Journal Publications

ZORA Publication List

Publications

• 2012

  • Bahn, O., Chesney, M., & Gheyssens, J. (2012). The effect of proactive adaptation on green investment Environmental Science & Policy, 18, 9–24. https://doi.org/10.1016/j.envsci.2011.10.010

• 2011

  • Chesney, M., Reshetar, G., & Karaman, M. (2011). The impact of terrorism on financial markets: an empirical study Journal of Banking and Finance, 35, 253–267. https://doi.org/10.1016/j.jbankfin.2010.07.026

• 2010

  • Chesney, M., & Weber-Berg, C. (2010). Banken ohne moralischen Kompass UZH magazin: die Wissenschaftszeitschrift, online. https://www.permasense.ch/news/de/articles/2010/banken-ohne-moralischen-kompas.html

• 2008

  • Chesney, M., & Gibson, R. (2008). Stock options and managers’ incentives to cheat Review of Derivatives Research, 11, 41–59. https://doi.org/10.1007/s11147-008-9023-0

• 2006

  • Chesney, M., & Gauthier, L. (2006). American Parisian Options Finance and Stochastics, 10, 475–506. https://doi.org/10.1007/s00780-006-0015-3

• 2004

  • Chesney, M., & Jeanblanc, M. (2004). Pricing American currency options in an exponential Lévy model Applied Mathematical Finance, 11, 207–225. https://doi.org/10.1080/1350486042000249336

• 2003

  • Chesney, M., & Hazari, B. R. (2003). Illegal Migrants, Tourism and Welfare: A Trade Theoretic Approach Pacific Economic Review, 8, 259–268. https://doi.org/10.1111/j.1468-0106.2003.00226.x
  • Botteron, P., Chesney, M., & Gibson-Asner, R. (2003). Analyzing firms’ strategic investment decisions in a real options’ framework. Journal of International Financial Markets, Institutions & Money, 13, 451–479. https://doi.org/10.1016/S1042-4431(03)00018-0
  • Chesney, M., & Barrieu, P. (2003). Optimal Timing to Adopt Environmental Policy in a Strategic Framework Environmental Modeling & Assessment, 8, 149–163. https://doi.org/10.1023/A:1025539106213
  • Baranzini, A., Chesney, M., & Morisset, J. (2003). The impact of possible climate catastrophes on global warming policy Energy Policy, 31, 691–701. https://doi.org/10.1016/S0301-4215(02)00101-5

• 2002

  • Loubergé, H., Villeneuve, S., & Chesney, M. (2002). Long-term risk management of nuclear waste: a real options approach Journal of Economic Dynamics and Control, 27, 157–180. https://doi.org/10.1016/S0165-1889(01)00058-6

• 2001

  • Chesney, M., & Gibson-Asner, R. (2001). Reducing asset substitution with warrant and convertible debt issue The Journal of Derivatives, 9, 39–52. https://doi.org/10.3905/jod.2001.319168

• 1999

  • Chesney, M., Hazari, B. R., & Sgro, P. M. (1999). Immigration, unemployment and welfare International Economic Journal, 13, 59–74. https://doi.org/10.1080/10168739900000037

• 1998

  • Chesney, M., & Hazari, B. (1998). Irrational entry, rational exit Journal of Mathematical Economics, 29, 1–13. https://doi.org/10.1016/S0304-4068(97)00010-4

• 1997

  • Chesney, M., Jeanblanc-Picqué, M., & Yor, M. (1997). Brownian excursions and Parisian barrier options Advances in Applied Probability, 29, 165–184. https://doi.org/10.2307/1427865

• 1996

  • Chesney, M., & Eid Júnior, W. (1996). Options listing and the volatility of the underling asset: a study on the derivative market function Revista de Administração de Empresas, 36, 28–32. https://doi.org/10.1590/S0034-75901996000100005
  • Chesney, M., & Lefoll, J. (1996). Predicting premature exercise of an American put on stocks: theory and empirical evidence The European Journal of Finance, 2, 21–39. https://doi.org/10.1080/135184796337580

• 1995

  • Chesney, M., Gibson, R., & Loubergé, H. (1995). Arbitrage trading and index option pricing at SOFFEX: an empirical study using daily and intradaily data Finanzmarkt Und Portfolio Management, 9, 35–60. https://fmpm.ch/fmpm/article-archive-1986-2000/#11-50-wpfd-volume-9-issue-1-1995

• 1993

  • Chesney, M., Gibson, R., & Elliott, R. J. (1993). Analytical solutions for the pricing of american bond and yield options Mathematical Finance, 3, 277–294. https://doi.org/10.1111/j.1467-9965.1993.tb00045.x
  • Chesney, M., Elliott, R. J., Madan, D., & Yang, H. (1993). Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying Mathematical Finance, 3, 85–99. https://doi.org/10.1111/j.1467-9965.1993.tb00080.x

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