Publications

ZORA Publication List

Publications

• 2010

  • Ranaldo, Angelo; Söderlind, Paul (2010). Safe Haven Currencies Review of Finance, 14(3):385-407.
  • Rochet, Jean-Charles (2010). An industrial organisation approach to the too-big-to-fail problem Revue de la stabilité financière / Financial Stability Review, 14:93-100.
  • Arping, Stefan; Sautner, Zacharias (2010). Corporate governance and leverage: evidence from a natural experiment Finance Research Letters, 7(2):127-134.
  • Scopelliti, Alessandro D (2010). Competition And Economic Growth: A Critical Survey Of The Theoretical Literature Journal of Applied Economic Sciences, 5(11):70-93.
  • Rochet, Jean-Charles; Jeon, Doh-Shin (2010). The pricing of academic journals: a two-sided market perspective American Economic Journal: Microeconomics, 2(2):222-255.
  • Ranaldo, Angelo; Rossi, Enzo (2010). The reaction of asset markets to Swiss National Bank communication Journal of International Money and Finance, 29(3):486-503.
  • Krauss, Annette; Stewart, Kearsley A; Diermeier, Daniel; Kelso, David; Palamountain, Kara M (2010). University Leadership for Innovation in Global Health and HIV/AIDS Diagnostics Global public health, 5(2):189-196.
  • Gençay, Ramazan; Gradojevic, Nikola (2010). Crash of '87 - Was it expected?: Aggregate market fears and long-range dependence Journal of Empirical Finance, 17(2):270-282.
  • Malmendier, Ulrike; Lerner, Josh (2010). Contractibility and the Design of Research Agreements American Economic Review, 100(1):214-246.
  • Hens, Thorsten; Gerber, Anke; Woehrmann, Peter (2010). Dynamic general equilibrium and T-period fund separation Journal of Financial and Quantitative Analysis, 45(2):369-400.
  • Chesney, Marc; Weber-Berg, Christoph (2010). Banken ohne moralischen Kompass UZH magazin: die Wissenschaftszeitschrift:online.
  • Rossi, Enzo; Jordan, Thomas (2010). Inflation und die Geldpolitik der Schweizerischen Nationalbank Die Volkswirtschaft, 83(1/2):21-25.
  • Rochet, Jean-Charles; Wright, Julian (2010). Credit card interchange fees Journal of Banking and Finance, 34(8):1788-1797.
  • Kubler, Felix; Schmedders, Karl (2010). Non-parametric counterfactual analysis in dynamic general equilibrium Economic Theory, 45(1-2):181-200.
  • Bardey, David; Rochet, Jean-Charles (2010). Competition among health plans: a two-sided market approach Journal of Economics and Management Strategy, 19(2):435-451.
  • Rossi, Enzo; Jordan, Thomas; Peytrignet, Michel (2010). Ten Years' Experience with the Swiss National Bank's Monetary Policy Strategy Swiss Journal of Economics and Statistics = Schweizerische Zeitschrift für Volkswirtschaft und Statistik, 146:9-90.
  • Kubler, Felix; Schmedders, Karl (2010). Competitive equilibria in semi-algebraic economies Journal of Economic Theory, 145(1):301-330.
  • Ekeland, Ivar; Moreno-Bromberg, Santiago (2010). An algorithm for computing solutions of variational problems with global convexity constraints Numerische Mathematik, 115(1):45-69.
  • Leippold, Markus; Egloff, Daniel (2010). Quantile Estimation with Adaptive Importance Sampling Annals of Statistics, 38(2):1244-1278.
  • Tanner, Carmen; Brugger, Alexander; van Schie, Susan; Lebherz, Carmen (2010). Actions Speak Louder Than Words Zeitschrift für Psychologie, 218(4):225-233.
  • Biais, Bruno; Mariotti, Thomas; Rochet, Jean-Charles; Villeneuve, Stéphane (2010). Large risks, limited liability, and dynamic moral hazard Econometrica, 78(1):73-118.
  • Gerber, Anke; Hens, Thorsten; Vogt, Bodo (2010). Rational investor sentiment in a repeated stochastic game with imperfect monitoring Journal of Economic Behavior & Organization, 76(3):669-704.

• 2009

  • Malmendier, Ulrike (2009). Law and Finance "at the Origin" Journal of Economic Literature, 47(4):1076-1108.
  • Malmendier, Ulrike; Tate, Geoffrey (2009). Superstars CEOs Quarterly Journal of Economics, 124(4):1593-1638.
  • Ranaldo, Angelo; Söderlind, Paul (2009). Editorial Financial markets and portfolio management, 23(4):333-334.
  • Lorenz, Jan; Battiston, Stefano; Schweitzer, Frank (2009). Systemic risk in a unifying framework for cascading processes on networks European Physical Journal B : Condensed Matter and Complex Systems, 71(4):441-460.
  • Ranaldo, Angelo; Jordan, Thomas; Söderlind, Paul (2009). The implementation of SNB monetary policy Financial markets and portfolio management, 23(4):349-359.
  • Bindseil, Ulrich; Nyborg, Kjell G; Strebulaev, Ilya A (2009). Repo auctions and the market for liquidity Journal of Money, Credit and Banking, 41(7):1391-1421.
  • Battiston, Stefano; Glattfelder, James B (2009). Backbone of complex networks of corporations: The flow of control Physical review. E, 80(3):036104.
  • Ongena, Steven; Penas, María Fabiana (2009). Bondholders’ wealth effects in domestic and cross-border bank mergers Journal of Financial Stability, 5(3):256-271.
  • Syz, Jürg; Vanini, Paolo (2009). Property derivatives and the subprime crisis Wilmott journal, 1(3):163-166.
  • Leippold, Markus; Egloff, Daniel (2009). American Options with Stochastic Stopping Time Constraints Applied Mathematical Finance, 16(3):287-305.
  • Weber, Rolf H; Grünewald, Seraina (2009). UCITS and the Madoff scandal: liability of depositary banks?
  • Ranaldo, Angelo; Christiansen, Charlotte (2009). Extreme coexceedances in new EU member states' stock markets Journal of Banking and Finance, 33(6):1048-1057.
  • Sautner, Zacharias; Weber, Martin (2009). How do managers behave in stock option plans? Clinical evidence from exercise and survey data The journal of financial research, 32(2):123-155.
  • Giannetti, Mariassunta; Ongena, Steven (2009). Financial Integration and Firm Performance: Evidence from Foreign Bank Entry in Emerging Markets Review of Finance, 13(2):181-223.
  • Gort, Christoph (2009). Overconfidence and active management: An empirical study across Swiss pension plans Journal of Behavioral Finance, 10(2):69-80.
  • Gençay, Ramazan; Gradojevic, Nikola; Kukolj, Dragan (2009). Option Pricing With Modular Neural Networks IEEE Transactions on Neural Networks, 20(4):626-637.
  • Halla, Martina; Schneider, Friedrich; Wagner, Alexander F (2009). The quality of institutions and satisfaction with democracy in Western Europe — A panel analysis European Journal of Political Economy, 25(1):30-41.
  • Rosenblatt-Wisch, Rina; Schenk-Hoppe, Klaus Reiner (2009). (Un)anticipated Technological Change in an Endogenous Growth Model Studies in nonlinear dynamics and econometrics, 13(1):1-18.
  • Broda, Simon; Paolella, Marc S (2009). Evaluating the density of ratios of noncentral quadratic forms in normal variables Computational Statistics and Data Analysis, 53(4):1264-1270.
  • Hens, Thorsten; Steude, Sven C (2009). The leverage effect without leverage Finance Research Letters, 6(2):83-94.
  • Haas, Markus; Mittnik, Stefan; Paolella, Marc S (2009). Asymmetric multivariate normal mixture GARCH Computational Statistics and Data Analysis, 53(6):2129-2154.
  • Bodnaruk, Andriy; Östberg, Per (2009). Does investor recognition predict returns?
  • Gourier, Elise; Abbate, Donato; Farkas, Walter (2009). Operational risk quantification using extreme value theory and copulas: from theory to practice The Journal of Operational Risk, 4(3):1-24.
  • Rieger, Marc Oliver; Zimmer, Johannes (2009). Young measure flow as a model for damage Zeitschrift für Angewandte Mathematik und Physik (ZAMP), 60(1):1-32.
  • Artzner, Philippe; Delbaen, Freddy; Koch-Medina, Pablo (2009). Risk measures and efficient use of capital ASTIN Bulletin, 39(1):101-116.
  • Weber, Rolf H; Grünewald, Seraina (2009). Settlement Finality and Financial Collateral Directives: ignored but crucial in financial turmoil Butterworths Journal of International Banking and Financial Law, 24(2):70-73.
  • Broda, Simon; Paolella, Marc S (2009). CHICAGO: A fast and accurate method for portfolio risk calculation Journal of Financial Econometrics, 7(4):412-436.
  • Fünfgeld, Brigitte; Wang, Mei (2009). Attitudes and behaviour in everyday finance: evidence from Switzerland International Journal of Bank Marketing, 27(2):108-128.
  • Daniel, Gilles; Sornette, Didier; Woehrmann, Peter (2009). Look-ahead benchmark bias in portfolio performance evaluation Journal of Portfolio Management, 36(1):121-130.
  • El Karoui, Nicole; Ravanelli, Claudia (2009). Cash sub-additive risk measures and interest rate ambiguity Mathematical Finance, 19(4):561-590.
  • Darbellay, Aline; Wagner, Alexander F; Weber, Rolf H (2009). Pension Fund Governance: Eine rechtlich-ökonomische Analyse des Stiftungsrates und der Anreize in Pensionskassen Der Schweizer Treuhänder, 83(1-2):54-66.
  • Weber, Rolf H (2009). Mapping and structuring international financial regulation – A theoretical approach European Business Law Review, 20(5):651-688.
  • Tanner, Carmen (2009). Geschützte Werte - Fluch oder Segen?
  • Broda, Simon; Carstensen, Kai; Paolella, Marc S (2009). Assessing and improving the performance of nearly efficient unit root tests in small samples Econometric Reviews, 28(5):468-494.
  • De Giorgi, Enrico; Hens, Thorsten (2009). Prospect theory and mean-variance analysis: Does it make a difference in wealth management?
  • Weber, Rolf H; Grünewald, Seraina (2009). Finanzkrise und Wirtschaftspolitik: Herausforderungen für das Europäische Wettbewerbsrecht Zeitschrift für Europarecht, 11(3):58-67.
  • Syz, Jürg; Camp, Raphael (2009). Regelungsdefizite bei strukturierten Produkten in der gebundenen Vorsorge 3a Schweizerische Zeitschrift für Sozialversicherung und berufliche Vorsorge, 53(2):99-115.

• 2008

  • King, Gary; Rosen, Ori; Tanner, Martin; Wagner, Alexander F (2008). Ordinary economic voting behavior in the extraordinary election of Adolf Hitler Journal of Economic History, 68(4):951-996.
  • Volkart, Rudolf (2008). Transparenz, Vertrauen und Kommunikation: «In der Kürze liegt die Würze» Der Schweizer Treuhänder, (12):993-994.
  • Volkart, Rudolf (2008). Marktwirtschaft quo vadis?: Überlegungen zu alarmierenden Entwicklungen und Befindlichkeiten Der Schweizer Treuhänder, (12):978-986.
  • Costeniuc, Marius; Schnetzer, Michaela; Taschini, Luca (2008). Entry and exit decision problem with implementation delay Journal of Applied Probability, 45(4):1039-1059.
  • Weber, Rolf H; Darbellay, Aline (2008). The regulatory use of credit ratings in bank capital requirement regulations Journal of banking regulation, 10(1):1-16.
  • Ait-Sahalia, Yacine; Mancini, Loriano (2008). Out of sample forecasts of quadratic variation Journal of Econometrics, 147(1):17-33.
  • De Giorgi, Enrico; Reimann, Stefan (2008). The α-beauty contest: Choosing numbers, thinking intervals Games and Economic Behavior, 64(2):470-486.
  • Vettiger, Thomas; Volkart, Rudolf (2008). Methodische Arbeitsweise sorgt für objektive Unternehmensbewertung io new management, (11):12-15.
  • Geiger, Hans (2008). Leverage Ratio: gut für den Finanzplatz Schweizer Bank, (11):46.
  • Geiger, Hans; Aeberli, Urs (2008). Bankexperte Prof. Hans Geiger: "System hat ernsthafte Defekte" Stocks, (21):14-15.
  • Rieger, Marc Oliver (2008). Higher dimensional problems with volume constraints— Existence and Gamma-convergence Interfaces and Free Boundaries, 10(2):155-172.
  • Volkart, Rudolf (2008). Handeln zwischen Verstand und Intuition: «Das Herz hat seine Gründe, die der Verstand nicht kennt» Der Schweizer Treuhänder, (10):735-736.
  • Jostarndt, Philipp; Sautner, Zacharias (2008). Financial distress, corporate control, and management turnover Journal of Banking and Finance, 32(10):2188-2204.
  • Paolella, Marc S; Taschini, Luca (2008). An econometric analysis of emission allowance prices Journal of Banking and Finance, 32(10):2022-2032.
  • Rosenblatt-Wisch, Rina (2008). Loss aversion in aggregate macroeconomic time series European Economic Review, 52(7):1140-1159.
  • Hagedorn, Marcus; Manovskii, Iourii (2008). The cyclical behavior of equilibrium unemployment and vacancies revisited American Economic Review, 98(4):1692-1706.
  • Plato-Shinar, Ruth; Weber, Rolf H (2008). Three models of the bank's fiduciary duty Law and Financial Markets Review, 2(5):422-438.
  • Volkart, R (2008). Theorie und Praxis: «Grau ... ist alle Theorie» Der Schweizer Treuhänder, (9):663-664.
  • Horst, Ulrich; Moreno, Santiago (2008). Risk minimization and optimal derivative design in a principal agent game Mathematics and Financial Economics, 2(1):1-27.
  • Volkart, Rudolf (2008). Allgegenwart der Finanzen: «Geld regiert die Welt» Der Schweizer Treuhänder, (8):532-533.
  • Gençay, Ramazan; Gradojevic, Nikola (2008). Overnight interest rates and aggregate market expectations Economics Letters, 100(1):27-30.
  • Malmendier, Ulrike; Tate, Geoffrey (2008). Who Makes Acquisitions? CEO Overconfidence and the Market’s Reaction Journal of Financial Economics, 89(1):20-43.
  • Grammig, Joachim; Kehrle, Kerstin (2008). A new marked point process model for the federal funds rate target: methodology and forecast evaluation Journal of Economic Dynamics and Control, 32(7):2370-2396.
  • Battiston, Stefano; Lorenz, Jan (2008). Systemic risk in a network fragility model analyzed with probability density evolution of persistent random walks Networks and heterogeneous media, 3(2):185-200.
  • De Giorgi, Enrico; Post, Thierry (2008). Second-order stochastic dominance, reward-risk portfolio selection, and the CAPM Journal of Financial and Quantitative Analysis, 43(2):525 -546.
  • Malmendier, Ulrike; Tate, Geoffrey; Güner, Burak (2008). Financial Expertise of Directors Journal of Financial Economics, 88(2):323-354.
  • Barone-Adesi, Giovanni; Engle, Robert F; Mancini, Loriano (2008). A GARCH option pricing model with filtered historical simulation Review of Financial Studies, 21(3):1223-1258.
  • Evstigneev, Igor V; Hens, Thorsten; Schenk-Hoppé, Klaus Reiner (2008). Globally evolutionarily stable portfolio rules Journal of Economic Theory, 140(1):197-228.
  • Coculescu, Delia; Geman, Hélyette; Jeanblanc, Monique (2008). Valuation of default-sensitive claims under imperfect information Finance and Stochastics, 12(2):195-218.
  • De Giorgi, Enrico (2008). Evolutionary Portfolio Selection with Liquidity Shocks Journal of Economic Dynamics and Control, 32(4):1088-1119.
  • Taschini, Luca (2008). Leading by example Trading Carbon, (April):36-37.
  • Chesney, Marc; Gibson, Rajna (2008). Stock options and managers’ incentives to cheat Review of Derivatives Research, 11(1-2):41-59.
  • Fecht, Falko; Nyborg, Kjell G; Rocholl, Jörg (2008). Liquidity management and overnight rate calendar effects: Evidence from German banks North American Journal of Economics and Finance, 19(1):7-21.
  • Oudet, Édouard; Rieger, Marc Oliver (2008). Local minimizers of functionals with multiple volume constraints ESAIM: Control, Optimisation and Calculus of Variations, 14(4):780-794.
  • Rieger, Marc Oliver; Wang, Mei (2008). Prospect theory for continuous distributions Journal of Risk and Uncertainty, 36(1):83-102.
  • Geiger, Hans; Juri, Gabriel; Gsponer, André (2008). Was bringt die Zukunft im Zahlungsverkehr der Post?
  • Gort, Christoph; Wang, Mei; Siegrist, Michael (2008). Are pension fund managers overconfident?
  • Paolella, Marc S; Steude, Sven C (2008). Risk Prediction: A DWARF-like Approach The Journal of Risk Model Validation, 2(1):25-43.
  • Battiston, Stefano; Napoletano, Mauro; Schweitzer, Frank; Michael D, König (2008). On Algebraic Graph Theory and the Dynamics of Innovation Networks Networks and heterogeneous media, 3(2):201-219.
  • Cooper, Ian A; Nyborg, Kjell G (2008). Tax-adjusted discount rates with investor taxes and risky debt Financial Management, 37(2):365-379.
  • Cocca, Teodoro D (2008). Size effects and integrated business models in private banking Journal of Financial Transformation, 23:26-30.

Pagination