1.
Does Quantitative Easing Mitigate the Sovereign-Bank Nexus?
University of St.Gallen, School of Finance Research Paper Forthcoming
Number of pages: 38
Posted: 08 Jan 2021
Working Paper Series
University of St. Gallen - School of Finance, European Central Bank (ECB) and University of St. Gallen
Downloads
11
2.
Gamma Fragility
University of St.Gallen, School of Finance Research Paper No. 2020/05
Number of pages: 60
Posted: 16 Nov 2020
Last Revised: 19 Nov 2020
Working Paper Series
University of St. Gallen and Imperial College Business School
Downloads
2,897
3.
"Not in My Backyard!" the 2015 Refugee Crisis in Germany
University of St.Gallen, School of Finance Research Paper no 2020/04
Number of pages: 36
Posted: 25 Sep 2020
Last Revised: 02 Dec 2020
Working Paper Series
University of St.Gallen
Downloads
40
4.
Monetary Policy Disconnect
University of St.Gallen, School of Finance Research Paper No. 2020/03
Number of pages: 53
Posted: 21 Sep 2020
Last Revised: 15 Dec 2020
Working Paper Series
University of St. Gallen - School of Finance, University of St. Gallen and University of St. Gallen
Downloads
49
5.
Deglobalisation Post COVID-19 Could Spell Trouble for the European Monetary Union
LSE Business Review, University of St.Gallen, School of Finance Research Paper No. 2020/07
Number of pages: 5
Posted: 20 Jul 2020
Last Revised: 16 Nov 2020
Accepted Paper Series
National Audit Office of Lithuania - Budget Policy Monitoring Department, Catholic University of Milan and University of St. Gallen - School of Finance
Downloads
54
6.
Attention Triggers and Investors' Risk-Taking
NYU Stern School of Business, University of St.Gallen, School of Finance Research Paper No. 2020/09, TAF Working Paper Series No. 55/ May 2020
Number of pages: 79
Posted: 20 Jul 2020
Last Revised: 05 Jan 2021
Working Paper Series
University of St. Gallen - School of Finance, Paderborn University and New York University (NYU) - Department of Finance
Downloads
132
7.
In Favor of Rule-Based Monetization of Public Debt
University of St.Gallen, School of Finance Research Paper No. 2020/08
Number of pages: 3
Posted: 20 Jul 2020
Last Revised: 16 Nov 2020
Working Paper Series
University of St. Gallen - School of Finance
Downloads
33
8.
A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Models
University of St.Gallen, School of Finance Research Paper No. 2020/06
Number of pages: 58
Posted: 20 Jul 2020
Last Revised: 21 Jan 2021
Working Paper Series
Norwegian University of Science and Technology (NTNU) - NTNU Business School, Norwegian University of Science and Technology, Faculty of Economics and Management, NTNU Business School and University of St. Gallen - School of Finance
Downloads
196
9.
Sentiment Risk Premia in the Cross-Section of Global Equity
University of St.Gallen, School of Finance Research Paper No. 2019/13
Number of pages: 71
Posted: 28 May 2020
Last Revised: 02 Oct 2020
Working Paper Series
University of St. Gallen - School of Finance, Bocconi University - Department of Finance and University of St. Gallen
Downloads
487
10.
Financial Innovation, Payment Choice and Cash Demand - Causal Evidence from the Staggered Introduction of Contactless Debit Cards
University of St.Gallen, School of Finance Research Paper No. 2020/02
Number of pages: 57
Posted: 24 Apr 2020
Working Paper Series
University of St. Gallen, University of St.Gallen, University of St. Gallen and Oesterreichische Nationalbank - Economic Studies Division
Downloads
181
11.
Experience and Brokerage in Asset Markets: Evidence from Art Auctions
University of St.Gallen, School of Finance Research Paper No. 2016/05
Number of pages: 42
Posted: 26 Feb 2020
Last Revised: 26 Feb 2020
Working Paper Series
Bocconi University - Department of Finance, University of Zurich - Department of Banking and Finance and Audencia Business School
Downloads
83
12.
Network-Constrained Covariate Coefficient and Connection Sign Estimation
University of St.Gallen, School of Finance Research Paper No. . 2020/01
Number of pages: 25
Posted: 04 Feb 2020
Last Revised: 05 Feb 2020
Working Paper Series
University of St. Gallen - School of Finance, UC Louvain and F.R.S.-FNRS, University of Freiburg - Medical Center and Johannes Gutenberg University Mainz - University Medical Center
There are 2 versions of this paper
Network-Constrained Covariate Coefficient and Connection Sign Estimation
University of St.Gallen, School of Finance Research Paper No. . 2020/01
Number of pages: 25
Posted: 04 Feb 2020
Last Revised: 05 Feb 2020
Downloads
29
Network-Constrained Covariate Coefficient and Connection Sign Estimation
CORE Discussion Paper 2018/18 -OR- Bank of Lithuania Discussion Paper No 8/2018
Number of pages: 24
Posted: 31 Jul 2018
Last Revised: 06 Aug 2019
Downloads
24
Downloads
29
13.
The Role of Daytime Stock Auctions in Intraday Return Seasonality
University of St.Gallen, School of Finance Research Paper No. 2019/14
Number of pages: 59
Posted: 04 Sep 2019
Last Revised: 07 Oct 2019
Working Paper Series
University of St. Gallen - Swiss Institute of Banking and Finance
Downloads
87
14.
A Closer Look at Credit Rating Processes: Uncovering the Impact of Analyst Rotation
University of St.Gallen, School of Finance Research Paper No. 2019/11
Number of pages: 41
Posted: 07 Aug 2019
Last Revised: 16 Aug 2019
Working Paper Series
University of St. Gallen, University of St. Gallen and University of St. Gallen - School of Finance
Downloads
64
15.
Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review
Journal of Economic Surveys, forthcoming, University of St.Gallen, School of Finance Research Paper No. 2019/10
Number of pages: 46
Posted: 31 Jul 2019
Last Revised: 31 Dec 2020
Accepted Paper Series
Dresden University of Technology - Chair of Finance and Financial Services, IPAG Business School and Utrecht University - School of Economics
Downloads
290
16.
Safe Asset Carry Trade
University of St.Gallen, School of Finance Research Paper No. 2019/09
Number of pages: 125
Posted: 25 Jul 2019
Last Revised: 27 Sep 2020
Working Paper Series
University of St. Gallen - School of Finance and University of St. Gallen
Downloads
132
17.
Credit Variance Risk Premiums
University of St.Gallen, School of Finance Research Paper No. 2019/08
Number of pages: 48
Posted: 24 Jun 2019
Last Revised: 18 Sep 2019
Working Paper Series
University of St. Gallen - School of Finance and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads
144
18.
Loss Aversion and the Demand for Index Insurance
University of St.Gallen, School of Finance Research Paper No. 2019/07
Number of pages: 80
Posted: 19 Jun 2019
Working Paper Series
University of St. Gallen and University of Ulm - Department of Mathematics and Economics
Downloads
105
19.
Local House Price Comovements
University of St.Gallen, School of Finance Research Paper No. 2019/06
Number of pages: 43
Posted: 13 Jun 2019
Working Paper Series
Copenhagen Business School, University of St. Gallen - School of Finance and University of Konstanz - Department of Economics
Downloads
68
20.
Liquidity Risk and Funding Cost
University of St.Gallen, School of Finance Research Paper No. 2019/03 , Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 70
Posted: 20 May 2019
Last Revised: 31 Aug 2020
Working Paper Series
University of St. Gallen - School of Finance, University of St. Gallen and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads
247
21.
Robust Estimation of Risk-Neutral Moments
Forthcoming, The Journal of Futures Markets
, University of St.Gallen, School of Finance Research Paper No. 2019/02
Number of pages: 54
Posted: 26 Mar 2019
Working Paper Series
University of St. Gallen - School of Finance and University of St. Gallen - School of Finance
Downloads
93
22.
Unobserved Performance of Hedge Funds
University of St.Gallen, School of Finance Research Paper No. 2018/25
Number of pages: 77
Posted: 28 Dec 2018
Last Revised: 16 Apr 2020
Working Paper Series
Georgia State University, University of Mannheim - Department of International Finance and University of Neuchatel - Institute of Financial Analysis
Downloads
263
23.
In Military We Trust: The Effect of Managers' Military Background on Mutual Fund Flows
Number of pages: 61
Posted: 19 Dec 2018
Last Revised: 20 Feb 2020
Working Paper Series
University of St. Gallen - School of Finance, University of St. Gallen - School of Finance and University of St. Gallen - School of Finance
Downloads
194
24.
Hedge Funds and the Positive Idiosyncratic Volatility Effect
Georgetown McDonough School of Business Research Paper No. 3292347, University of St.Gallen, School of Finance Research Paper
Number of pages: 60
Posted: 12 Dec 2018
Last Revised: 18 Dec 2020
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and University of Neuchatel - Institute of Financial Analysis
Downloads
214
25.
Voting Power and the Public Good Index: Thoughts
Number of pages: 6
Posted: 08 Dec 2018
Working Paper Series
University of St. Gallen - School of Finance
Downloads
35
26.
Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables
University of St. Gallen, School of Finance Research Paper No. 2018/24, Journal of Forecasting, 39(2), pp. 126-142, DOI: 10.1002/for.2617
Number of pages: 41
Posted: 05 Dec 2018
Last Revised: 05 Feb 2020
Accepted Paper Series
IPAG Business School and Utrecht University - School of Economics
Downloads
133
27.
Cycles of Declines and Reversals following Overnight Market Declines
University of St.Gallen, School of Finance Research Paper No. 2018/29, NYU Stern School of Business
Number of pages: 40
Posted: 02 Dec 2018
Last Revised: 08 Feb 2019
Working Paper Series
University of Massachusetts Amherst
Downloads
181
28.
Trading Volume, Illiquidity and Commonalities in FX Markets
University of St.Gallen, School of Finance Research Paper No. 2018/23
Number of pages: 50
Posted: 22 Nov 2018
Last Revised: 14 Oct 2019
Working Paper Series
University of St. Gallen and Aarhus University - CREATES
Downloads
219
29.
Informed Corporate Credit Market before Monetary Policy Surprises: Explaining Pre-FOMC Stock Market Movements
University of St.Gallen, School of Finance Research Paper No. 2018/28, NYU Stern School of Business
Number of pages: 55
Posted: 19 Nov 2018
Last Revised: 08 Feb 2019
Working Paper Series
University of Massachusetts Amherst and New York University (NYU) - Leonard N. Stern School of Business
Downloads
134
30.
Communication, Credit Provision and Loan Repayment: Evidence from a Person-to-Person Lending Experiment
University of St.Gallen, School of Finance Research Paper No. 2018/19
Number of pages: 108
Posted: 06 Sep 2018
Last Revised: 08 Sep 2020
Working Paper Series
University of St. Gallen, Radboud University Nijmegen - Department of Economics and University of Lausanne
Downloads
78
31.
Factor Exposure Variation and Mutual Fund Performance
Financial Analyst Journal, Forthcoming, University of St.Gallen, School of Finance Research Paper No. 2018/17
Number of pages: 38
Posted: 30 Aug 2018
Last Revised: 01 Dec 2020
Accepted Paper Series
University of St. Gallen - School of Finance, University of St. Gallen - School of Finance and University of Neuchatel - Institute of Financial Analysis
Downloads
299
32.
OTC Premia
University of St.Gallen, School of Finance Research Paper No. 2018/18, Journal of Financial Economics
Number of pages: 57
Posted: 28 Aug 2018
Last Revised: 14 Jun 2019
Working Paper Series
Fulcrum Asset Management, University of St. Gallen and Norges Bank Investment Management (NBIM)
There are 2 versions of this paper
Downloads
683
OTC Premia
University of St.Gallen, School of Finance Research Paper No. 2018/18, Journal of Financial Economics
Number of pages: 57
Posted: 28 Aug 2018
Last Revised: 14 Jun 2019
Downloads
105
Downloads
105
33.
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different?
University of St.Gallen, School of Finance Research Paper No. 2018/18, QMS Research Paper 2018/03
Number of pages: 53
Posted: 06 Aug 2018
Last Revised: 13 Jun 2019
Working Paper Series
Qatar University - College of Business and Economics, Queen's University Belfast - Queen's Management School and Utrecht University - School of Economics
Downloads
124
34.
Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting
University of St.Gallen, School of Finance Research Paper No. 2018/19, QMS Research Paper 2018/02, Journal of International Financial Markets, Institutions and Money, 2019
Number of pages: 26
Posted: 27 Jun 2018
Last Revised: 24 Nov 2020
Accepted Paper Series
Utrecht University - School of Economics, Queen's University Belfast - Queen's Management School and Université Saint Esprit de Kaslik (USEK)
Downloads
224
35.
Office Market Interconnectedness and Systemic Risk Exposure
University of St.Gallen, School of Finance Research Paper No. 2018/16
Number of pages: 68
Posted: 31 May 2018
Last Revised: 16 Sep 2020
Working Paper Series
University of St. Gallen - School of Finance and Goethe University Frankfurt - House of Finance
Downloads
64
36.
Buy Low, Sell High? Do Private Equity Fund Managers Have Market Abilities?
University of St.Gallen, School of Finance Research Paper No. 2018/13
Number of pages: 43
Posted: 26 Apr 2018
Last Revised: 30 Apr 2018
Working Paper Series
University of Oxford - Said Business School, University of St. Gallen - School of Finance and University of St. Gallen
Downloads
213
37.
Local Banks, Credit Supply, and House Prices
University of St.Gallen, School of Finance Research Paper No. 2018/11
Number of pages: 70
Posted: 23 Mar 2018
Last Revised: 29 May 2018
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York
There are 2 versions of this paper
Local Banks, Credit Supply, and House Prices
University of St.Gallen, School of Finance Research Paper No. 2018/11
Number of pages: 70
Posted: 23 Mar 2018
Last Revised: 29 May 2018
Downloads
49
Local Banks, Credit Supply, and House Prices
FRB of New York Staff Report No. 874
Number of pages: 71
Posted: 15 Nov 2018
Downloads
21
Downloads
49
38.
Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance
International Review of Financial Analysis, Vol. 59, pp. 105-116, University of St.Gallen, School of Finance Research Paper No. 2018/14, QMS Research Paper 2018/01
Number of pages: 29
Posted: 22 Mar 2018
Last Revised: 24 Nov 2020
Accepted Paper Series
Queen's University Belfast - Queen's Management School, Humboldt University of Berlin and Utrecht University - School of Economics
Downloads
930
39.
Internationalization and Firm Valuation: New Evidence from First Offshore Bond Issuances of US Firms
University of St.Gallen, School of Finance Research Paper No. 2018/3
Number of pages: 50
Posted: 06 Feb 2018
Last Revised: 04 Jun 2019
Working Paper Series
University of Vaasa and University of St. Gallen - School of Finance
Downloads
37
40.
Solvency Risk Premia and the Carry Trades
University of St.Gallen, School of Finance Research Paper No. 2018/02
Number of pages: 51
Posted: 02 Feb 2018
Working Paper Series
University of St. Gallen - School of Finance
There are 2 versions of this paper
Solvency Risk Premia and the Carry Trades
University of St.Gallen, School of Finance Research Paper No. 2018/02
Number of pages: 51
Posted: 02 Feb 2018
Downloads
164
Solvency Risk Premia and the Carry Trades
Paris December 2016 Finance Meeting EUROFIDAI - AFFI, 29th Australasian Finance and Banking Conference 2016
Number of pages: 50
Posted: 23 Feb 2016
Last Revised: 06 Nov 2017
Downloads
110
Downloads
164
41.
Momentum and Crash Sensitivity
University of St.Gallen, School of Finance Research Paper No. 2018/1, Economics Letters, Forthcoming
Number of pages: 13
Posted: 28 Dec 2017
Last Revised: 08 Feb 2018
Accepted Paper Series
University of Mannheim - Department of International Finance and University of Neuchatel - Institute of Financial Analysis
Downloads
656
42.
Valuation Effects of Termination of Cross-Listings
Journal of Financial Perspectives, Vol. 2, No. 1, 2014
Number of pages: 22
Posted: 29 Nov 2017
Last Revised: 30 Nov 2017
Accepted Paper Series
University of St. Gallen - School of Finance, EBS Business School and Independent
Downloads
27
43.
The Impact of the Morningstar Sustainability Rating on Mutual Fund Flows
University of St.Gallen, School of Finance Research Paper No. 2017/18
Number of pages: 53
Posted: 16 Nov 2017
Last Revised: 09 May 2018
Working Paper Series
University of St. Gallen - School of Finance, University of St. Gallen, Students, University of St. Gallen - School of Finance and University of St. Gallen, Students
Downloads
447
44.
Do Local Governments Tax Homeowner Communities Differently?
University of St.Gallen, School of Finance Research Paper No. 2017/14
Number of pages: 58
Posted: 26 Sep 2017
Last Revised: 13 Jul 2020
Working Paper Series
University of St. Gallen - School of Finance, University of Muenster and University of St. Gallen - School of Finance
Downloads
33
45.
Settling the Staggered Board Debate
University of Pennsylvania Law Review, Forthcoming, University of St.Gallen, School of Finance Research Paper No. 2017/13, UC Berkeley Public Law Research Paper
Number of pages: 38
Posted: 11 Sep 2017
Last Revised: 24 Jan 2018
Accepted Paper Series
New York University - Stern School of Business, University of St. Gallen - Swiss Institute of Banking and Finance and University of California, Berkeley - School of Law
Downloads
451
46.
Fake News in Social Networks
University of St.Gallen, School of Finance Research Paper No. 2018/4
Number of pages: 24
Posted: 23 Aug 2017
Last Revised: 07 Feb 2018
Working Paper Series
London School of Economics & Political Science (LSE) - London School of Economics, University of Oxford and University of Cape Town
Downloads
537
47.
Models of Financial Stability and Their Application in Stress Tests
Forthcoming, Handbook of Computational Economics (Blake LeBaron and Cars Hommes)
, University of St.Gallen, School of Finance Research Paper No. 2018/5
Number of pages: 66
Posted: 22 Aug 2017
Last Revised: 29 Apr 2018
Accepted Paper Series
London School of Economics & Political Science (LSE) - London School of Economics, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, MIT Sloan School of Management and University of Oxford, Faculty of Law
Downloads
392
48.
Numeracy and the Quality of On-the-Job Decisions: Evidence from Loan Officers
ZEW - Centre for European Economic Research Discussion Paper No. 17-026, University of St.Gallen, School of Finance Research Paper No. 2017/11
Number of pages: 66
Posted: 28 Jul 2017
Last Revised: 25 Sep 2017
Working Paper Series
University of St. Gallen, ZEW – Leibniz Centre for European Economic Research and University of St. Gallen - School of Finance
There are 2 versions of this paper
Numeracy and the Quality of On-the-Job Decisions: Evidence from Loan Officers
Forthcoming in Economic Inquiry, University of St. Gallen, School of Finance Research Paper No. 2017/11
Number of pages: 67
Posted: 13 Jul 2017
Last Revised: 13 Nov 2019
Downloads
121
Numeracy and the Quality of On-the-Job Decisions: Evidence from Loan Officers
ZEW - Centre for European Economic Research Discussion Paper No. 17-026, University of St.Gallen, School of Finance Research Paper No. 2017/11
Number of pages: 66
Posted: 28 Jul 2017
Last Revised: 25 Sep 2017
Downloads
38
Downloads
38
49.
Online Appendices to Financing Asset Sales and Business Cycles
Number of pages: 20
Posted: 24 Jul 2017
Last Revised: 16 Sep 2017
Working Paper Series
University of St. Gallen - School of Finance, Boston University - Department of Finance & Economics and University of Mannheim - Department of International Finance
Downloads
17
50.
On the Risk Factor Timing Ability of Valuation Measures
Number of pages: 29
Posted: 20 Jul 2017
Working Paper Series
University of St. Gallen - School of Finance
Downloads
96
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