Other Publications

ZORA Publication List

Publications

• 2022

  • Working Paper

    • 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.
    • 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; Naebi, Fatemeh (2022). Behavioral Heterogeneity in the CAPM with Evolutionary Dynamics Swiss Finance Institute Research Paper 22-06, University of Zurich.
    • Hens, Thorsten; Schnetzer, Michael (2022). Evolutionary finance for multi-asset investors Swiss Finance Institute Research Paper 22-05, University of Zurich.
    • Gersbach, H., Rochet, J. C., & Von Thadden Ernst-ludwig. (2022, December). Public debt and the balance sheet of the private sector doi:10.2139/ssrn.4161747
    • Pursiainen, V., & Toczynski, J. (2022, December). Retail investors’ cryptocurrency investments doi:10.2139/ssrn.4268236
    • 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.
    • 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.
    • Leippold, Markus; Matthys, Felix (2022). Economic Policy Uncertainty and the Yield Curve Swiss Finance Institute Research Paper 22-36, Swiss Finance Institute.
    • Östberg, Per; Richter, Thomas (2022). The Sovereign Debt Crisis: Flights or Freezes? SSRN 3060504, University of Zurich.

• 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.
    • Azinovic, Marlon . Essays on Computational Macro-Finance 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.
    • Dorn, Dietmar . Corporate Market Timing and Short-Sale Constraints 2021, University of Zurich, Faculty of Economics.
    • Mishra, Mrinal . How Does Financial Intermediation Respond to Varied Shocks? 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.
    • O'Flynn, Kuchulain . Essays on the Impact of Financial Markets on Traditional Banking 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.
    • Kabas, Gazi . Essays on Household Finance and Empirical Banking 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.
    • Stang, Felix . Essays on arbitrage pricing theory and contagion in a financial network 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.

  • Newspaper Article

    • Chesney, Marc . La notion de finance durable est-elle un oxymore ? In: Le Temps, 23 November 2021, online.
    • Chesney, Marc . Une appellation qui serait un oxymore? In: Le Temps, 22 November 2021, 11.
    • Chesney, Marc . Dérèglements climatiques: les leçons à tirer de cet été meurtrier In: Le Temps, 23 August 2021, online.
    • Wagner, Alexander . Sechs unbequeme Wahrheiten über nachhaltige Investitionen In: Finanz und Wirtschaft, 5 June 2021, 10.
    • Battiston, Stefano; Monasterolo, Irene . Le système financier peut faire pencher la dynamique de la transition écologique d’un côté ou de l’autre In: Le Monde, 26 May 2021, online.
    • Battiston, Stefano; Monasterolo, Irene . Transizione ecologica e rischio finanziario: il ruolo chiave delle aspettative In: Il Sole 24 Ore, 24 May 2021, online.
    • Fasnacht, Daniel; Straube, Christian . Quanten-Computing: eine gute Investition In: Computerworld, 5, 14 May 2021, 22-23.
    • Fasnacht, Daniel . Mit Corona wird der Kunde wieder König In: Finanz und Wirtschaft, 8 March 2021, online.

  • Scientific Publication in Electronic Form

    • Puschmann, Thomas; Shiba, Sayaka (2021). Developing a Taxonomy for Sustainable Digital Finance Austin, Texas, USA: ICIS 2021.
    • 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.
    • Delis, Manthos D; Fringuellotti, Fulvia; Ongena, Steven (2021). Credit, Income, and Inequality Liberty Street Economics: Federal Reserve Bank of New York.
    • Kotlikoff, Laurence; Kübler, Felix; Polbin, Andrey; Scheidegger, Simon (2021). Economists have needlessly produced a climate war 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.
    • 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.
    • 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.
    • 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.
    • 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.
    • Atmaca, Sümeyra; Kirschenmann, Karolin; Ongena, Steven; Schoors, Koen (2021). Increasing deposit insurance and nationalisation in times of crisis London: VoxEU, CEPR Policy Portal.
    • Garcia-Appendini, Emilia; Ongena, Steven (2021). Ripple effects of monetary policy 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.
    • Qi, Shusen; De Haas, Ralph; Ongena, Steven; Straetmans, Stefan (2021). Information sharing and the geography of banking 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.
    • Bergesio, Andrea; Koch-Medina, Pablo; Munari, Cosimo (2021). Limited Liability and the Demand for Coinsurance by Individuals and Corporations SSRN 21-57, University of Zurich.
    • Boissay, Frédéric; Garcia-Appendini, Emilia; Ongena, Steven (2021). Ripple effects of monetary policy BIS Working Paper 957, Bank for International Settlements.
    • Tanner, Carmen; Schmocker, David; Katsarov, Johannes; Christen, Markus (2021). Educating moral sensitivity in business: An experimental study to evaluate the effectiveness of a serious moral game SSRN 3838222, University of Zurich.
    • Dzielinski, Michal; Wagner, Alexander; Zeckhauser, Richard J (2021). CEO Clarity Swiss Finance Institute Research Paper 17-13, University of Zurich.
    • Krakow, Nils Jonathan; Schäfer, Timo (2021). Mutual Funds and Qualitative Disclosure Swiss Finance Institute Research Paper 20-54, University of Zurich.
    • Gibson, Rajna; Tanner, Carmen; Wagner, Alexander (2021). Moral commitment: Does it reduce or enhance the response to social norms? Evidence from an experiment on earnings management Swiss Finance Institute Research Paper 15-01, University of Zurich.
    • Puschmann, Thomas; Shiba, Sayaka (2021). Sustainable Digital Finance: Developing a Taxonomy for FinTech, InsurTech, and Blockchain Swiss FinTech Innovation Lab 3, University of Zurich.
    • Coculescu, Delia; Lupascu Stamate, Oana; Visentin, Gabriele (2021). Emergence and Evolution of Cooperation for Survival: A Continuous Time Model SSRN 1189182, University of Zurich.
    • Briukhova, Olga; D'Errico, Marco; Battiston, Stefano (2021). Reshaping the Financial Network: Externalities and Redistribution Effects in Central Clearing SSRN 3413844, University of Zurich.
    • Von Meyerinck, Felix; Niessen-Ruenzi, Alexandra; Schmid, Markus; Davidoff Solomon, Steven (2021). As California Goes, So Goes the Nation? Board Gender Quotas and Shareholders' Distaste of Government Interventions Finance Working Paper Series 785, European Corporate Governance Institute (ECGI).
    • Basten, Christoph; Ongena, Steven (2021). Mortgage Lending through a FinTech Web Platform. The Roles of Competition, Diversification, and Automation CUREM Working Paper Series 10, CUREM – Center for Urban & Real Estate Management.
    • Ramelli, Stefano; Ossola, Elisa; Rancan, Michela (2021). Stock Price Effects of Climate Activism: Evidence from the First Global Climate Strike SSRN 3544669, University of Zurich.
    • Fasnacht, Daniel (2021). Agile and frugal strategies for the handling of increased uncertainty SSRN 21778, University of Zurich.

• 2020

  • Conference or Workshop item

    • Mishra, Rahul; Yadav, Piyush; Calizzano, Remi; Leippold, Markus (2020). MuSeM: Detecting Incongruent News Headlines using Mutual Attentive Semantic Matching In: International Conference on Machine Learning and Applications (ICMLA) 2020, Miami, Florida, 14 December 2020 - 17 December 2020, IEEE ICMLA.
    • Diggelmann, Thomas; Boyd-Graber, Jordan; Bulian, Jannis; Ciaramita, Massimiliano; Leippold, Markus (2020). Climate-fever: A Dataset for Verification of Real-World Climate Claims In: Tackling Climate Change with Machine Learning workshop at NeurIPS 2020, Online, 11 December 2020, NeurIPS.
    • Varini, Francesco; Boyd-Graber, Jordan; Ciaramita, Massimiliano; Leippold, Markus (2020). ClimaText: A Dataset for Climate Change Topic Detection In: Tackling Climate Change with Machine Learning workshop at NeurIPS 2020, Online, 11 December 2020, NeurIPS.
    • Mishra, Rahul; Gupta, Dhruv; Leippold, Markus (2020). Generating Fact Checking Summaries for Web Claims In: The 2020 Conference on Empirical Methods in Natural Language Processing (EMNLP 2020), online, 16 November 2020 - 20 November 2020, arXiv.
    • Brumm, Johannes; Kotlikoff, Laurence; Kübler, Felix (2020). Leveraging Posterity's Prosperity? In: ASSA Annual Meeting, San Diego, CA, 3 January 2020 - 5 January 2020. American Economic Association, 152-156.

  • Dissertation

    • Maslov, Egor . Essays in financial integration, firm dynamics and risk sharing 2020, University of Zurich, Faculty of Economics.
    • Mathys, Ludovic . American-type exotic options and risk management in Lévy-driven markets 2020, University of Zurich, Faculty of Economics.
    • Hörnlein, Lena . Financing the energy transition: the impact of a changing power sector on investors 2020, University of Zurich, Faculty of Economics.
    • Mazzone, Luca . Leverage, Business Cycles and Human Capital Accumulation 2020, University of Zurich, Faculty of Economics.
    • Bilan, Andrada . Three Essays on the Consequences of Financial Market Frictions 2020, University of Zurich, Faculty of Economics.
    • Perillo, Chiara . A macro-financial network perspective to policy analysis 2020, University of Zurich, Faculty of Economics.
    • Geng, Runjie . Essays in equilibrium asset pricing 2020, University of Zurich, Faculty of Economics.
    • Schnetzer, Michael . Essays on Institutional Asset Management 2020, University of Zurich, Faculty of Economics.
    • Janssen, Alexandra . Expectations, Fear, and Returns in Currency Markets 2020, University of Zurich, Faculty of Economics.
    • Schärer, Steven Patrick . Three Essays on Financial Engineering 2020, University of Zurich, Faculty of Economics.
    • Yang, Hanlin . Learning and Systematic Investing 2020, University of Zurich, Faculty of Economics.
    • He, Yunhao . Essays on Factor Asset Pricing 2020, University of Zurich, Faculty of Economics.

  • Newspaper Article

    • Fasnacht, Daniel . Wie Innovation Probleme löst In: Computerworld, 10, 16 October 2020, 44-45.
    • Fasnacht, Daniel . Nur die passgenaue Bedürfnisbefriedigung sichert den nachhaltigen Erfolg In: Unternehmerzeitung, 10, 1 October 2020, 24-25.
    • Ongena, Steven . Soforthilfe für Schweizer Wirtschaft verdient Respekt In: Finanz und Wirtschaft, 17 Juni 2020, 12.
    • Chesney, Marc . Vous avez dit «retour à la normalité»?! In: Le Temps, 9 June 2020, online.

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