Concept
Interest rate
Related publications (338)
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 ...
2024Stripping the Swiss discount curve using kernel ridge regression
We analyze and implement the kernel ridge regression (KR) method developed in Filipovic et al. (Stripping the discount curve-a robust machine learning approach. Swiss Finance Institute Research Paper No. 22-24. SSRN. https://ssrn.com/abstract=4058150, 2022 ...
Springer Heidelberg2024High-rate, high-resolution single photon X-ray imaging: Medipix4, a large 4-side buttable pixel readout chip with high granularity and spectroscopic capabilities
Jean-Michel Sallese, Adil Koukab, Viros Sriskaran
The Medipix4 chip is the latest member in the Medipix/Timepix family of hybrid pixel detector chips aimed at high -rate spectroscopic X-ray imaging using high -Z materials. It can be tiled on all 4 sides making it ideal for constructing large -area detecto ...
Iop Publishing Ltd2024Single-fraction radiosurgery outcomes for large vestibular schwannomas in the upfront or post-surgical setting: a systematic review and International Stereotactic Radiosurgery Society (ISRS) Practice Guidelines
PurposeTo perform a systematic review of literature specific to single-fraction stereotactic radiosurgery (SRS) for large vestibular schwannomas (VS), maximum diameter >= 2.5 cm and/or classified as Koos Grade IV, and to present consensus recommendations o ...
New York2023Can one hear the shape of a target zone?
We develop an exchange rate target zone model with finite exit time and non-Gaussian tails. We show how the tails are a consequence of time-varying investor risk aversion, which generates mean-preserving spreads in the fundamental distribution. We solve ex ...
2023Constructing the Dream : Villas on Display in Italy in 1933 and 1964
The increasing interest in the concept of the so-called ‘escape’ from the city, fueled by the recent pandemic, puts the holiday villa at the centre of research attention. The fate of the villa in contemporary architecture and research culture reflects its ...
2023Non-intrusive physiological parameters sensing for personalized human thermal comfort prediction
Alexandre Massoud Alahi, Dolaana Khovalyg, Mohamed Ossama Ahmed Abdelfattah, Mohamad Rida
Sensing and projecting an individual’s human thermal comfort in buildings is a complex but crucial task for transitioning toward human-centered indoor climate control. Non-intrusive collection of physiological and personal information from the human body, ...
2023