Other Publications
ZORA Publication List
Publications
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2018
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Newspaper Article
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En la encrucijada de la corrupción In: El Comercio, 26 November 2018, 11.
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Fit für die Zukunft : Welches Rüstzeug braucht der Banker von morgen? In: Finanz und Wirtschaft, 12 November 2018, 19.
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This is how honesty and trust can affect investment decisions In: World Economic Forum, 5 November 2018, online.
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Die Mikrosteuer ist gerechter In: Saldo, 1 November 2018, 11.
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La faillite de Lehman Brothers est celle d'un système In: Le Temps, 12 September 2018, 17.
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Lehman Brothers: der Bankrott einer Bank und derjenige eines Systems In: Neue Zürcher Zeitung, 11 September 2018, 10.
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Новые «Леман Бразерс» : Банковская система несет в себе зерна кризисов. К юбилею финансового краха 2008 года In: Новая газета, 10 September 2018, 8.
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ESG-Medienberichterstattung und finanzielles Risiko von Unternehmen In: Absolut Impact, 1 September 2018, n/a.
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Früh investieren lohnt sich In: Finanz und Wirtschaft, 14 August 2018, 18.
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Die Theorie überlisten In: Finanz und Wirtschaft, 4 August 2018, 18-1.
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Gegen die herrschende Meinung In: Finanz und Wirtschaft, 30 July 2018, 18-1.
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Mit Nichtstun reich werden In: Finanz und Wirtschaft, 17 July 2018, n/a.
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Objektive Immobilienbewertung : Eine Fata Morgana In: Schweizer Personalvorsorge, 02, 1 February 2018, 92-95.
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Kryptowährungen bieten Diversifikation : Die Kursbewegungen von Bitcoin & Co. weisen nahezu keinen Zusammenhang zu den etablierten Anlageklassen auf In: Finanz und Wirtschaft, 23 January 2018, online.
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Published Research Report
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Sustainable Investing Capabilities of Private Banks : 2nd Report: Assessment of 15 European Private Banks; 2018 Zurich: University of Zurich.
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Scientific Publication in Electronic Form
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Does it Pay to be Climate-Responsible in the Trump Era? Ontario, Canada: Network for Business Sustainability.
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Investing in managerial honesty London: VOX CEPR Policy Portal.
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Stock price rewards for climate saints and sinners London: VoxEU, CEPR Policy Portal.
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The Advantages of China in the U.S. Trade War Sunnyvale, CA: LinkedIn.
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Lehman Brothers: the bankruptcy of a bank and that of a system Schweiz: SWI swissinfo.ch.
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How ecosystems in Asia are threatening Western banks London: Finextra.
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The 1971 UK banking deregulation had a positive effect on firms London: LSE London School of Economics and Political Science.
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The carbon bubble and the pricing of bank loans London: VoxEU, CEPR Policy Portal.
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Working Paper
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Can Sustainable Investing Save the World? Reviewing the Mechanisms of Investor Impact SSRN 3289544, University of Zurich.
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Particle Filtering, Learning, and Smoothing for Mixed-Frequency State-Space Models SSRN 2856948, University of Zurich.
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When Companies Use Their Wiggle Room, Which Investors Care? Swiss Finance Institute Research Paper 18-62, University of Zurich.
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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.
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Paths to Convergence: Stock Price Behavior After Donald Trump's Election Swiss Finance Institute Research Paper 17-36, University of Zurich.
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Fixed rate versus adjustable rate mortgages: Evidence from Euro area banks Bank of Italy Temi di Discussione 1176, University of Zurich.
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The Corporate Ethical Culture Scale (CECS): A New Measure of Ethical Culture SSRN 3186096, University of Zurich.
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Being stranded on the carbon bubble? Climate policy risk and the pricing of bank loans SFI Research Paper 8-10, University of Zurich.
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Long-term Investment Choices for Quinoa Farmers in Puno, Peru: A Real Options Case Study SSRN 3175262, University of Zurich.
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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.
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How Banks Respond to Negative Interest Rates: Evidence from the Swiss Exemption Threshold CESifo Working Papers 6901, CESifo.
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The Network of US Mutual Fund Investments: Diversification, Similarity and Fragility throughout the Global Financial Crisis ArXiv.org 1801.02205, Cornell University.
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Crash-o-phobia in Currency Carry Trade Returns Swiss Finance Institute Research Paper 18-64, SSRN.
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Option-Implied Intra-Horizon Value-at-Risk SSRN 2804702, University of Zurich.
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Efficiency Convergence in Islamic and Conventional Banks SSRN n/a, University of Zurich.
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Cultural Preferences and Firm Financing Choices SSRN 2979247, University of Zurich.
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2017
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Conference or Workshop item
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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.
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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.
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Dissertation
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Three essays on empirical banking 2017, University of Zurich, Faculty of Economics.
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Essays in Asset Pricing and Corporate Finance 2017, University of Zurich, Faculty of Economics.
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Essays on Financial Market Efficiency 2017, University of Zurich, Faculty of Economics.
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Three Essays on Monetary Policy and Financial Markets 2017, University of Zurich, Faculty of Economics.
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Essays on the economics of deception and dept 2017, University of Zurich, Faculty of Economics.
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Essays in Corporate Finance 2017, University of Zurich, Faculty of Economics.
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Three Essays on Money and Liquidity 2017, University of Zurich, Faculty of Economics.
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Three Essays on Managerial Compensation 2017, University of Zurich, Faculty of Economics.
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Limits of Arbitrage and Collateral Constraints 2017, University of Zurich, Faculty of Economics.
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Three Essays on Media Content and Financial Markets 2017, University of Zurich, Faculty of Economics.
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Three Essays on the Interbank Market 2017, University of Zurich, Faculty of Economics.
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Three Essays on Economic Crises 2017, University of Zurich, Faculty of Economics.
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The Pricing of Uncertain Information: From the Lab, to Derivatives Markets, to State-contingent Sovereign Debt 2017, University of Zurich, Faculty of Economics.
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Essays on the Economics of Deception and Debt 2017, University of Zurich, Faculty of Economics.
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Newspaper Article
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Investing in managerial honesty: opportunities and challenges for banks and regulators In: International Banker, 30 November 2017, online.
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Der Verwaltungsrat ist zentraler Erfolgsfaktor In: Finanz und Wirtschaft, 24 November 2017, online.
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Die Ökonomie der Verpackung : Performance unterschiedlicher Immobilien-Anlagestrukturen im Vergleich In: Schweizer Personalvorsorge, 15 November 2017, 67-69.
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Wenn Bitcoins sicherer sind als Euros In: Finanz und Wirtschaft, 18 August 2017, n/a.
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Factor Investing - Von der Innovation zum Industriestandard In: Finanz und Wirtschaft, 14 June 2017, 6.
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Collateral Policy - Central Banking's Powerful Secret Ingredient In: International Banker, 1 June 2017, 43-45.
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Wachstum in Frage stellen In: Tages Anzeiger, 13 February 2017, Online.
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Das offene Geheimnis der Zentralbanken In: NZZ, 26 January 2017, 30.
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Terrorisme, la fin de la trêve In: Le Temps, 12 January 2017, Online.
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Bitcoins Wilder Westen In: Finanz und Wirtschaft, 12 January 2017, n/a.
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Published Research Report
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Sustainable Finance Capabilities of Private Banks Zurich: University of Zurich.
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Scientific Publication in Electronic Form
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Mapping the interconnectedness between EU banks and shadow banking entities London: VoxEU, CEPR Policy Portal.
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How Trump’s policies will affect corporate America: Evidence from company stock reactions London: VoxEU.org / CEPR.
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Company Stock Reactions to the 2016 Election Shock: Trump, Taxes, and Trade Cambridge: Harvard Law School.
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Democratic development lowers the cost of credit London: VoxEU, CEPR Policy Portal.
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Collateral frameworks: The open secret of central banks London: VoxEU, CEPR Policy Portal.
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Working Paper
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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.
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Long-term Central Bank Repos and Bank Rollover Risk n/a n/a, University of Zurich.
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The Sovereign Debt Crisis: Rebalancing or Freezes? Swiss Finance Institute Research Paper 17-32, University of Zurich.
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Government Policy Uncertainty and the Yield Curve SSRN 2664116, University of Zurich.
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A default system with overspilling contagion SSRN 3004484, University of Zurich.
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How Investment Performance Affects the Formation and Use of Beliefs SSRN 2972112, University of Zurich.
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Re-use of collateral: Leverage, volatility, and welfare Swiss Finance Institute Research Paper 17-04, University of Zurich.
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Mapping the interconnectedness between EU banks and shadow banking entities NBER Working Paper Series 23280, National Bureau of Economic Research.
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Size and Momentum Profitability in International Stock Markets Swiss Finance Institute Research Paper 15-29, University of Zurich.
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Compressing over-the-counter markets European Systemic Risk Board Working Paper Series (ESRB) 44, University of Zurich.
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Default ambiguity: credit default swaps create new systemic risks in financial networks SSRN 3043708, University of Zurich.
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How Elementary is Diversification? A Study of Children’s Portfolio Choice SSRN 3018421, University of Zurich.
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Some No-Arbitrage Rules under Short-Sales Constraints and Applications to Converging Asset Prices Mathematical Finance n/a, University of Zurich.
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The Computational Complexity of Clearing Financial Networks with Credit Default Swaps ArXiv.org 1710.01578, Cornell University.
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2016
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Conference or Workshop item
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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.
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Dissertation
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Market quality and price impact of high-frequency trading and its regulation 2016, University of Zurich, Faculty of Economics.
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Option pricing and market risk management in the presence of jump risk 2016, University of Zurich, Faculty of Economics.
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Essays on banking, governance and sustainability 2016, University of Zurich, Faculty of Economics.
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Essays on Optimal Investments in the Mitigation of Global Warming 2016, University of Zurich, Faculty of Economics.
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On the robustness of consumption-based asset pricing 2016, University of Zurich, Faculty of Economics.
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Financial markets, innovation, and acquisitions 2016, University of Zurich, Faculty of Economics.
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Newspaper Article
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La croissance en question In: Le Temps, 15 November 2016, 1.
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Men are from Mars, women are from Venus: Does it matter in investing? In: The Charter, 14, 1 October 2016, 5-8.
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Taxons les flux financiers pour financer le RBI In: Le Temps, 23 May 2016, 1-11.
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Panama Papers, What Now? In: The World Post: a partnership of The Huffington Post and Berggruen Institute, 2 May 2016, 1-3.
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Wissenschaft oder Kunst? Beratung: Der optimalen Lösung auf der Spur In: Finanz und Wirtschaft, 28 April 2016, 7.
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How does international diversification influence advisor performance on cross-border M&A? In: International Banker, 1 März 2016, 16-19.
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Published Research Report
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Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset Frankfurt, Germany: European Systemic Risk Board.
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