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Modellrisiko bei Value at Risk-Schätzungen : ein Vergleich zwischen Normalverteilung und hyperbolischer Verteilung
Weber, Frithjof - In: Swiss journal of economics and statistics 136 (2000) 1, pp. 99-121
Persistent link: https://www.econbiz.de/10001472208
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Quantifying the impact of higher capital requirements on the Swiss economy
Junge, Georg; Kugler, Peter - In: Swiss journal of economics and statistics 149 (2013) 3, pp. 313-356
Persistent link: https://www.econbiz.de/10010193792
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Comment on "A limit-risk capital adequacy rule: an alternative approach to capital adequacy regulation for banks with an empirical application to Switzerland"
Franke, Günter - In: Swiss journal of economics and statistics 131 (1995) 4, pp. 807-810
Persistent link: https://www.econbiz.de/10001333898
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Capital adequacy rules as instruments for the regulation of banks : introduction
Blattner, Niklaus - In: Swiss journal of economics and statistics 131 (1995) 4, pp. 719-721
Persistent link: https://www.econbiz.de/10001333905
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Optimal equity capital requirements for large Swiss banks
Junge, Georg; Kugler, Peter - In: Swiss journal of economics and statistics 154 (2018) 1, pp. 1-21
Ten years after the worst financial crisis of the post-war period, Switzerland has established a Too-Big-To-Fail (TBTF …
Persistent link: https://www.econbiz.de/10011962864
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Risk factors for the Swiss stock market
Ammann, Manuel; Steiner, Michael - In: Swiss journal of economics and statistics 144 (2008) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10003671500
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What Goliaths and Davids among Swiss firms tell us about expected returns on Swiss asset markets
Haab, David R.; Nitschka, Thomas - In: Swiss journal of economics and statistics 155 (2019) 16, pp. 1-17
suggests that the asset return dynamics in the US and Switzerland differ markedly. Forecasting Swiss asset returns hence …
Persistent link: https://www.econbiz.de/10012137996
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How can states benefit from the equity premium puzzle? : debt as revenue source for Swiss cantons
Christen, Ramon; Soguel, Nils - In: Swiss journal of economics and statistics 155 (2019) 4, pp. 1-17
This paper addresses the question of the optimal debt level of a state (canton) that issues new bonds and subsequently invests the borrowed capital. For that purpose, we first estimate the effect of the debt level on the interest rate and then we contrast the predicted interest rate with...
Persistent link: https://www.econbiz.de/10012041727
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Comments on George Sheldon "Capital adequacy rules and the risk-seeking behavior of banks: a firm-level analysis"
Spremann, Klaus - In: Swiss journal of economics and statistics 132 (1996) 4, pp. 735-739
Persistent link: https://www.econbiz.de/10001211575