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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.

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Date publishedSUERFIssueTitleAuthor(s)
Nov 2023Policy BriefNo 733Superkurtosis: High-frequency trading and risk managementStavros Degiannakis, George Filis, Grigorios Siourounis
Nov 2023Policy BriefNo 723Analysis of CBDC Narrative by Central Banks using Large Language ModelsAndrés Alonso Robisco, José Manuel Carbó
Sep 2023Policy BriefNo 689An Unconventional FX Tail Risk StoryCarlos Cañon, Eddie Gerba, Alberto Pambira, Evarist Stoja
Sep 2023Policy NoteNo 320Leaving the eurozone but staying in the EU. Can it be done? And is it wise?Wim Boonstra
Aug 2023Policy BriefNo 673Macroeconomic News, the Financial Cycle and the Commodity Cycle: the Chinese FootprintFlavia Corneli, Fabrizio Ferriani, Andrea Gazzani
Aug 2023Policy BriefNo 660Central clearing in turbulent times: frontiers in regulation and oversightFabio Panetta
Aug 2023Policy BriefNo 658The Spillover Effects of ECB Policies in a Small Open Economy frameworkBledar Hoda
Aug 2023Policy NoteNo 316Peeling the onion: US bank stress not spreading to Euro areaRavi Balakrishnan, Marco Protopapa
Aug 2023Policy BriefNo 650Leading indicators of financial stress: a regime switching approachTihana Škrinjarić
Jul 2023Policy BriefNo 638Dirty home, clean abroad: Implications of the “carbon home bias”Martijn Boermans, Rients Galema
Jul 2023Policy BriefNo 636A proposal for the European Green Transition via Significant Risk Transfer SecuritisationsFernando Gonzalez, Giuliano Giovannetti
Jun 2023Policy BriefNo 625Who holds sovereign debt and why it mattersXiang Fang, Bryan Hardy, Karen K Lewis
Jun 2023Policy BriefNo 624CCP initial margin models: A peek under the hoodIsmael Alexander Boudiaf, Martin Scheicher, Francesco Vacirca
Jun 2023Policy BriefNo 610Climate change risks and the energy and emission allowances market – An analysis based on EMIR dataMerel Vrolijk, Ellen van der Woerd, Elisabeth de Vogel
Jun 2023Policy BriefNo 608Is the EU Money Market Fund Regulation fit for purpose? Lessons from the COVID-19 turmoilLaura-Dona Capotă, Michael Grill, Luis Molestina Vivar, Niklas Schmitz, Christian Weistroffer
Mar 2023Policy BriefNo 556How prevalent are investment funds in cross-border investment?Pınar Yeşin
Mar 2023Policy BriefNo 552The euro interest rate swap market: Recent trends in trading activity and liquidityFederico Babbi, Immo Frieden, Martin Scheicher
Mar 2023Policy BriefNo 544Using machine learning to measure financial risk in ChinaAlexander Al-Haschimi, Apostolos Apostolou, Andres Azqueta-Gavaldon, Martino Ricci
Jan 2023Policy BriefNo 511Eurozone Government Bond Spreads: A Tale of Different ECB Policy RegimesSylvester C W Eijffinger, Mary Pieterse-Bloem
Jan 2023Policy BriefNo 506Is it easy to hide money in the crypto economy? The case of RussiaArmin Ahari, Johannes Duong, Jakob Hanzl, Elsa Maria Lichtenegger, Lukas Lobnik, Andreas Timel
Dec 2022Policy BriefNo 496New Frontiers in Monetary Policy Communication: Discovering Central Bank TweetingDonato Masciandaro, Oana Peia, Davide Romelli
Oct 2022Policy BriefNo 449Natural Language Processing and Financial Markets: Semi-supervised Modelling of Coronavirus and Economic NewsCarlos Moreno Pérez, Marco Minozzo
Sep 2022Policy BriefNo 424Information Transmission between Banks and the Market for Corporate ControlChristian Bittner, Falko Fecht, Melissa Pala, Farzad Saidi
Sep 2022Policy BriefNo 423Country biases in equity portfolios are less pronounced and less irrational than one might thinkMartijn Boermans, Ian Cooper, Piet Sercu, Rosanne Vanpée
Sep 2022Policy BriefNo 416The rise of cross-border financial centresPamela Pogliani, Philip Wooldridge
Jul 2022Policy BriefNo 386Application of machine learning models and interpretability techniques to identify the determinants of the price of bitcoinSergio Gorjón, Jose Manuel Carbó
Jun 2022Policy BriefNo 361The influence of financial corporations on IMF lending: Has it changed with the global financial crisis?Lena Lee Andresen
Jun 2022Policy NoteNo 280Should the ECB consider issuing its own securities?Wim Boonstra, Bas van Geffen
May 2022Policy BriefNo 334The local presence of global banksIñaki Aldasoro, John Caparusso, Yingyuan Chen
Apr 2022Policy BriefNo 308Investor demand in syndicated bond issuances: stylised factsMartin Hillebrand, Marko Mravlak, Peter Schwendner
Feb 2022Policy BriefNo 275The effectiveness of ECB euro liquidity lines: spillovers and spillbacksSilvia Albrizio, Iván Kataryniuk, Luis Molina, Jan Schäfer
Nov 2021Policy BriefNo 218When the panic broke out: Covid-19 and investment funds’ portfolio rebalancing around the worldMassimiliano Affinito, Raffaele Santioni
Sep 2021Policy BriefNo 184Frozen markets: Iceland’s experience with capital controlsFrancis Breedon, Thórarinn G. Pétursson, Paolo Vitale
Jul 2021Policy BriefNo 132Euro area portfolio flows in 2020: the impact of the Covid-19 crisisJulia Schmidt, Olivier Sirello
Jul 2021Policy BriefNo 131Investment funds, monetary policy, and the global financial cycleChristoph Kaufmann
Jun 2021Policy BriefNo 106What consumption habits tell us about the joint dynamics of government bond yields and stock prices internationallyThomas Nitschka, Shajivan Satkurunathan
Apr 2021Policy NoteNo 229Shifts in the portfolio holdings of euro area investors in the midst of COVID-19: looking-through investment fundsDaniel Carvalho, Martin Schmitz
Aug 2020Policy NoteNo 189Financial integration in the Nordic-Baltic region vis-à-vis the EU: A Swedish perspectiveDavid Farelius, Stefan Ingves, Magnus Jonsson
Jun 2020Policy NoteNo 179The need for a new financial architecture after CORONA, an opinionFreddy Van den Spiegel
Jun 2020Policy NoteNo 175Towards a wider international role for the euroFrancesco Papadia, Konstantinos Efstathiou
May 2020Policy NoteNo 171US dollar funding markets during the Covid-19 crisis – the international dimensionEgemen Eren, Andreas Schrimpf, Vladyslav Sushko
May 2020Policy NoteNo 167Services are the next – and fast approaching – frontier of global trade and financial services is a sector leading the wayRobert Koopman
Apr 2020Policy NoteNo 158Overview of Central Bank Digital Currency - State of PlayJohannes Duong
Apr 2020Policy NoteNo 156Navigation tools in the semi-normal corona eraAndy Langenkamp
Apr 2020Policy NoteNo 147Does It Fit? Tweeting on Monetary Policy and Central Bank CommunicationDonato Masciandaro, Davide Romelli, Gaia Rubera
Mar 2020Policy NoteNo 145A “European Capitalization and Development Fund” (ECDF) to facilitate Europe’s post-corona recoveryErnest Gnan
Feb 2020Policy NoteNo 132The European Banking UnionMargarita Delgado
Jan 2020Policy NoteNo 127Europe’s role in the global financial systemLuis de Guindos
Jan 2018Policy NoteNo 23The occasional importance of the current account in an era of a global savings glutJesper Berg, Steffen Lind
Nov 2017Policy NoteNo 21Risk sharing in EMU: key insights from a literature reviewDemosthenes Ioannou, David Schäfer
Oct 2017Policy NoteNo 19Is cash back? Assessing the recent increase in cash demandClemens Jobst, Helmut Stix
May 2017Policy NoteNo 12(No) worries about the new shape of international capital flowsMatthieu Bussiére, Julia Schmidt, Natacha Valla
May 2016Policy NoteNo 7Ten Myths in the Brexit DebateDavid T. Llewellyn
Apr 2016Policy NoteNo 5Some seeming paradoxes or interesting points of Russia’s economy and banking sectorStephan Barisitz

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