Publication
Scale effects on efficiency and profitability in the Swiss banking sector
Related publications (50)
How Do Mortgage Refinances Affect Debt, Default, and Spending? Evidence from HARP
We use quasi-random access to the Home Affordable Refinance Program (HARP) to identify the causal effect of refinancing into a lower-rate mortgage on borrower balance sheet outcomes. Refinancing substantially reduces borrower default rates on mortgages and ...
2021Separable Effects for Causal Inference in the Presence of Competing Events
In time-to-event settings, the presence of competing events complicates the definition of causal effects. Here we propose the new separable effects to study the causal effect of a treatment on an event of interest. The separable direct effect is the treatm ...
2020Learning Linear Non-Gaussian Causal Models in the Presence of Latent Variables
Negar Kiyavash, Saber Salehkaleybar, Kun Zhang
We consider the problem of learning causal models from observational data generated by linear non-Gaussian acyclic causal models with latent variables. Without considering the effect of latent variables, the inferred causal relationships among the observed ...
MICROTOME PUBL2020Causal inference in continuous time: an example on prostate cancer therapy
Mats Julius Stensrud, Pal Christie Ryalen
In marginal structural models (MSMs), time is traditionally treated as a discrete parameter. In survival analysis on the other hand, we study processes that develop in continuous time. Therefore, Røysland (2011. A martingale approach to continuous-time mar ...
2020A causal framework for classical statistical estimands in failure-time settings with competing events
In failure-time settings, a competing event is any event that makes it impossible for the event of interest to occur. For example, cardiovascular disease death is a competing event for prostate cancer death because an individual cannot die of prostate canc ...
2020A Graphical Description of Partial Exchangeability
Mats Julius Stensrud, Aaron Leor Sarvet
Partial exchangeability is sufficient for the identification of some causal effects of interest. Here we review the use of common graphical tools and the sufficient component cause model in the context of partial exchangeability. We illustrate the utility ...
2020Counting and Sampling from Markov Equivalent DAGs Using Clique Trees
Negar Kiyavash, Saber Salehkaleybar, Kun Zhang
A directed acyclic graph (DAG) is the most common graphical model for representing causal relationships among a set of variables. When restricted to using only observational data, the structure of the ground truth DAG is identifiable only up to Markov equi ...
AAAI Press2019Observation of Xi(1620)(0) and Evidence for Xi(1690)(0) in Xi(+)(c) -> Xi(-) pi(+) pi(+) Decays
Olivier Schneider, Yiming Li, Mingkui Wang, Chao Wang, Tagir Aushev, Sun Hee Kim, Tara Nanut, Jun Yong Kim, Ji Hyun Kim, Donghyun Kim, Xiao Wang, Lei Li
We report the first observation of the double strange baryon Xi(1620)(0) in its decay to Xi(-) pi(+) via Xi(+)(c) -> Xi(-)pi(+)pi(+) decays based on a 980 fb(-1) data sample collected with the Belle detector at the KEKB asymmetricenergy e(+)e(-) collider. ...
2019Search for B-0 -> X(3872)gamma
Olivier Schneider, Yiming Li, Mingkui Wang, Chao Wang, Tagir Aushev, Sun Hee Kim, Donghyun Kim
We report the results of a search for the decay B-0 -> X(3872) (-> J/psi pi(+)pi(-))gamma. The analysis is performed on a data sample corresponding to an integrated luminosity of 711 fb(-1) and containing 772 x 10(6)B (B) over bar pairs, collected with the ...
2019IT Investment and its impacts
This thesis empirically explored the impacts of IT investment on three different scenarios under the common denominator / threads of IT investments. It comprises three different essays on the impacts of IT investments. IT investments and its impact on many ...
EPFL2018