infonet-economy

We compare several methods for monitoring short-term economic developments in Switzerland. Based on a large mixed-frequency data set, the following approaches are presented and discussed: factor-based information combination approaches (including factor model versions based on the Kalman filter/smoother, a principal component based version and the three-pass regression filter), a…

We compare several methods for monitoring short-term economic developments in Switzerland. Based on a large mixed-frequency data set, the following approaches are presented and discussed: factor-based information combination approaches (including factor model versions based on the Kalman filter/smoother, a principal component based version and the three-pass regression filter), a…

English Language Learner enrollment and technology use continue to increase at postsecondary institutions. In addition to navigating increased academic demands, these students must negotiate identity in an unfamiliar culture. Reliance on technology may provide support or limit acculturation. Our discussion seeks to engage around the results of a survey given to students in the United…

This study examines the mechanism through which family supportive environments in organizations (i.e. family supportive supervisor behaviors and work-family friendly culture) relate to turnover intentions. In a sample of 340 individuals, analysis using structural equation modeling showed that satisfaction with work-family balance mediates the relation between family supportive…

In this article, the authors report on an on-going Data Life-Cycle Management(DLCM) National project realized in Switzerland, with a major focus on long-term preservation. Based on a extensive document analysis as well as semi-structured interviews, the project aims at providing national services to respond to the most relevant researchers’ DLCM needs, which includes: guidelines for…

We study the effect of culture on financial literacy by comparing secondary-school students along the German-French language border within Switzerland. We find that students in the Frenchspeaking
area have a lower level of financial literacy than students in the German-speaking area. The difference in financial literacy across the language groups is mainly observed for native…

Unconventional monetary policies (UMPs) by the Federal Reserve, the European Central Bank, the Bank of England and the Bank of Japan exert important spillover effects on asset prices in Switzerland if market anticipation of UMP announcements is properly accounted for. Using a broad event set and a long-term bond futures-based measure as a proxy for market anticipation of the…

Classical option pricing theories are usually built on the law of one price, neglecting the impact of market liquidity that may contribute to significant bid-ask spreads. Within the framework of conic finance, we develop a stochastic liquidity model, extending the discrete-time constant liquidity model of Madan (2010). With this extension, we can replicate the term and skew…

In this paper we introduce a stochastic network formation model where agents choose both actions and links. Neighbors in the network benefit from each other’s action levels through local complementarities and there exists a global interaction effect reflecting a strategic substitutability in actions. The tractability of the model allows us to provide a complete equilibrium…