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Historical events are reflected in asset prices. In this paper, we analyse government bond prices of Germany and Austria traded on the Swiss bourse during WWII. Some war events that are generally considered crucial are clearly reflected in government bond prices. This holds, in particular, for...
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This paper applies a data envelopment analysis (DEA) to study the efficiency and productivity changes in the Swiss cantonal bank sector in the period 2006-2014. The efficiency analysis is conducted by applying the production input-oriented DEA variable returns to scale model in a three-stage...
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We showcase the impact of Katarina Juselius and Søren Johansen's contribution to econometrics using bibliometric data on citations from 1989 to 2017, extracted from the Web of Science (WoS) database. Our purpose is to analyze the impact of KJ and SJ's ideas on applied and methodological...
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The internet and other large textual databases contain billions of documents: is there useful information in the number of documents written about different topics? We propose, based on the premise that the occurrence of a phenomenon increases the likelihood that people write about it, that the...
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