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s/bf-HSG News November 2017

With this newsletter we would like to inform you about the latest news and developments at the Swiss Institute of Banking and Finance.

NEWS            RESEARCH        EXECUTIVE EDUCATION 
S/BF IN THE MEDIA

NEWS

The ECB has awarded the Wim Duisenberg Fellowship to Prof. Angelo Ranaldo. He will follow this task during the sabbatical in the spring semester 2018.

In October 2017, the faculty of the University of Zurich has granted a Titularprofessorship to Prof. Angelo Ranaldo.

Prof. Florian Weigert was awarded the 2017 Federal Prize for Alternative Investments for the paper "Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings" (with Vikas Agarwal and Stefan Ruenzi).

Prof. Nic Schaub and Prof. Markus Schmid were awarded the Engelbert Dockner Memorial Prize for the best paper presented at the 2017 WU Gutmann Center Symposium for their paper "Financial Advice and Bank Profits" (with Daniel Hoechle and Stefan Ruenzi).

Prof. Martin Brown and Prof. Roland Füss were awarded a SNF grant for the project "Household Finances and Housing Markets".

Prof. Paul Söderlind is now on the steering committee of SCCER, which is the Swiss energy research program.

Prof. Angelo Ranaldo and Alexander Bechtel (Ph.D. candidate) go on with the joint research project with the European Central Bank (ECB), entitled "The interaction of the ECB’s non-standard policy measures and euro area repo markets".

The team of Prof. Angelo Ranaldo provided the European Money Market Institute (EMMI) with consulting support for the analysis and design of the new Pan-European repo benchmark index.


RESEARCH

PUBLICATIONS:
A Simple Estimation of Bid‐Ask Spreads from Daily Close, High, and Low Prices.
F. Abdi, A. Ranaldo. Review of Financial Studies, Vol. 30, Issue 12, 4437-4480, 2017.
Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance.
Z. Adams, R. Füss, T. Gluck. Journal of Banking and Finance, Vol. 84, No. 11, 9-24, 2017.
Modelling the Multivariate Dynamic Dependence Structure of Commodity Futures Portfolios
.
M. Aepli, R. Füss, T. Henriksen, F. Parachiv. Journal of Commodity Markets, Vol. 6, No. 1, 66-87, 2017.
Credit Booms and Busts in Emerging Markets: The Role of Bank Governance and Risk Management.
A. Andries, M. Brown. Economics of Transition, Vol. 25, Issue 3, 377-437, 2017.
Settling the Staggered Board Debate.
Y. Amihud, M. Schmid, S. Davidoff Solomon. University of Pennsylvania Law Review, forthcoming.
Something in the Air: Information Density, Surprises, and Price Jumps
.
R. Füss, M. Grabellus, F. Mager, M. Stein. Journal of International Financial Markets, Institutions & Money, in press. (awarded research price by DekaBank's IQ-KAP Institute).
The Role of Data Providers as Information Intermediaries.
N.Schaub. Journal of Financial and Quantitative Analysis, forthcoming.


SELECTED WORKING PAPER:
Numeracy and the Quality of On-the-Job Decisions: Evidence from Loan Officers.
M. Brown, K. Kirschenmann, T. Spycher. School of Finance Working Paper University of St.Gallen 2017/11.


EXECUTIVE EDUCATION

The seminar series "Fit for Finance" will be held again next spring. The course has been revised and since autumn 2017, we offer two new program contents: Asset Allocation and Fintech Trends. To meet the need for digitization, students have now the opportunity to access the Fit for Finance study net.


S/BF IN THE MEDIA (A SELECTION)

NZZ online, 17.8.2017. Deutschschweizer Schüler wissen mehr vom Geld. M. Brown.
Bank Underground, 30.8.2017. Who withdraws money from distressed banks? B. Guin, M. Brown and S. Morkoetter.
Bloomberg View, 31.8.2017. Fake News in Social Networks. C. Aymanns.


Should you have any questions or suggestions regarding the s/bf-HSG Newsletter please send an e-mail: Beatrix Kobelt.

If you wish to suscribe the newsletter or to end your subscription, please send an e-mail: Beatrix Kobelt.


November 2017
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Schwiss Institute for
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University of St.Gallen s/bf-HSG
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Beatrix Kobelt
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Email:
Phone: +41 71 224 70 42








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