• Linkedin
  • Twitter
  • Youtube

SUERF Policy Notes and SUERF Policy Briefs

SUERF Policy Notes & Briefs offer accessible and concise, high-quality, authoritative and informed analysis on topical issues related to European money and finance. They make research by SUERF Member institutions and academic researchers available to the SUERF network and beyond. SUERF Policy Notes & Briefs are published weekly on the SUERF webpage. The views expressed are those of the author(s) and not necessarily those of the institution(s) the author(s) is/are affiliated with.

To submit your findings to the SUERF Policy Note and Brief series please contact suerf@oenb.at.

All SUERF Policy Notes & Briefs  are available in PDF format.

Stay always up to date and subscribe to the monthly SUERF Policy Notes & Briefs Newsletter!


Date publishedSUERFIssueTitleAuthor(s)
Mar 2023Policy BriefNo 554The impact of the war in Ukraine on energy prices: consequences for firms’ financial performanceFabrizio Ferriani, Andrea Gazzani
Mar 2023Policy BriefNo 552The euro interest rate swap market: Recent trends in trading activity and liquidityFederico Babbi, Immo Frieden, Martin Scheicher
Mar 2023Policy BriefNo 542Issuing bonds during the Covid-19 pandemic: is there an ESG premium?Fabrizio Ferriani
Feb 2023Policy BriefNo 517Stock Return Predictability: Comparing Macro- and Micro-ApproachesArthur Stalla-Bourdillon
Dec 2022Policy NoteNo 293The EU macroprudential review should prioritize removing regulatory overlaps and increasing the flexibility of the CCyBStefan W. Schmitz, Michaela Posch, Peter Strobl
Dec 2022Policy BriefNo 487Pricing of green bonds – drivers and dynamics of the greeniumAllegra Pietsch, Dilyara Salakhova
Dec 2022Policy BriefNo 483The Links Between Emerging Market Bond Flows, Exchange Rates and Future Financial ConditionsPeter Hördahl, Giorgio Valente
Nov 2022Policy BriefNo 469The safe asset potential of EU-issued bondsTilman Bletzinger, William Greif, Bernd Schwaab
Nov 2022Policy BriefNo 466Price-at-risk: systemic risk from price-impact induced contagionGábor Fukker, Michiel Kaijser, Luca Mingarelli, Matthias Sydow
Oct 2022Policy BriefNo 443Transition Versus Physical Climate Risk Pricing in European Financial Markets: A Text-Based ApproachGiovanna Bua, Daniel Kapp, Federico Ramella, Lavinia Rognone
Sep 2022Policy BriefNo 427Integrating the carbon footprint into the construction of corporate bond portfoliosMario Bajo, Emilio Rodríguez
Sep 2022Policy BriefNo 425What Moves Markets?Mark Kerssenfischer, Maik Schmeling
Aug 2022Policy BriefNo 395Liquidity in bond markets - navigating in troubled watersMartin Scheicher, Andreas Schrimpf
Aug 2022Policy BriefNo 394Flexibility in Asset Purchases: A Structural AnalysisJames Costain, Galo Nuño, Carlos Thomas
Jul 2022Policy BriefNo 386Application of machine learning models and interpretability techniques to identify the determinants of the price of bitcoinSergio Gorjón, Jose Manuel Carbó
May 2022Policy BriefNo 326The impact of QE on sovereign riskDirk Broeders, Leo de Haan, Jan Willem van den End
Apr 2022Policy BriefNo 308Investor demand in syndicated bond issuances: stylised factsMartin Hillebrand, Marko Mravlak, Peter Schwendner
Nov 2021Policy BriefNo 218When the panic broke out: Covid-19 and investment funds’ portfolio rebalancing around the worldMassimiliano Affinito, Raffaele Santioni
Oct 2021Policy NoteNo 257Systemic Implications of the Bail-in Design: A Precis of our Main TextJ. Doyne Farmer, Charles Goodhart, Alissa M. Kleinnijenhuis
Sep 2021Policy NoteNo 252Forging the Future of Monetary Union – taking stock and looking forwardMarkus Rodlauer, Rolf Strauch
Sep 2021Policy BriefNo 175The Liquidity of the Government Bond Market – What Impact Does Quantitative Easing Have? Evidence from SwedenMarianna Blix Grimaldi, Alberto Crosta, Dong Zhang
Aug 2021Policy BriefNo 158Bank pricing of corporate loansMárcio Mateus, Tiago Pinheiro
Aug 2021Policy BriefNo 155The anatomy of bond ETF arbitrageKaramfil Todorov
Aug 2021Policy NoteNo 251Green Liquidity Moves MainstreamPatrick Drury Byrne, Sandeep Chana and Sylvain Broyer
Jul 2021Policy BriefNo 135Liquidity in the German corporate bond market: has the CSPP made a difference?Kathi Schlepper
Jun 2021Policy BriefNo 106What consumption habits tell us about the joint dynamics of government bond yields and stock prices internationallyThomas Nitschka, Shajivan Satkurunathan
Jan 2021Policy NoteNo 219Buffer usability and potential stigma effectsStefan W. Schmitz, Viola Nellessen, Michaela Posch, Peter Strobl
Dec 2020Policy NoteNo 212Monetary policy effects when interest rates are negativeJoost Bats, Massimo Giuliodori, Aerdt Houben
Nov 2020Policy NoteNo 209Are equity markets currently overvalued? The role of the time horizon in earnings expectationsRoberto Blanco and Irene Roibás
Sep 2020Policy NoteNo 193Inclusive payments for the post-pandemic worldRaphael Auer, Jon Frost, Thomas Lammer, Tara Rice, Amber Wadsworth
Apr 2020Policy NoteNo 159Embedded supervision: how to build regulation into Libra 2.0 and the token economyRaphael Auer
Aug 2019Policy NoteNo 92Beliefs and Portfolios: New Measurement and FactsStefano Giglio, Matteo Maggiori, Johannes Stroebel, Stephen Utkus
Feb 2019Policy NoteNo 58Disintermediation and re-intermediation effects of the CSPPÓscar Arce, Ricardo Gimeno, Sergio Mayordomo
Feb 2018Policy NoteNo 27Euro area quantitative easing: Large volumes, small impact?Daniel Gros

© SUERF - The European Money and Finance Forum 2010-2018 .:. Société Universitaire Européenne de Recherches Financières

Privacy Policy .:. Legal notice

Design by draganmarkovic.net