Monographs
ZORA Publication List
Publications
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2025
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Book Section
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Competition in Banking: When Banks Compete with Non-Banks. In: Berger, Allen N; Molyneux, Philip; Wilson, John O S. The Oxford Handbook of Banking (4th Edition). Oxford: Oxford University Press, 265-296.
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2024
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Book Section
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Economic challenges to the UK: Housing and planning. In: Portes, Jonathan; Menon, Anand. The State of the UK Economy 2024. London: King’s College London, 51-53.
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Pricing autocallables under local-stochastic volatility. In: Yarrow, Robert A; Madan, Dilip. Peter Carr Gedenkschrift: Research Advances in Mathematical Finance. Singapore: World Scientific Pulishing, 329-378.
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Monograph
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Financial System 2030. Cham, Switzerland: Springer Nature.
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Disasters and (Bank) Financing. Paris & London: CEPR Press.
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Open and Digital Ecosystems: Added Value Through Industry and Technology Convergence. (English Edition). Wiesbaden: Springer.
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2023
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Book Section
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LBO Valuation Using Flows-to-Equity. In: Cumming, Douglas; Hammer, Benjamin. The Palgrave Encyclopedia of Private Equity. Cham: Palgrave Macmillan, 153.
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Switzerland. In: Gugler, Klaus; Peev, Evgeni. The European Corporation: Ownership and Control after 25 Years of Corporate Governance Reforms. Cambridge: Cambridge University Press, 108-148.
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Monograph
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Offene und digitale Ökosysteme: Mehrwert durch Branchen- und Technologiekonvergenz. Berlin: Springer Fachmedien Wiesbaden GmbH.
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2022
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Book Section
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Does global English influence the perception of professional ethical dilemmas?. In: Grin, François; Marácz, László; Pokorn, Nike K. Advances in Interdisciplinary Language Policy. Amsterdam: John Benjamins Publishing, 531-554.
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“Crime and Punishment”: How Russian banks anticipated and dealt with global financial sanctions. In: Garicano, Luis; Rohner, Dominic; Weder di Mauro, Beatrice. Global economic consequences of the war in Ukraine : Sanctions, supply chains and sustainability. London: CEPR Press, 28-35.
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The price of war: Macroeconomic effects of the 2022 sanctions on Russia. In: Garicano, Luis; Rohner, Dominic; Weder di Mauro, Beatrice. Global economic consequences of the war in Ukraine : Sanctions, supply chains and sustainability. London: CEPR Press, 71-78.
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Equilibrium Investor Protection: Active Mutual Fund Fees. In: Krug, Anita; Laby, Arthur; Shnitser, Natalia. Cambridge Handbook of Investor Protection. Cambridge, UK: Cambridge University Press, 241-258.
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Monograph
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Asset Pricing : Finanzderivate und ihre Systemrisiken. (second edition). Wiesbaden: Springer.
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2021
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Book Section
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COVID-19 und Finanzmärkte. In: Rühli, Frank; Thier, Andreas. Weissbuch Corona: Die Schweiz nach der Pandemie. Befunde - Erkenntnisse - Perspektiven. Zürich: NZZ Libro, 213-221.
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Economics and Finance: The Monopoly and Dangers of the Mainstream School of Thought. In: Bourghelle, David; Pérez, Roland; Rozin, Philippe. Rethinking Finance in the Face of New Challenges. Bingley: Emerald Publishing, 199-204.
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Vorstandsvergütung: Status quo, Trends und Herausforderungen. In: Dutzi, Andreas; Gros, Marius; Nowak, Karsten; Roese, Bernd. Corporate Governance, Rechenschaft und Abschlussprüfung : Festschrift für Hans-Joachim Böcking zum 65. Geburtstag. Frankfurt: Beck, 45-55.
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Banking 4.0: Digital Ecosystems and Super-Apps. In: Wendt, Karen. Theories of Change : Change Leadership Tools, Models and Applications for Investing in Sustainable Development. Switzerland: Springer, 10-25.
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Monograph
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La crisis permanente : La oligarquía financiera y el fracaso de la democracia. Barcelona: Editorial Bellaterra.
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2020
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Book Section
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Limit Operators for Circular Ensembles. In: Anantharaman, Nalini; Nikeghbali, Ashkan; Rassias, Michael Th. Frontiers in Analysis and Probability : In the Spirit of the Strasbourg-Zürich Meetings. Cham: Springer, 327-369.
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Vom Mythos der Best Practice in der Corporate Governance. In: Müller, Matthias P A; Forrer, Lucas; Zuur, Floris. Das Aktienrecht im Wandel : Zum 50. Geburtstag von Hans-Ueli Vogt. Zürich: Dike Verlag, 97-108.
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COVID-19 and the Stock Market. In: Billio, Monica; Varotto, Simone. A new world post COVID-19 : Lessons for business, the finance industry and policy makers. Venice: Ca’ Foscari University Press, 111-124.
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Will the Blockchain help to Denationalize Money?. In: Leube, Kurt. The State and Its Limits : The Economic and Politics of Freedom for the Third Millennium: Essays in Honor of Prince Hans-Adam II of Liechtenstein. Triesen, Liechtenstein: van Eck Publishers, n/a.
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The Effects of the COVID-19 Pandemic Through the Lens of the CDS Spreads. In: Billio, Monica; Varotto, Simone. A New World Post COVID-19 Lessons for Business, the Finance Industry and Policy Makers. Venice: Ca’ Foscari University Press, 85-96.
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The Global Financial Crisis and the COVID-19 Pandemic. In: Billio, Monica; Varotto, Simone. A New World Post COVID-19: Lessons for Business, the Finance Industry and Policy Makers. Venice: Fondazione Università Ca’ Foscari, 23-34.
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How WealthTech is re-inventing the customer experience by linking open innovation and technology. In: Schueffel, Patrick. WealthTech : Wealth and Asset Management in the FinTech Age. Charlotte: Information Age Publishing, 141-146.
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Monograph
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Il faut taxer la spéculation financiere. Paris: Odile Jacob Publie.
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Cultural Finance : A World Map of Risk, Time and Money. London: World Scientific Publishing.
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Market-Consistent Prices An Introduction to Arbitrage Theory. Cham: Springer.
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2019
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Book Section
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Integration ökologischer und sozialer Aspekte in das Kerngeschäft Europäischer Banken. In: Eberle, Reto; Oesch, David; Pfaff, Dieter. Jahrbuch für Finanz- und Rechnungswesen 2019. Zürich: WEKA, 247-274.
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Kreditmärkte - Problem oder Lösung. In: Adamovich, Ivan; Schaltegger, Christoph A. Vom Kredit zur Schuld : Wenn Verschuldung die Freiheit bedroht. Zürich: NZZ Libro, 83-106.
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Preventing wrongdoing and promoting ethical conduct: An integrated approach to corporate ethical culture. In: Kirchler, Erich; Gangl, Katharina. A Research Agenda for Economic Psychology. Cheltenham: Edward Elgar Publishing, 123-138.
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Application in banking: securitization and global banking. In: Tsionas, Mike. Panel Data Econometrics: Empirical Applications. Cambridge: Elsevier, 743-770.
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Competition in the banking sector. In: Berger, Allen N; Molyneux, Philip; Wilson, John O S. The Oxford Handbook of Banking (3. Auflage). Oxford: Oxford University Press, 776-813.
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Monograph
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How WealthTech is re-inventing the customer experience by linking open innovation and technology. Charlotte: Information Age Publishing.
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Banking and financial markets: How banks and financial technology are reshaping financial markets. Basingstoke, England: Palgrave Macmillan.
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2018
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Book Section
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Swiss Investments for Development Characteristics of a Market with Strong Growth Dynamics. In: Wendt, Karen. Sustainable Financial Innovation. Oxford: Taylor and Francis, 172-190.
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Intrinsic Risk Measures. In: Glau, Kathrin; Linders, Daniel; Min, Aleksey; Scherer, Matthias; Schneider, Lorenz; Zagst, Rudi. Innovations in Insurance, Risk- and Asset Management. Munich: World Scientific Publishing, 163-184.
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Risikoprofiling ist mehr als Anlegertypbestimmung. In: Everling, Oliver; Müller, Monika. Risikoprofiling von Anlegern. Cologne: Bank-Verlag, 257-268.
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COBra: Copula-Based Portfolio Optimization. In: Kreinovich, Vladik; Sriboonchitta, Songsak; Chakpitak, Nopasit. Predictive Econometrics and Big Data. Cham: Springer International Publishing, 36-77.
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Understanding Sustainable Finance. In: Wendt, Karen. Positive Impact Investing : A Sustainable Bridge between Strategy, Innovation, Change and Learning. Berlin: Springer, 39-63.
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Environmental Risk Perception. In: Steg, Linda; de Groot, Judith I M. Environmental psychology : an introduction (Second edition. - 2018). West Sussex, UK: John Wiley, 15-25.
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Changes in the Cost of Bank Equity and the Supply of Bank Credit. In: Mayer, Colin; Micossi, Stefano; Onado, Marco; Pagano, Marco; Polo, Andrea. Finance and investment : the European case. Oxford: Oxford University Press, 169-179.
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Vom Grossen Krieg zur permanenten Krise. In: Thier, Andreas; Schwab, Lea. 1914. Zürich: vdf Hochschulverlag AG an der ETH Zürich, 207-222.
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Monograph
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The WealthTech Book: The FinTech Handbook for Investors, Entrepreneurs and Finance Visionaries. Chichester, West Sussex: Wiley-Blackwell Publishing, Inc.
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Behavioral Finance for Private Banking. Chichester, UK: John Wiley & Sons.
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Continuous-Time Models in Corporate Finance, Banking, and Insurance. Princeton, USA: Princeton University Press.
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Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH. New York: John Wiley & Sons.
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Fundamental Statistical Inference: A Computational Approach. New York: John Wiley & Sons.
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Corporate Finance: Grundlagen von Finanzierung und Investition. (7., aktualisierte Auflage 2018). Zürich: Versus Verlag.
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Asset Pricing : Finanzderivate und ihre Systemrisiken. Wiesbaden: Springer.
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La crise permanente: L'oligarchie financière et l'échec de la démocratie. Quanto, Lausanne: PPUR Presses Polytechniques.
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A Permanent Crisis. The Financial Oligarchy’s Seizing of Power and the Failure of Democracy. Cham: Springer International Publishing.
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2017
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Book Section
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Mapping Organizations' Goals and Leanings in the Lobbyist Network in Banking and Finance. In: Cherifi, Chantal; et al. Complex Networks & Their Applications VI - Studies in Computational Intelligence. Berlin: Springer, 1149-1161.
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Real Implications of Quantitative Easing in the Euro Area: A Complex-Network Perspective. In: Cherifi, Chantal. Complex Networks & Their Applications VI - Studies in Computational Intelligence. Berlin: Springer, 1162-1173.
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Mit Vermögen gestalten. Vermögende Privatinvestoren und junge Erben legen Wert auf Nachhaltigkeit. In: Stüttgen, Manfred. Ethik von Banken und Finanzen. Zurich: s.n., 77-97.
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Impact Investing. In: Swiss Sustainable Finance. Handbook for Sustainable Investments. Zurich: s.n., 97-111.
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Towards a Global Climate Strategy: Reconciling ecological, entrepreneurial and social elements of Sustainability. In: George, Gerard; Schillebeeckx, Simon J D. Natural Resource Management. Singapore: s.n., 271-292.
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Investieren in Mikrofinanz. Erträge und Risiken aus einer Perspektive der Verantwortung. In: Stüttgen, Manfred. Ethik von Banken und Finanzen. Baden-Baden; Zürich: Nomos, 141-164.
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Die Bestimmung der Angemessenheit und der Geeignetheit von Finanzdienstleistungen und Finanzinstrumenten. In: Weber, Rolf H; Stoffel, Walter A; Chenaux, Jean-Luc; Sethe, Rolf. Aktuelle Herausforderungen des Gesellschafts- und Finanzmarktrechts: Festschrift für Hans Caspar von der Crone zum 60. Geburtstag. Zürich: Schulthess Verlag, 589-618.
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Computing equilibria in dynamic stochastic macro-models with heterogeneous agents. In: Honoré, Bo; Pakes, Ariel; Piazzesi, Monika; Samuelson, Larry. Advances in Economics and Econometrics: Theory and Applications, Eleventh World Congress. Cambridge: Cambridge University Press, 185-230.
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Shadow banking and competition: Decomposing market power by activity. In: Bikker, Jaap; Spierdijk, Laura. Research Handbook on Competition in Banking and Finance. Cheltenham UK: Edward Elgar Publishing, 264-304.
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2016
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Book Section
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Protected values and economic decision-making. In: Brosch, Tobias; Sander, David. Handbook of Value: Perspectives from Economics, Neuroscience, Philosophy, Psychology and Sociology. New York: Oxford University Press, 223-241.
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Value Reporting in der Schweiz. In: Köhler, Kristin. Reporting Trends and Developments 2016. Zürich: Center for Corporate Reporting (CCR), 11-16.
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Evolutionary Finance. In: Leube, Kurt R. An Enterprising, Liberal and generous Mind. Fürstentum Liechtenstein: van Eck Verlag, 61-67.
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The Impact of Cointegration on Commodity Spread Options. In: Glau, Kathrin; Grbac, Zorana; Scherer, Matthias; Zagst, Rudi. Innovations in Derivatives Markets. Cham: Springer, 421-435.
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Post-crisis macrofinancial modeling: continuous time approaches. In: Haven, Emmanuel; Molyneux, Philip; Wilson, John; Fedotov, Sergei; Duygun, Meryem. The Handbook of Post Crisis Financial Modeling. London: Palgrave Macmillan UK, 235-282.
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Challenges of integration complexity and evolution into economics. In: Wilson, David S; Kirman, Alan. Complexity and Evolution - Toward a New Synthesis for Economics. Cambridge, Massachusetts: MIT, 65-81.
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Evolutionary behavioural finance. In: Haven, Emmanuel; Molyneux, Philip; Wilson, John; Fedotov, Sergei; Duygun, Meryem. The Handbook of Post Crisis Financial Modelling. London: Palgrave Macmillan UK, 214-234.
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The bank lending channel of monetary policy: A review of the literature and an agenda for future research. In: Beck, Thorsten; Casu, Barbara. The Palgrave Handbook of European Banking. Basingstoke, UK: Palgrave Macmillan, n/a.
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Der Widerspruch zwischen Neoliberalismus und liberaler Demokratie am Beispiel des Finanzmarktes. In: Brühlmeier, Daniel; Mastronardi, Philippe. Demokratie in der Krise. Zürich: Chronos Verlag.
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The financial system as a nexus of interconnected networks. In: Garas, Antonios. Interconnected Networks. Switzerland: Springer International Publishing, 195-229.
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Decoding Financial Networks: Hidden Dangers and Effective Policies. In: Arpe, Jan. To the Man with a Hammer: Augmenting the Policymaker's Toolbox for a Complex World. Gütersloh: Bertelsmann Stiftung, 75-92.
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Monetary transmission and regulatory impacts: empirical evidence from the post-crisis banking literature. In: Haven, Emmanuel; Molyneux, Phil; Wilson, John; Fedotov, Sergei; Duygun, Meryem. The handbook of post crisis financial modelling. New York: Palgrave MacMillan Handbooks, 18-41.
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Monograph
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Financial economics: a concise introduction to classical and behavioral finance. Berlin, Heidelberg: Springer.
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Collateral frameworks: The open secret of central banks. Cambridge: Cambridge University Press.
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Environmental finance and investments. Berlin, Heidelberg: Springer.
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2015
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Book Section
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Effects of firm-specific public announcements on market dynamics: Implications for high-frequency traders. In: Gregoriou, Greg N. Handbook of High Frequency Trading. London: Academic Press, 305-326.
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Competition in Banking. In: Berger, Allen N; Molyneux, Philip; Wilson, John O S. The Oxford Handbook of Banking. Oxford: Oxford University Press, 589-616.
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Zum Widerspruch zwischen der Logik des Finazsektors und den Prinzipien des Libealismus. In: Pfleiderer, Georg; et al. Aspekte von Risiko, Vertrauen, Schuld. Zürich: Pano Verlag, 59-76.
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Emissions Markets and Products. In: Roncoroni, Andrea. Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Managemen. Hoboken: Wiley, 223-254.
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An information system supporting cap and trade in organizations. In: Hilty, Lorenz; Aebischer, Bernard. ICT Innovations for Sustainybility. Cham: Springer, 285-299.
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Bank-firm relationships: A review of the implications for firms and banks in normal and crisis times. In: Watanabe, Tsutomu; Uesugi, Iichiro; Ono, Arito. The Economics of Interfirm Networks. Berlin: Springer, 177-189.
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Monograph
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Mathematical Financial Economics - A Basic Introduction. Switzerland: Springer.
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De la grande guerre à la crise permanente. Presses polytechniques et universitaires romandes, Lausanne: EPFL Press.
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2014
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Book Section
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The Counter-Cyclical Capital Buffer of Basel III: Does it affect Mortgage Pricing?. In: von der Crone, Hans Caspar; Rochet, Jean-Charles. Finanzstabilität: Status und Perspektiven. Zurich: Schulthess Juristische Medien AG, 337.
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Reconstructing Topological Properties of Complex Networks Using the Fitness Model. In: Aiello, Luca Maria; McFarland, Daniel. Social Informatics. Cham: Springer, 323-333.
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Competition in Banking. In: Berger, Allen N; Molyneux, Philip; Wilson, John O S. The Oxford Handbook of Banking. Oxford: Oxford University Press, 589-617.
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Financial Networks. In: D'Agostino, Gregorio; Scala, Antonio. Networks of Networks: The Last Frontier of Complexity. Berlin: Springer Verlag, 311-321.
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Enjeux et conséquences de l'utilisation de l'anglais pour les études d'économie et de gestion à l'université. In: Genf, Slatkine. L'économie au service des citoyens : essais en mémoire de Peter Tschopp. Genf: s.n., 200-215.
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Returns from investing in S&P500 futures options, 1985-2010. In: Malliaris, Anastasios G; Ziemba, William T. Handbook of Futures Markets. London: Imperial College Press, n/a.
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Bankruptcy triggering asset value–continuous time finance approach. In: Pinto, Alberto Adrego; Zilberman, David. Modelling, Dynamics, Optimization and Bioeconomics I. Porto: Springer, 357-382.
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Ethical Leadership - How to integrate empirical and ethical aspects for promoting moral decision making in business practice. In: Christen, Markus; van Schaik, Carel; Fischer, Johannes; Huppenbauer, Markus; Tanner, Carmen. Empirically Informed Ethics: Morality between Facts and Norms. Cham: Springer, 239-254.
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Monograph
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Corporate Finance: Grundlagen von Finanzierung und Investition. (6. Auflage). Zürich: Versus.
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2013
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Book Section
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The impact of banking sector deleveraging on investment in the European Union. In: Kolev, Atanas; Tanayama, Tanja; Wagenvoort, Rien. Investment and Investment Finance in Europe. Luxembourg: European Investment Bank, 171-206.
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Dynamic Financial Contracting. In: Acemoglu, Daron; Arellano, Manuel; Dekel, Eddie. Advances in Economics and Econometrics. New York: Cambridge University Press, 125-171.
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Anlegerschutz und Behavioral Finance. In: Zobl, D; Giovanoli, M; Weber, R; Sethe, Rolf. Anlegerschutz im Finanzmarktrecht kontrovers diskutiert. Zürich, Basel und Genf: Schulthess Verlag, 1-12.
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