Andreas Fuster

Ecole Polytechnique Fédérale de Lausanne

Quartier UNIL-Chamberonne

Bâtiment Extranef

CH-1015 Lausanne

Switzerland

Swiss Finance Institute

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

Centre for Economic Policy Research (CEPR)

Research Fellow

London

United Kingdom

SCHOLARLY PAPERS

36

DOWNLOADS
Rank 5,762

SSRN RANKINGS

Top 5,762

in Total Papers Downloads

9,671

SSRN CITATIONS
Rank 929

SSRN RANKINGS

Top 929

in Total Papers Citations

884

CROSSREF CITATIONS

354

Scholarly Papers (36)

Predictably Unequal? The Effects of Machine Learning on Credit Markets

Journal of Finance, Forthcoming
Number of pages: 92 Posted: 17 Nov 2017 Last Revised: 24 Jun 2021
Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York, Imperial College London and Imperial College London
Downloads 4,648 (2,419)
Citation 74

Abstract:

Loading...

machine learning, credit, mortgages, disparate impact, race

Predictably Unequal? The Effects of Machine Learning on Credit Markets

Number of pages: 60 Posted: 20 Nov 2017
Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York, Imperial College London and Imperial College London
Downloads 4 (804,928)
  • Add to Cart

Abstract:

Loading...

credit access, Machine Learning, Mortgages, statistical discrimination

2.

Expectations as Endowments: Evidence on Reference-Dependent Preferences from Exchange and Valuation Experiments

Number of pages: 37 Posted: 14 Nov 2009 Last Revised: 08 Jun 2010
Keith M. Marzilli Ericson and Andreas Fuster
Boston University - Markets, Public Policy, and Law and Ecole Polytechnique Fédérale de Lausanne
Downloads 579 (60,331)
Citation 53

Abstract:

Loading...

reference points, expectations, loss aversion, endowment effect, willingness-to-accept, experimental economics

3.

Understanding Mortgage Spreads

Number of pages: 79 Posted: 29 May 2014 Last Revised: 22 Jun 2018
Nina Boyarchenko, Andreas Fuster and David O. Lucca
Federal Reserve Bank of New York, Ecole Polytechnique Fédérale de Lausanne and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 440 (84,591)
Citation 16

Abstract:

Loading...

agency mortgage-backed securities, option-adjusted spreads, prepayment risk, OAS smile

Paying Too Much? Borrower Sophistication and Overpayment in the US Mortgage Market

Number of pages: 70 Posted: 22 Jul 2019 Last Revised: 29 Jan 2021
Neil Bhutta, Andreas Fuster and Aurel Hizmo
Board of Governors of the Federal Reserve System, Ecole Polytechnique Fédérale de Lausanne and Board of Governors of the Federal Reserve System
Downloads 387 (97,373)
Citation 31

Abstract:

Loading...

mortgages, household finance, interest rates, financial literacy, price dispersion

Paying Too Much? Borrower Sophistication and Overpayment in the Us Mortgage Market

Number of pages: 72 Posted: 29 Jun 2020 Last Revised: 11 Feb 2021
Neil Bhutta, Andreas Fuster and Aurel Hizmo
Board of Governors of the Federal Reserve System, Ecole Polytechnique Fédérale de Lausanne and Board of Governors of the Federal Reserve System
Downloads 0
  • Add to Cart

Abstract:

Loading...

5.

Securitization and the Fixed-Rate Mortgage

Number of pages: 77 Posted: 09 Jan 2013 Last Revised: 04 Jul 2014
Andreas Fuster and James I. Vickery
Ecole Polytechnique Fédérale de Lausanne and Federal Reserve Bank of Philadelphia
Downloads 319 (121,738)
Citation 21

Abstract:

Loading...

mortgage finance, securitization, difference-in-differences, regression discontinuity design

6.
Downloads 305 (127,676)
Citation 75

The Role of Technology in Mortgage Lending

Number of pages: 75 Posted: 21 Feb 2018
Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York, New York University (NYU) - Department of Finance and Federal Reserve Bank of Philadelphia
Downloads 238 (163,802)
Citation 4

Abstract:

Loading...

mortgage, technology, prepayments, nonbanks

The Role of Technology in Mortgage Lending

Number of pages: 61 Posted: 24 Apr 2018 Last Revised: 12 Jun 2021
Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York, New York University (NYU) - Department of Finance and Federal Reserve Bank of Philadelphia
Downloads 66 (431,329)
Citation 34

Abstract:

Loading...

The Role of Technology in Mortgage Lending

Number of pages: 77 Posted: 05 Jun 2018
New York University (NYU) - Department of Finance, Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 1 (837,877)
Citation 34
  • Add to Cart

Abstract:

Loading...

Financial Intermediation, Fintech, Mortgages

7.
Downloads 231 (171,208)

FinTech Lending

Swiss Finance Institute Research Paper No. 21-72
Number of pages: 28 Posted: 26 Oct 2021
Tobias Berg, Andreas Fuster and Manju Puri
Frankfurt School of Finance & Management, Ecole Polytechnique Fédérale de Lausanne and Duke University - Fuqua School of Business
Downloads 172 (224,551)

Abstract:

Loading...

FinTech, lending, COVID-19

Fintech Lending

Number of pages: 27 Posted: 01 Nov 2021 Last Revised: 06 Nov 2021
Tobias Berg, Andreas Fuster and Manju Puri
Frankfurt School of Finance & Management, Ecole Polytechnique Fédérale de Lausanne and Duke University - Fuqua School of Business
Downloads 59 (456,892)

Abstract:

Loading...

FinTech Lending

Number of pages: 29 Posted: 15 Nov 2021
Tobias Berg, Andreas Fuster and Manju Puri
Frankfurt School of Finance & Management, Ecole Polytechnique Fédérale de Lausanne and Duke University - Fuqua School of Business
Downloads 0
  • Add to Cart

Abstract:

Loading...

COVID-19, Financial Intermediation, Fintech, lending

8.

The Rising Gap between Primary and Secondary Mortgage Rates

Number of pages: 23 Posted: 13 Jan 2014
Ecole Polytechnique Fédérale de Lausanne, The Urban Institute - Housing Finance Policy Center, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Banks - Emerging Markets and International Affairs Group and Federal Reserve Bank of Boston - Research Department
Downloads 217 (179,452)
Citation 4

Abstract:

Loading...

mortgages, banking

9.
Downloads 193 (199,825)
Citation 10

The Rescue of Fannie Mae and Freddie Mac

Number of pages: 54 Posted: 13 Apr 2015
Federal Reserve Bank of Dallas, Ecole Polytechnique Fédérale de Lausanne, National Bureau of Economic Research (NBER) and Federal Reserve Bank of Philadelphia
Downloads 87 (367,445)
Citation 1

Abstract:

Loading...

Fannie Mae, Freddie Mac, housing finance, financial crisis, government intervention

The Rescue of Fannie Mae and Freddie Mac

Number of pages: 55 Posted: 24 Mar 2015
Federal Reserve Bank of Dallas, Ecole Polytechnique Fédérale de Lausanne, National Bureau of Economic Research (NBER) and Federal Reserve Bank of Philadelphia
Downloads 67 (427,831)

Abstract:

Loading...

Fannie Mae, Freddie Mac, housing finance, financial crisis, government intervention

The Rescue of Fannie Mae and Freddie Mac

Number of pages: 55 Posted: 18 Aug 2015
Federal Reserve Bank of Dallas, Ecole Polytechnique Fédérale de Lausanne, National Bureau of Economic Research (NBER) and Federal Reserve Bank of Philadelphia
Downloads 39 (546,450)
Citation 9

Abstract:

Loading...

Fannie Mae, Freddie Mac, housing finance, financial crisis, government intervention

10.

The Sensitivity of Housing Demand to Financing Conditions: Evidence from a Survey

Number of pages: 52 Posted: 09 Dec 2014 Last Revised: 06 Aug 2015
Andreas Fuster and Basit Zafar
Ecole Polytechnique Fédérale de Lausanne and Arizona State University
Downloads 191 (201,772)
Citation 21

Abstract:

Loading...

housing demand, mortgage rates, down payment requirements, user cost model

Expectations With Endogenous Information Acquisition: An Experimental Investigation

Number of pages: 103 Posted: 12 Jul 2018 Last Revised: 18 Sep 2020
Ecole Polytechnique Fédérale de Lausanne, University of California, Berkeley, Sciences Po and Arizona State University (ASU) - Department of Economics
Downloads 176 (216,819)
Citation 5

Abstract:

Loading...

Expectations, Experiment, Housing, Information Frictions, Rational Inattention

Expectations with Endogenous Information Acquisition: An Experimental Investigation

Number of pages: 47 Posted: 06 Jul 2018 Last Revised: 04 Sep 2021
Andreas Fuster, Ricardo Perez-Truglia and Basit Zafar
Ecole Polytechnique Fédérale de Lausanne, University of California, Berkeley and Arizona State University (ASU) - Department of Economics
Downloads 8 (770,852)
Citation 2

Abstract:

Loading...

Another Hidden Cost of Incentives: The Detrimental Effect on Norm Enforcement

Number of pages: 54 Posted: 06 Mar 2009
Andreas Fuster and Stephan Meier
Ecole Polytechnique Fédérale de Lausanne and Federal Reserve Bank of Boston
Downloads 150 (248,543)
Citation 5

Abstract:

Loading...

public goods, experimental economics, norm enforcement, hidden costs of incentives

Another Hidden Cost of Incentives: The Detrimental Effect on Norm Enforcement

Management Science, Vol. 56, No. 1, pp. 57-70, 2010
Posted: 31 Oct 2011 Last Revised: 01 Nov 2011
Andreas Fuster and Stephan Meier
Ecole Polytechnique Fédérale de Lausanne and Federal Reserve Bank of Boston

Abstract:

Loading...

public goods, prosocial behavior, norm enforcement, hidden cost of incentives, experimental economics

13.
Downloads 149 (249,219)
Citation 4

Does CFPB Oversight Crimp Credit?

Number of pages: 71 Posted: 20 Jun 2018 Last Revised: 23 Feb 2021
Andreas Fuster, Matthew C. Plosser and James I. Vickery
Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of Philadelphia
Downloads 132 (275,267)
Citation 5

Abstract:

Loading...

consumer financial protection, regulation, mortgages, servicing, credit supply

Does CFPB Oversight Crimp Credit?

Number of pages: 72 Posted: 14 Jul 2021 Last Revised: 23 Sep 2021
Andreas Fuster, James I. Vickery and Matthew C. Plosser
Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 17 (694,588)

Abstract:

Loading...

consumer financial protection, regulation, mortgages, servicing, credit supply

Does CFPB Oversight Crimp Credit?

Number of pages: 73 Posted: 11 Feb 2021
Andreas Fuster, Matthew C. Plosser and James I. Vickery
Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of Philadelphia
Downloads 0
  • Add to Cart

Abstract:

Loading...

14.
Downloads 146 (253,366)
Citation 57

Payment Size, Negative Equity, and Mortgage Default

Number of pages: 61 Posted: 09 Dec 2012 Last Revised: 26 Jan 2015
Andreas Fuster and Paul Willen
Ecole Polytechnique Fédérale de Lausanne and Federal Reserve Bank of Boston - Research Department
Downloads 131 (276,820)
Citation 7

Abstract:

Loading...

mortgage finance, delinquency, adjustable-rate mortgages, Alt-A

Payment Size, Negative Equity, and Mortgage Default

Number of pages: 67 Posted: 17 Aug 2013 Last Revised: 11 Nov 2021
Andreas Fuster and Paul Willen
Ecole Polytechnique Fédérale de Lausanne and Federal Reserve Bank of Boston - Research Department
Downloads 15 (710,945)
Citation 26

Abstract:

Loading...

15.

$1.25 Trillion is Still Real Money: Some Facts About the Effects of the Federal Reserve’s Mortgage Market Investments

FRB of Boston Public Policy Discussion Paper No. 10-4
Number of pages: 55 Posted: 16 Oct 2010
Andreas Fuster and Paul Willen
Ecole Polytechnique Fédérale de Lausanne and Federal Reserve Bank of Boston - Research Department
Downloads 144 (256,223)
Citation 36

Abstract:

Loading...

Regional Heterogeneity and the Refinancing Channel of Monetary Policy

Number of pages: 73 Posted: 19 Jun 2015 Last Revised: 18 Mar 2018
Martin Beraja, Andreas Fuster, Erik Hurst and Joseph Vavra
University of Chicago, Ecole Polytechnique Fédérale de Lausanne, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 110 (314,680)
Citation 47

Abstract:

Loading...

monetary policy, regional inequality, quantitative easing, mortgage refinancing

Regional Heterogeneity and Monetary Policy

Number of pages: 73 Posted: 27 Mar 2017 Last Revised: 31 Jan 2021
Martin Beraja, Andreas Fuster, Erik Hurst and Joseph Vavra
University of Chicago, Ecole Polytechnique Fédérale de Lausanne, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 20 (670,892)
Citation 1

Abstract:

Loading...

Regional Heterogeneity and Monetary Policy

Number of pages: 68 Posted: 07 Sep 2017
Martin Beraja, Andreas Fuster, Erik Hurst and Joseph Vavra
University of Chicago, Ecole Polytechnique Fédérale de Lausanne, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 10 (753,589)

Abstract:

Loading...

monetary policy, regional inequality, quantitative easing, mortgage refinancing

17.

How Do Mortgage Refinances Affect Debt, Default, and Spending? Evidence from HARP

Number of pages: 55 Posted: 01 Mar 2018 Last Revised: 20 Nov 2019
Joshua Abel and Andreas Fuster
Harvard University - Department of Economics and Ecole Polytechnique Fédérale de Lausanne
Downloads 133 (272,730)
Citation 22

Abstract:

Loading...

mortgages, refinancing, monetary policy transmission, heterogeneity, HARP

18.

Home Price Expectations and Behavior: Evidence from a Randomized Information Experiment

Number of pages: 61 Posted: 20 Oct 2016 Last Revised: 11 Nov 2017
Luis Armona, Andreas Fuster and Basit Zafar
Stanford University, Ecole Polytechnique Fédérale de Lausanne and Arizona State University
Downloads 129 (278,973)
Citation 46

Abstract:

Loading...

housing, expectation formation, information, updating

Biases in Information Selection and Processing: Survey Evidence from the Pandemic

SAFE Working Paper No. 307
Number of pages: 87 Posted: 10 Feb 2021
Ester Faia, Andreas Fuster, Vincenzo Pezone and Basit Zafar
Goethe University Frankfurt, Ecole Polytechnique Fédérale de Lausanne, Tilburg University - Department of Finance and Arizona State University (ASU) - Department of Economics
Downloads 108 (318,778)

Abstract:

Loading...

Belief updating, confirmatory biases, endogenous informa- tion acquisition, media polarization, source dependence, COVID-19

Biases in Information Selection and Processing: Survey Evidence from the Pandemic

Number of pages: 84 Posted: 22 Feb 2021 Last Revised: 31 Oct 2021
Ester Faia, Andreas Fuster, Vincenzo Pezone and Basit Zafar
Goethe University Frankfurt, Ecole Polytechnique Fédérale de Lausanne, Goethe University Frankfurt and Arizona State University (ASU) - Department of Economics
Downloads 17 (694,588)

Abstract:

Loading...

Biases in Information Selection and Processing: Survey Evidence from the Pandemic

Number of pages: 86 Posted: 11 Feb 2021
Ester Faia, Andreas Fuster, Vincenzo Pezone and Basit Zafar
Goethe University Frankfurt, Ecole Polytechnique Fédérale de Lausanne, Goethe University Frankfurt and Arizona State University (ASU) - Department of Economics
Downloads 0
  • Add to Cart

Abstract:

Loading...

The Time-Varying Price of Financial Intermediation in the Mortgage Market

Number of pages: 66 Posted: 20 Jan 2017 Last Revised: 31 Aug 2017
Andreas Fuster, Stephanie Lo and Paul Willen
Ecole Polytechnique Fédérale de Lausanne, Harvard University and Federal Reserve Bank of Boston - Research Department
Downloads 67 (427,831)
Citation 1

Abstract:

Loading...

mortgage finance, financial intermediation, monetary policy transmission

The Time-Varying Price of Financial Intermediation in the Mortgage Market

Number of pages: 65 Posted: 17 Mar 2017 Last Revised: 30 Aug 2017
Andreas Fuster, Stephanie Lo and Paul Willen
Ecole Polytechnique Fédérale de Lausanne, Harvard University and Federal Reserve Bank of Boston - Research Department
Downloads 43 (526,106)

Abstract:

Loading...

The Time-Varying Price of Financial Intermediation in the Mortgage Market

Number of pages: 66 Posted: 21 Aug 2017 Last Revised: 11 Apr 2021
Andreas Fuster, Stephanie Lo and Paul Willen
Ecole Polytechnique Fédérale de Lausanne, Harvard University and Federal Reserve Bank of Boston - Research Department
Downloads 9 (762,284)
Citation 3

Abstract:

Loading...

21.

Regulation and Risk Shuffling in Bank Securities Portfolios

Number of pages: 44 Posted: 15 Jun 2018
Andreas Fuster and James I. Vickery
Ecole Polytechnique Fédérale de Lausanne and Federal Reserve Bank of Philadelphia
Downloads 105 (323,003)
Citation 2

Abstract:

Loading...

bank, securities, available-for-sale, capital regulation, fair value accounting

22.
Downloads 94 (346,998)
Citation 6

Tracking and Stress-Testing U.S. Household Leverage

Number of pages: 50 Posted: 12 Aug 2016 Last Revised: 21 Sep 2017
Ecole Polytechnique Fédérale de Lausanne, University of Chicago - Booth School of Business and Federal Reserve Bank of New York
Downloads 58 (460,768)

Abstract:

Loading...

mortgages, leverage, stress testing

Tracking and Stress-Testing U.S. Household Leverage

Number of pages: 29 Posted: 08 Oct 2018
Ecole Polytechnique Fédérale de Lausanne, University of Chicago - Booth School of Business and Federal Reserve Bank of New York
Downloads 36 (562,808)
Citation 9

Abstract:

Loading...

mortgages, leverage, stress testing

23.
Downloads 94 (346,998)

The Endowment Effect

Number of pages: 35 Posted: 30 Aug 2013 Last Revised: 20 Jun 2021
Keith M. Marzilli Ericson and Andreas Fuster
Boston University - Markets, Public Policy, and Law and Ecole Polytechnique Fédérale de Lausanne
Downloads 94 (349,694)
Citation 7

Abstract:

Loading...

The Endowment Effect

Posted: 08 Aug 2014
Keith M. Marzilli Ericson and Andreas Fuster
Boston University - Markets, Public Policy, and Law and Ecole Polytechnique Fédérale de Lausanne

Abstract:

Loading...

24.

Paying Too Much? Price Dispersion in the U.S. Mortgage Market

Number of pages: 71 Posted: 24 Aug 2020
Neil Bhutta, Andreas Fuster and Aurel Hizmo
Board of Governors of the Federal Reserve System, Ecole Polytechnique Fédérale de Lausanne and Board of Governors of the Federal Reserve System
Downloads 80 (383,055)

Abstract:

Loading...

Diverse Policy Committees Can Reach Underrepresented Groups

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2021-95, LawFin Working Paper No. 21, Chicago Booth Research Paper No. 21-20, Fama-Miller Working Paper
Number of pages: 89 Posted: 09 Aug 2021 Last Revised: 12 Aug 2021
Francesco D'Acunto, Andreas Fuster and Michael Weber
Boston College, Ecole Polytechnique Fédérale de Lausanne and University of Chicago - Finance
Downloads 77 (395,646)

Abstract:

Loading...

Diverse Policy Committees Can Reach Underrepresented Groups

Number of pages: 87 Posted: 22 Sep 2021
Francesco D'Acunto, Andreas Fuster and Michael Weber
Boston College, Ecole Polytechnique Fédérale de Lausanne and University of Chicago - Finance
Downloads 0
  • Add to Cart

Abstract:

Loading...

Diverse Policy Committees Can Reach Underrepresented Groups

Number of pages: 85 Posted: 20 Sep 2021 Last Revised: 18 Nov 2021
Francesco D'Acunto, Andreas Fuster and Michael Weber
Boston College, Ecole Polytechnique Fédérale de Lausanne and University of Chicago - Finance
Downloads 0
  • Add to Cart

Abstract:

Loading...

How Resilient is Mortgage Credit Supply? Evidence from the Covid-19 Pandemic

Number of pages: 77 Posted: 24 May 2021 Last Revised: 26 Jul 2021
Ecole Polytechnique Fédérale de Lausanne, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Boston - Research Department
Downloads 27 (618,406)

Abstract:

Loading...

How Resilient is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic

Swiss Finance Institute Research Paper No. 21-41
Number of pages: 79 Posted: 29 Jul 2021
Ecole Polytechnique Fédérale de Lausanne, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Boston - Research Department
Downloads 19 (686,720)

Abstract:

Loading...

mortgage, credit, financial intermediation, fintech, COVID-19

How Resilient is Mortgage Credit Supply? Evidence from the Covid-19 Pandemic

Number of pages: 77 Posted: 02 Jun 2021 Last Revised: 23 Jul 2021
Ecole Polytechnique Fédérale de Lausanne, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Boston - Research Department
Downloads 15 (710,945)

Abstract:

Loading...

How Resilient is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic

Number of pages: 52 Posted: 10 Aug 2021 Last Revised: 07 Sep 2021
Ecole Polytechnique Fédérale de Lausanne, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Boston - Research Department
Downloads 7 (779,491)

Abstract:

Loading...

How Resilient is Mortgage Credit Supply? Evidence from the Covid-19 Pandemic

Number of pages: 78 Posted: 14 May 2021 Last Revised: 14 Jul 2021
Ecole Polytechnique Fédérale de Lausanne, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Boston - Research Department
Downloads 0
  • Add to Cart

Abstract:

Loading...

27.
Downloads 57 (457,808)
Citation 1

Insuring Consumption Using Income-Linked Assets

Number of pages: 48 Posted: 09 Mar 2010
Andreas Fuster and Paul Willen
Ecole Polytechnique Fédérale de Lausanne and Federal Reserve Bank of Boston - Research Department
Downloads 44 (521,289)

Abstract:

Loading...

Income Risk, Risk Sharing, Portfolio Choice, Financial Innovation

Insuring Consumption Using Income-Linked Assets

Number of pages: 46 Posted: 22 Mar 2010 Last Revised: 07 Oct 2021
Andreas Fuster and Paul Willen
Ecole Polytechnique Fédérale de Lausanne and Federal Reserve Bank of Boston - Research Department
Downloads 13 (727,919)
Citation 1

Abstract:

Loading...

What Would You Do With $500? Spending Responses to Gains, Losses, News, and Loans

Number of pages: 65 Posted: 07 Mar 2018
Andreas Fuster, Greg Kaplan and Basit Zafar
Ecole Polytechnique Fédérale de Lausanne, University of Chicago - Department of Economics and Arizona State University
Downloads 35 (568,449)
Citation 20

Abstract:

Loading...

consumption, savings, marginal propensity to consume, survey

What Would You Do with $500? Spending Responses to Gains, Losses, News and Loans

Number of pages: 65 Posted: 12 Mar 2018 Last Revised: 20 Aug 2021
Andreas Fuster, Greg Kaplan and Basit Zafar
Ecole Polytechnique Fédérale de Lausanne, University of Chicago - Department of Economics and Arizona State University (ASU) - Department of Economics
Downloads 8 (770,852)
Citation 15

Abstract:

Loading...

29.

Measuring and Stress-Testing Market-Implied Bank Capital

Number of pages: 49 Posted: 28 Aug 2021
Martin Indergand, Eric Jondeau and Andreas Fuster
Swiss National Bank - Financial Stability, Swiss Finance Institute and Ecole Polytechnique Fédérale de Lausanne
Downloads 36 (550,155)

Abstract:

Loading...

Banking, Capital, Stress Test, Systemic Risk, Multifactor Model

30.

Natural Expectations, Macroeconomic Dynamics, and Asset Pricing

Number of pages: 73 Posted: 29 Aug 2011 Last Revised: 11 Apr 2021
Andreas Fuster, Benjamin Hebert and David Laibson
Ecole Polytechnique Fédérale de Lausanne, Stanford University and Harvard University - Department of Economics
Downloads 34 (560,774)
Citation 42

Abstract:

Loading...

31.

Scale Effects on Efficiency and Profitability in the Swiss Banking Sector

Swiss Finance Institute Research Paper No. 21-61
Number of pages: 46 Posted: 01 Sep 2021
Marc Blatter and Andreas Fuster
Swiss National Bank and Ecole Polytechnique Fédérale de Lausanne
Downloads 23 (628,322)

Abstract:

Loading...

Bank efficiency, profitability, economies of scale, financial regulation

32.

Internet Appendix: How Resilient is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic

Number of pages: 26 Posted: 20 Jul 2021
Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Board, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Boston - Research Department
Downloads 22 (635,388)

Abstract:

Loading...

COVID-19, Mortgages and credit, financial intermediation, fintech

33.

The Rescue of Fannie Mae and Freddie Mac

Posted: 12 Jul 2021 Last Revised: 29 Jul 2021
Federal Reserve Bank of Dallas, Ecole Polytechnique Fédérale de Lausanne, National Bureau of Economic Research (NBER) and Federal Reserve Bank of Philadelphia
Downloads 5

Abstract:

Loading...

34.

Tiers of Joy? Reserve Tiering and Bank Behavior in a Negative-Rate Environment

Number of pages: 50 Posted: 14 Jul 2021
Andreas Fuster, Tan Schelling and Pascal Towbin
Ecole Polytechnique Fédérale de Lausanne, Swiss National Bank and Swiss National Bank
Downloads 0 (818,422)
  • Add to Cart

Abstract:

Loading...

35.

Insuring Consumption Using Income-Linked Assets

Posted: 12 Jul 2021 Last Revised: 11 Jul 2021
Andreas Fuster and Paul Willen
Ecole Polytechnique Fédérale de Lausanne and Federal Reserve Bank of Boston - Research Department

Abstract:

Loading...

36.

Another Hidden Cost of Incentives: The Detrimental Effect on Norm Enforcement

Posted: 12 Jul 2021 Last Revised: 11 Jul 2021
Andreas Fuster and Stephan Meier
Ecole Polytechnique Fédérale de Lausanne and Federal Reserve Bank of Boston

Abstract:

Loading...