Narrow search
Showing 1 - 10 of 90
Cover Image
Collateralised liquidity, two-part tariff and settlement coordination
Nellen, Thomas - 2015
Persistent link: https://www.econbiz.de/10011434805
Cover Image
The banking sector and the Swiss financial account during the financial and European debt crises
Auer, Raphael A.; Tille, Cédric - 2016
financial centers like Switzerland. We focus on the pattern of capital flows involving the Swiss banking industry. We first rely … into Switzerland by foreign banks. We then use more detailed data from Swiss banking statistics which allow us to … Switzerland, yet are foreign-owned. In addition, while the demand for the Swiss franc was driven by both foreign and domestic …
Persistent link: https://www.econbiz.de/10011541232
Cover Image
On the roles of different foreign currencies in European bank lending
Krogstrup, Signe; Tille, Cédric - 2016
We draw on a new data set on the use of Swiss francs and other currencies by European banks to assess the patterns of foreign currency bank lending. We show that the patterns differ sharply across foreign currencies. The Swiss franc is used predominantly for lending to residents, especially...
Persistent link: https://www.econbiz.de/10011541237
Cover Image
Capital flows and the Swiss franc
Yeşin, Pınar - 2016
capital inflows to Switzerland. This paper attempts to find some empirical evidence for this presumption. The analysis reveals …
Persistent link: https://www.econbiz.de/10011541241
Cover Image
Cross-border spillover effects of unconventional monetary policies on Swiss asset prices
Bernhard, Severin; Ebner, Till - 2016
Bank of Japan exert important spillover effects on asset prices in Switzerland if market anticipation of UMP announcements …
Persistent link: https://www.econbiz.de/10011541242
Cover Image
Toward removal of the Swiss franc cap : market expectations and verbal interventions
Mirkov, Nikola; Pozdeev, Igor; Söderlind, Paul - 2016
We ask whether the markets expected the Swiss National Bank (SNB) to discontinue the 1.20 cap on the Swiss franc against the euro in January 2015. In the runup to the SNB announcement, neither options on the euro/Swiss franc nor FX liquidity indicated a significant shift in market expectations....
Persistent link: https://www.econbiz.de/10011541244
Cover Image
The liquidity coverage ratio and security prices
Fuhrer, Lucas Marc; Müller, Benjamin; Steiner, Luzian - 2016
(2013), call it HQLA premium. To do so, we exploit the introduction of the LCR in Switzerland as a unique quasi …
Persistent link: https://www.econbiz.de/10011541259
Cover Image
Networks and lending conditions : Empirical evidence from the Swiss franc money markets
Schumacher, Silvio - 2016
This paper provides an empirical analysis of the network characteristics of two interrelated interbank money markets and their impact on overall market conditions. Based on transaction data from the unsecured and secured Swiss franc money markets, the trading network structures are assessed...
Persistent link: https://www.econbiz.de/10011541260
Cover Image
Credit cycles and real activity : the Swiss case
Bäurle, Gregor; Scheufele, Rolf - 2016
The global Great Recession has sparked renewed interest in the relationships between financial conditions and real activity. This paper considers the Swiss experience, studying the impact of credit market conditions and housing prices on real activity over the last three decades through the lens...
Persistent link: https://www.econbiz.de/10011541261
Cover Image
How reliable are cointegration-based estimates for wealth effects on consumption? : evidence from Switzerland
Galli, Alain - 2016
Persistent link: https://www.econbiz.de/10011456230