stability on the Real Economy http://www.snb.ch/n/mmr/reference/working_paper_2010_05/source/working_paper_2010_05.n.pdf 2010-05-04T11:46:02+01:00 en 2010-02-26 - Daniel Kaufmann: The Timing of Price Changes and the Role of Heterogeneity http://www.snb.ch/n/mmr/reference/working_paper_2010_02/source/working_paper_2010_02.n.pdf 2010-02-26T09:07:40+01:00 en 2010-02-26 - Loriano Mancini, Angelo Ranaldo and Jan Wrampelmeyer: Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums http://www.snb.ch/n/mmr/reference/working_paper_2010_03/source/working_paper_2010_03.n.pdf 2010-02-26T09:07:40+01:00 en 2010-02-26 - Samuel Reynard and Andreas Schabert: Modeling Monetary Policy http://www.snb.ch/n/mmr/reference/working_paper_2010_04/source/working_paper_2010_04.n.pdf 2010-02-26T09:07:40+01:00 en 2010-02-26 - Charlotte Christiansen, Angelo Ranaldo and Paul Söderlind: The Time-Varying Systematic Risk of Carry Trade Strategies http://www.snb.ch/n/mmr/reference/working_paper_2010_01/source/working_paper_2010_01.n.pdf 2010-02-26T09:06:42+01:00 en 2010-01-21 - Carlos Lenz and Marcel R. Savioz: Monetary determinats of the Swiss franc http://www.snb.ch/n/mmr/reference/working_paper_2009_16/source/working_paper_2009_16.n.pdf 2010-01-21T11:30:13+01:00 en 2010-01-21 - Martin Schlegel and Sébastien Kraenzlin: Demand for Reserves and the Central Bank's Management of Interest Rates http://www.snb.ch/n/mmr/reference/working_paper_2009_15/source/working_paper_2009_15.n.pdf 2010-01-21T11:29:56+01:00 en 2010-01-21 - Sébastien Kraenzlin and Martin Schlegel: Bidding Behavior in the SNB's Repo Auctions http://www.snb.ch/n/mmr/reference/working_paper_2009_14/source/working_paper_2009_14.n.pdf 2010-01-21T11:29:34+01:00 en 2009-11-17 - Barbara Rudolf and Mathias Zurlinden: Productivity and economic growth in Switzerland 1991-2005 http://www.snb.ch/n/mmr/reference/working_paper_2009_13/source/working_paper_2009_13.n.pdf 2009-11-17T14:08:38+01:00 en 2009-11-17 - Philip Sauré and Hosny Zoabi: Effects of Trade on Female Labor Force Participation http://www.snb.ch/n/mmr/reference/working_paper_2009_12/source/working_paper_2009_12.n.pdf 2009-11-17T14:08:12+01:00 en 2009-11-17 - Philip Sauré: Bounded Love of Variety and Patterns of Trade http://www.snb.ch/n/mmr/reference/working_paper_2009_10/source/working_paper_2009_10.n.pdf 2009-11-17T08:31:01+01:00 en 2009-11-17 - Nicole Allenspach: Banking and Transparency: Is More Information Always Better? http://www.snb.ch/n/mmr/reference/working_paper_2009_11/source/working_paper_2009_11.n.pdf 2009-11-17T08:31:01+01:00 en 2009-11-02 - Terhi Jokipii and Alistair Milne: Bank Capital Buffer and Risk Adjustment Decisions http://www.snb.ch/n/mmr/reference/working_paper_2009_09/source/working_paper_2009_09.n.pdf 2009-11-02T13:14:59+01:00 en 2009-09-29 - Philipp Haene and Andy Sturm: Optimal Central Counterparty Risk Management http://www.snb.ch/n/mmr/reference/working_paper_2009_07/source/working_paper_2009_07.n.pdf 2009-09-29T09:14:48+01:00 en 2009-09-24 - Christian Hott: Banks and Real Estate Prices http://www.snb.ch/n/mmr/reference/working_paper_2009_08/source/working_paper_2009_08.n.pdf 2009-09-24T16:27:26+01:00 en 2009-09-24 - Sarah M. Lein and Eva Köberl: Capacity Utilisation, Constraints and Price Adjustments under the Microscope http://www.snb.ch/n/mmr/reference/working_paper_2009_06/source/working_paper_2009_06.n.pdf 2009-09-24T16:26:07+01:00 en 2009-09-24 - Christian Hott: Explaining House Price Fluctuations http://www.snb.ch/n/mmr/reference/working_paper_2009_05/source/working_paper_2009_05.n.pdf 2009-09-24T16:25:46+01:00 en