Publications associées à Credit Supply and the Macroeconomy : An Empirical Analysis of Capital Regulation, Bank Lending, and Firm Behavior

Publications associées (28)

Tiers of joy? Reserve tiering and bank behavior in a negative-rate environment

Negative interest rate regimes typically involve reserve tiering to exempt a portion of bank reserves from negative rates. We study the effects on bank behavior of a large and unanticipated change in reserve tiering by the Swiss National Bank that generate ...

2024

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

Andreas Fuster

We introduce a new measure of the price charged by ﬁnancial intermediaries for con-necting mortgage borrowers with capital market investors. Based on administrativelender pricing data, we document that the price of intermediation reacts stronglyto variatio ...

2024

Asset life, leverage, and debt maturity matching

Erwan Morellec

Capital ages and must eventually be replaced. We propose a theory of financing in which firms borrow to finance investment and deleverage as capital ages to have enough financial slack to finance replacement investments. To achieve these dynamics, firms is ...

Elsevier Science Sa2024

Nanoindentation hardness and modulus of Al2O3-SiO2-CaO and MnO-SiO2-FeO inclusions in iron

Eva Luisa Vogt, Jonathan Aristya Setyadji, Andreas Mortensen, Léa Deillon, Alejandra Inés Slagter, David Hernandez Escobar

Dataset corresponding to the following manuscript: Slagter, A., Setyadji, J.A., Vogt, E.L. et al. Nanoindentation Hardness and Modulus of Al2O3–SiO2–CaO and MnO–SiO2–FeO Inclusions in Iron. Metall Mater Trans A (2024). https://doi.org/10.1007/s11661-024-0 ...

Zenodo2024

Essays in macro-finance and deep learning

Goutham Gopalakrishna

This thesis studies the origins and consequences of financial crises, and computational techniques to solve continuous-time economic models that explain such crises. The first chapter shows that financial recessions are typically characterised by a large ...

EPFL2023

Maneuvering the odds: The dynamics of venture capital decision-making

Marc Gruber

Research Summary: This article investigates venture capital (VC) decision-making, a process that occurs under changing conditions and limited, ambiguous information. We shed new light on the inherent dynamics of this strategic process. One of the key disti ...

WILEY2023

Steel Pipes and Global Networks: The Influence of Dalmine S.p.A in Shaping Resource Extraction Infrastructures

Anna Karla De Almeida Milani

Pipelines for extracting oil, gas, water, and supporting energy systems are part of the infrastructure of extractive sites, especially marked in countries with less urbanized areas. Throughout the twentieth century, such regions were influenced by economic ...

2023

Circularity by stock in Sri Lanka: Economic necessity meets urban fabric renovation

Paolo Tombesi, Milinda Pathiraja

Persistent fiscal and political mismanagement, together with the financial pressures of the COVID-19 pandemic, have driven Sri Lanka into a social and economic crisis triggering a decrease in national foreign exchange reserves, an inability to purchase vit ...

FRONTIERS MEDIA SA2023

Ecosystem Scenarios as Environmental Futures - Implications for Participatory Framework Designs Integrating Social Capital Formation and Natural Capital Preservation

Charlotte Gisèle Weil

In integrated ecosystem assessment projects, scenarios provide alternative images of environmental futures as orientation knowledge for opinion-forming and decision-making. Participatory scenario frameworks provide the methodological basis for ecosystem sc ...

Tamkang Univ2023

A landmark environmental law looks ahead

Devis Tuia

In late December 1973, the United States enacted what some would come to call “the pitbull of environmental laws.” In the 50 years since, the formidable regulatory teeth of the Endangered Species Act (ESA) have been credited with considerable successes, ob ...

American Association for the Advancement of Science2023

Data-driven modeling of beam loss in the LHC

Tatiana Pieloni, Michael Schenk, Ekaterina Krymova, Loïc Thomas Davies Coyle

In the Large Hadron Collider, the beam losses are continuously measured for machine protection. By design, most of the particle losses occur in the collimation system, where the particles with high oscilla-tion amplitudes or large momentum error are scrape ...

FRONTIERS MEDIA SA2023

Automated Design Appraisal: Estimating Real Estate Price Growth and Value at Risk Due to Local Development

Adam Robert Swietek

Financial criteria in architectural design evaluation are limited to cost performance. Here, I introduce a method – Automated Design Appraisal (ADA) – to predict the market price of a generated building design concept within a local urban context. Integrat ...

2023

Data and code associated with the paper 'Mode-Specific Coupling of Nanoparticle-on-Mirror Cavities with Cylindrical Vector Beams'

Christophe Marcel Georges Galland, Sachin Suresh Verlekar, Valeria Vento, Philippe Andreas Rölli

Data and code associated with the following paper: V. Vento et al, Nano Lett. 2023 A thorough explanation of the experiment performed is available there. The name of each sub-folder and file in Maps_data_code.zip indicates the correspondin ...

Zenodo2023

ALMOST SURE SCATTERING OF THE ENERGY-CRITICAL NLS IN d > 6

Katie Sabrina Catherine Rosie Marsden

We study the energy-critical nonlinear Schrodinger equation with randomised initial data in dimensions d > 6. We prove that the Cauchy problem is almost surely globally well-posed with scattering for randomised supercritical initial data in H-s(Rd) wheneve ...

Amer Inst Mathematical Sciences-Aims2023

Data and Workflow to: Three-dimensional buoyant hydraulic fractures: finite volume release (Möri and Lecampion, (2023))

Brice Tanguy Alphonse Lecampion, Andreas Möri

This upload contains the relevant scripts, notebooks, and datasets to reproduce the numerically obtained results of the Journal article "Three-dimensional buoyant hydraulic fractures: finite volume release" by Möri and Lecampion, (2023). ...

Zenodo2023

Predicting the stressed expected loss of large US banks

Amir Hossein Khalilzadeh Naghneh, Eric Jondeau

We develop a methodology to measure the expected loss of commercial banks in a market downturn, which we call stressed expected loss (SEL). We simulate a market downturn as a negative shock on interest rate and credit market risk factors that reflect the b ...

ELSEVIER2022

Monetary Independence And Rollover Crises

Jorge Mondragon Minero

This article shows that the inability to use monetary policy for macroeconomic stabilization leaves a government more vulnerable to a rollover crisis. We study a sovereign default model with self-fulfilling rollover crises, foreign currency debt, and nomin ...

OXFORD UNIV PRESS INC2022

Essays on the Role of Policy and Venture Financing in Clean Technology Innovation

Matthias David van den Heuvel

This thesis aims to provide novel analyses and data that improve the understanding of the financing of investments in clean technologies. In particular, this thesis explores the role that private and public actors play in supporting young innovative firms. ...

EPFL2022

Scale effects on efficiency and profitability in the Swiss banking sector

Andreas Fuster

This paper analyzes efficiency and profitability in the Swiss banking sector over the period 1997–2019. We find strong evidence for scale economies: for most banks in the sample, efficiency and profitability increase with bank size. Using an instrumental v ...

2022

Essays in Financial Economics

Kevin Marc Rageth

This thesis consists of two chapters that study separate subjects in the area of corporate finance. The first chapter, titled â Economic Gains in Bank Mergers and Acquisitions â Evidence from Targetsâ , investigates economic gains in bank mergers and ...

EPFL2022