Other Publications

ZORA Publication List

Publications

2018
- Dissertation
  - Walker, Patrick. Multivariate non-Gaussian models for quantitative risk and portfolio management. 2018, University of Zurich, Faculty of Economics.
  - Langnickel, Ferdinand. Essays in Behavioral Finance. 2018, University of Zurich, Faculty of Economics.
  - Nyborg, Inke. Wie Banknoten Bargeld wurden. Geld und Notenbanken in der Schweiz im langen 19. Jahrhundert. 2018, University of Zurich, Faculty of Economics.
  - Sokko, Anastasiia. Essays in behavioural financial markets and asset pricing. 2018, University of Zurich, Faculty of Economics.
  - Kryczka, Dominika. Recursive Equilibria in Non-Optimal Financial Economies. 2018, University of Zurich, Faculty of Economics.
- Habilitation
  - Moreno-Bromberg, Santiago. Essays on Liquidity Management, Threshold Strategies and Agency Frictions. 2018, University of Zurich, Faculty of Economics.
- Published Research Report
  - Kwon, Taeun; Paetzold, Falko (2018). Sustainable Investing Capabilities of Private Banks : 2nd Report: Assessment of 15 European Private Banks; 2018. Zurich: University of Zurich.
- Scientific Publication in Electronic Form
  - Ramelli, Stefano; Wagner, Alexander; Ziegler, Alexandre; Zeckhauser, Richard (2018). Does it Pay to be Climate-Responsible in the Trump Era?. Ontario, Canada: Network for Business Sustainability.
  - Gibson, Rajna; Sohn, Matthias; Tanner, Carmen; Wagner, Alexander (2018). Investing in managerial honesty. London: VOX CEPR Policy Portal.
  - Ramelli, Stefano; Wagner, Alexander; Ziegler, Alexandre; Zeckhauser, Richard (2018). Stock price rewards for climate saints and sinners. London: VoxEU, CEPR Policy Portal.
  - Fasnacht, Daniel (2018). The Advantages of China in the U.S. Trade War. Sunnyvale, CA: LinkedIn.
  - Chesney, Marc (2018). Lehman Brothers: the bankruptcy of a bank and that of a system. Schweiz: SWI swissinfo.ch.
  - Fasnacht, Daniel (2018). How ecosystems in Asia are threatening Western banks. London: Finextra.
  - Ongena, Steven; Braggion, Fabio (2018). The 1971 UK banking deregulation had a positive effect on firms. London: LSE London School of Economics and Political Science.
  - Delis, Manthos; De Greiff, Kathrin; Ongena, Steven (2018). The carbon bubble and the pricing of bank loans. London: VoxEU, CEPR Policy Portal.
- Working Paper
  - Kölbel, Julian; Heeb, Florian; Paetzold, Falko; Busch, Timo (2018). Can Sustainable Investing Save the World? Reviewing the Mechanisms of Investor Impact. SSRN 3289544, University of Zurich.
  - Yang, Hanlin; Leippold, Markus (2018). Particle Filtering, Learning, and Smoothing for Mixed-Frequency State-Space Models. SSRN 2856948, University of Zurich.
  - Ceccarelli, Marco (2018). When Companies Use Their Wiggle Room, Which Investors Care?. Swiss Finance Institute Research Paper 18-62, University of Zurich.
  - Chesney, Marc; Vargas, Carlos (2018). What are You Waiting to Invest? Long-Term Investment in Grid-Connected Residential Solar Energy in California. A Real Options Analysis. SSRN 3231984, University of Zurich.
  - Wagner, Alexander; Zeckhauser, Richard J; Ziegler, Alexandre (2018). Paths to Convergence: Stock Price Behavior After Donald Trump's Election. Swiss Finance Institute Research Paper 17-36, University of Zurich.
  - Albertazzi, Ugo; Fringuellotti, Fulvia; Ongena, Steven (2018). Fixed rate versus adjustable rate mortgages: Evidence from Euro area banks. Bank of Italy Temi di Discussione 1176, University of Zurich.
  - Tanner, Carmen; Gangl, Katharina; Witt, Nicole (2018). The Corporate Ethical Culture Scale (CECS): A New Measure of Ethical Culture. SSRN 3186096, University of Zurich.
  - Delis, Manthos; De Greiff, Kathrin; Ongena, Steven (2018). Being stranded on the carbon bubble? Climate policy risk and the pricing of bank loans. SFI Research Paper 8-10, University of Zurich.
  - Chesney, Marc; Balietti, Anca; Vargas, Carlos (2018). Long-term Investment Choices for Quinoa Farmers in Puno, Peru: A Real Options Case Study. SSRN 3175262, University of Zurich.
  - Fu, Jonathan (2018). Ability and Opportunity to Act: What Predicts Financial Health in Developed and Emerging Economies?. CSP Working Paper Series (formerly CMFWorking Paper Series) 06, University of Zurich.
  - Basten, Christoph; Mariathasan, Mike (2018). How Banks Respond to Negative Interest Rates: Evidence from the Swiss Exemption Threshold. CESifo Working Papers 6901, CESifo.
  - Jones, Jill; Ongena, Steven; Pappas, Vasileios; Tsionas, Mike; Izzeldin, Marwan (2018). Efficiency Convergence in Islamic and Conventional Banks. SSRN n/a, University of Zurich.
  - Hammerschmid, Regina; Janssen, Alexandra (2018). Crash-o-phobia in Currency Carry Trade Returns. Swiss Finance Institute Research Paper 18-64, SSRN.
  - Delpini, Danilo; Battiston, Stefano; Caldarelli, Guido; Riccaboni, Massimo (2018). The Network of US Mutual Fund Investments: Diversification, Similarity and Fragility throughout the Global Financial Crisis. ArXiv.org 1801.02205, Cornell University.
  - Garcia-Appendini, Emilia; Bedendo, Mascia; Siming, Linus (2018). Cultural Preferences and Firm Financing Choices. SSRN 2979247, University of Zurich.
  - Leippold, Markus; Vasiljevic, Nikola (2018). Option-Implied Intra-Horizon Value-at-Risk. SSRN 2804702, University of Zurich.
2017
- Conference or Workshop item
  - Eftekhari, Aryan; Scheidegger, Simon; Schenk, Olaf (2017). Parallelized Dimensional Decomposition for Large-Scale Dynamic Stochastic Economic Models. In: The PASC17 Conference, Lugano, Switzerland, 26 July 2017 - 28 July 2017. ACM Press, 1-11.
  - Farkas, Walter; Smirnow, Alexander (2017). Intrinsic risk measures. In: Innovations in Insurance, Risk- and Asset Management, München, 5 April 2017 - 7 April 2017. World Scientific Publishing Co. Pte. Ltd., 163-184.
- Dissertation
  - Hegglin, René. Three essays on empirical banking. 2017, University of Zurich, Faculty of Economics.
  - Bögli, Andrin. Essays on the economics of deception and dept. 2017, University of Zurich, Faculty of Economics.
  - Bögli, Andrin. Essays on the Economics of Deception and Debt. 2017, University of Zurich, Faculty of Economics.
  - Ita, Andreas. Essays in Corporate Finance. 2017, University of Zurich, Faculty of Economics.
  - Fuhrer, Lucas. Three Essays on Money and Liquidity. 2017, University of Zurich, Faculty of Economics.
  - Gotthelf, Nina. Three Essays on Media Content and Financial Markets. 2017, University of Zurich, Faculty of Economics.
  - Megally, Elisabeth. Three Essays on Managerial Compensation. 2017, University of Zurich, Faculty of Economics.
  - Petzev, Ivan. Essays in Asset Pricing and Corporate Finance. 2017, University of Zurich, Faculty of Economics.
  - Rösler, Cornelia. Three Essays on the Interbank Market. 2017, University of Zurich, Faculty of Economics.
  - Woschitz, Jiri. Three Essays on Monetary Policy and Financial Markets. 2017, University of Zurich, Faculty of Economics.
  - Brune, Amelie. Three Essays on Economic Crises. 2017, University of Zurich, Faculty of Economics.
  - Schmidt, Peter. Essays on Financial Market Efficiency. 2017, University of Zurich, Faculty of Economics.
  - Fattinger, Felix. The Pricing of Uncertain Information: From the Lab, to Derivatives Markets, to State-contingent Sovereign Debt. 2017, University of Zurich, Faculty of Economics.
  - Zhang, Quan. Limits of Arbitrage and Collateral Constraints. 2017, University of Zurich, Faculty of Economics.
- Published Research Report
  - Paetzold, Falko; Chen, Tiffany; Kwon, Taeun (2017). Sustainable Finance Capabilities of Private Banks. Zurich: University of Zurich.
- Scientific Publication in Electronic Form
  - Abad, Jorge; D'Errico, Marco; Killeen, Neill; Luz, Vera; Peltonen, Tuomas; Portes, Richard; Urbano, Teresa (2017). Mapping the interconnectedness between EU banks and shadow banking entities. London: VoxEU, CEPR Policy Portal.
  - Wagner, Alexander; Zeckhauser, Richard J; Ziegler, Alexandre (2017). How Trump’s policies will affect corporate America: Evidence from company stock reactions. London: VoxEU.org / CEPR.
  - Delis, Manthos D; Ongena, Steven; Hasan, Iftekhar (2017). Democratic development lowers the cost of credit. London: VoxEU, CEPR Policy Portal.
  - Wagner, Alexander; Zeckhauser, Richard J; Ziegler, Alexandre (2017). Company Stock Reactions to the 2016 Election Shock: Trump, Taxes, and Trade. Cambridge: Harvard Law School.
  - Nyborg, Kjell G (2017). Collateral frameworks: The open secret of central banks. London: VoxEU, CEPR Policy Portal.
- Working Paper
  - Birchler, Urs; Hegglin, René; Reichenecker, Michael Rudolf; Wagner, Alexander (2017). Which Swiss Gnomes Attract Money? Efficiency and Reputation as Performance Drivers of Wealth Management Banks. Swiss Finance Institute Research Paper 16-28, University of Zurich.
  - Woschitz, Jiri (2017). Long-term Central Bank Repos and Bank Rollover Risk. n/a n/a, University of Zurich.
  - Schuldenzucker, Steffen; Seuken, Sven; Battiston, Stefano (2017). Default ambiguity: credit default swaps create new systemic risks in financial networks. SSRN 3043708, University of Zurich.
  - Richter, Thomas Julian; Östberg, Per Nils Anders (2017). The Sovereign Debt Crisis: Rebalancing or Freezes?. Swiss Finance Institute Research Paper 17-32, University of Zurich.
  - Leippold, Markus; Matthys, Felix (2017). Government Policy Uncertainty and the Yield Curve. SSRN 2664116, University of Zurich.
  - Coculescu, Delia (2017). A default system with overspilling contagion. SSRN 3004484, University of Zurich.
  - Grosshans, Daniel; Zeisberger, Stefan; Langnickel, Ferdinand (2017). How Investment Performance Affects the Formation and Use of Beliefs. SSRN 2972112, University of Zurich.
  - Brumm, Johannes; Kübler, Felix; Grill, Michael; Schmedders, Karl (2017). Re-use of collateral: Leverage, volatility, and welfare. Swiss Finance Institute Research Paper 17-04, University of Zurich.
  - Abad, Jorge; D'Errico, Marco; Killeen, Neill; Luz, Vera; Peltonen, Tuomas; Portes, Richard; Urbano, Teresa (2017). Mapping the interconnectedness between EU banks and shadow banking entities. NBER Working Paper Series 23280, National Bureau of Economic Research.
  - Schmidt, Peter; von Arx, Urs; Schrimpf, Andreas; Ziegler, Andreas; Wagner, Alexander (2017). Size and Momentum Profitability in International Stock Markets. Swiss Finance Institute Research Paper 15-29, University of Zurich.
  - D'Errico, Marco; Roukny, Tarik (2017). Compressing over-the-counter markets. European Systemic Risk Board Working Paper Series (ESRB) 44, University of Zurich.
  - De Giorgi, Enrico; Mahmoud, Ola (2017). How Elementary is Diversification? A Study of Children’s Portfolio Choice. SSRN 3018421, University of Zurich.
  - Coculescu, Delia; Jeanblanc, Monique (2017). Some No-Arbitrage Rules under Short-Sales Constraints and Applications to Converging Asset Prices. Mathematical Finance n/a, University of Zurich.
  - Schuldenzucker, Steffen; Seuken, Sven; Battiston, Stefano (2017). The Computational Complexity of Clearing Financial Networks with Credit Default Swaps. ArXiv.org 1710.01578, Cornell University.
2016
- Conference or Workshop item
  - Maddaloni, Angela; Scopelliti, Alessandro (2016). Prudential Regulation, National Differences and Stability of EU Banks. In: THE SSM AT 1, Frankfurt, 3 February 2016 - 4 February 2016. SUERF Conference Proceedings, 121-141.
- Dissertation
  - Rojcek, Jakub. Market quality and price impact of high-frequency trading and its regulation. 2016, University of Zurich, Faculty of Economics.
  - Vasiljević, Nikola. Option pricing and market risk management in the presence of jump risk. 2016, University of Zurich, Faculty of Economics.
  - Festl-Pell, Diana. Essays on banking, governance and sustainability. 2016, University of Zurich, Faculty of Economics.
  - Ostinelli, Diego. Financial markets, innovation, and acquisitions. 2016, University of Zurich, Faculty of Economics.
  - Elmiger, Sabine. On the robustness of consumption-based asset pricing. 2016, University of Zurich, Faculty of Economics.
  - Troja, Bruno. Essays on Optimal Investments in the Mitigation of Global Warming. 2016, University of Zurich, Faculty of Economics.
- Published Research Report
  - Abad, Jorge; Aldasoro, Iñaki; Aymanns, Christoph; D'Errico, Marco; Fache Rousová, Linda; Hoffmann, Peter; Langfield, Sam; Neychev, Martin; Roukny, Tarik (2016). Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset. Frankfurt, Germany: European Systemic Risk Board.
- Scientific Publication in Electronic Form
  - Chesney, Marc (2016). Der Terror ist Resultat einer bankrotten Politik. Infosperber: Schweizerische Stiftung zur Förderung unabhängiger Information.
  - Wagner, Alexander (2016). How Does Managerial Tone Affect Market Reactions?. : Swiss Finance Institute.
  - Habib, Michel; Rochet, Jean-Charles; Collard, Fabrice (2016). The reluctant defaulter: A tale of high government debt. London: VoxEU, CEPR Policy Portal.
- Working Paper
  - D'Errico, Marco; Battiston, Stefano; Peltonen, Tuomas; Scheicher, Martin (2016). How does risk flow in the credit default swap market?. European Systemic Risk Board Working Paper Series (ESRB) 33, University of Zurich.
  - Ongena, Steven; De Jonghe, Olivier; Dewachter, Hans; Mulier, Klaas; Schepens, Glenn (2016). Funding shocks and banks' credit reallocation. SFI Practitioner Roundups December 2016 12/16, University of Zurich.
  - Nyborg, Kjell G; Fecht, Falko; Rocholl, Jörg; Woschitz, Jiri (2016). Collateral, Central Bank Repos, and Systemic Arbitrage. Swiss Finance Institute Research Paper 16-66, University of Zurich.
  - Petzev, Ivan; Schrimpf, Andreas; Wagner, Alexander (2016). Has the Pricing of Stocks Become More Global?. Swiss Finance Institute Research Paper 15-48, University of Zurich.
  - Leippold, Markus; Vasiljevic, Nikola (2016). Option-Implied Intra-Horizon Risk and First-Passage Disentanglement. SSRN 2804702, University of Zurich.
  - Barucca, Paolo; Bardoscia, Marco; Caccioli, Fabio; D'Errico, Marco; Visentin, Gabriele; Battiston, Stefano; Caldarelli, Guido (2016). Network Valuation in Financial Systems. SSRN 2795583, University of Zurich.
  - Carletti, Elena; Ongena, Steven; Siedlarek, Jan-Peter; Spagnolo, Giancarlo (2016). The impact of merger legislation on bank mergers. Swiss Finance Institute Research Paper 16-33, University of Zurich.
  - Nyborg, Kjell G; Mukhlynina, Liliya (2016). The Choice of Valuation Techniques in Practice: Education versus Profession. Swiss Finance Institute Research Paper 16-36, University of Zurich.
  - Bardoscia, Marco; Battiston, Stefano; Caccioli, Fabio; Caldarelli, Guido (2016). Pathways towards instability in financial networks. ArXiv.org 1602.05883, Cornell University.
  - Roukny, Tarik; Battiston, Stefano; Stiglitz, Joseph E (2016). Interconnectedness as a source of uncertainty in systemic risk. SSRN 2726631, University of Zurich.
  - Bonfim, Diana; Nogueira, Gil; Ongena, Steven (2016). Sorry, we're closed: Loan conditions when bank branches close and firms transfer to another bank. Banco de Portugal-Working Papers 2016 7, University of Zurich.
  - De Giorgi, Enrico; Mahmoud, Ola (2016). Naive Diversification Preferences and their Representation. SSRN 2864231, University of Zurich.
2015
- Dissertation
  - Ludwig, Markus. Three Essays on Option Implied Information. 2015, University of Zurich, Faculty of Economics.
  - Doronzo, Michele. Empirical essays on risky assets, asset allocation and emission certificates. 2015, University of Zurich, Faculty of Economics.
  - Su, Lujing. Three Essays on Market Frictions. 2015, University of Zurich, Faculty of Economics.
  - Paetzold, Falko. Three Essays on Sustainable Investing in Private Wealth Management: Barriers for Sustainable Investing in the Cognition and Decision Making Processes of Private Wealth Holders and Investment Advisors. 2015, University of Zurich, Faculty of Economics.
  - Ibraimi, Meriton. Essays on Arbitrage Pricing Theory and Systemic Risk Modeling. 2015, University of Zurich, Faculty of Economics.
  - Bradbury, Meike. Improved Investment Advice Through Risk Simulation. 2015, University of Zurich, Faculty of Economics.
  - Gupta, Manish. Three Essays in Real Estate and Entrepreneurial Finance. 2015, University of Zurich, Faculty of Economics.
  - Stössel, Remo. Risk Assessment and Risk Communication in Theory and Practice. 2015, University of Zurich, Faculty of Economics.
  - Wälchli, Boris. Essays on Nonaffine Option Pricing and Random Forests in the Fields of Finance. 2015, University of Zurich, Faculty of Economics.
  - Pana, Anca Claudia. Contributions to the Economics of Climate Change Mitigation. 2015, University of Zurich, Faculty of Economics.

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