Other Publications

ZORA Publication List

Publications

2023
- Working Paper
  - Leippold, Markus (2023). Sentiment spin: attacking financial sentiment with GPT-3. Swiss Finance Institute Research Paper 23-11, Swiss Finance Institut.
  - Büchel, Berno; Mechtenberg, Lydia; Wagner, Alexander (2023). When do proxy advisors improve corporate decisions?. Swiss Finance Institute Research Paper 22-47, University of Zurich.
  - Wagner, Alexander; Wenk, Christoph (2023). Say-on-Pay and Shareholder Value: The Tension between Agency and Hold-up. Swiss Finance Institute Research Paper 11-12, University of Zurich.
  - Hens, Thorsten; Ding-Hirschfeld, Mei (2023). Personality Traits and Investment Styles. Swiss Finance Institute Research Paper 22-16, University of Zurich.
  - D'Ercole, Francesco; Wagner, Alexander F (2023). Green Stocks and the 2023 Banking Crisis. Swiss Finance Institute Research Paper 23-58, University of Zurich.
2022
- Conference or Workshop item
  - Leippold, Markus; Hershcovich, Daniel; Bingler, Julia Anna; Kraus, Mathias; Webersinke, Nicolas (2022). Towards Climate Awareness in NLP Research. In: Empirical Methods in Natural Language Processing (EMNLP), Abu Dhabi, 7 December 2022 - 11 December 2022. Association for Computational Linguistics, 2480-2494.
  - Leippold, Markus; Bingler, Julia Anna; Kraus, Mathias; Webersinke, Nicolas (2022). ClimateBert: A pretrained language model for climate-related text. In: AAAI Fall Symposium 2022, Arlington, Virginia, 17 November 2022 - 19 November 2022.
- Dissertation
  - Erbe, Robert Karl. Three essays in empirical finance. 2022, University of Zurich, Faculty of Economics.
  - Smirnow, Alexander. Risk Measures and their Applications in Quantitative Finance. 2022, University of Zurich, Faculty of Economics.
  - Hofland, Sean. New Approaches to Modelling Individual Decisions under Uncertainty. 2022, University of Zurich, Faculty of Economics.
  - Eugster, Patrick. Forecasting with Technical and Sentiment Analysis. 2022, University of Zurich, Faculty of Economics.
  - Pelli, Michele. Essays on Unconventional Central Bank Policies. 2022, University of Zurich, Faculty of Economics.
  - Hediger, Simon. New methods for testing, prediction, and estimation with applications to finance. 2022, University of Zurich, Faculty of Economics.
  - Heeb, Florian. Three Essays on the Impact of Sustainable Investing. 2022, University of Zurich, Faculty of Economics.
  - Demasi, Ramona. Bridging Corporate Social Responsibility and Individual Well- and Ill-Being: A Micro-Level Perspective. 2022, University of Zurich, Faculty of Economics.
  - Ulrych, Urban. Applications of statistical learning in quantitative finance. 2022, University of Zurich, Faculty of Economics.
- Edited Scientific Work
  - Edited by: Nikeghbali, Ashkan; Pardalos, Panos M; Raigorodskii, Andrei M; Rassias, Michael Th (2022). Cham: Springer. High-Dimensional Optimization and Probability : With a View Towards Data Science.
- Published Research Report
  - Ryf, Stefan; Siegenthaler, Perina; Fasnacht, Daniel; Fichter, Christian (2022). Lieferkettenprobleme und Fachkräftemangel: Die Zukunftsaussichten von Schweizer Unternehmen verdüstern sich: Ergebnisbericht. Zurich: NZZ & Kalaidos University of Applied Science.
- Scientific Publication in Electronic Form
  - Benincasa, Emanuela; Kabas, Gazi; Ongena, Steven (2022). Lending in a landscape of uncoordinated climate policies. : The Banker.
  - Fasnacht, Daniel (2022). Internationale Verflechtung: Garant für Frieden und Wachstum? : Wie Schweizer Unternehmen in unsicheren Zeiten die Zukunft sehen. Zürich: Kalaidos Fachhochschule - die Hochschule für Berufstätige.
  - Chesney, Marc (2022). Krieg in der Ukraine: Das Undenkbare denken?. SSUI: Infosperber.ch.
  - Barbiero, Francesca; Burlon, Lorenzo; Dimou, Maria; Toczynski, Jan (2022). Dual interest rates and the transmission of monetary policy. Wien: SUERF.
  - Boissay, Frederic; Garcia-Appendini, Emilia; Ongena, Steven (2022). Bottleneck effects of monetary policy. London: VoxEU, CEPR Policy Portal.
  - Accetturo, Antonio; Barboni, Giorgia; Cascarano, Michele; Garcia-Appendini, Emilia; Tomasi, Marco (2022). Credit supply and green investment. London: VoxEU, CEPR Policy Portal.
  - Mamonov, Mikhail; Ongena, Steven; Pestova, Anna (2022). Reducing the inequality: Cross-sectional effects of financial sanctions on households and firms in Russia. London: VoxEU, CEPR Policy Portal.
  - Durrani, Agha; Ongena, Steven; Ponte Marques, Aurea (2022). The Certification Role of the EU-Wide Stress Testing Exercises in the Stock Market. What Can We Learn from the Stress Tests (2014-2021)?. Vienna: SUERF - The European Money and Finance Forum.
  - Dursun-de Neef, Özlem; Ongena, Steven; Tsonkova, Gergana (2022). Green versus sustainable loans: The impact on firms’ ESG performance. London: VoxEU, CEPR Policy Portal.
  - Leippold, Markus; Wagner, Alexander; Deng, Ming; Wang, Qian (2022). What stock price reactions to the Russia-Ukraine war tell us about the energy transition. London: VoxEU, CEPR Policy Portal.
  - Hoang, Khanh; Huynh, Toan; Ongena, Steven (2022). The impact of foreign sanctions on firm performance in Russia. London: VoxEU, CEPR Policy Portal.
  - Pestova, Anna; Mamonov, Mikhail; Ongena, Steven (2022). The price of war: Macroeconomic effects of the 2022 sanctions on Russia. London: VoxEU, CEPR Policy Portal.
- Working Paper
  - Evstigneev, Igor V; Hens, Thorsten; Javad Vanaei, Mohammad (2022). Evolutionary finance: a model with endogenous asset payoffs. Swiss Finance Institute Research Paper 22-96, Swiss Finance Institute.
  - Gersbach, Hans; Rochet, Jean-Charles; von Thadden, Ernst-Ludwig (2022). Public debt and the balance sheet of the private sector. SSRN 4161747.
  - Pursiainen, Vesa; Toczynski, Jan (2022). Retail investors’ cryptocurrency investments. Swiss Finance Institute Research Paper 23-51, Swiss Finance Institute.
  - Leippold, Markus; Wolff, Vincent Lars (2022). Stock Market Liquidity, Monetary Policy and the Business Cycle. Swiss Finance Institute Research Paper 22-93, University of Zurich.
  - Chitsiripanich, Soros; Paolella, Marc S; Polak, Pawel; Walker, Patrick (2022). Momentum Without Crashes. Swiss Finance Institute Research Paper 22-87, Swiss Finance Institute Research.
  - Paolella, Marc S; Polak, Pawel (2022). Density and Risk Prediction with Non-Gaussian COMFORT Models. Swiss Finance Institute Research Paper 22-88, University of Zurich.
  - Dzielinski, Michal; Eugster, Florian; Sjöström, Emma; Wagner, Alexander (2022). Do Firms Walk the Climate Talk?. Swiss Finance Institute Research Paper 22-14, University of Zurich.
  - Zhu, Wu; Yang, Yucheng (2022). Networks and Business Cycles. SSRN 3718826, University of Zurich.
  - Custodio, Claudia; Ferreira, Miguel; Garcia-Appendini, Emilia (2022). Indirect Costs of Financial Distress. SSRN 3310941, University of Zurich.
  - Moreno, Antonio; Ongena, Steven; Ventula Veghazy, Alexia; Wagner, Alexander (2022). "Long GFC"? The Global Financial Crisis, Health Care, and Covid-19 Deaths. Swiss Finance Institute Research Paper 22-44, University of Zurich.
  - Battiston, Stefano; Monasterolo, Irene; van Ruijven, Bas J; Krey, Volker (2022). The NACE - CPRS - IAM mapping: A tool to support climate risk analysis of financial portfolio using NGFS scenarios. SSRN 4223606, University of Zurich.
  - Leippold, Markus; Hershcovich, Daniel; Webersinke, Nicolas; Kraus, Mathias; Bingler, Julia Anna (2022). Towards climate awareness in NLP research. ArXiv.org 2205.05071, Cornell University.
  - Kübler, Felix (2022). Climate uncertainty, financial frictions and constrained efficient carbon taxation. ArXiv.org 2210.09066, Cornell University.
  - Auer, Raphael; Iwadate, Bruce; Schrimpf, Andreas; Wagner, Alexander (2022). Global Production Linkages and Stock Market Comovement. Swiss Finance Institute Research Paper 22-18, University of Zurich.
  - Beyene, Winta; Falagiarda, Matteo; Ongena, Steven; Scopelliti, Alessandro (2022). Do lenders price the brown factor in car loans? Evidence from diesel cars. Swiss Finance Institute Research Paper 22-76, Swiss Finance Institute.
  - Fu, Jonathan; Krauss, Annette (2022). Preparing fertile ground: How does the quality of business environments affect MSE growth?. SSRN 3532466, University of Zurich.
  - Berntsen, Philip; Leippold, Markus (2022). The Monetary Benefit of Tokenizing Renewable Energy. SSRN 4219222, University of Zurich.
  - Hens, Thorsten; Bachmann, Kremena; Lot, Andre; Xu, Xiaogeng (2022). Experimental Research on Retirement Decision-Making: Evidence from Reproductions. Swiss Finance Institute Research Paper 22-72, University of Zurich.
  - Mishra, Mrinal; Ioannidou, Vasso; Fu, Jonathan (2022). Don’t Stay Put: Ride the (Credit) Wave. Centre for Banking Research Working Paper Series, Bayes Business School WP 02/22, University of London.
  - Woschitz, Jiri (2022). Central bank liquidity policy and the cross-section of bank equity returns. n/a n/a, University of Zurich.
  - He, Qing; Huang, Jiyuan; Li, Dongxu; Lu, Liping (2022). Bank lending and CEO turnover: Evidence from China. n/a n/a, University of Zurich.
  - Benincasa, Emanuela; Fu, Jonathan; Mishra, Mrinal; Paranjape, Adityavardhan (2022). Different Shades of Green: Estimating the Green Bond Premium using Natural Language Processing. SSRN 22-64,2022, University of Zurich.
  - Von Meyerinck, Felix; Pursiainen, Vesa; Schmid, Markus (2022). Competition and the Reputational Costs of Litigation. University of St.Gallen - School of Finance Research Paper 2020/07, University of Zurich.
  - Gibson, Rajna; Sohn, Matthias; Tanner, Carmen; Wagner, Alexander (2022). Earnings management and managerial honesty: the investors’ perspectives. Swiss Finance Institute Research Paper 17-03, University of Zurich.
  - Barbiero, Francesca; Burlon, Lorenzo; Dimou, Maria; Toczynski, Jan (2022). Targeted Monetary Policy, Dual Rates and Bank Risk Taking. ECB Working Paper 2022/2682, University of Zurich.
  - Von Meyerinck, Felix; Braggion, Fabio; Schaub, Nic (2022). Inflation and Individual Investors' Behavior: Evidence from the German Hyperinflation. University of St.Gallen - School of Finance Research Paper 2021/07, University of Zurich.
  - Collard, Fabrice; Habib, Michel; Panizza, Ugo; Rochet, Jean-Charles (2022). Debt Sustainability with Involuntary Default. CEPR Discussion Papers 17357, University of Zurich.
  - Chesney, Marc; Fattinger, Felix; Krakow, Nils Jonathan; Straumann, Simon (2022). Interest Rates, Bounded Rationality, and Complexity: Demand and Supply of Retail Financial Products. SSRN 3499660, University of Zurich.
  - Von Meyerinck, Felix; Romer, Jonas; Schmid, Markus (2022). CEO Turnover and Director Reputation. University of St.Gallen - School of Finance Research Paper 2021/06, University of Zurich.
  - Hediger, Simon; Näf, Jeffrey (2022). Shrinking in COMFORT. SSRN 4069441, University of Zurich and ETH Zurich.
  - Kubler, Felix; Li, Bo; Qin, Xuezheng; Zhang, Yilong (2022). Housing demand in high-return/high-volatility environments. SSRN 4059827.
  - Auer, Raphael; Matyunina, Alexandra; Ongena, Steven (2022). The countercyclical capital buffer and the composition of bank lending. Swiss Finance Institute Research Paper 21-66, Swiss Finance Institute.
  - Azinovic, Marlon; Gaegauf, Luca; Scheidegger, Simon (2022). Deep Equilibrium Nets. SSRN 3393482, University of Zurich.
  - Ulrych, Urban; Burkhardt, Raphael (2022). Sparse and Stable International Portfolio Optimization and Currency Risk Management. Swiss Finance Institute Research Paper 22-07, University of Zurich.
  - Hens, Thorsten; Schnetzer, Michael (2022). Evolutionary finance for multi-asset investors. Swiss Finance Institute Research Paper 22-05, University of Zurich.
  - Hens, Thorsten; Naebi, Fatemeh (2022). Behavioral Heterogeneity in the CAPM with Evolutionary Dynamics. Swiss Finance Institute Research Paper 22-06, University of Zurich.
  - Östberg, Per; Richter, Thomas (2022). The Sovereign Debt Crisis: Flights or Freezes?. SSRN 3060504, University of Zurich.
  - Leippold, Markus; Matthys, Felix (2022). Economic Policy Uncertainty and the Yield Curve. Swiss Finance Institute Research Paper 22-36, Swiss Finance Institute.
2021
- Dissertation
  - Ramelli, Stefano. Finance in the climate crisis: preferences, policies, and prospects. 2021, University of Zurich, Faculty of Economics.
  - Krakow, Nils Jonathan. Information disclosure, competition, and sustainability in retail financial markets. 2021, University of Zurich, Faculty of Economics.
  - Roncoroni, Alan. Risk and opportunities in the context of the low-carbon transition: a financial network approach. 2021, University of Zurich, Faculty of Economics.
  - Peng, Yushi. Applications of New Empirical IO in Banking and Real Estate Economics. 2021, University of Zurich, Faculty of Economics.
  - Azinovic, Marlon. Essays on Computational Macro-Finance. 2021, University of Zurich, Faculty of Economics.
  - Ceccarelli, Marco. Essays on Sustainable Finance. 2021, University of Zurich, Faculty of Economics.
  - Lentner, Philipp. The effect of monetary policy on covered bonds. 2021, University of Zurich, Faculty of Economics.
  - Kabas, Gazi. Essays on Household Finance and Empirical Banking. 2021, University of Zurich, Faculty of Economics.
  - O'Flynn, Kuchulain. Essays on the Impact of Financial Markets on Traditional Banking. 2021, University of Zurich, Faculty of Economics.
  - Mishra, Mrinal. How Does Financial Intermediation Respond to Varied Shocks?. 2021, University of Zurich, Faculty of Economics.
  - Briukhova, Olga. Three Essays on the Consequences of Financial Stability Regulation. 2021, University of Zurich, Faculty of Economics.
  - Dorn, Dietmar. Corporate Market Timing and Short-Sale Constraints. 2021, University of Zurich, Faculty of Economics.
  - Stang, Felix. Essays on arbitrage pricing theory and contagion in a financial network. 2021, University of Zurich, Faculty of Economics.
  - De Nard, Gianluca. Asset return prediction and covariance matrix estimation for portfolio selection in large dimensions. 2021, University of Zurich, Faculty of Economics.
- Scientific Publication in Electronic Form
  - Puschmann, Thomas; Shiba, Sayaka (2021). Developing a Taxonomy for Sustainable Digital Finance. Austin, Texas, USA: ICIS 2021.
  - Kotlikoff, Laurence; Kübler, Felix; Polbin, Andrey; Scheidegger, Simon (2021). Economists have needlessly produced a climate war. London: VoxEU, CEPR Policy Portal.
  - Beyene, Winta; Delis, Manthos D; De Greiff, Kathrin; Ongena, Steven (2021). Too big to strand? Bond versus bank financing in the transition to a low carbon economy. London: VoxEU, CEPR Policy Portal.
  - Benincasa, Emanuela; Kabas, Gazi; Ongena, Steven (2021). "There is no planet B", but for banks there are "countries B to Z": Domestic climate policy and cross-border bank lending. London: VoxEU, CEPR Policy Portal.
  - Delis, Fotios; Delis, Manthos D; Laeven, L; Ongena, Steven (2021). Global evidence on profit shifting: The role of intangible assets. London: VoxEU, CEPR Policy Portal.
  - Garcia-Appendini, Emilia; Ongena, Steven (2021). Ripple effects of monetary policy. London: VoxEU, CEPR Policy Portal.
  - Qi, Shusen; De Haas, Ralph; Ongena, Steven; Straetmans, Stefan (2021). Information sharing and the geography of banking. London: VoxEU, CEPR Policy Portal.
  - Gropp, Reint; Mosk, Thomas; Ongena, Steven; Simac, Ines; Wix, Carlo (2021). Supranational rules, national discretion: Increasing versus inflating regulatory bank capital. London: VoxEU, CEPR Policy Portal.
  - Atmaca, Sümeyra; Kirschenmann, Karolin; Ongena, Steven; Schoors, Koen (2021). Increasing deposit insurance and nationalisation in times of crisis. London: VoxEU, CEPR Policy Portal.
  - Delis, Manthos D; Fringuellotti, Fulvia; Ongena, Steven (2021). Credit, Income, and Inequality. Liberty Street Economics: Federal Reserve Bank of New York.
  - Mamonov, Mikhail; Pestova, Anna; Ongena, Steven (2021). "Crime and punishment": How Russian banks anticipated and dealt with global financial sanctions. London: VoxEU, CEPR Policy Portal.
  - Kok, Christopher; Müller, Carola; Ongena, Steven; Pancaro, Cosimo (2021). The disciplining effect of supervisory scrutiny in the EU-wide stress test. London: VoxEU, CEPR Policy Portal.
  - Kasinger, Johannes; Krahnen, Jan Pieter; Ongena, Steven; Pelizzon, Loriana; Schmeling, Maik; Wahrenburg, Mark (2021). Preparing for a wave of non-performing loans: Empirical insights and important lessons. London: VoxEU, CEPR Policy Portal.
- Working Paper
  - Yang, Yucheng; Zheng, Zhong; E, Weinan (2021). Interpretable Neural Networks for Panel Data Analysis in Economics. SSRN 3708445, University of Zurich.
  - Fasnacht, Daniel (2021). Digital Ecosystems and Super Apps. SSRN 3924260, University of Zurich.
  - Hediger, Simon; Näf, Jeffrey; Paolella, Marc S; Polak, Pawel (2021). Heterogeneous Tail Generalized Common Factor Modeling. SSRN 21-73, University of Zurich.
  - Basten, Christoph; Briukhova, Olga; Pelli, Michele (2021). Bank Capital Requirements and Asset Prices: Evidence from the Swiss Real Estate Market. - -, University of Zurich.
  - Paolella, Marc S (2021). Various Course Proposals for: Mathematics with a View Towards (the Theoretical Underpinnings of) Machine Learning. Swiss Finance Institute Research Paper 21-65, University of Zurich.

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