Other Publications

ZORA Publication List

Publications

• 2022

  • Working Paper

    • Battiston, S., Monasterolo, I., van Ruijven, B. J., & Krey, V. (2022). The NACE - CPRS - IAM mapping: A tool to support climate risk analysis of financial portfolio using NGFS scenarios (No. 4223606; SSRN). https://doi.org/10.2139/ssrn.4223606
    • Kübler, F. (2022). Climate uncertainty, financial frictions and constrained efficient carbon taxation (ArXiv.Org). https://doi.org/10.48550/arXiv.2210.09066
    • Leippold, M., Hershcovich, D., Webersinke, N., Kraus, M., & Bingler, J. A. (2022). Towards climate awareness in NLP research (2205.05071; ArXiv.Org). https://doi.org/10.48550/arXiv.2205.05071
    • Auer, R., Iwadate, B., Schrimpf, A., & Wagner, A. (2022). Global Production Linkages and Stock Market Comovement (No. 22–18; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.4041037
    • Beyene, W., Falagiarda, M., Ongena, S., & Scopelliti, A. (2022). Do lenders price the brown factor in car loans? Evidence from diesel cars (No. 22–76; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.4245777
    • Fu, J., & Krauss, A. (2022). Preparing fertile ground: How does the quality of business environments affect MSE growth? (No. 3532466; SSRN). https://doi.org/10.2139/ssrn.3532466
    • Berntsen, P., & Leippold, M. (2022). The Monetary Benefit of Tokenizing Renewable Energy (No. 4219222; SSRN). https://doi.org/10.2139/ssrn.4219222
    • Hens, T., Bachmann, K., Lot, A., & Xu, X. (2022). Experimental Research on Retirement Decision-Making: Evidence from Reproductions (No. 22–72; Swiss Finance Institute Research Paper). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4217816
    • Mishra, M., Ioannidou, V., & Fu, J. (2022). Don’t Stay Put: Ride the (Credit) Wave (WP 02/22; Centre for Banking Research Working Paper Series, Bayes Business School). https://www.bayes.city.ac.uk/__data/assets/pdf_file/0008/700757/fu_et_al_2022.pdf
    • Woschitz, J. (2022). Central bank liquidity policy and the cross-section of bank equity returns (n/a; N/a).
    • He, Q., Huang, J., Li, D., & Lu, L. (2022). Bank lending and CEO turnover: Evidence from China (n/a; N/a).
    • Benincasa, E., Fu, J., Mishra, M., & Paranjape, A. (2022). Different Shades of Green: Estimating the Green Bond Premium using Natural Language Processing (No. 22-64,2022; SSRN). https://doi.org/10.2139/ssrn.4198065
    • Von Meyerinck, F., Pursiainen, V., & Schmid, M. (2022). Competition and the Reputational Costs of Litigation (2020/07; University of St.Gallen - School of Finance Research Paper). https://doi.org/10.2139/ssrn.3744414
    • Gibson, R., Sohn, M., Tanner, C., & Wagner, A. (2022). Earnings management and managerial honesty: the investors’ perspectives (No. 17–03; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.2912795
    • Barbiero, F., Burlon, L., Dimou, M., & Toczynski, J. (2022). Targeted Monetary Policy, Dual Rates and Bank Risk Taking (2022/2682; ECB Working Paper). https://doi.org/10.2139/ssrn.4170361
    • Von Meyerinck, F., Braggion, F., & Schaub, N. (2022). Inflation and Individual Investors’ Behavior: Evidence from the German Hyperinflation (2021/07; University of St.Gallen - School of Finance Research Paper). https://doi.org/10.2139/ssrn.3802488
    • Collard, F., Habib, M., Panizza, U., & Rochet, J.-C. (2022). Debt Sustainability with Involuntary Default (No. 17357; CEPR Discussion Papers). https://cepr.org/publications/dp17357
    • Chesney, M., Fattinger, F., Krakow, N. J., & Straumann, S. (2022). Interest Rates, Bounded Rationality, and Complexity: Demand and Supply of Retail Financial Products (No. 3499660; SSRN). https://doi.org/10.2139/ssrn.3499660
    • Von Meyerinck, F., Romer, J., & Schmid, M. (2022). CEO Turnover and Director Reputation (2021/06; University of St.Gallen - School of Finance Research Paper). https://doi.org/10.2139/ssrn.3774434
    • Hediger, S., & Näf, J. (2022). Shrinking in COMFORT (No. 4069441; SSRN). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4069441
    • Kubler, F., Li, B., Qin, X., & Zhang, Y. (2022). Housing demand in high-return/high-volatility environments (No. 4059827; SSRN). https://doi.org/10.2139/ssrn.4059827
    • Azinovic, M., Gaegauf, L., & Scheidegger, S. (2022). Deep Equilibrium Nets (No. 3393482; SSRN). https://doi.org/10.2139/ssrn.3393482
    • Ulrych, U., & Burkhardt, R. (2022). Sparse and Stable International Portfolio Optimization and Currency Risk Management (No. 22–07; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.4006420
    • Hens, T., & Naebi, F. (2022). Behavioral Heterogeneity in the CAPM with Evolutionary Dynamics (No. 22–06; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.4003071
    • Hens, T., & Schnetzer, M. (2022). Evolutionary finance for multi-asset investors (No. 22–05; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.4003066
    • Gersbach, H., Rochet, J. C., & Von Thadden Ernst-ludwig. (2022). Public debt and the balance sheet of the private sector (SSRN). https://doi.org/10.2139/ssrn.4161747
    • Pursiainen, V., & Toczynski, J. (2022). Retail investors’ cryptocurrency investments (Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.4268236
    • Evstigneev, I. V., Hens, T., & Javad Vanaei, M. (2022). Evolutionary finance: a model with endogenous asset payoffs (No. 22–96; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.4308736
    • Auer, R., Matyunina, A., & Ongena, S. (2022). The countercyclical capital buffer and the composition of bank lending (No. 21–66; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.3345189
    • Östberg, P., & Richter, T. (2022). The Sovereign Debt Crisis: Flights or Freezes? (No. 3060504; SSRN). https://doi.org/10.2139/ssrn.3060504
    • Leippold, M., & Matthys, F. (2022). Economic Policy Uncertainty and the Yield Curve (No. 22–36; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.2669500

• 2021

  • Dissertation

    • Ramelli, S. (2021). Finance in the climate crisis: preferences, policies, and prospects (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-206110
    • Krakow, N. J. (2021). Information disclosure, competition, and sustainability in retail financial markets (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-203163
    • Azinovic, M. (2021). Essays on Computational Macro-Finance (Dissertation, University of Zurich)
    • Peng, Y. (2021). Applications of New Empirical IO in Banking and Real Estate Economics (Dissertation, University of Zurich)
    • Dorn, D. (2021). Corporate Market Timing and Short-Sale Constraints (Dissertation, University of Zurich)
    • Mishra, M. (2021). How Does Financial Intermediation Respond to Varied Shocks? (Dissertation, University of Zurich)
    • Ceccarelli, M. (2021). Essays on Sustainable Finance (Dissertation, University of Zurich)
    • Lentner, P. (2021). The effect of monetary policy on covered bonds (Dissertation, University of Zurich)
    • O’Flynn, K. (2021). Essays on the Impact of Financial Markets on Traditional Banking (Dissertation, University of Zurich)
    • Briukhova, O. (2021). Three Essays on the Consequences of Financial Stability Regulation (Dissertation, University of Zurich)
    • Kabas, G. (2021). Essays on Household Finance and Empirical Banking (Dissertation, University of Zurich)
    • Stang, F. (2021). Essays on arbitrage pricing theory and contagion in a financial network (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-206334
    • Roncoroni, A. (2021). Risk and opportunities in the context of the low-carbon transition: a financial network approach (Dissertation, University of Zurich)
    • De Nard, G. (2021). Asset return prediction and covariance matrix estimation for portfolio selection in large dimensions (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-206333

  • Newspaper Article

    • Chesney, M. (2021, November 23). La notion de finance durable est-elle un oxymore ? Le Temps, online. https://www.letemps.ch/opinions/notion-finance-durable-estelle-un-oxymore
    • Chesney, M. (2021, November 22). Une appellation qui serait un oxymore? Le Temps, 11. https://www.letemps.ch/opinions/notion-finance-durable-estelle-un-oxymore
    • Chesney, M. (2021, August 23). Dérèglements climatiques: les leçons à tirer de cet été meurtrier Le Temps, online. https://www.letemps.ch/economie/dereglements-climatiques-lecons-tirer-cet-meurtrier
    • Wagner, A. (2021, June 5). Sechs unbequeme Wahrheiten über nachhaltige Investitionen Finanz und Wirtschaft, 10.
    • Battiston, S., & Monasterolo, I. (2021, May 26). Le système financier peut faire pencher la dynamique de la transition écologique d’un côté ou de l’autre Le Monde, online.
    • Battiston, S., & Monasterolo, I. (2021, May 24). Transizione ecologica e rischio finanziario: il ruolo chiave delle aspettative Il Sole 24 Ore, online. https://www.ilsole24ore.com/art/transizione-ecologica-e-rischio-finanziario-ruolo-chiave-aspettative-AEFYgcL?refresh_ce=1
    • Fasnacht, D., & Straube, C. (2021, May 14). Quanten-Computing: eine gute Investition Computerworld, 22–23. https://www.computerworld.ch/technik/best-practice/quanten-computing-gute-investition-2662043.html
    • Fasnacht, D. (2021, March 8). Mit Corona wird der Kunde wieder König Finanz und Wirtschaft, online. https://www.fuw.ch/article/mit-corona-wird-der-kunde-wieder-koenig

  • Scientific Publication in Electronic Form

    • Puschmann, T., & Shiba, S. (2021). Developing a Taxonomy for Sustainable Digital Finance 42. International Conference on Information Systems, Austin. https://aisel.aisnet.org/icis2021/is_sustain/is_sustain/6/
    • Beyene, W., Delis, M. D., De Greiff, K., & Ongena, S. (2021). Too big to strand? Bond versus bank financing in the transition to a low carbon economy https://voxeu.org/article/bond-versus-bank-financing-transition-low-carbon-economy
    • Delis, M. D., Fringuellotti, F., & Ongena, S. (2021). Credit, Income, and Inequality https://libertystreeteconomics.newyorkfed.org/2021/07/credit-income-and-inequality.html
    • Benincasa, E., Kabas, G., & Ongena, S. (2021). “There is no planet B”, but for banks there are “countries B to Z”: Domestic climate policy and cross-border bank lending. https://voxeu.org/article/domestic-climate-policy-and-cross-border-bank-lending
    • Mamonov, M., Pestova, A., & Ongena, S. (2021). “Crime and punishment”: How Russian banks anticipated and dealt with global financial sanctions. https://voxeu.org/article/how-russian-banks-anticipated-and-dealt-global-financial-sanctions
    • Kasinger, J., Krahnen, J. P., Ongena, S., Pelizzon, L., Schmeling, M., & Wahrenburg, M. (2021). Preparing for a wave of non-performing loans: Empirical insights and important lessons https://voxeu.org/article/preparing-wave-non-performing-loans
    • Gropp, R., Mosk, T., Ongena, S., Simac, I., & Wix, C. (2021). Supranational rules, national discretion: Increasing versus inflating regulatory bank capital https://voxeu.org/article/supranational-rules-national-discretion-and-regulatory-bank-capital
    • Delis, F., Delis, M. D., Laeven, L., & Ongena, S. (2021). Global evidence on profit shifting: The role of intangible assets https://voxeu.org/article/global-evidence-profit-shifting-role-intangible-assets
    • Atmaca, S., Kirschenmann, K., Ongena, S., & Schoors, K. (2021). Increasing deposit insurance and nationalisation in times of crisis https://voxeu.org/article/increasing-deposit-insurance-and-nationalisation-times-crisis
    • Garcia-Appendini, E., & Ongena, S. (2021). Ripple effects of monetary policy https://voxeu.org/article/ripple-effects-monetary-policy
    • Kok, C., Müller, C., Ongena, S., & Pancaro, C. (2021). The disciplining effect of supervisory scrutiny in the EU-wide stress test https://voxeu.org/article/disciplining-effect-supervisory-scrutiny-eu-wide-stress-test
    • Qi, S., De Haas, R., Ongena, S., & Straetmans, S. (2021). Information sharing and the geography of banking https://voxeu.org/article/information-sharing-and-geography-banking
    • Kotlikoff, L., Kübler, F., Polbin, A., & Scheidegger, S. (2021). Economists have needlessly produced a climate war https://voxeu.org/article/economists-have-needlessly-produced-climate-war

  • Working Paper

    • Yang, Y., Zheng, Z., & E, W. (2021). Interpretable Neural Networks for Panel Data Analysis in Economics (No. 3708445; SSRN). https://doi.org/10.2139/ssrn.3708445
    • Fasnacht, D. (2021). Digital Ecosystems and Super Apps (No. 3924260; SSRN). https://ssrn.com/abstract=3924260
    • Hediger, S., Näf, J., Paolella, M. S., & Polak, P. (2021). Heterogeneous Tail Generalized Common Factor Modeling (No. 21–73; SSRN). https://doi.org/10.2139/ssrn.3951806
    • Basten, C., Briukhova, O., & Pelli, M. (2021). Bank Capital Requirements and Asset Prices: Evidence from the Swiss Real Estate Market (-). https://michele.pelli.click/download/Poster_CCyB.pdf
    • Paolella, M. S. (2021). Various Course Proposals for: Mathematics with a View Towards (the Theoretical Underpinnings of) Machine Learning (No. 21–65; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.3923528
    • Bergesio, A., Koch-Medina, P., & Munari, C. (2021). Limited Liability and the Demand for Coinsurance by Individuals and Corporations (No. 21–57; SSRN).
    • Boissay, F., Garcia-Appendini, E., & Ongena, S. (2021). Ripple effects of monetary policy (No. 957; BIS Working Paper). https://www.bis.org/publ/work957.htm
    • Tanner, C., Schmocker, D., Katsarov, J., & Christen, M. (2021). Educating moral sensitivity in business: An experimental study to evaluate the effectiveness of a serious moral game (No. 3838222; SSRN). https://doi.org/10.2139/ssrn.3838222
    • Dzielinski, M., Wagner, A., & Zeckhauser, R. J. (2021). CEO Clarity (No. 17–13; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.2965108
    • Krakow, N. J., & Schäfer, T. (2021). Mutual Funds and Qualitative Disclosure (No. 20–54; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.3648089
    • Gibson, R., Tanner, C., & Wagner, A. (2021). Moral commitment: Does it reduce or enhance the response to social norms? Evidence from an experiment on earnings management (No. 15–01; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.2557480
    • Puschmann, T., & Shiba, S. (2021). Sustainable Digital Finance: Developing a Taxonomy for FinTech, InsurTech, and Blockchain (No. 3; Swiss FinTech Innovation Lab).
    • Coculescu, D., Lupascu Stamate, O., & Visentin, G. (2021). Emergence and Evolution of Cooperation for Survival: A Continuous Time Model (No. 1189182; SSRN). https://doi.org/10.2139/ssrn.1189182
    • Briukhova, O., D’Errico, M., & Battiston, S. (2021). Reshaping the Financial Network: Externalities and Redistribution Effects in Central Clearing (No. 3413844; SSRN). https://doi.org/10.2139/ssrn.3413844
    • Von Meyerinck, F., Niessen-Ruenzi, A., Schmid, M., & Davidoff Solomon, S. (2021). As California Goes, So Goes the Nation? Board Gender Quotas and Shareholders’ Distaste of Government Interventions (No. 785; Finance Working Paper Series). https://doi.org/10.2139/ssrn.3303798
    • Basten, C., & Ongena, S. (2021). Mortgage Lending through a FinTech Web Platform. The Roles of Competition, Diversification, and Automation (No. 10; CUREM Working Paper Series). UZH ETH Seminar on Economic Policy and UZH CUREM, Zoom.
    • Fasnacht, D. (2021). Agile and frugal strategies for the handling of increased uncertainty (No. 21778; SSRN). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3963271
    • Ramelli, S., Ossola, E., & Rancan, M. (2021). Stock Price Effects of Climate Activism: Evidence from the First Global Climate Strike (No. 3544669; SSRN). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3544669

• 2020

  • Conference or Workshop item

    • Mishra, R., Yadav, P., Calizzano, R., & Leippold, M. (2020, December 17). MuSeM: Detecting Incongruent News Headlines using Mutual Attentive Semantic Matching International Conference on Machine Learning and Applications (ICMLA) 2020, Miami.
    • Diggelmann, T., Boyd-Graber, J., Bulian, J., Ciaramita, M., & Leippold, M. (2020, December 11). Climate-fever: A Dataset for Verification of Real-World Climate Claims Tackling Climate Change with Machine Learning workshop at NeurIPS 2020, Online.
    • Varini, F., Boyd-Graber, J., Ciaramita, M., & Leippold, M. (2020, December 11). ClimaText: A Dataset for Climate Change Topic Detection Tackling Climate Change with Machine Learning workshop at NeurIPS 2020, Online.
    • Mishra, R., Gupta, D., & Leippold, M. (2020, November 20). Generating Fact Checking Summaries for Web Claims The 2020 Conference on Empirical Methods in Natural Language Processing (EMNLP 2020), online.
    • Brumm, J., Kotlikoff, L., & Kübler, F. (2020). Leveraging Posterity’s Prosperity? In E. Duflo (Ed.), AEA Papers and Proceedings (No. 110; pp. 152–156). American Economic Association. https://doi.org/10.1257/pandp.20201104

  • Dissertation

    • Maslov, E. (2020). Essays in financial integration, firm dynamics and risk sharing (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-191923
    • Mathys, L. (2020). American-type exotic options and risk management in Lévy-driven markets (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-191458
    • Hörnlein, L. (2020). Financing the energy transition: the impact of a changing power sector on investors (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-188697
    • Mazzone, L. (2020). Leverage, Business Cycles and Human Capital Accumulation (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-199484
    • Bilan, A. (2020). Three Essays on the Consequences of Financial Market Frictions (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-193077
    • Perillo, C. (2020). A macro-financial network perspective to policy analysis (Dissertation, University of Zurich)
    • Schnetzer, M. (2020). Essays on Institutional Asset Management (Dissertation, University of Zurich)
    • Janssen, A. (2020). Expectations, Fear, and Returns in Currency Markets (Dissertation, University of Zurich)
    • Schärer, S. P. (2020). Three Essays on Financial Engineering (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-189931
    • Yang, H. (2020). Learning and Systematic Investing (Dissertation, University of Zurich)
    • He, Y. (2020). Essays on Factor Asset Pricing (Dissertation, University of Zurich)

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