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2020

Delis, Manthos D; Hasan, Iftekhar; Ongena, Steven (2020). Democracy and credit. Journal of Financial Economics, 136(2):571-596.

Ambuehl, Sandro; Groves, Vivienne (2020). Unraveling over time. Games and Economic Behavior, 121:252-264.

Beerli, Andreas; Weiss, Franziska J; Zilibotti, Fabrizio; Zweimüller, Josef (2020). Demand forces of technical change evidence from the Chinese manufacturing industry. China Economic Review, 60:101157.

Göx, Robert F; Hemmer, Thomas (2020). On the relation between managerial power and CEO Pay. Journal of Accounting and Economics, 69(2-3):101300.

De Jonghe, Olivier; Dewachter, Hans; Ongena, Steven (2020). Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions. Journal of Corporate Finance, 60:101518.

Delis, Manthos D; Iosifidi, Maria; Kokas, Sotiris; Xefteris, Dimitrios; Ongena, Steven (2020). Enforcement actions on banks and the structure of loan syndicates. Journal of Corporate Finance, 60:101527.

Andrieș, Alin Marius; Nistor, Simona; Ongena, Steven; Sprincean, Nicu (2020). On Becoming an O-SII ("Other Systemically Important Institution"). Journal of Banking and Finance, 111:105723.

Leippold, Markus; Bernardi, Simone; Lohre, Harald (2020). Second-Order Risk of Alternative Risk Parity Strategies. Journal of Risk:Epub ahead of print.

Arduca, Maria; Koch-Medina, Pablo; Munari, Cosimo (2020). Dual representations for systemic risk measures based on acceptance sets. Mathematics and Financial Economics:Epub ahead of print.

Baes, Michel; Koch-Medina, Pablo; Munari, Cosimo (2020). Existence, uniqueness, and stability of optimal payoffs of eligible assets. Mathematical Finance, 30:128-166.

2019

Akyildirim, Erdinc; Corbet, Shaen; Ekinci, Cumhur (2019). Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets. Finance Research Letters, 31:155-164.

Kuhn, Andreas; Staubli, Stefan; Wuellrich, Jean-Philippe; Zweimüller, Josef (2019). Fatal attraction? Extended unemployment benefits, labor force exits, and mortality. Journal of Public Economics:Epub ahead of print.

Ma, Shenghui; Kor, Yasemin Y; Seidl, David (2019). CEO advice seeking: An integrative framework and future research agenda. Journal of Management:Epub ahead of print.

Zeisberger, Stefan; Huber, Jürgen; Palan, Stefan (2019). Does investor risk perception drive asset prices in markets? Experimental evidence. Journal of Banking and Finance, 108:105635.

Chen, Yangyang; Dietl, Helmut M; Orlowski, Johannes; Zheng, Fang (2019). The effect of investment into European football on the market value of Chinese corporations. International Journal of Sport Finance, 14(4):249-261.

Bohr, Clement E; Holt, Charles A; Schubert, Alexandra V (2019). Assisted savings for retirement: an experimental analysis. European Economic Review, 119:42-54.

Schmidt, Peter S; von Arx, Urs; Schrimpf, Andreas; Wagner, Alexander; Ziegler, Andreas (2019). Common Risk Factors in International Stock Markets. Financial Markets and Portfolio Management, 33(3):213-241.

Haenni, Simon (2019). Ever tried. Ever failed. No matter? On the demotivational effect of losing in repeated competitions. Games and Economic Behavior, 115:346-362.

Necula, Ciprian; Drimus, Gabriel; Farkas, W (2019). A general closed form option pricing formula. Review of Derivatives Research, 22:1-40.

Ongena, Steven; Beck, Thorsten; Sendeniz-Yüncü, Ilkay (2019). Keep walking? Geographical proximity, religion, and relationship banking. Journal of Corporate Finance, 55:49-68.

Jaimovich, Nir; Rebelo, Sergio; Wong, Arlene (2019). Trading down and the business cycle. Journal of Monetary Economics, 102:96-121.

Ongena, Steven; Qi, Shusen (2019). Will Money Talk? Firm Bribery and Credit Access. Financial Management, 48(1):117-157.

Bardgett, Chris; Gourier, Elise; Leippold, Markus (2019). Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets. Journal of Financial Economics, 131(3):593-618.

Gotthelf, Nina; Uhl, Matthias W (2019). News Sentiment: A New Yield Curve Factor. Journal of Behavioral Finance, 20(1):21-31.

Gropp, Reint; Mosk, Thomas; Ongena, Steven; Wix, Carlo (2019). Banks Response to Higher Capital Requirements: Evidence from a Quasi-Natural Experiment. Review of Financial Studies, 32(1):266-299.

Bradbury, Meike A S; Hens, Thorsten; Zeisberger, Stefan (2019). How Persistent are the Effects of Experience Sampling on Investor Behavior? Journal of Banking and Finance, 98:61-79.

Bernardi, Simone; Leippold, Markus; Lohre, Harald (2019). Second-Order Risk of Alternative Risk Parity Strategies. SSRN 3090624, University of Zurich.

Liu, Shuo (2019). Voting with public information. Games and Economic Behavior, 113:694-719.

Ledoit, Olivier; Wolf, Michael; Zhao, Zhao (2019). Efficient sorting: a more powerful test for cross-sectional anomalies. Journal of Financial Econometrics, 17(4):645-686.

Flepp, Raphael; Rüdisser, Maximilian Valentin (2019). Revisiting the house money effect in the field: Evidence from casino jackpots. Economics Letters, 181:146-148.

Coculescu, Delia; Jeanblanc, Monique (2019). Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices. Finance and Stochastics, 23(2):397-421.

2018

Penman, Stephen; Reggiani, Francesco (2018). Fundamentals of Value versus Growth Investing and an Explanation for the Value Trap. Financial Analysts Journal, 74(4):103-119.

Bruno, Brunella; Garcia-Appendini, Emilia; Nocera, Giacomo (2018). Experience and Brokerage in Asset Markets: Evidence from Art Auctions. Financial Management, 47(4):833-864.

Hens, Thorsten; Lensberg, Terje; Schenk-Hoppé, Klaus Reiner (2018). Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading. International Review of Finance, 18(4):727-741.

Rohner, Philippe; Uhl, Matthias W (2018). The Compensation Portfolio. Finance Research Letters, 27:60-64.

Akyildirim, Erdinc; Nguyen, Duc Khuong; Sensoy, Ahmet (2018). A tale of two risks in the EMU sovereign debt markets. Economics Letters, 172:102-106.

Wagner, Alexander; Zeckhauser, Richard J; Ziegler, Alexandre (2018). Company Stock Price Reactions to the 2016 Election Shock: Trump, Taxes and Trade. Journal of Financial Economics, 130(2):428-451.

Brenøe, Anne Ardila; Lundberg, Shelly (2018). Gender gaps in the effects of childhood family environment: Do they persist into adulthood? European Economic Review, 109:42-62.

Ongena, Steven; Tumer-Alkan, Gunseli; von Westernhagen, Natalja (2018). Do Exposures to Sagging Real Estate, Subprime or Conduits Abroad Lead to Contraction and Flight to Quality in Bank Lending at Home? Review of Finance, 22(4):1335-1373.

Ongena, Steven; Zalewska, Anna (Ania) (2018). Institutional and individual investors: Saving for old age. Journal of Banking and Finance, 92:257-268.

Hammerschmid, Regina; Lohre, Harald (2018). Regime shifts and stock return predictability. International Review of Economics and Finance, 56:138-160.

Ongena, Steven; Almansour, Abdullah M (2018). Bank loan announcements and religious investors: Empirical evidence from Saudi Arabia. Journal of Empirical Finance, 47:78-89.

Fuhrer, Lucas (2018). Liquidity in the Repo Market. Journal of International Money and Finance, 84:1-22.

Ongena, Steven; Temesvary, Judit; Owen, Ann L (2018). A Global Lending Channel Unplugged? Does U.S. Monetary Policy Affect Cross-border and Affiliate Lending by Global U.S. Banks? Journal of International Economics, 112:50-69.

Ambuehl, Sandro; Li, Shengwu (2018). Belief updating and the demand for information. Games and Economic Behavior, 109:21-39.

Ewerhart, Christian; Sun, Guang-Zhen (2018). Equilibrium in the symmetric two-player Hirshleifer contest: Uniqueness and characterization. Economics Letters, 169:51-54.

Chesney, Marc; Vasiljevic, Nikola (2018). Parisian Options with Jumps: A Maturity-Excursion Randomization Approach. Quantitative Finance, 18(11):1887-1908.

Ferri, Fabrizio; Göx, Robert (2018). Executive compensation, corporate governance, and say on pay. Foundations and Trends in Accounting, 12(1):1-103.

Ferri, Fabrizio; Göx, Robert (2018). Executive compensation, corporate governance, and say on pay. Foundations and Trends in Accounting, 12(1):1-103.

Sikic, Mario; Schweizer, Martin; Zivoi, Danijel (2018). Dynamic Mean-Variance Optimization Problems with Deterministic Information. International Journal of Theoretical and Applied Finance, 21(02):1850011.

Beath, A; BenYishay, A; d’Adda, G; Grosjean, P; Weber, Roberto A (2018). Can vouchers reduce elite capture of local development projects? Experimental evidence from the Solomon Islands. Journal of Public Economics, 160:117-131.

D'Errico, Marco; Battiston, Stefano; Tuomas, Peltonen; Scheicher, Martin (2018). How does risk flow in the credit default swap market? Journal of Financial Stability, 35:53-74.

Roukny, Tarik; Battiston, Stefano; Stiglitz, Joseph E (2018). Interconnectedness as a Source of Uncertainty in Systemic Risk. Journal of Financial Stability, 35:93-106.

Gao, Niushan; Leung, Denny; Munari, Cosimo; Xanthos, Foivos (2018). Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces. Finance and Stochastics, 22(2):395-415.

Pikulina, Elena; Renneboog, Luc; Tobler, Philippe N (2018). Do confident individuals generally work harder? Journal of Multinational Financial Management, 44:51-60.

Habib, Michel (2018). Multifaceted Transactions and Organizational Ownership. Review of Corporate Finance Studies, 7(1):22-69.

Pohl, Walter; Schmedders, Karl; Wilms, Ole (2018). Higher order effects in asset pricing models with long-run risks. Journal of Finance, 73(3):1061-1111.

Grosshans, Daniel; Zeisberger, Stefan (2018). All's Well That Ends Well? On the Importance of How Returns Are Achieved. Journal of Banking and Finance, 87:397-410.

Bloechlinger, Andreas; Leippold, Markus (2018). Are ratings the worst form of credit assessment apart from all the others? Journal of Financial and Quantitative Analysis, 53(1):299-334.

Rochet, Jean-Charles; Coculescu, Delia (2018). Shareholder Risk Measures. Mathematical Finance, 28(1):5-28.

Burnett, Brian; Chen, Hui; Gunny, Katherine (2018). Auditor-provided lobbying service and audit quality. Journal of Accounting, Auditing and Finance, 33(3):402-434.

Bachmann, Kremena (2018). Can advisors eliminate the outcome bias in judgements and outcome-based emotions? Review of Behavioral Finance, 10(4):336-352.

Olsen, Richard; Battiston, Stefano; Caldarelli, Guido; Golub, Anton; Nikulin, Mihail; Ivliev, Sergey (2018). Case study of Lykke exchange: architecture and outlook. Journal of Risk Finance, 19(1):26-38.

Garcia, Emilia (2018). Financial distress and competitors' investment. Journal of Corporate Finance, 51:182-209.

Haase, Marco; Huss, Matthias (2018). Guilty speculators? Range-based conditional volatility in a cross-section of wheat futures. Journal of Commodity Markets, 10:29-46.

Rohner, Philippe; Uhl, Matthias W (2018). Increasing Investor Happiness with Holistic and Goal-Based Investment Advice. Journal of Wealth Management, 20(4):22-28.

Drobetz, Wolfgang; von Meyerinck, Felix; Oesch, David; Schmid, Markus (2018). Industry expert directors. Journal of Banking and Finance, 92(July):195-215.

Höschler, Peter; Balestra, Simone; Backes-Gellner, Uschi (2018). The Development of non-cognitive skills in adolescence. Economics Letters, 163:40-45.

2017

Dzhabarov, Constantine; Ziegler, Alexandre; Ziemba, William T (2017). Sell in May and Go Away: The Evidence in the International Equity Index Futures Markets. Quantitative Finance, 18(2):171-181.

Bartling, Björn; Grieder, Manuel; Zehnder, Christian (2017). Competitive pricing reduces wasteful counterproductive behaviors. Journal of Public Economics, 156:34-47.

Hens, Thorsten; Mayer, János (2017). Cumulative prospect theory and mean-variance analysis: a rigorous comparison. Journal of Computational Finance, 21(3):47-73.

Rochet, Jean-Charles; Gersbach, Hans (2017). Capital Regulation and Credit Fluctuations. Journal of Monetary Economics, 90:113-124.

Moreno, Santiago; Vo, Thi Quynh Anh (2017). Resolution of financial distress under agency frictions. Journal of Banking and Finance, 82:40-58.

Ewerhart, Christian (2017). Contests with small noise and the robustness of the all-pay auction. Games and Economic Behavior, 105:195-211.

Leippold, Markus; Stromberg, Jacob (2017). Strategic technology adoption and hedging under incomplete markets. Journal of Banking and Finance, 81:181-199.

Uhl, Matthias (2017). Emotions Matter - Sentiment and Momentum in FX. Journal of Behavioral Finance, 18(3):249-257.

Hoffmann, Mathias; Studer-Suter, Rahel (2017). Systematic consumption risk in currency returns. Journal of International Money and Finance, 74:187-208.

Klein, Arnd Heinrich; Schmutzler, Armin (2017). Optimal effort incentives in dynamic tournaments. Games and Economic Behavior, 103:199-224.

Rasche, Andreas; Seidl, David (2017). A Luhmannian perspective on strategy: strategy as paradox and meta-communication. Critical Perspectives on Accounting:Epub ahead of print.

Farkas, Walter; Gourier, Elise; Huitema, Robert; Necula, Ciprian (2017). A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing. Journal of Banking and Finance, 77:249-268.

Ongena, Steven; Vasileios, Pappas; Izzeldin, Marwan; Fuertes, Ana-Maria (2017). A survival analysis of islamic and conventional banks. Journal of Financial Services Research, 51(2):221-256.

Ebrahim, M. Shahid; Molyneux, Philip; Ongena, Steven (2017). Finance and development in muslim economies. Journal of Financial Services Research, 51(2):165-167.

Pikulina, Elena; Renneboog, Luc; Tobler, Philippe N (2017). Overconfidence and investment: an experimental approach. Journal of Corporate Finance, 43:175-192.

Leippold, Markus; Vasiljevic, Nikola (2017). Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model. Journal of Banking and Finance, 77:78-94.

Ongena, Steven; Delis, Manthos D; Kokas, Sotiris (2017). Bank market power and firm performance. Review of Finance, 21(1):299-326.

Nyborg, Kjell G (2017). Central bank collateral frameworks. Journal of Banking and Finance, 76:198-214.

Seele, Peter; Chesney, Marc (2017). Toxic sustainable companies? A critique on the shortcomings of current corporate sustainability ratings and a definition of ‘financial toxicity. Journal of Sustainable Finance, 7(2):139-146.

Dietl, Helmut; Lang, Markus; Nesseler, Cornel (2017). The impact of government subsidies in professional team sports leagues. International Journal of Sport Finance, 12(1):49-64.

Dierkes, Stefan; Schäfer, Ulrich (2017). Corporate taxes, capital structure, and valuation: Combining Modigliani/Miller and Miles/Ezzell. Review of Quantitative Finance and Accounting, 48(2):363-383.

Leippold, Markus; Schärer, Steven (2017). Discrete-time option pricing with stochastic liquidity. Journal of Banking and Finance, 75:1-16.

Cohn, Alain; Fehr, Ernst; Maréchal, Michel (2017). Do professional norms in the banking industry favor risk-taking? Review of Financial Studies, 30(11):3801-3823.

Ongena, Steven; Yu, Yuejuan (2017). Firm industry affiliation and multiple bank relationships. Journal of Financial Services Research, 51(1):1-17.

Fuhrer, Lucas; Müller, Benjamin; Steiner, Luzian (2017). The Liquidity Coverage Ratio and Security Prices. Journal of Banking and Finance, 75:292-311.

Koch-Medina, Pablo; Munari, Cosimo; Šikić, Mario (2017). Diversification, protection of liability holders and regulatory arbitrage. Mathematics and Financial Economics, 11(1):63-83.

Pomeranz, Dina (2017). Impact evaluation methods in public economics : a brief introduction to randomized evaluations and comparison with other methods. Public Finance Review, 45(1):10-43.

Cortes, Guido Matias; Jaimovich, Nir; Siu, Henry E (2017). Disappearing routine jobs: Who, how, and why? Journal of Monetary Economics, 91:69-87.

Goldberg, Lisa R; Mahmoud, Ola (2017). Drawdown: from practice to theory and back again. Mathematics and Financial Economics, 11(3):275-297.

Zhang, Quan; Thul, Matthias (2017). How Much Is the Gap? Efficient Jump Risk-Adjusted Valuation of Leveraged Certificates. Quantitative Finance, 17(9):1387-1401.

Ledoit, Olivier; Wolf, Michael (2017). Nonlinear shrinkage of the covariance matrix for portfolio Selection: Markowitz Meets Goldilocks. Review of Financial Studies, 30(12):4349-4388.

Hautz, Julia; Seidl, David; Richard, Whittington (2017). Open Strategy: Dimensions, Dilemmas, Dynamics. Long Range Planning, 50(3):298-309.

Ewerhart, Christian (2017). Revenue ranking of optimally biased contests: The case of two players. Economics Letters, 157:167-170.

Flepp, Raphael; Nüesch, Stephan; Franck, E (2017). The liquidity advantage of the quote-driven market: Evidence from the betting industry. The Quarterly review of economics and finance, 64(2017):306-317.

Ewerhart, Christian (2017). The lottery contest is a best-response potential game. Economics Letters, 155:168-171.

von Aaken, Dominik; Rost, Katja; Seidl, David (2017). The substitution of governance mechanisms in the evolution of family firms. Long Range Planning, 50(6):826-839.

Mahmoud, Ola (2017). The temporal dimension of risk. Journal of Risk, 19(3):57-83.

2016

Zavolokina, Liudmila; Dolata, Mateusz; Schwabe, Gerhard (2016). The FinTech phenomenon: antecedents of financial innovation perceived by the popular press. Financial Innovation:2:16.

Ongena, Steven; Popov, Alexander (2016). Gender bias and credit access. Journal of Money, Credit and Banking, 48(8):1691-1724.

Hémous, David (2016). The dynamic impact of unilateral environmental policies. Journal of International Economics, 103:80-95.

Carletti, Elena; Colla, Paolo; Gulati, Mitu G; Ongena, Steven (2016). Pricing contract terms in a crisis: Venezuelan bonds in 2016. Capital Markets Law Journal, 11(4):540-555.

Ongena, Steven; Kara, Aper; Marques-Ibanez, David (2016). Securitization and lending standards: Evidence from the European wholesale loan market. Journal of Financial Stability, 26:107-127.

Hsieh, Chang-Tai; Ossa, Ralph (2016). A global view of productivity growth in China. Journal of International Economics, 102:209-224.

Pohl, Walter Edward (2016). External habit: Anything goes. Economics Letters, 146:140-142.

Bachmann, Kremena; Hens, Thorsten (2016). Is there Swissness in investment decision behavior and investment competence? Financial Markets and Portfolio Management, 30(3):233-275.

Fuhrer, Lucas; Guggenheim, B; Schumacher, S (2016). Re‐Use of Collateral in the Repo Market. Journal of Money, Credit and Banking, 48(6):1169-1193.

Ongena, Steven; Degryse, Hans; Lu, Liping (2016). Formal, informal or co-funding? Evidence on the co-funding of Chinese firms. Journal of Financial Intermediation, 27:31-60.

Bartling, Björn; Netzer, Nick (2016). An externality-robust auction: Theory and experimental evidence. Games and Economic Behavior, 97:186-204.

Chen, Peter; Egesdal, Michael; Pycia, Marek; Yenmez, M Bumin (2016). Median stable matchings in two-sided markets. Games and Economic Behavior, 97:64-69.

Chesney, Marc; Coculescu, Delia; Gokay, Selim (2016). Endogenous trading in Credit Default Swaps. Decisions in Economics and Finance, 39(1):1-31.

Ongena, Steven; Delis, Manthos D; Kokas, Sotiris (2016). Foreign Ownership and Market Power in Banking: Evidence from a World Sample. Journal of Money, Credit and Banking, 48(2-3):449-483.

Rendall, Michelle; Weiss, Franziska J (2016). Employment polarization and the role of the apprenticeship system. European Economic Review, 82:166-186.

Koch-Medina, Pablo; Munari, Cosimo-Andrea (2016). Unexpected shortfalls of expected Shortfall: Extreme default profiles and regulatory arbitrage. Journal of Banking and Finance, 62:141-151.

Irani, Rustom M.; Oesch, David (2016). Analyst Coverage and Real Earnings Management: Quasi-Experimental Evidence. Journal of Financial and Quantitative Analysis, 51(02):589-627.

Ongena, Steven; Cerqueiro, Geraldo; Roszbach, Kasper (2016). Collateralization, bank loan rates, and monitoring. Journal of Finance, 71(3):1295-1322.

Battiston, Stefano; D'Errico, Marco; Gurciullo, Stefano (2016). DebtRank and the network of leverage. The Journal of Alternative Investments, 18(4):68-81.

De Giorgi, Enrico G.; Mahmoud, Ola (2016). Diversification preferences in the theory of choice. Decisions in Economics and Finance, 39(2):143-174.

Dietl, Helmut; Franck, Egon (2016). Guest editors’ introduction. International Journal of Sport Finance, 11(4):267-268.

von Meyerinck, Felix; Oesch, David; Schmid, Markus (2016). Is Director Industry Experience Valuable? Financial Management, 45(1):207-237.

Ferri, Fabrizio; Oesch, David (2016). Management influence on investors: evidence from shareholder votes on the frequency of say on pay. Contemporary Accounting Research, 33(4):1337-1374.

Battiston, Stefano; Tasca, Paolo (2016). Market procyclicality and systemic risk. Quantitative Finance, 16(8):1219-1235.

Henriet, Dominique; Klimenko, Nataliya; Rochet, Jean-Charles (2016). The dynamics of insurance prices. The Geneva Risk and Insurance Review, 41(1):2-18.

Drimus, Gabriel G; Farkas, W; Gourier, Elise (2016). Valuations of options on discretely sampled variance: A general analytic approximation. Journal of Computational Finance, 20(2):39-66.

2015

Ongena, Steven; Jakovljević, Sanja; Degryse, Hans (2015). A review of empirical resarch on the design and impact of regulation in the banking sector. Annual Review of Financial Economics, 7:423-443.

Ongena, Steven; Li, Chunshuo (2015). Bank loan announcements and borrower stock returns before and during the recent financial crisis. Journal of Financial Stability, 21:1-12.

Ongena, Steven; Moenninghoff, Sebastian C; Wieandt, Axel (2015). The perennial challenge to counter Too-Big-to-Fail in banking: Empirical evidence from the new international regulation dealing with Global Systemically Important Banks. Journal of Banking and Finance, 61:221-236.

Ossa, Ralph (2015). Why trade matters after all. Journal of International Economics, 97(2):266-277.

Chesney, Marc; Crameri, Remo; Mancini, Loriano (2015). Detecting abnormal trading activities in option markets. Journal of Empirical Finance, 33:263-275.

Östberg, Per Nils Anders; Hvide, Hans K (2015). Social interaction at work. Journal of Financial Economics, 117(3):628-652.

Leippold, Markus; Su, Lujing (2015). Collateral smile. Journal of Banking and Finance, 58:15 - 28.

Guren, Adam; Hémous, David; Olsen, Morten (2015). Trade dynamics with sector-specific human capital. Journal of International Economics, 97(1):126-147.

Ongena, Steven; Peydró, José Luis; Ioannidou, Vasso (2015). Monetary policy, risk-taking and pricing: Evidence from a quasi-natural experiment. Review of Finance, 19(1):95-144.

Hu, Daning; Schwabe, Gerhard; Li, Xiao (2015). Systemic risk management and investment analysis with financial network analytics: research opportunities and challenges. Financial Innovation, 1(2):online.

Meins, Erika; Sager, Daniel (2015). Sustainability and risk Combining Monte Carlo simulation and DCF for Swiss residential buildings. Journal of European Real Estate Research, 8(1):66-84.

Biais, Bruno; Rochet, Jean-Charles; Woolley, Paul (2015). Dynamics of innovation and risks. Review of Financial Studies, 28(5):1353-1380.

Bartling, Björn; Fischbacher, Urs; Schudy, Simeon (2015). Pivotality and responsibility attribution in sequential voting. Journal of Public Economics, 128:133-139.

Chen, Yan; Fehr, Ernst; Fischbacher, Urs; Morgan, Peter (2015). Decentralized matching and social segregation. Games and Economic Behavior, 90:17-43.

Farkas, Walter; Koch-Medina, Pablo; Munari, Cosimo-Andrea (2015). Measuring risk with multiple eligible assets. Mathematics and Financial Economics, 9(1):3-27.

Buckley, Ross P; Weber, Rolf H; Dowell-Jones, Mary (2015). A Swiss Finish for Australia? Ways to Enhance the Resilience of Systemically Important Banks. Capital Markets Law Journal, 10(1):41-70.

Paolella, Marc S; Polak, Pawel (2015). ALRIGHT: Asymmetric LaRge-Scale (I)GARCH with Hetero-Tails. International Review of Economics and Finance, 40:282-297.

Ongena, Steven; Degryse, Hans; Ioannidou, Vasso (2015). Bank-firm relationships: A review of the implications for firms and banks in normal and crisis times. In: Watanabe, Tsutomu; Uesugi, Iichiro; Ono, Arito. The Economics of Interfirm Networks. Berlin: Springer, 177-189.

Koch-Medina, Pablo; Moreno, Santiago; Munari, Cosimo-Andrea (2015). Capital adequacy tests and limited liability of financial institutions. Journal of Banking and Finance, 51:93-102.

Chen, Hui; Parsley, David; Yang, Ya-wen (2015). Corporate lobbying and firm performance. Journal of Business Finance and Accounting, 42(3-4):444-481.

Zhang, Xin-an; Li, N; Ullrich, Johannes; van Dick, R (2015). Getting everyone on board: The effect of CEO differentiated transformational leadership on top management team effectiveness and leader-rated firm performance. Journal of Management, 41(7):1898-1933.

Rupp, D E; Hoffman, B J; Bischof, D; Byham, W; Collins, L; Gibbons, A; Hirose, S; Kleinmann, Martin; Kudisch, J D; Lanik, M; Jackson, D J R; Kim, M; Lievens, Filip; Meiring, D; Melchers, K G; Pendit, V G; Putka, D J; Povah, N; Reynolds, D; Schlebusch, S; Scott, J; Simonenko, S; Thornton, G (2015). Guidelines and ethical considerations for assessment center operations. Journal of Management, 41(4):1244-1273.

Bradbury, Meike A S; Hens, Thorsten; Zeisberger, Stefan (2015). Improving investment decisions with simulated experience. Review of Finance, 19(3):1019-1052.

Kiedaisch, Christian (2015). Intellectual property rights in a quality-ladder model with persistent leadership. European Economic Review, 80:194-213.

Bachmann, Kremena; Hens, Thorsten (2015). Investment competence and advice seeking. Journal of Behavioral and Experimental Finance, 6:27-41.

Brumm, Johannes; Grill, Michael; Kübler, Felix; Schmedders, Karl (2015). Margin regulation and volatility. Journal of Monetary Economics, 75:54-68.

Ludwig, Markus (2015). Robust estimation of shape-constrained state price density surfaces. The Journal of Derivatives, 22(3):56-72.

Brown, Jason L; Moser, Donald V; Martin, Patrik R; Weber, Roberto A (2015). The consequences of hiring lower-wage workers in an incomplete-contract environment. The accounting review, 90(3):941-966.

Carletti, Elena; Hartmann, Philipp; Ongena, Steven (2015). The economic impact of merger control legislation. International Review of Law and Economics, 42(6):88-104.

Tasselli, Stefano; Kilduff, Martin; Menges, Jochen (2015). The micro foundations of organizational social networks: A review and an agenda for future research. Journal of Management, 41(5):1361-1387.

Hüsser, Andreas (2015). The role of investors’ objective financial knowledge on the assessment of risk disclosures in mutual fund advertisements. Journal of Financial Services Marketing, 20(1):5-22.

2014

Buchholz, Wolfgang; Falkinger, Josef; Ruebbelke, Dirk (2014). Non-governmental public norm enforcement in large societies as a two-stage game of voluntary public good provision. Journal of Public Economic Theory, 16(6):899-916.

Leippold, Markus; Lohre, Harald (2014). The Dispersion Effect in International Stock Returns. Journal of Empirical Finance, 29:331-342.

Mollet, Janick Christian; Ziegler, Andreas (2014). Socially responsible investing and stock performance: New empirical evidence for the US and European stock markets. Review of Financial Economics, 23(4):208-216.

Ongena, Steven; Brown, Martin; Kirschenmann, Karolin (2014). Bank funding, securitization, and loan terms: evidence from foreign currency lending. Journal of Money, Credit and Banking, 46(7):1501-1534.

Gersbach, Hans; Schmutzler, Armin (2014). Does globalization create superstars? A simple theory of managerial wages. European Economic Review, 71:34-51.

Bartling, Björn; Engl, Florian; Weber, Roberto A (2014). Does willful ignorance deflect punishment? - An experimental study. European Economic Review, 70:512-524.

Hüsser, Andreas; Wirth, Werner (2014). Do investors show an attentional bias toward past performance? An eye-tracking experiment on visual attention to mutual fund disclosures in simplified fund prospectuses. Journal of Financial Services Marketing, 19(3):169-185.

Uysal, Derya; Huett, Hannes; Krapf, Matthias (2014). Price Dynamics in the Belarusian Black Market for Foreign Exchange. Journal of International Economics, 94(1):169-176.

Ewerhart, Christian (2014). Unique Equilibrium in Contests with a Continuum of Types. Economics Letters, 125(1):115-118.

Koch, Cathérine Tahmee (2014). Risky adjustments or adjustments to risks: Decomposing bank leverage. Journal of Banking and Finance, 45:242-254.

Peters, Florian S; Wagner, Alexander F (2014). The executive turnover risk premium. Journal of Finance, 69(4):1529-1563.

Nyborg, Kjell G; Östberg, Per (2014). Money and liquidity in financial markets. Journal of Financial Economics, 112(1):30-52.

Ewerhart, Christian (2014). Cournot games with biconcave demand. Games and Economic Behavior, 85:37-47.

Buch, Claudia M; Koch, Cathérine T; Koetter, Michael (2014). Should I stay or should I go? Bank productivity and internationalization decisions. Journal of Banking and Finance, 42:266-282.

Ongena, Steven (2014). Discussion of Presbitero, Udell and Zazzaro. Journal of Money, Credit, and Banking, 46(s1):87-91.

Aghion, Philippe; Hémous, David; Kharroubi, Enisse (2014). Cyclical fiscal policy, credit constraints, and industry growth. Journal of Monetary Economics, 62:41-58.

Rochet, Jean-Charles; Cerasi, Vittoria (2014). Rethinking the regulatory treatment of securitization. Journal of Financial Stability, 10:20-31.

Hens, Thorsten; Rieger, Marc Oliver (2014). Can utility optimization explain the demand for structured investment products? Quantitative Finance, 14(4):673-681.

Leippold, Markus; Stromberg, Jacob (2014). Time-changed Levy LIBOR market model: Pricing and joint estimation of the cap surface and swaption cube. Journal of Financial Economics, 111(1):224-250.

Herz, Holger; Schunk, Daniel; Zehnder, Christian (2014). How do judgmental overconfidence and overoptimism shape innovative activity? Games and Economic Behavior, 83:1-23.

Pikulina, Elena; Renneboog, Luc; Ter Horst, Jenke; Tobler, Philippe N (2014). Bonus schemes and trading activity. Journal of Corporate Finance, 29:369-389.

Franck, E (2014). Financial Fair Play in European Club Football - What is it all about? International Journal of Sport Finance, 9(3):193-217.

Oswald, Yvonne; Backes-Gellner, Uschi (2014). Learning for a bonus: How financial incentives interact with preferences. Journal of Public Economics, 118:52-61.

Rochet, Jean-Charles; Moreno-Bromberg, Santiago (2014). Market frictions and corporate finance: An overview paper. Mathematics and Financial Economics, 8(4):355-381.

Rost, Katja; Grätzer, Gitte (2014). Multinational organizations as rule-following bureaucracies – the example of catholic orders. Journal of International Management, 20(3):290-311.

Ongena, Steven; Baele, Lieven; Farooq, Moazzam (2014). Of religion and redemption: evidence from default on islamic loans. Journal of Banking and Finance, 44:141-159.

Hoffmann, Mathias (2014). The consumption–income ratio, entrepreneurial risk, and the U.S. stock market. Journal of Money, Credit, and Banking, 46(6):1259-1292.

2013

Fehrler, Sebastian; Kosfeld, Michael (2013). Can you trust the good guys? Trust within and between groups with different missions. Economics Letters, 121(3):400-404.

Farkas, Walter; Koch-Medina, Pablo; Munari, Cosimo-Andrea (2013). Beyond cash-additive risk measures: When changing the numeraire fails. Finance and Stochastics, 18(1):145-173.

Fehr, Ernst; Glätzle-Rützler, Daniela; Sutter, Matthias (2013). The development of egalitarianism, altruism, spite and parochialism in childhood and adolescence. European Economic Review, 64:369-383.

Zweifel, Peter (2013). Die Arbeitsteilung zwischen privater und sozialer Krankenversicherung aus ökonomischer Sicht. Zeitschrift für die gesamte Versicherungswissenschaft, 102(4):311-324.

Romano, Joseph P; Wolf, Michael (2013). Testing for monotonicity in expected asset returns. Journal of Empirical Finance, 23:93-116.

Reichlin, Christian (2013). Utility maximization with a given pricing measure when the utility is not necessarily concave. Mathematics and Financial Economics, 7(4):531-556.

Miller, Nolan; Wagner, Alexander F; Zeckhauser, Richard J (2013). Solomonic separation: Risk decisions as productivity indicators. Journal of Risk and Uncertainty, 46(3):265-297.

Hens, Thorsten; Reichlin, Christian (2013). Three solutions to the pricing kernel puzzle. Review of Finance, 17(3):1065-1098.

Buch, Claudia M; Koch, Cathérine; Koetter, Michael (2013). Do banks benefit from internationalization? Revisiting the market power–risk nexus. Review of Finance, 17(4):1401-1435.

Burghart, Daniel R; Glimcher, Paul W; Lazzaro, Stephanie C (2013). An expected utility maximizer walks into a bar... Journal of Risk and Uncertainty, 46(3):215-246.

Bodnaruk, Andriy; Östberg, Per Nils Anders (2013). The shareholder base and payout policy. Journal of Financial and Quantitative Analysis, 48(3):729-760.

Ongena, Steven; Tai-Leung, Chong Terrence; Lu, Liping (2013). Does banking competition alleviate or worsen credit constraints faced by small and medium enterprises? Evidence from China. Journal of Banking and Finance, 37(9):3412-3424.

Bolthausen, Erwin; Wüthrich, Mario V (2013). Bernoulli's law of large numbers. ASTIN Bulletin, 43(2):73-79.

Chaney, Thomas; Ossa, Ralph (2013). Market size, division of labor, and firm productivity. Journal of International Economics, 90(1):177-180.

Lindsay, Luke (2013). The arguments of utility: Preference reversals in expected utility of income models. Journal of Risk and Uncertainty, 46(2):175-189.

Ongena, Steven; Roscovan, Viorel (2013). Bank loan announcements and borrower stock returns: Does bank origin matter? International Review of Finance, 13(2):137-159.

Buergi, Markus P H (2013). Pricing contingent convertibles: a general framework for application in practice. Financial Markets and Portfolio Management, 27(1):31-63.

Arnold, Marc; Wagner, Alexander F; Westermann, Ramona (2013). Growth options, macroeconomic conditions, and the cross section of credit risk. Journal of Financial Economics, 107(2):350-385.

Brandon, Rajna Gibson; Wang, Songtao (2013). Liquidity risk, return predictability, and hedge funds’ performance: an empirical study. Journal of Financial and Quantitative Analysis, 48(1):219-244.

Haug, Jorgen; Hens, Thorsten; Woehrmann, Peter (2013). Risk aversion in the large and in the small. Economics Letters, 118(2):310-313.

Hoffmann, Mathias (2013). What drives China's current account? Journal of International Money and Finance, 32:856-883.

Ongena, Steven; Popov, Alexander A; Udell, Gregory F (2013). "When the cat's away the mice will play": Does regulation at home affect bank risk-taking abroad? Journal of Financial Economics, 108(3):727-750.

Kováč, Eugen; Steiner, Jakub (2013). Reversibility in dynamic coordination problems. Games and Economic Behavior, 77(1):298-320.

Rochet, Jean-Charles; Freixas, Xavier (2013). Taming systemically important financial institutions. Journal of Money, Credit, and Banking, 45(s1):37-58.

Nikeghbali, Ashkan; Platen, Eckhard (2013). A reading guide for last passage times with financial applications in view. Finance and Stochastics, 17(3):615-640.

Bhattacharya, S; Nyborg, K G (2013). Bank bailout menus. Review of Corporate Finance Studies, 2(1):29-61.

Staubli, Stefan; Zweimüller, Josef (2013). Does raising the early retirement age increase employment of older workers? Journal of Public Economics, 108:17-32.

Rischatsch, Maurus; Trottmann, Maria; Zweifel, Peter (2013). Generic substitution, financial interests, and imperfect agency. International Journal of Health Care Finance and Economics, 13(2):115-138.

Dahlquist, Magnus; Hasseltoft, Henrik (2013). International Bond Risk Premia. Journal of International Economics, 90(1):17-32.

Keil, Thomas; Laamanen, Tomi; McGrath, Rita G (2013). Is a counterattack the best defense? Competitive dynamics through acquisitions. Long Range Planning, 46(3):195-215.

Drimus, Gabriel Grigore; Farkas, Erich Walter (2013). Local volatility of volatility for the VIX market. Review of Derivatives Research, 16(3):267-293.

Goldberg, Lisa R.; Hayes, Michael Y.; Mahmoud, Ola (2013). Minimizing shortfall. Quantitative Finance, 13(10):1533-1545.

Oesch, David; Irani, Rustom M (2013). Monitoring and corporate disclosure: Evidence from a natural experiment. Journal of Financial Economics, 109(2):398-418.

Oesch, David; Ertimur, Yonca; Ferri, Fabrizio (2013). Shareholder votes and proxy advisors: Evidence from say on pay. Journal of Accounting Research, 51(5):951-996.

Bachem, Olivier; Drimus, Gabriel G; Farkas, W (2013). Smooth and Bid-Offer Compliant Volatility Surfaces Under General Dividend Streams. Quantitative Finance, 13(11):1801-1812.

Haas, Markus; Krause, Jochen; Paolella, Marc S; Steude, Sven C (2013). Time-varying mixture GARCH models and asymmetric volatility. North American Journal of Economics and Finance, 26:602-623.

2012

Wang, Mei; Bernstein, Abraham; Chesney, Marc (2012). An experimental study on real option strategies. Quantitative Finance, 12(11):1753-1772.

Chesney, Marc; Taschini, Luca (2012). The endogenous price dynamics of emission allowances and an application to CO2 option pricing. Applied Mathematical Finance, 19(5):447-475.

Chesney, Marc; Kempf, Alexander (2012). The value of tradeability. Review of Derivatives Research, 15(3):193-216.

Bartling, Björn (2012). Multi-tasking and inequity aversion in the linear–exponential–normal moral hazard model. Economics Letters, 116(3):523-525.

Coculescu, Delia; Jeanblanc, Monique; Nikeghbali, Ashkan (2012). Default times, no-arbitrage conditions and changes of probability measures. Finance and Stochastics, 16(3):513-535.

Coculescu, D; Nikeghbali, Ashkan (2012). Hazard processes and martingale hazard processses. Mathematical Finance, 22(3):519-537.

Baetschmann, Gregori (2012). Identification and estimation of thresholds in the fixed effects ordered logit mode. Economics Letters, 115(3):416-418.

Barmettler, Franziska; Fehr, Ernst; Zehnder, Christian (2012). Big experimenter is watching you! Anonymity and prosocial behavior in the laboratory. Games and Economic Behavior, 75(1):17-34.

Hasseltoft, Henrik (2012). Stocks, bonds, and long-run consumption risks. Journal of Financial and Quantitative Analysis, 47(2):309-332.

Binswanger, Johannes; Schunk, Daniel (2012). What is an adequate standard of living during retirement? Journal of Pension Economics and Finance, 11(2):203-222.

Dasgupta, Amil; Steiner, Jakub; Stewart, Colin (2012). Dynamic coordination with individual learning. Games and Economic Behavior, 74(1):83-101.

McEvily, Bill; Radzevick, Joseph R; Weber, Roberto A (2012). Whom do you distrust and how much does it cost? An experiment on the measurement of trust. Games and Economic Behavior, 74(1):285-298.

Larsen, Bradley J; Oswald, Florian; Reich, Gregor; Wunderli, Dan (2012). A test of the extreme value type I assumption in the bus engine replacement model. Economics Letters, 116(2):213-216.

Rochet, Jean-Charles; Gersbach, Hans (2012). Aggregate investment externalities and macroprudential regulation. Journal of Money, Credit, and Banking, 44(S2):73-109.

Oesch, David; Ammann, Manuel; Odoni, Sandro (2012). An alternative three-factor model for international markets: Evidence from the European Monetary Union. Journal of Banking and Finance, 36(7):1857-1864.

Wang, Mei; Bernstein, Abraham; Chesney, Marc (2012). An experimental study on real options strategies. Quantitative Finance, 12(11):1753-1772.

Cason, Timothy N; Sheremeta, Roman M; Zhang, Jingjing (2012). Communication and efficiency in competitive coordination games. Games and Economic Behavior, 76(1):26 - 43.

Leippold, Markus; Lohre, Harald (2012). Data snooping and the global accrual anomaly. Applied Financial Economics, 22(7):509-535.

Leippold, Markus; Rohner, Philippe (2012). Equilibrium implications of delegated asset management under benchmarking. Review of Finance, 16(4):935-984.

Coculescu, Delia; Nikeghbali, Ashkan (2012). Hazard Processes and Martingale Hazard Processes. Mathematical Finance, 22(3):519-537.

Dzielinski, Michal (2012). Measuring economic uncertainty and its impact on the stock market. Finance Research Letters, 9(3):167-175.

Drimus, Gabriel G (2012). Options on realized variance by transform methods: A non-affine stochastic volatility model. Quantitative Finance, 12(11):1679-1694.

Drimus, Gabriel G (2012). Options on realized variance in Log-OU models. Applied Mathematical Finance, 19(5):477-494.

Ewerhart, Christian; Cassola, Nuno; Valla, Natacha (2012). Overbidding in fixed rate tenders: The role of exposure risk. Journal of Banking & Finance, 36(2):539-549.

Cheridito, Patrick; Nikeghbali, Ashkan; Platen, Eckhard (2012). Processes of class sigma, last passage times, and drawdowns. SIAM Journal on Financial Mathematics, 3(1):280-303.

Straumann, Tobias; Urban, Scott (2012). Still tied by golden fetters: the global response to the US recession of 1937-38. Financial History Review, 19(1):21-48.

Delaloye, Francois-Xavier; Ziegler, Alexandre; Habib, Michel (2012). Swiss Banking Secrecy: The Stock Market Evidence. Financial Markets and Portfolio Management, 26(1):143-176.

Breuer, Christoph; Dietl, Helmut; Weingärtner, Christian; Wicker, Pamela (2012). The effect of a sports institution’s legal structure on sponsorship income: The case of amateur equestrian sports in Germany. International Journal of Sport Finance, 7:340-357.

Artis, Michael J; Hoffmann, Mathias (2012). The home bias, capital income flows and improved long-term consumption risk sharing between industrialized countries. International finance, 14(3):481-505.

Rohner, Dominic; van der Ploeg, Frederick (2012). War and Natural Resource Exploitation. European Economic Review, 56(8):1714-1729.

2011

Horst, Ulrich; Moreno-Bromberg, Santiago (2011). Efficiency and equilibria in games of optimal derivative design. Mathematics and Financial Economics, 5(4):269-297.

Buch, Claudia M; Koch, Cathérine; Koetter, Michael (2011). Size, productivity, and international banking. Journal of International Economics, 85(2):329-334.

Fecht, Falko; Nyborg, Kjell G; Rocholl, Jörg (2011). The price of liquidity: The effects of market conditions and bank characteristics. Journal of Financial Economics, 102(2):344-362.

Fehr, Ernst; Leibbrandt, Andreas (2011). A field study on cooperativeness and impatience in the Tragedy of the Commons. Journal of Public Economics, 95(9-10):1144-1155.

Brutti, Filippo (2011). Sovereign defaults and liquidity crises. Journal of International Economics, 84(1):65-72.

Chesney, Marc; Reshetar, Ganna; Karaman, Mustafa (2011). The impact of terrorism on financial markets: an empirical study. Journal of Banking and Finance, 35(2):253-267.

Rieger, Marc Oliver (2011). Co-monotonicity of optimal investments and the design of structured financial products. Finance and Stochastics, 15(1):27-55.

Schmutzler, Armin (2011). A unified approach to comparative statics puzzles in experiments. Games and Economic Behavior, 71(1):212-223.

De Giorgi, Enrico; Hens, Thorsten; Mayer, Janos (2011). A note on reward-risk portfolio selection and two-fund separation. Finance Research Letters, 8(2):52-58.

Mierendorff, Konrad (2011). Asymmetric reduced form auctions. Economics Letters, 110(1):41-44.

Wagner, Alexander F (2011). Board independence and competence. Journal of Financial Intermediation, 20(1):71-93.

Judd, Kenneth L; Kübler, Felix; Schmedders, Karl (2011). Bond ladders and optimal portfolios. Review of Financial Studies, 24(12):4123-4166.

Drimus, Gabriel G (2011). Closed-form convexity and cross-convexity adjustments for Heston prices. Quantitative Finance, 11(8):1137-1149.

Oesch, David; Ammann, Manuel; Schmid, Markus M (2011). Corporate governance and firm value: International evidence. Journal of Empirical Finance, 18(1):36-55.

Hens, Thorsten; Vlcek, Martin (2011). Does prospect theory explain the disposition effect? Journal of Behavioral Finance, 12(3):141-157.

Hens, Thorsten; Amir, Rabah; Evstigneev, Igor; Xu, Le (2011). Evolutionary finance and dynamic games. Mathematics and Financial Economics, 5(3):161-184.

Anderson, Ronald W; Nyborg, Kjell G (2011). Financing and growth under repeated moral hazard. Journal of Financial Intermediation, 20(1):1-24.

Rochet, Jean-Charles; Mariotti, Thomas; Décamps, Jean-Paul; Villeneuve, Stéphane (2011). Free cash flow, issuance costs, and stock prices. Journal of Finance, 66(5):1501-1544.

Constantinescu, Mihnea (2011). How important is that footnote on page 3? Understanding the effect of autocorrelation on the calculation of expected shortfall. Journal of European Real Estate Research, 4(1):online.

Rochet, Jean-Charles; Villeneuve, Stéphane (2011). Liquidity management and corporate demand for hedging and insurance. Journal of Financial Intermediation, 20(3):303-323.

Hens, Thorsten; Evstigneev, Igor; Schenk-Hoppé, Klaus Reiner (2011). Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset. Mathematics and Financial Economics, 5(3):185-202.

Leippold, Markus; Trojani, Fabio; Vanini, Paolo (2011). Multiperiod mean-variance efficient portfolios with endogenous liabilities. Quantitative Finance, 11(10):1535-1546.

Frey, Bruno S (2011). Punishment - and Beyond. Contemporary Economics, 5(2):90-99.

Fiechter, Peter (2011). Reclassification of Financial Assets under IAS 39: Impact on European Banks' Financial Statements. Accounting in Europe, 8(1):49-67.

Staubli, Stefan (2011). The impact of stricter criteria for disability insurance on labor force participation. Journal of Public Economics, 95(9-10):1223-1235.

Epper, Thomas; Fehr-Duda, Helga; Bruhin, Adrian (2011). Viewing the future through a warped lens: Why uncertainty generates hyperbolic discounting. Journal of Risk and Uncertainty, 43(3):169-203.

2010

Boes, Stefan; Staub, Kevin E; Winkelmann, Rainer (2010). Relative status and satisfaction. Economics Letters, 109(3):168-170.

Rochet, Jean-Charles (2010). Systemic risk: changing the regulatory perspective. International Journal of Central Banking, 6:259-276.

Lutz, D J; Lamp, D; Mandic, P; Hecht, F; Stiller, B (2010). Charging of SAML-based federated VoIP services. In: 5th International Conference for Internet Technology and Secured Transactions (ICITST-2010), London, U.K., 8 November 2010 - 11 November 2010, 1-8.

Hens, Thorsten; Vogt, Bodo (2010). Indirect Reciprocity and Money. Games and Economic Behavior, 70(2):354-374.

Egger, H; Egger, P; Falkinger, Josef; Grossmann, Volke (2010). The impact of capital market integration on educational choice and the consequences for economic growth. World Economy, 33(10):1241-1268.

Ongena, Steven; Ioannidou, Vasso (2010). “Time for a Change”: Loan conditions and bank behavior when firms switch banks. Journal of Finance, 65(5):1847-1877.

Hodler, R; Loertscher, S; Rohner, D (2010). Inefficient policies and incumbency advantage. Journal of Public Economics, 94(9-10):761-767.

van Kleef, R C; Beck, K; Buchner, F (2010). Risk-type concentration and efficiency incentives: a challenge for the risk adjustment formula. The Geneva Papers on Risk and Insurance - Issues and Practice, 35(4):503-520.

Schwerdt, G; Ichino, A; Ruf, O; Winter-Ebmer, R; Zweimüller, J (2010). Does the color of the collar matter? Employment and earnings after plant closure. Economics Letters, 108(2):137-140.

Dierkes, Maik; Erner, Carsten; Zeisberger, Stefan (2010). Investment horizon ant the attractiveness of investment strategies: A behavioral approach. Journal of Banking and Finance, 34(5):1032-1046.

Franck, E (2010). Private firm, public corporation or member's association – Governance structures in European football. International Journal of Sport Finance, 5(2):108-127.

Lange, Andreas; Löschel, Andreas; Vogt, Carsten; Ziegler, Andreas (2010). On the self-interested use of equity in international climate negotiations. European Economic Review, 54(3):359-375.

Hens, Thorsten; Gerber, Anke; Woehrmann, Peter (2010). Dynamic general equilibrium and T-period fund separation. Journal of Financial and Quantitative Analysis, 45(2):369-400.

Dietl, H; Lang, M; Werner, S (2010). The effect of luxury taxes on competitive balance, club profits, and social welfare in sports leagues. International Journal of Sport Finance, 5(1):41-51.

Rochet, Jean-Charles; Wright, Julian (2010). Credit card interchange fees. Journal of Banking and Finance, 34(8):1788-1797.

Becker, Sascha O; Hoffmann, Mathias (2010). Equity fund ownership and the cross-regional diversification of household risk. Journal of Banking and Finance, 34(1):90-102.

Goeree, Jacob K; Holt, Charles A (2010). Hierarchical package bidding: a paper & pencil combinatorial auction. Games and Economic Behavior, 70(1):146-169.

Bartling, Björn; Park, Andreas (2010). How syndicate short sales affect the informational efficiency of IPO prices and underpricing. Journal of Financial and Quantitative Analysis, 45(2):441-471.

Weber, Rolf H; Darbellay, Aline (2010). Legal issues in mobile banking. Journal of banking regulation, 11(2):129-145.

Grünewald, Seraina; Wagner, Alexander F; Weber, Rolf H (2010). Short selling regulation after the financial crisis - first principles revisited. International Journal of Disclosure and Governance, 7(2):108-135.

Wuellrich, J P (2010). The effects of increasing financial incentives for firms to promote employment of disabled workers. Economics Letters, 107(2):173-176.

Alós-Ferrer, Carlos; Netzer, Nick (2010). The logit-response dynamics. Games and Economic Behavior, 68(2):413-427.

Egloff, Daniel; Leippold, Markus; Wu, Liuren (2010). The term structure of variance swap rates and optimal variance swap investments. Journal of Financial and Quantitative Analysis, 45(5):1279-1310.

Constantinescu, Mihnea (2010). What is the “duration” of Swiss direct real estate? Journal of Property Investment & Finance, 28(3):181-197.

2009

Goeree, Jacob K; Riedl, Arno; Ule, Aljaž (2009). In search of stars: Network formation among heterogeneous agents. Games and Economic Behavior, 67(2):445-466.

Hoffmann, Mathias; MacDonald, Ronald (2009). Real exchange rates and real interest rate differentials: A present value interpretation. European Economic Review, 53(8):952-970.

Bindseil, Ulrich; Nyborg, Kjell G; Strebulaev, Ilya A (2009). Repo auctions and the market for liquidity. Journal of Money, Credit and Banking, 41(7):1391-1421.

Halbheer, Daniel; Fehr, Ernst; Götte, Lorenz; Schmutzler, Armin (2009). Self-reinforcing market dominance. Games and Economic Behavior, 67(2):481-502.

Bernasconi, Michele; Corazzini, Luca; Kube, Sebastian; Maréchal, Michel (2009). Two are better than one!: individuals' contributions to "unpacked" public goods. Economics Letters, 104(1):31-33.

Leippold, Markus; Egloff, Daniel (2009). American Options with Stochastic Stopping Time Constraints. Applied Mathematical Finance, 16(3):287-305.

Zweifel, Peter; Tai-Seale, Ming (2009). An economic analysis of payment for health care services: the United States and Switzerland compared. International Journal of Health Care Finance and Economics, 9(2):197-210.

Wichardt, P C; Schunk, D; Schmitz, P W (2009). Participation costs for responders can reduce rejection rates in ultimatum bargaining. Economics Letters, 103(1):33-35.

Hens, Thorsten; Steude, Sven C (2009). The leverage effect without leverage. Finance Research Letters, 6(2):83-94.

Bartling, Björn; Park, Andreas (2009). What determines the level of IPO gross spreads? Underwriter profits and the cost of going public. International Review of Economics and Finance, 18(1):81-109.

Blavatskyy, Pavlo R (2009). Betting on own knowledge: Experimental test of overconfidence. Journal of Risk and Uncertainty, 38(1):39-49.

Broda, Simon; Paolella, Marc S (2009). CHICAGO: A fast and accurate method for portfolio risk calculation. Journal of Financial Econometrics, 7(4):412-436.

El Karoui, Nicole; Ravanelli, Claudia (2009). Cash sub-additive risk measures and interest rate ambiguity. Mathematical Finance, 19(4):561-590.

Bodnaruk, Andriy; Östberg, Per Nils Anders (2009). Does investor recognition predict returns? Journal of Financial Economics, 91(2):208-226.

Dietl, H; Franck, E; Hasan, T; Lang, M (2009). Governance of professional sports leagues - cooperatives versus contracts. International Review of Law and Economics, 29(2):127-137.

Daniel, Gilles; Sornette, Didier; Woehrmann, Peter (2009). Look-ahead benchmark bias in portfolio performance evaluation. Journal of Portfolio Management, 36(1):121-130.

Blavatskyy, Pavlo R; Pogrebna, Ganna (2009). Myopic loss aversion revisited. Economics Letters, 104(1):43-45.

Göx, Robert; Wagenhofer, Alfred (2009). Optimal impairment rules. Journal of Accounting and Economics, 48(1):2-16.

De Giorgi, Enrico; Hens, Thorsten (2009). Prospect theory and mean-variance analysis: Does it make a difference in wealth management? Investment Management and Financial Innovations, 6(1):122-129.

Niederau, Harry; Zweifel, Peter (2009). Quasi risk-neutral pricing in insurance. ASTIN Bulletin, 39(1):317-337.

Artzner, Philippe; Delbaen, Freddy; Koch-Medina, Pablo (2009). Risk measures and efficient use of capital. ASTIN Bulletin, 39(1):101-116.

Malley, Jim; Philippopoulos, Apostolis; Woitek, Ulrich (2009). To react or not? Technology shocks, fiscal policy and welfare in the EU-3. European Economic Review, 53(6):689-714.

Luechinger, Simon; Raschky, Paul A (2009). Valuing flood disasters using the life satisfaction approach. Journal of Public Economics, 93(3-4):620-633.

2008

Ledoit, Olivier; Wolf, Michael (2008). Robust performance hypothesis testing with the Sharpe ratio. Journal of Empirical Finance, 15(5):850-859.

Weber, Rolf H; Darbellay, Aline (2008). The regulatory use of credit ratings in bank capital requirement regulations. Journal of banking regulation, 10(1):1-16.

Paolella, Marc S; Taschini, Luca (2008). An econometric analysis of emission allowance prices. Journal of Banking and Finance, 32(10):2022-2032.

Foellmi, R; Zweimüller, J (2008). Structural change, Engel’s consumption cycles and Kaldor’s facts of economic growth. Journal of Monetary Economics, 55(7):1317-1328.

De Giorgi, Enrico; Post, Thierry (2008). Second-order stochastic dominance, reward-risk portfolio selection, and the CAPM. Journal of Financial and Quantitative Analysis, 43(2):525 -546.

Steiner, Jakub (2008). Coordination cycles. Games and Economic Behavior, 63(1):308-327.

Barone-Adesi, Giovanni; Engle, Robert F; Mancini, Loriano (2008). A GARCH option pricing model with filtered historical simulation. Review of Financial Studies, 21(3):1223-1258.

Hassler, John; Krusell, Per; Storesletten, Kjetil; Zilibotti, Fabrizio (2008). On the optimal timing of capital taxes. Journal of Monetary Economics, 55(4):692-709.

Coculescu, Delia; Geman, Hélyette; Jeanblanc, Monique (2008). Valuation of default-sensitive claims under imperfect information. Finance and Stochastics, 12(2):195-218.

Chesney, Marc; Gibson, Rajna (2008). Stock options and managers’ incentives to cheat. Review of Derivatives Research, 11(1-2):41-59.

Fecht, Falko; Nyborg, Kjell G; Rocholl, Jörg (2008). Liquidity management and overnight rate calendar effects: Evidence from German banks. North American Journal of Economics and Finance, 19(1):7-21.

Zweifel, Peter; Auckenthaler, Christoph (2008). On the feasibility of insurers' investment policies. Journal of Risk and Insurance, 75(1):193-206.

Rieger, Marc Oliver; Wang, Mei (2008). Prospect theory for continuous distributions. Journal of Risk and Uncertainty, 36(1):83-102.

Zweifel, Peter; Eugster, Patrick (2008). Life-cycle effects of social security in an open economy: A theoretical and empirical survey. Zeitschrift für die gesamte Versicherungswissenschaft, 97(1):61-77.

Cooper, Ian; Nyborg, Kjell G (2008). Tax-adjusted discount rates with investor taxes and risky debt. Financial Management, 37(2):365-379.

Akkoyunlu, Sule; Kholodilin, Konstantin A (2008). A link between workers' remittances and business cycles in Germany and Turkey. Emerging Markets Finance and Trade, 44(5):23-40.

Egger, H; Kreickemeier, U (2008). International fragmentation: boon or bane for domestic employment? European Economic Review, 52(1):116-132.

Börsch-Supan, A; Reil-Held, A; Schunk, D (2008). Saving incentives, old-age provision and displacement effects: evidence from the recent German pension reform. Journal of Pension Economics and Finance, 7(3):295-319.

Falk, A; Fehr, F; Fischbacher, U (2008). Testing theories of fairness--intentions matter. Games and Economic Behavior, 62(1):287-303.

Egger, H; Egger, P; Greenaway, D (2008). The trade structure effects of endogenous regional trade agreements. Journal of International Economics, 74(2):278-298.

2007

Bossy, Mireille; Gibson, Rajna; Lhabitant, Francois-Serge; Pistre, Nathalie; Talay, Denis (2007). Model misspecification analysis for bond options and Markovian hedging strategies. Review of Derivatives Research, 9(2):109-135.

Engelmann, Dirk; Steiner, Jakub (2007). The effects of risk preferences in mixed-strategy equilibria of 2 × 2 games. Games and Economic Behavior, 60(2):381-388.

Vanini, Paolo; Egloff, Daniel; Leippold, Markus (2007). A simple model of credit contagion. Journal of Banking and Finance, 31(8):2475-2492.

Netzer, Nick; Scheuer, Florian (2007). Taxation, insurance, and precautionary labor. Journal of Public Economics, 91(7-8):1519-1531.

Blavatskyy, Pavlo R (2007). Stochastic expected utility theory. Journal of Risk and Uncertainty, 34(3):259-286.

van Kleef, R C; Beck, K; van de Ven, W P M M; van Vliet, R C J A (2007). Does risk equalization reduce the viability of voluntary deductibles? International Journal of Health Care Finance and Economics, 7(1):43-58.

Fehr, Ernst; Tyran, Jean R (2007). Money illusion and coordination failure. Games and Economic Behavior, 58(2):246-268.

Syz, Jürg; Leippold, Markus (2007). Trend derivatives: pricing, hedging, and application to executive stock options. Journal of Futures Markets, 27(2):151-186.

Keil, Thomas; Deutsch, Y; Laamanen, Tomi (2007). Decision making in acquisitions: The effect of outside directors' compensation on acquisition patterns. Journal of Management, 33(1):30-56.

Leippold, Markus; Wu, Liuren (2007). Design and estimation of multi-currency quadratic models. Review of Finance, 11(2):167-207.

Egger, H; Egger, P; Greenaway, D (2007). Intra-industry trade with multinational firms. European Economic Review, 51(8):1959-1984.

Mella-Barral, Pierre; Habib, Michel (2007). The Role of Knowhow Acquisition in the Formation and Duration of Joint Ventures. Review of Financial Studies, 20(1):189-233.

Schenk-Hoppe, Klaus; Vogt, Bodo; Hens, Thorsten (2007). The great capitol hill baby sitting co-op: Anecdote or evidence for the optimum quantity of money? Journal of Money, Credit, and Banking, 39(6):1305-1333.

Ziegler, Alexandre (2007). Why does implied risk aversion smile? Review of Financial Studies, 20(2):859-904.

Ziegler, Alexandre; Habib, Michel (2007). Why government bonds are sold by auction and corporate bonds by posted-price selling. Journal of Financial Intermediation, 16(3):343-367.

2006

Egger, H; Falkinger, Josef (2006). The role of public infrastructure and subsidies for firm location and international outsourcing. European Economic Review, 50(8):1993-2015.

Boes, Stefan; Lipp, Markus; Winkelmann, Rainer (2006). Money illusion under test. Economics Letters, 94(3):332-337.

Demchuk, Andriy; Gibson, Rajna (2006). Stock market performance and the term structure of credit spreads. Journal of Financial and Quantitative Analysis, 41(4):863-887.

Breuer, M (2006). Optimal insurance contracts without the non-negativity constraint on indemnities: revisited. GENEVA Risk and Insurance Review, 31(1):5-9.

Giorgi, Enrico De; Hens, Thorsten (2006). Making prospect theory fit for finance. Financial Markets and Portfolio Management, 20(3):339-360.

Stacescu, Bogdan (2006). Dividend policy in Switzerland. Financial Markets and Portfolio Management, 20(2):153-183.

Schulze, Anja; Hoegl, Martin (2006). Knowledge creation in new product development projects. Journal of Management, 32(2):210-236.

Blavatskyy, Pavlo R (2006). Violations of betweenness or random errors? Economics Letters, 91(1):34-38.

Becker, Sascha O; Hoffmann, Mathias (2006). Intra- and international risk-sharing in the short run and the long run. European Economic Review, 50(3):777-806.

Chesney, Marc; Gauthier, Laurent (2006). American Parisian Options. Finance and Stochastics, 10(4):475-506.

Östberg, Per Nils Anders (2006). Disclosure, investment and regulation. Journal of Financial Intermediation, 15(3):285-306.

Paolella, Marc; Haas, Markus; Mittnik, Stefan (2006). Modeling and predicting market risk with Laplace-Gaussian mixture distributions. Applied Financial Economics, 16(15):1145-1162.

Vanini, Paolo; Ebnoether, Silvan; Leippold, Markus (2006). Optimal credit limit management under different information regimes. Journal of Banking and Finance, 30:463-487.

Blöchlinger, Andreas; Leippold, Markus (2006). The economic benefit of powerful credit scoring. Journal of Banking and Finance, 30:851-873.

Cooper, Ian; Nyborg, Kjell Gustav (2006). The value of tax shields IS equal to the present value of tax shields. Journal of Financial Economics, 81(1):215-225.

Kuester, Keith; Mittnik, Stefan; Paolella, Marc (2006). Value-at-risk prediction: A comparison of alternative strategies. Journal of Financial Econometrics, 4(1):53-89.

2005

Hassler, John; Krusell, Per; Storesletten, Kjetil; Zilibotti, Fabrizio (2005). The dynamics of government. Journal of Monetary Economics, 52(7):1331-1358.

Buehler, S; Kaiser, C; Jaeger, F (2005). Merge or fail? The determinants of mergers and bankruptcies in Switzerland, 1995-2000. Economics Letters, 90(1):88-95.

Ongena, Steven; Karceski, Jason; Smith, David C (2005). The impact of bank consolidation on commercial borrower welfare. Journal of Finance, 60(4):2043-2082.

Zweifel, Peter; Steinmann, Lukas; Eugster, Patrick (2005). The Sisyphus syndrome in health revisited. International Journal of Health Care Finance and Economics, 5(2):127-145.

Breymann, Wolfgang; Kelly, Leah; Platen, Eckhard (2005). Intraday Empirical Analysis and Modeling of Diversified World Stock Indices. Asia - Pacific Financial Markets, 12(1):1-28.

Keloharju, Matti; Nyborg, Kjell G; Rydqvist, Kristian (2005). Strategic behavior and underpricing in uniform price auctions: Evidence from finnish treasury auctions. Journal of Finance, 60(4):1865-1902.

Egger, H; Egger, P (2005). Labor market effects of outsourcing under industrial interdependence. International Review of Economics and Finance, 14(3):349-363.

Breuer, M (2005). Multiple losses, ex ante moral hazard, and the implications for umbrella policies. Journal of Risk and Insurance, 72(4):525-538.

Egger, H; Egger, P (2005). The determinants of EU processing trade. World Economy, 28(2):147-168.

2004

Schneider, Yves; Zweifel, Peter (2004). How much internalization of nuclear risk through liability insurance? Journal of Risk and Uncertainty, 29(3):219-240.

Leippold, Markus; Wiener, Zvi (2004). Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models. Review of Derivatives Research, 7(3):213-239.

Zweifel, Peter (2004). Improved risk information, the demand for cigarettes, and anti-tobacco policy. Journal of Risk and Uncertainty, 23(3):299-303.

Hoffmann, Mathias (2004). International capital mobility in the long run and the short run: can we still learn from saving–investment data? Journal of International Money and Finance, 23(1):113-131.

Foellmi, R; Zweimüller, J (2004). Inequality, market power and product diversity. Economics Letters, 82(1):139-145.

Zweifel, Peter; Felder, Stefan; Werblow, Andreas (2004). Population ageing and health care expenditure: new evidence on the "red herring". Geneva Papers on Risk and Insurance, 29(4):652-666.

Kremer, Ilan; Nyborg, Kjell G (2004). Underpricing and market power in uniform price auctions. Review of Financial Studies, 17(3):849-877.

2003

Dorn, David; Sousa-Poza, Alfonso (2003). Why is the employment rate of older Swiss so high? An analysis of the social security system. Geneva Papers on Risk and Insurance, 28(4):652-672.

Nyborg, K G; Strebulaev, Ilya A (2003). Multiple Unit Auctions and Short Squeezes. Review of Financial Studies, 17(2):545-580.

Egger, Hartmut; Falkinger, Josef (2003). The distributional effects of international outsourcing in a 2×2 production model. North American Journal of Economics and Finance, 14(2):189-206.

Judd, Kenneth; Kübler, Felix; Schmedders, Karl (2003). Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents. Journal of Finance, LVIII(5):2203-2218.

Zweifel, Peter (2003). Medical innovation: a challenge to society and insurance. Geneva Papers on Risk and Insurance, 28(2):194-202.

2002

Bénabou, Roland; Pycia, Marek (2002). Dynamic inconsistency and self-control: a planner-doer interpretation. Economics Letters, 77(3):419-424.

Kosfeld, M; Droste, E; Voorneveld, M (2002). A myopic adjustment process leading to best-reply matching. Games and Economic Behavior, 40(2):270-290.

Kosfeld, M (2002). Why shops close again: An evolutionary perspective on the deregulation of shopping hours. European Economic Review, 46(1):51-72.

Leippold, Markus; Wu, L (2002). Asset Pricing under the Quadratic Class. Journal of Financial and Quantitative Analysis, 37(2):271-295.

Ewerhart, Christian (2002). Backward induction and the game-theoretic analysis of chess. Games and Economic Behavior, 39(2):206-214.

Bonato, Dario; Zweifel, Peter (2002). Information about multiple risks: the case of building and content insurance. Journal of Risk and Insurance, 69(4):469-487.

Nocera, Sandra; Bonato, Dario; Telser, Harry (2002). The contingency of contingent valuation: how much are people willing to pay against Alzheimer's disease? International Journal of Health Care Finance and Economics, 2(3):219-240.

2001

Nyborg, Kjell G; Strebulaev, Ilya A (2001). Collateral and short squeezing of liquidity in fixed rate tenders. Journal of International Money and Finance, 20(6):769-792.

Bosch-Doménech, Antoni; Sáez-Martí, María (2001). Cycles of aggregate behavior in theory and experiment. Games and Economic Behavior, 36(2):105-137.

Fischbacher, Urs; Gächter, Simon; Fehr, Ernst (2001). Are people conditionally cooperative? Evidence from a public goods experiment. Economics Letters, 71(3):397-404.

Egger, H; Egger, P (2001). Cross-border sourcing and outward processing in EU manufacturing. North American Journal of Economics and Finance, 12(3):243-256.

Hoffmann, Mathias (2001). Long run recursive VAR models and QR decompositions. Economics Letters, 73(1):15-20.

A'Hearn, Brian; Woitek, Ulrich (2001). More international evidence on the historical properties of business cycles. Journal of Monetary Economics, 47(2):321-346.

2000

Gersbach, Hans; Schmutzler, Armin (2000). Declining costs of communication and transportation: what are the effects on agglomerations? European Economic Review, 44(9):915-919.

Marimon, Ramon; Zilibotti, Fabrizio (2000). Employment and distributional effects of restricting working time. European Economic Review, 44(7):1291-1326.

Ewerhart, Christian (2000). Chess-like games are dominance solvable in at most two steps. Games and Economic Behavior, 33(1):41-47.

Paolella, Marc; Mittnik, Stefan; Rachev, S (2000). Diagnosing and treating the fat tails in financial returns data. Journal of Empirical Finance, 7(3-4):389-416.

Göx, Robert (2000). Strategic transfer pricing, absorption costing, and observability. Management Accounting Research, 11(3):327-348.

1999

Hens, Thorsten; Kirman, Alan; Phlips, Luis; Jaeger, Eckart (1999). Exchange rates and oligopoly. European Economic Review, 43(3):621-648.

1998

Winkelmann, Liliana; Winkelmann, Rainer (1998). Tariffs, quotas and terms-of-trade: the case of New Zealand. Journal of International Economics, 46(2):313-332.

Holly, Alberto; Gardiol, Lucien; Domenighetti, Gianfranco; Bisig, Brigitte (1998). An econometric model of health care utilization and health insurance in Switzerland. European Economic Review, 42:513-522.

Zweifel, Peter; Strüwe, Wolfram (1998). Long-term care insurance in a two-generation model. Journal of Risk and Insurance, 65(1):13-32.

Paolella, Marc; Mittnik, Stefan; Rachev, S (1998). Unconditional and conditional distributional models for the Nikkei index. Asia - Pacific Financial Markets, 5(2):99-128.

1996

Falkinger, Josef (1996). Efficient private provision of public goods when by rewarding deviations from average. Journal of Public Economics, 62(3):413-422.

Franks, Julian; Nyborg, Kjell G; Torous, Walter (1996). A Comparison of US, UK, and German Insolvency Codes. Financial Management, 25(3):86-101.

Nyborg, Kjell G; Sundaresan, Suresh M (1996). Discriminatory versus uniform Treasury auctions: Evidence from when-issued transactions. Journal of Financial Economics, 42(1):63-104.

Zweifel, Peter; Strüwe, Wolfram (1996). Long-term care insurance and bequests as instruments for shaping intergenerational relationships. Journal of Risk and Uncertainty, 12(1):65-76.

Falkinger, Josef; Winter-Ebmer, Rudolf; Zweimüller, Josef (1996). Retirement of spouses and social security reform. European Economic Review, 40(2):449-472.

1994

Chevallier, Eric; Müller, Heinz H (1994). Risk Allocation in Capital Markets: Portfolio Insurance, Tactical Asset Allocation and Collar Strategies. ASTIN Bulletin, 24(01):5-18.

1993

Chesney, Marc; Gibson, Rajna; Elliott, Robert J (1993). Analytical solutions for the pricing of american bond and yield options. Mathematical Finance, 3(3):277-294.

Chesney, Marc; Elliott, Robert J; Madan, Dilip B; Yang, Hailiang (1993). Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying. Mathematical Finance, 3(2):85-99.

1991

Falkinger, Josef (1991). On optimal public good provision with tax evasion. Journal of Public Economics, 45(1):127-133.

Falkinger, J; Walther, H (1991). Rewards Versus Penalties: on a New Policy against Tax Evasion. Public Finance Review, 19(1):67-79.

Winkelmann, Rainer; Zimmermann, Klaus F (1991). A new approach for modeling economic count data. Economics Letters, 37(2):139-143.

1990

Bhaduri, Amit; Falkinger, Josef (1990). Optimal price adjustment under imperfect information. European Economic Review, 34(5):941-952.

Falkinger, Josef (1990). Innovator-imitator trade and the welfare effects of growth. Journal of the Japanese and International Economies, 4(2):157-172.

1989

Müller, Heinz H (1989). Modern Portfolio Theory: Some Main Results. ASTIN Bulletin, 19(S1):9-27.

1988

Müller, Heinz H (1988). Modern Portfolio Theory: Some Main Results. ASTIN Bulletin, 18(02):127-145.

1987

Müller, Heinz H (1987). Economic premium principles in insurance and the capital asset pricing model. ASTIN Bulletin, 17(2):141-150.

This list was generated on Mon Jun 1 01:32:45 2020 CEST.