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ZORA Publication List

Publications

2025
- Conference or Workshop item
  - Usmanova, A., Abdullah, R., Banerjee, D., Leippold, M., & Usbeck, R. (2025). ReportGRI: Automating GRI Alignment and Report Assessment 6723–6727. https://doi.org/10.1145/3746252.3761469
  - Xiong, C., Ni, J., Fan, Y., Zouhar, V., Rooein, D., Calvo-Bartolomé, L., Hoyle, A. M., Jin, Z., Sachan, M., Leippold, M., Hovy, D., El-Assady, M., & Ash, E. (2025). Co-DETECT: Collaborative Discovery of Edge Cases in Text Classification
  - Kolli, I., Vaghefi, S., Colesanti Senni, C., Raj, S., & Leippold, M. (2025). Automated Evidence Extraction and Scoring for Corporate Climate Policy Engagement: A Multilingual RAG Approach
- Dissertation
  - Beck, E. (2025). Improved inference and forecasting in economics and finance (Dissertation, University of Zurich)
  - Benincasa, E. (2025). Three essays on banking, climate risks, and corporate sustainability (Dissertation, University of Zurich)
  - Sadeghi, Mohammad Hassan . Selected statistical approaches in quantitative risk management 2025, University of Zurich, Faculty of Economics.
- Edited Scientific Work
  - Innovation in Risk Management: Three AI-Enabled Solutions for Swiss Banking Edited by: Fasnacht, Daniel; Farkas, Walter (2025). Zurich: Department of Finance, University of Zurich.
  - Smart Health: Ansätze zur Digitalisierung und Demokratisierung des Schweizer Gesundheitsökosystems Edited by: Fasnacht, Daniel (2025). Wiesbaden: Springer Gabler.
- Published Research Report
  - Adamek, Juerg; Habib, Michel; Mellors, Frederick; Müller, Andreas; Ongena, Steven (2025). Navigating the World of Sovereign Debt Zürich: Swiss Finance Institute.
- Working Paper
  - Puschmann, Thomas; Khmarskyi, Valentyn (2025). Future Directions in Green Fintech Sustainable Digital Finance 1, Global Center for Sustainable Digital Finance.
  - Puschmann, Thomas; Kirschner, Thorsten; Büge, Max (2025). Digital ESG For Strategic Innovation Sustainable Digital Finance 3, Global Center for Sustainable Digital Finance.
  - Han, Jiequn; Yang, Yucheng; E, Weinan (2025). DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks Swiss Finance Institute Research Paper 25-06, University of Zurich.
  - Yang, Yucheng (2025). Redistributive Inflation and Optimal Monetary Policy Swiss Finance Institute Research Paper 25-07, University of Zurich.
  - Payne, Jonathan L; Rebei, Adam; Yang, Yucheng (2025). Deep Learning for Search and Matching Models Swiss Finance Institute Research Paper 25-05, University of Zurich.
  - Puschmann, Thomas; Khmarskyi, Valentyn (2025). An Approach to Calculate Crypto Asset Carbon Emissions Sustainble Digital Finance 2, Global Center for Sustainable Digital Finance.
2024
- Conference or Workshop item
  - Schimanski, Tobias; Ni, Jingwei; Martín, Roberto Spacey; Ranger, Nicola; Leippold, Markus (2024). ClimRetrieve: A Benchmarking Dataset for Information Retrieval from Corporate Climate Disclosures In: The 2024 Conference on Empirical Methods in Natural Language Processing, Miami, Florida, USA, 12 November 2024 - 16 November 2024. Association for Computational Linguistics, 17509-17524.
  - Schimanski, Tobias; Ni, Jingwei; Kraus, Mathias; Ash, Elliott; Leippold, Markus (2024). Towards Faithful and Robust LLM Specialists for Evidence-Based Question-Answering In: The 62nd Annual Meeting of the Association for Computational Linguistics, Bangkok, Thailand, 11 August 2024 - 16 August 2024. Association for Computational Linguistics, 1913-1931.
- Dissertation
  - Kooij, I. (2024). Sustainabiltiy integration and trading behavior in financial markets (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-280273
  - Chitsiripanich, Soros . New momentum, reversal, and multivariate discrete mixtures for portfolio selection 2024, University of Zurich, Wirtschaftswissenschaftliche Fakultät.
  - Wolff, Vincent . The economics of financial markets with frictions: risk-taking, market liquidity, and transaction taxes 2024, University of Zurich, Wirtschaftswissenschaftliche Fakultät.
  - Meisser, Luzius . Essays in decentralized finance 2024, University of Zurich, Wirtschaftswissenschaftliche Fakultät.
  - Svaton, Michal . Essays in volatility 2024, University of Zurich, Wirtschaftswissenschaftliche Fakultät.
  - Rillaerts, Jordy . Three essays in empirical finance 2024, University of Zurich, Faculty of Economics.
  - Gaegauf, Luca . Essays in finance 2024, University of Zurich, Faculty of Economics.
  - Cornelli, Giulio . Essays on fintech and digital currencies 2024, University of Zurich, Faculty of Economics.
  - Matyunina, Alexandra . Essays on bank credit supply 2024, University of Zurich, Wirtschaftswissenschaftliche Fakultät.
- Master's Thesis
  - Can Türetken, Aysun . An Adversarial Attack Approach on Financial LLMs Driven by Embedding-Similarity Optimization 2024, University of Zurich, Faculty of Economics.
  - Cantoni, Nina Erminia . Loss Aversion in the Context of Sustainability 2024, University of Zurich, Faculty of Economics.
  - Holzheu, Katharina . Financial advisors and the willingness to pay for sustainable finance products by private investors 2024, University of Zurich, Wirtschaftswissenschaftliche Fakultät.
  - Swiac, Oskar . The Role of the US Dollar in Global Monetary System 2024, University of Zurich, Faculty of Economics.
  - Von Alten, Lucas . How primary dealer privileges relate to overpricing occurrences in EMU government bond auctions 2024, University of Zurich, Faculty of Economics.
  - Oser, Kevin . Corporate Green Bonds: Greenwashing or Credible Signal?
- Published Research Report
  - Leippold, Markus (2024). The Role of AI in Transforming Financial Practices Zürich: Swiss Finance Institute.
  - Ongena, Steven; Nistor, Simona (2024). Bank Capital Requirements: Why, How High, Increasing them, Alternatives?
  - Lau, Alexandra; Morellec, Erwan; Ongena, Steven; Sautner, Zacharias; Zukas, Tadas (2024). Climate-Related Risks - A Focus on Banks and Credit Risk Zürich: Swiss Finance Institute.
  - Amschwand, Isabelle; Maranghino-Singer, Brigitte; Savoia, Reto; Grampp, Michael; Laude, Daniel (2024). Generative künstliche Intelligenz - neue Horizonte für Verwaltungsräte Rotkreuz: swissVR.
  - Pasche, Cyril; Sautner, Zacharias (2024). The Value of ESG: Where and Why It Matters Zürich: Swiss Finance Institute.
  - Mettler, Alfred; Ongena, Steven; Basten, Christoph; Bürgi, Markus P H (2024). Updated Global Financial Regulation, Transparency, and Compliance Index (GFRTCI) Zürich: Swiss Finance Institute.
  - Nyborg, Kjell G; Pasche, Cyril (2024). Central Banks: Money, Policies, and Impact Zürich: Swiss Finance Institute.
  - Ryf, Stefan; Fasnacht, Daniel Peter; Fichter, Christian (2024). Wirtschaftliche Situation der KMU angespannter als im Vorjahr Zürich: NZZ Verlag.
  - Ritz Bossicard, Cornelia; Gruber-Durrer, Mirjam; Maranghino-Singer, Brigitte; Savoia, Reto; Grampp, Michael; Laude, Daniel (2024). Nachhaltigkeit im Verwaltungsrat - gekommen, um zu bleiben Zürich: swissVR.
- Scientific Publication in Electronic Form
  - Delis, Manthos; Galariotis, Emilios; Iosifidi, Maria; Ongena, Steven (2024). Corporate taxes and economic inequality: A credit channel cepr.org: Centre for Economic Policy Research (CEPR).
  - Fasnacht, Daniel (2024). Beyond the hype: sensitive data on the blockchain cryptovalleyjournal.com: CV Publishing AG.
- Working Paper
  - Iwata, Tsuyoshi; Orpiszewski, Tomasz; Thompson, Mark (2024). Betting Against ESG Sinners: Evidence From Short Selling Around the World SSRN 4818314, University of Zurich.
  - Heeb, Florian; Kölbel, Julian; Ramelli, Stefano; Vasileva, Anna (2024). Sustainable Investing and Political Behavior Swiss Finance Institute Research Paper 23-46, University of Zurich.
2023
- Conference or Workshop item
  - Ni, Jingwei; Bingler, Julia; Colesanti Senni, Chiara; Kraus, Mathias; Gostlow, Glen; Schimanski, Tobias; Stammbach, Dominik; Ashraf Vaghefi, Saeid; Wang, Qian; Webersinke, Nicolas; Wekhof, Tobias; Yu, Tingyu; Leippold, Markus (2023). CHATREPORT: Democratizing Sustainability Disclosure Analysis through LLM-based Tools In: The 2023 Conference on Empirical Methods in Natural Language Processing, Singapore, Singapore, 6 December 2023 - 10 December 2023. Association for Computational Linguistics, 21-51.
  - Schimanski, Tobias; Bingler, Julia; Kraus, Mathias; Hyslop, Camilla; Leippold, Markus (2023). ClimateBERT-NetZero: Detecting and Assessing Net Zero and Reduction Targets In: The 2023 Conference on Empirical Methods in Natural Language Processing, Singapore, Singapore, 6 December 2023 - 10 December 2023. Association for Computational Linguistics, 15745-15756.
  - Leippold, Markus; Ni, Jingwei; Jin, Zhijing; Wang, Qian; Sachan, Mrinmaya (2023). When does aggregating multiple skills with multi-task learning work? A case study in financial NLP In: 61st Annual Meeting of the Association for Computational Linguistics (ACL’23), Toronto, Canada, 9 July 2023 - 14 July 2023. Association for Computational Linguistics, 7465-7488.
  - Leippold, Markus; Stammbach, Dominik; Webersinke, Nicolas; Bingler, Julia Anna; Kraus, Mathias (2023). Environmental Claim Detection In: 61st Annual Meeting of the Association for Computational Linguistics (ACL’23), Toronto, Canada, 9 July 2023 - 14 July 2023. Association for Computational Linguistics, 1051-1066.
  - Leippold, Markus; Stammbach, Dominik; Webersinke, Nicolas; Bingler, Julia Anna; Kraus, Mathias (2023). A dataset for detecting real-world environmental claims In: 61st Annual Meeting of the Association for Computational Linguistics (ACL’23), Toronto, Canada, 9 July 2023 - 14 July 2023. arxiv.org, 1-14.
- Dissertation
  - Rey, Reto . Three Essays in Small Business and Consumer Finance 2023, University of Zurich, Faculty of Economics.
  - Meyer, Kevin . Three Essays in Finance 2023, University of Zurich, Faculty of Economics.
  - Pohl, Stefan . Three Essays on Empirical Financial Intermediation 2023, University of Zurich, Faculty of Economics.
  - Bergesio, Andrea . Frictional costs in insurance 2023, University of Zurich, Faculty of Economics.
  - Toczynski, Jan . Essays in Empirical Finance 2023, University of Zurich, Faculty of Economics.
  - Deng, Ming . Corporate Communication and News Media in the Financial Market 2023, University of Zurich, Faculty of Economics.
  - Zheng, Jiani . Climate Change, Biodiversity Losses and Financial Risks 2023, University of Zurich, Faculty of Economics.
  - Huang, Jiyuan . Factor structure and Machine Learning in Finance 2023, University of Zurich, Faculty of Economics.
- Published Research Report
  - Durrer, Mirjam; Grampp, Michael; Laude, Daniel; Maranghino-Singer, Brigitte; Ritz Bossicard, Cornelia; Savoia, Reto (2023). Cyber-Resilienz - Steigende Bedeutung für Verwaltungsräte Rotkreuz: swissVR.
  - Calice, Pietro; Demekas, Dimitrios G; Battiston, Stefano; Monasterolo, Irene; Duggan, Victor Fitzpatrick (2023). Mobilizing Finance for the Just Energy Transition in the European Union Washington, DC: World Bank Group.
  - Basten, Christoph; Füss, Roland; Häfliger, Petra S; Küng, Lorenz; Salzmann, Daniel; Schläpfer, Jörg (2023). Insights Into Today’s Real Estate Market - A Focus on Switzerland Zürich: Swiss Finance Institute.
  - Fasnacht, Daniel; Ryf, Stefan; Siegenthaler, Perina; Fichter, Christian (2023). Schweizer KMU: Gute Stimmung trotz neuen Herausforderungen: Lieferkettenproblematik entspannt sich, künstliche Intelligenz als Chance: Ergebnisbericht Zürich: NZZ.
- Scientific Publication in Electronic Form
  - Erten, Irem; Ongena, Steven (2023). Environmental risk and bank lending London: VoxEU, CEPR Policy Portal.
  - Gao, Mingze; Huang, Yunying; Ongena, Steven; Wu, Eliza (2023). Banking on knowledge: Technology expertise and loan costs London: VoxEU, CEPR Policy Portal.
  - Braggion, Fabio; Von Meyerinck, Felix; Schaub, Nic; Weber, Michael (2023). The long-term effects of inflation on inflation expectations London: VoxEU, CEPR Policy Portal.
  - Braggion, Fabio; von Meyerinck, Felix; Schaub, Nic; Weber, Michael (2023). The long-term effects of inflation on inflation expectations Vienna: SUERF - The European Money and Finance Forum.
  - Braggion, Fabio; von Meyerinck, Felix; Schaub, Nic; Weber, Michael (2023). The Long-term Effects of Inflation on Inflation Expectations Chicago: Becker Friedman Institute.
  - Collard, Fabrice; Habib, Michel; Panizza, Ugo; Rochet, Jean-Charles (2023). Assessing Debt Sustainability in the Euro Area cepr.org: VoxEU, CEPR Policy Portal.
- Working Paper
  - Battiston, Stefano; Monasterolo, Irene; Montone, Maurizio (2023). Technological greenness and long-run performance SSRN 4639787, University of Zurich.
  - Tanner, Carmen; Witt, Nicole (2023). The Many Facets of Workplace Moral Courage: Development and Validation of a Multidimensional Scale SSRN 4670864, University of Zurich.
  - Paolella, Marc; Polak, Pawel; Walker, Patrick S (2023). Risk Parity Portfolio Optimization under Heavy-Tailed Returns and Time-Varying Volatility SSRN 4652551, University of Zurich.
  - Tanner, Carmen; Groos, Ann-Sophie (2023). A Cybernetic Perspective on Escalation: Lessons from the Volkswagen Emissions Scandal SSRN 4191411, University of Zurich.
  - Alessi, Lucia; Battiston, Stefano (2023). Taxonomy-alignment and transition risk: a country-level approach JRC Working Papers in Economics and Finance JRC135889, University of Zurich.
  - Bressan, Giacomo; Duranovic, Anja; Monasterolo, Irene; Battiston, Stefano (2023). Asset-level assessment of climate physical risk matters for adaptation finance SSRN 4062275, University of Zurich.
  - Cooper, Ian Anthony; Nyborg, Kjell G (2023). LBO Valuation Using Flows to Equity Swiss Finance Institute Research Paper 23-74, University of Zurich.
  - Katsarov, Johannes; Schmocker, David; Tanner, Carmen; Christen, Markus (2023). Moral Sensitivity Training - A Systematic Review SSRN 4551778, University of Zurich.
  - Hoepner, A. G. F., Klausmann, J., Leippold, M., & Rillaerts, J. (2023, August 16). Beyond climate: the impact of biodiversity, water, and pollution on the CDS term structure
  - Nyborg, Kjell G; Woschitz, Jiri (2023). The price of money: The reserves convertibility premium over the term structure CEPR Discussion Papers 18371, University of Zurich.
  - Kölbel, Julian; Zeisberger, Stefan; Heeb, Florian; Paetzold, Falko (2023). Do Investors Care About Impact?
  - Albertazzi, U., Bottero, M., Gambacorta, L., & Ongena, S. (2023, July 25). Asymmetric information and the securitization of SME loans
  - Doskov, Nikolay; Hens, Thorsten; Schenk-Hoppe, Klaus Reiner (2023). Strategic complementarity and substitutability of investment strategies Swiss Finance Institute Research Paper 22-04, University of Zurich.
  - Braggion, Fabio; Von Meyerinck, Felix; Schaub, Nic; Weber, Michael (2023). The long-term effects of inflation on inflation expectations Chicago Booth Paper 23-13, University of Zurich.
  - Kubler, F., & Scheidegger, S. (2023, July 1). Uniformly self-justified equilibria doi:10.2139/ssrn.3995209
  - Huang, Jiyuan; Östberg, Per (2023). Difference-in-differences with Economic Factors and the Case of Housing Returns Swiss Finance Institute Research Paper 23-55, University of Zurich.
  - Orlov, Vitaly; Ramelli, Stefano; Wagner, Alexander (2023). Revealed Beliefs about Responsible Investing: Evidence from Mutual Fund Managers Swiss Finance Institute Research Paper 22-98, University of Zurich.
  - Coculescu, Delia; Pham, Huyen; Motte, Mederic (2023). Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation ArXiv.org 2306.16553, Cornell University.
  - Pohl, Stefan; Pursiainen, Vesa (2023). The Role of Stock Indices in Analyst Career Outcomes and Stock Recommendations Swiss Finance Institute Research Paper 23-50, University of Zurich.
  - Barjašić, Irena; Battiston, Stefano; Zlatić, Vinko (2023). Credit Valuation Adjustment in Financial Networks ArXiv.org 2305.16434, University of Zurich.
  - Iwata, Tsuyoshi; Weibel, Marc (2023). A Factor-Tilt Approach to ESG Investing SSRN 4456943, University of Zurich.
  - Mão-de-Ferro, Ana; Ramelli, Stefano (2023). Inflation, the corporate greed narrative, and the value of corporate social responsibility Swiss Finance Institute Research Paper 23-06, University of Zurich.
  - Filipovic, Zoran; Wagner, Alexander (2023). The Intangibles Song in Takeover Announcements: Good Tempo, Hollow Tune Swiss Finance Institute Research Paper 19-03, University of Zurich.
  - Wagner, Alexander; Deng, Ming; Leippold, Markus; Wang, Qian (2023). War and Policy: Investor Expectations on the Net-Zero Transition Swiss Finance Institute Research Paper 22-29, University of Zurich.
  - Folini, D., Friedl, A., Kübler, F., & Scheidegger, S. (2023, May 10). The climate in climate economics doi:10.2139/ssrn.3885021
  - Ulrych, U., Cirulli, A., & Kobak, M. (2023, May 5). Portfolio Construction with Hierarchical Momentum doi:10.2139/ssrn.4125072
  - Hediger, Simon; Näf, Jeffrey; Wolf, Michael (2023). R-NL: covariance matrix estimation for elliptical distributions based on nonlinear shrinkage ArXiv.org 2210.14854, Cornell University.
  - Brumm, Johannes; Feng, Xiangyu; Kotlikoff, Laurence J; Kubler, Felix (2023). When interest rates go low, should public debt go high?
  - Basten, Christoph; Juelsrud, Ragnar (2023). Cross-Selling in Bank Household Relationships: Implications for Deposit Pricing, Loan Pricing, and Monetary Policy Swiss Finance Institute Research Paper 22-65, University of Zurich.
  - Yang, Hanlin (2023). Behavioral Anomalies in Cryptocurrency Markets SSRN 3174421, University of Zurich.
  - Can today’s and tomorrow’s world uniformly gain from carbon taxation? doi:10.3386/w29224
  - Garel, Alexandre; Romec, Arthur; Sautner, Zacharias; Wagner, Alexander (2023). Do Investors Care About Biodiversity?

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