Andreas Fuster

Ecole Polytechnique Fédérale de Lausanne

Quartier UNIL-Chamberonne

Bâtiment Extranef

CH-1015 Lausanne

Switzerland

Swiss Finance Institute

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

Centre for Economic Policy Research (CEPR)

Research Fellow

London

United Kingdom

SCHOLARLY PAPERS

35

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9,038

SSRN CITATIONS
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879

CROSSREF CITATIONS

360

Scholarly Papers (35)

Predictably Unequal? The Effects of Machine Learning on Credit Markets

Journal of Finance, Forthcoming
Number of pages: 92 Posted: 17 Nov 2017 Last Revised: 24 Jun 2021
Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York, Imperial College London and Imperial College London
Downloads 4,389 (2,592)
Citation 74

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machine learning, credit, mortgages, disparate impact, race

Predictably Unequal? The Effects of Machine Learning on Credit Markets

CEPR Discussion Paper No. DP12448
Number of pages: 60 Posted: 20 Nov 2017
Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York, Imperial College London and Imperial College London
Downloads 4 (795,446)
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credit access, Machine Learning, Mortgages, statistical discrimination

2.

Expectations as Endowments: Evidence on Reference-Dependent Preferences from Exchange and Valuation Experiments

Number of pages: 37 Posted: 14 Nov 2009 Last Revised: 08 Jun 2010
Keith M. Marzilli Ericson and Andreas Fuster
Boston University - Markets, Public Policy, and Law and Ecole Polytechnique Fédérale de Lausanne
Downloads 578 (59,445)
Citation 52

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reference points, expectations, loss aversion, endowment effect, willingness-to-accept, experimental economics

3.

Understanding Mortgage Spreads

FRB of New York Staff Report No. 674
Number of pages: 79 Posted: 29 May 2014 Last Revised: 22 Jun 2018
Nina Boyarchenko, Andreas Fuster and David O. Lucca
Federal Reserve Bank of New York, Ecole Polytechnique Fédérale de Lausanne and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 439 (83,379)
Citation 16

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agency mortgage-backed securities, option-adjusted spreads, prepayment risk, OAS smile

Paying Too Much? Borrower Sophistication and Overpayment in the US Mortgage Market

Number of pages: 70 Posted: 22 Jul 2019 Last Revised: 29 Jan 2021
Neil Bhutta, Andreas Fuster and Aurel Hizmo
Board of Governors of the Federal Reserve System, Ecole Polytechnique Fédérale de Lausanne and Board of Governors of the Federal Reserve System
Downloads 376 (98,979)
Citation 31

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mortgages, household finance, interest rates, financial literacy, price dispersion

Paying Too Much? Borrower Sophistication and Overpayment in the Us Mortgage Market

CEPR Discussion Paper No. DP14924
Number of pages: 72 Posted: 29 Jun 2020 Last Revised: 11 Feb 2021
Neil Bhutta, Andreas Fuster and Aurel Hizmo
Board of Governors of the Federal Reserve System, Ecole Polytechnique Fédérale de Lausanne and Board of Governors of the Federal Reserve System
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5.

Securitization and the Fixed-Rate Mortgage

FRB of New York Staff Report No. 594
Number of pages: 77 Posted: 09 Jan 2013 Last Revised: 04 Jul 2014
Andreas Fuster and James I. Vickery
Ecole Polytechnique Fédérale de Lausanne and Federal Reserve Bank of Philadelphia
Downloads 317 (120,632)
Citation 21

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mortgage finance, securitization, difference-in-differences, regression discontinuity design

6.
Downloads 290 (132,561)
Citation 75

The Role of Technology in Mortgage Lending

FRB of New York Staff Report No. 836
Number of pages: 75 Posted: 21 Feb 2018
Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York, New York University (NYU) - Department of Finance and Federal Reserve Bank of Philadelphia
Downloads 231 (165,895)
Citation 4

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mortgage, technology, prepayments, nonbanks

The Role of Technology in Mortgage Lending

NBER Working Paper No. w24500
Number of pages: 61 Posted: 24 Apr 2018 Last Revised: 12 Jun 2021
Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York, New York University (NYU) - Department of Finance and Federal Reserve Bank of Philadelphia
Downloads 58 (454,054)
Citation 34

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The Role of Technology in Mortgage Lending

CEPR Discussion Paper No. DP12961
Number of pages: 77 Posted: 05 Jun 2018
New York University (NYU) - Department of Finance, Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 1 (828,170)
Citation 34
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Financial Intermediation, Fintech, Mortgages

7.

The Rising Gap between Primary and Secondary Mortgage Rates

Economic Policy Review, Vol. 19, No. 2, 2013
Number of pages: 23 Posted: 13 Jan 2014
Ecole Polytechnique Fédérale de Lausanne, The Urban Institute - Housing Finance Policy Center, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Banks - Emerging Markets and International Affairs Group and Federal Reserve Bank of Boston - Research Department
Downloads 212 (180,481)
Citation 4

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mortgages, banking

8.
Downloads 193 (196,717)
Citation 11

The Rescue of Fannie Mae and Freddie Mac

FRB Atlanta Working Paper No. 2015-2
Number of pages: 54 Posted: 13 Apr 2015
Federal Reserve Bank of Dallas, Ecole Polytechnique Fédérale de Lausanne, National Bureau of Economic Research (NBER) and Federal Reserve Bank of Philadelphia
Downloads 87 (361,862)
Citation 1

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Fannie Mae, Freddie Mac, housing finance, financial crisis, government intervention

The Rescue of Fannie Mae and Freddie Mac

FRB of New York Staff Report No. 719
Number of pages: 55 Posted: 24 Mar 2015
Federal Reserve Bank of Dallas, Ecole Polytechnique Fédérale de Lausanne, National Bureau of Economic Research (NBER) and Federal Reserve Bank of Philadelphia
Downloads 67 (421,465)
Citation 1

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Fannie Mae, Freddie Mac, housing finance, financial crisis, government intervention

The Rescue of Fannie Mae and Freddie Mac

FRB of New York Staff Report No. 719
Number of pages: 55 Posted: 18 Aug 2015
Federal Reserve Bank of Dallas, Ecole Polytechnique Fédérale de Lausanne, National Bureau of Economic Research (NBER) and Federal Reserve Bank of Philadelphia
Downloads 39 (538,750)
Citation 8

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Fannie Mae, Freddie Mac, housing finance, financial crisis, government intervention

9.

The Sensitivity of Housing Demand to Financing Conditions: Evidence from a Survey

FRB of New York Staff Report No. 702
Number of pages: 52 Posted: 09 Dec 2014 Last Revised: 06 Aug 2015
Andreas Fuster and Basit Zafar
Ecole Polytechnique Fédérale de Lausanne and Arizona State University
Downloads 185 (204,303)
Citation 21

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housing demand, mortgage rates, down payment requirements, user cost model

Expectations With Endogenous Information Acquisition: An Experimental Investigation

Number of pages: 103 Posted: 12 Jul 2018 Last Revised: 18 Sep 2020
Ecole Polytechnique Fédérale de Lausanne, University of California, Berkeley, Sciences Po and Arizona State University (ASU) - Department of Economics
Downloads 171 (218,925)
Citation 5

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Expectations, Experiment, Housing, Information Frictions, Rational Inattention

Expectations with Endogenous Information Acquisition: An Experimental Investigation

NBER Working Paper No. w24767
Number of pages: 47 Posted: 06 Jul 2018 Last Revised: 04 Sep 2021
Andreas Fuster, Ricardo Perez-Truglia and Basit Zafar
Ecole Polytechnique Fédérale de Lausanne, University of California, Berkeley and Arizona State University (ASU) - Department of Economics
Downloads 8 (761,438)
Citation 2

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Another Hidden Cost of Incentives: The Detrimental Effect on Norm Enforcement

FRB of Boston Working Paper No. 09-2
Number of pages: 54 Posted: 06 Mar 2009
Andreas Fuster and Stephan Meier
Ecole Polytechnique Fédérale de Lausanne and Federal Reserve Bank of Boston
Downloads 150 (244,705)
Citation 5

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public goods, experimental economics, norm enforcement, hidden costs of incentives

Another Hidden Cost of Incentives: The Detrimental Effect on Norm Enforcement

Management Science, Vol. 56, No. 1, pp. 57-70, 2010
Posted: 31 Oct 2011 Last Revised: 01 Nov 2011
Andreas Fuster and Stephan Meier
Ecole Polytechnique Fédérale de Lausanne and Federal Reserve Bank of Boston

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public goods, prosocial behavior, norm enforcement, hidden cost of incentives, experimental economics

12.
Downloads 146 (249,490)
Citation 4

Does CFPB Oversight Crimp Credit?

FRB of New York Staff Report No. 857
Number of pages: 71 Posted: 20 Jun 2018 Last Revised: 23 Feb 2021
Andreas Fuster, Matthew C. Plosser and James I. Vickery
Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of Philadelphia
Downloads 131 (272,539)
Citation 5

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consumer financial protection, regulation, mortgages, servicing, credit supply

Does CFPB Oversight Crimp Credit?

FRB of Philadelphia Working Paper No. 21-8
Number of pages: 72 Posted: 14 Jul 2021 Last Revised: 23 Sep 2021
Andreas Fuster, James I. Vickery and Matthew C. Plosser
Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 15 (701,629)

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consumer financial protection, regulation, mortgages, servicing, credit supply

Does CFPB Oversight Crimp Credit?

CEPR Discussion Paper No. DP15681
Number of pages: 73 Posted: 11 Feb 2021
Andreas Fuster, Matthew C. Plosser and James I. Vickery
Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of Philadelphia
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13.
Downloads 145 (250,881)
Citation 57

Payment Size, Negative Equity, and Mortgage Default

FRB of New York Staff Report No. 582
Number of pages: 61 Posted: 09 Dec 2012 Last Revised: 26 Jan 2015
Andreas Fuster and Paul Willen
Ecole Polytechnique Fédérale de Lausanne and Federal Reserve Bank of Boston - Research Department
Downloads 130 (274,091)
Citation 7

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mortgage finance, delinquency, adjustable-rate mortgages, Alt-A

Payment Size, Negative Equity, and Mortgage Default

NBER Working Paper No. w19345
Number of pages: 67 Posted: 17 Aug 2013 Last Revised: 12 May 2021
Andreas Fuster and Paul Willen
Ecole Polytechnique Fédérale de Lausanne and Federal Reserve Bank of Boston - Research Department
Downloads 15 (701,629)
Citation 26

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14.

$1.25 Trillion is Still Real Money: Some Facts About the Effects of the Federal Reserve’s Mortgage Market Investments

FRB of Boston Public Policy Discussion Paper No. 10-4
Number of pages: 55 Posted: 16 Oct 2010
Andreas Fuster and Paul Willen
Ecole Polytechnique Fédérale de Lausanne and Federal Reserve Bank of Boston - Research Department
Downloads 141 (256,487)
Citation 36

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Regional Heterogeneity and the Refinancing Channel of Monetary Policy

FRB of New York Staff Report No. 731
Number of pages: 73 Posted: 19 Jun 2015 Last Revised: 18 Mar 2018
Martin Beraja, Andreas Fuster, Erik Hurst and Joseph Vavra
University of Chicago, Ecole Polytechnique Fédérale de Lausanne, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 109 (311,785)
Citation 47

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monetary policy, regional inequality, quantitative easing, mortgage refinancing

Regional Heterogeneity and Monetary Policy

NBER Working Paper No. w23270
Number of pages: 73 Posted: 27 Mar 2017 Last Revised: 31 Jan 2021
Martin Beraja, Andreas Fuster, Erik Hurst and Joseph Vavra
University of Chicago, Ecole Polytechnique Fédérale de Lausanne, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 20 (661,903)
Citation 1

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Regional Heterogeneity and Monetary Policy

FRB of NY Staff Report No. 731
Number of pages: 68 Posted: 07 Sep 2017
Martin Beraja, Andreas Fuster, Erik Hurst and Joseph Vavra
University of Chicago, Ecole Polytechnique Fédérale de Lausanne, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 10 (744,117)

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monetary policy, regional inequality, quantitative easing, mortgage refinancing

16.

How Do Mortgage Refinances Affect Debt, Default, and Spending? Evidence from HARP

FRB of New York Staff Report No. 841
Number of pages: 55 Posted: 01 Mar 2018 Last Revised: 20 Nov 2019
Joshua Abel and Andreas Fuster
Harvard University - Department of Economics and Ecole Polytechnique Fédérale de Lausanne
Downloads 132 (269,987)
Citation 22

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mortgages, refinancing, monetary policy transmission, heterogeneity, HARP

17.

Home Price Expectations and Behavior: Evidence from a Randomized Information Experiment

FRB of NY Staff Report No. 798
Number of pages: 61 Posted: 20 Oct 2016 Last Revised: 11 Nov 2017
Luis Armona, Andreas Fuster and Basit Zafar
Stanford University, Ecole Polytechnique Fédérale de Lausanne and Arizona State University
Downloads 126 (279,587)
Citation 46

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housing, expectation formation, information, updating

Biases in Information Selection and Processing: Survey Evidence from the Pandemic

SAFE Working Paper No. 307
Number of pages: 87 Posted: 10 Feb 2021
Ester Faia, Andreas Fuster, Vincenzo Pezone and Basit Zafar
Goethe University Frankfurt, Ecole Polytechnique Fédérale de Lausanne, Goethe University Frankfurt - Research Center SAFE and Arizona State University (ASU) - Department of Economics
Downloads 103 (324,349)

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Belief updating, confirmatory biases, endogenous informa- tion acquisition, media polarization, source dependence, COVID-19

Biases in Information Selection and Processing: Survey Evidence from the Pandemic

NBER Working Paper No. w28484
Number of pages: 84 Posted: 22 Feb 2021 Last Revised: 20 Jul 2021
Ester Faia, Andreas Fuster, Vincenzo Pezone and Basit Zafar
Goethe University Frankfurt, Ecole Polytechnique Fédérale de Lausanne, Goethe University Frankfurt and Arizona State University (ASU) - Department of Economics
Downloads 17 (685,534)

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Biases in Information Selection and Processing: Survey Evidence from the Pandemic

CEPR Discussion Paper No. DP15774
Number of pages: 86 Posted: 11 Feb 2021
Ester Faia, Andreas Fuster, Vincenzo Pezone and Basit Zafar
Goethe University Frankfurt, Ecole Polytechnique Fédérale de Lausanne, Goethe University Frankfurt and Arizona State University (ASU) - Department of Economics
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The Time-Varying Price of Financial Intermediation in the Mortgage Market

FRB of NY Staff Report No. 805
Number of pages: 66 Posted: 20 Jan 2017 Last Revised: 31 Aug 2017
Andreas Fuster, Stephanie Lo and Paul Willen
Ecole Polytechnique Fédérale de Lausanne, Harvard University and Federal Reserve Bank of Boston - Research Department
Downloads 65 (428,400)
Citation 1

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mortgage finance, financial intermediation, monetary policy transmission

The Time-Varying Price of Financial Intermediation in the Mortgage Market

FRB of Boston Working Paper No. 16-28
Number of pages: 65 Posted: 17 Mar 2017 Last Revised: 30 Aug 2017
Andreas Fuster, Stephanie Lo and Paul Willen
Ecole Polytechnique Fédérale de Lausanne, Harvard University and Federal Reserve Bank of Boston - Research Department
Downloads 43 (518,633)

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The Time-Varying Price of Financial Intermediation in the Mortgage Market

NBER Working Paper No. w23706
Number of pages: 66 Posted: 21 Aug 2017 Last Revised: 11 Apr 2021
Andreas Fuster, Stephanie Lo and Paul Willen
Ecole Polytechnique Fédérale de Lausanne, Harvard University and Federal Reserve Bank of Boston - Research Department
Downloads 9 (752,812)
Citation 3

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20.

Regulation and Risk Shuffling in Bank Securities Portfolios

FRB of New York Staff Report No. 851
Number of pages: 44 Posted: 15 Jun 2018
Andreas Fuster and James I. Vickery
Ecole Polytechnique Fédérale de Lausanne and Federal Reserve Bank of Philadelphia
Downloads 100 (328,544)
Citation 2

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bank, securities, available-for-sale, capital regulation, fair value accounting

21.
Downloads 94 (341,748)
Citation 6

Tracking and Stress-Testing U.S. Household Leverage

FRB of NY Staff Report No. 787
Number of pages: 50 Posted: 12 Aug 2016 Last Revised: 21 Sep 2017
Ecole Polytechnique Fédérale de Lausanne, University of Chicago - Booth School of Business and Federal Reserve Bank of New York
Downloads 58 (454,054)

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mortgages, leverage, stress testing

Tracking and Stress-Testing U.S. Household Leverage

Economic Policy Review, Issue 24-1, pp. 35-63, 2018
Number of pages: 29 Posted: 08 Oct 2018
Ecole Polytechnique Fédérale de Lausanne, University of Chicago - Booth School of Business and Federal Reserve Bank of New York
Downloads 36 (554,791)
Citation 9

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mortgages, leverage, stress testing

22.
Downloads 92 (346,430)
Citation 7

The Endowment Effect

NBER Working Paper No. w19384
Number of pages: 35 Posted: 30 Aug 2013 Last Revised: 20 Jun 2021
Keith M. Marzilli Ericson and Andreas Fuster
Boston University - Markets, Public Policy, and Law and Ecole Polytechnique Fédérale de Lausanne
Downloads 92 (349,217)
Citation 7

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The Endowment Effect

Annual Review of Economics, Vol. 6, pp. 555-579, 2014
Posted: 08 Aug 2014
Keith M. Marzilli Ericson and Andreas Fuster
Boston University - Markets, Public Policy, and Law and Ecole Polytechnique Fédérale de Lausanne

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How Resilient is Mortgage Credit Supply? Evidence from the Covid-19 Pandemic

NBER Working Paper No. w28843
Number of pages: 77 Posted: 24 May 2021 Last Revised: 26 Jul 2021
Ecole Polytechnique Fédérale de Lausanne, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Boston - Research Department
Downloads 26 (616,983)

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How Resilient is Mortgage Credit Supply? Evidence from the Covid-19 Pandemic

FRB of Philadelphia Working Paper No. 21-20
Number of pages: 77 Posted: 02 Jun 2021 Last Revised: 23 Jul 2021
Ecole Polytechnique Fédérale de Lausanne, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Boston - Research Department
Downloads 14 (710,114)

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How Resilient is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic

Swiss Finance Institute Research Paper No. 21-41
Number of pages: 79 Posted: 29 Jul 2021
Ecole Polytechnique Fédérale de Lausanne, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Boston - Research Department
Downloads 14 (710,114)

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mortgage, credit, financial intermediation, fintech, COVID-19

How Resilient is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic

FEDS Working Paper No. 2021-48
Number of pages: 52 Posted: 10 Aug 2021 Last Revised: 07 Sep 2021
Ecole Polytechnique Fédérale de Lausanne, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Boston - Research Department
Downloads 7 (769,888)

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How Resilient is Mortgage Credit Supply? Evidence from the Covid-19 Pandemic

CEPR Discussion Paper No. DP16110
Number of pages: 78 Posted: 14 May 2021 Last Revised: 14 Jul 2021
Ecole Polytechnique Fédérale de Lausanne, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Boston - Research Department
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24.

Paying Too Much? Price Dispersion in the U.S. Mortgage Market

FEDS Working Paper No. 2020-62
Number of pages: 71 Posted: 24 Aug 2020
Neil Bhutta, Andreas Fuster and Aurel Hizmo
Board of Governors of the Federal Reserve System, Ecole Polytechnique Fédérale de Lausanne and Board of Governors of the Federal Reserve System
Downloads 60 (440,114)

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25.
Downloads 56 (454,752)
Citation 1

Insuring Consumption Using Income-Linked Assets

FRB of Boston Working Paper No. 10-1
Number of pages: 48 Posted: 09 Mar 2010
Andreas Fuster and Paul Willen
Ecole Polytechnique Fédérale de Lausanne and Federal Reserve Bank of Boston - Research Department
Downloads 44 (513,882)

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Income Risk, Risk Sharing, Portfolio Choice, Financial Innovation

Insuring Consumption Using Income-Linked Assets

NBER Working Paper No. w15829
Number of pages: 46 Posted: 22 Mar 2010 Last Revised: 07 Oct 2021
Andreas Fuster and Paul Willen
Ecole Polytechnique Fédérale de Lausanne and Federal Reserve Bank of Boston - Research Department
Downloads 12 (727,238)
Citation 1

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Diverse Policy Committees Can Reach Underrepresented Groups

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2021-95, LawFin Working Paper No. 21, Chicago Booth Research Paper No. 21-20, Fama-Miller Working Paper
Number of pages: 89 Posted: 09 Aug 2021 Last Revised: 12 Aug 2021
Francesco D'Acunto, Andreas Fuster and Michael Weber
Boston College, Ecole Polytechnique Fédérale de Lausanne and University of Chicago - Finance
Downloads 55 (465,774)

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Diverse Policy Committees Can Reach Underrepresented Groups

CEPR Discussion Paper No. DP16563
Number of pages: 87 Posted: 22 Sep 2021
Francesco D'Acunto, Andreas Fuster and Michael Weber
Boston College, Ecole Polytechnique Fédérale de Lausanne and University of Chicago - Finance
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Diverse Policy Committees Can Reach Underrepresented Groups

NBER Working Paper No. w29275
Number of pages: 85 Posted: 20 Sep 2021 Last Revised: 25 Sep 2021
Francesco D'Acunto, Andreas Fuster and Michael Weber
Boston College, Ecole Polytechnique Fédérale de Lausanne and University of Chicago - Finance
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What Would You Do With $500? Spending Responses to Gains, Losses, News, and Loans

FRB of New York Staff Report No. 843
Number of pages: 65 Posted: 07 Mar 2018
Andreas Fuster, Greg Kaplan and Basit Zafar
Ecole Polytechnique Fédérale de Lausanne, University of Chicago - Department of Economics and Arizona State University
Downloads 34 (566,189)
Citation 20

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consumption, savings, marginal propensity to consume, survey

What Would You Do with $500? Spending Responses to Gains, Losses, News and Loans

NBER Working Paper No. w24386
Number of pages: 65 Posted: 12 Mar 2018 Last Revised: 20 Aug 2021
Andreas Fuster, Greg Kaplan and Basit Zafar
Ecole Polytechnique Fédérale de Lausanne, University of Chicago - Department of Economics and Arizona State University (ASU) - Department of Economics
Downloads 8 (761,438)
Citation 15

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28.

Natural Expectations, Macroeconomic Dynamics, and Asset Pricing

NBER Working Paper No. w17301
Number of pages: 73 Posted: 29 Aug 2011 Last Revised: 11 Apr 2021
Andreas Fuster, Benjamin Hebert and David Laibson
Ecole Polytechnique Fédérale de Lausanne, Stanford University and Harvard University - Department of Economics
Downloads 33 (558,368)
Citation 42

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29.

Measuring and Stress-Testing Market-Implied Bank Capital

Number of pages: 49 Posted: 28 Aug 2021
Swiss National Bank - Financial Stability, University of Lausanne - Faculty of Business and Economics (HEC Lausanne)affiliation not provided to SSRN and Ecole Polytechnique Fédérale de Lausanne
Downloads 27 (593,268)

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Banking, Capital, Stress Test, Systemic Risk, Multifactor Model

30.

Internet Appendix: How Resilient is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic

Number of pages: 26 Posted: 20 Jul 2021
Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Board, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Boston - Research Department
Downloads 20 (640,803)

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COVID-19, Mortgages and credit, financial intermediation, fintech

31.

Scale Effects on Efficiency and Profitability in the Swiss Banking Sector

Swiss Finance Institute Research Paper No. 21-61
Number of pages: 46 Posted: 01 Sep 2021
Marc Blatter and Andreas Fuster
Swiss National Bank and Ecole Polytechnique Fédérale de Lausanne
Downloads 18 (655,223)

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Bank efficiency, profitability, economies of scale, financial regulation

32.

The Rescue of Fannie Mae and Freddie Mac

FRB Atlanta Working Paper No. 2015-2
Posted: 12 Jul 2021 Last Revised: 29 Jul 2021
Federal Reserve Bank of Dallas, Ecole Polytechnique Fédérale de Lausanne, National Bureau of Economic Research (NBER) and Federal Reserve Bank of Philadelphia
Downloads 2

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33.

Tiers of Joy? Reserve Tiering and Bank Behavior in a Negative-Rate Environment

CEPR Discussion Paper No. DP16191
Number of pages: 50 Posted: 14 Jul 2021
Andreas Fuster, Tan Schelling and Pascal Towbin
Ecole Polytechnique Fédérale de Lausanne, Swiss National Bank and Swiss National Bank
Downloads 0 (808,866)
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34.

Insuring Consumption Using Income-Linked Assets

FRB of Boston Working Paper No. 10-1
Posted: 12 Jul 2021 Last Revised: 11 Jul 2021
Andreas Fuster and Paul Willen
Ecole Polytechnique Fédérale de Lausanne and Federal Reserve Bank of Boston - Research Department

Abstract:

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35.

Another Hidden Cost of Incentives: The Detrimental Effect on Norm Enforcement

FRB of Boston Working Paper No. 09-2
Posted: 12 Jul 2021 Last Revised: 11 Jul 2021
Andreas Fuster and Stephan Meier
Ecole Polytechnique Fédérale de Lausanne and Federal Reserve Bank of Boston

Abstract:

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