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ZORA Publication List

Publications

2020
- Dissertation
  - Geng, R. (2020). Essays in equilibrium asset pricing (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-175934
- Newspaper Article
  - Fasnacht, D. (2020, October 16). Wie Innovation Probleme löst Computerworld, 44–45. https://www.computerworld.ch/business/firmenbeitraege/innovation-probleme-loest-2587598.html
  - Fasnacht, D. (2020, October 1). Nur die passgenaue Bedürfnisbefriedigung sichert den nachhaltigen Erfolg Unternehmerzeitung, 24–25. https://epaper.unternehmerzeitung.ch//reader/?/ED718E036
  - Ongena, S. (2020, June 17). Soforthilfe für Schweizer Wirtschaft verdient Respekt Finanz und Wirtschaft, 12. https://www.fuw.ch/article/soforthilfe-fuer-schweizer-wirtschaft-verdient-respekt/
  - Chesney, M. (2020, June 9). Vous avez dit «retour à la normalité»?! Le Temps, online. https://marcchesney.com/site/assets/files/1212/pages_de_letemps-20200609-1-1.pdf
  - Wagner, A. (2020, May 26). Was Investoren aus der ersten Covid-19-Welle lernen können Finanz und Wirtschaft, 17. https://www.fuw.ch/article/was-investoren-aus-der-ersten-covid-19-welle-lernen-koennen/
  - Chesney, M. (2020, April 21). De la peste au coronavirus Le Temps, 12. https://www.letemps.ch/economie/peste-coronavirus
  - Fasnacht D., & Manz M. (2020, April 2). Interview: Digital, mobil, global und in Echtzeit : Der Schweizer Unternehmensberater Daniel Fasnacht über die Zukunft des Geldes und die Entwicklung des Welthandels in Zeiten des chinesischen Wachstums. Konfuzius Magazin, 26–33.
  - Tanner, C. (2020, April 1). DSI Insights: Persönliche Integrität spielerisch fördern inside-it.ch, online. https://www.inside-it.ch/de/post/dsi-insights-persoenliche-integritaet-spielerisch-foerdern-20200331
  - Kölbel, J. (2020, March 28). Strategie: Nachhaltiges Investieren boomt Finanz und Wirtschaft, 2.
  - Kölbel, J. (2020, January 12). So helfen grüne Investitionen nicht nur dem eigenen Gewissen NZZ am Sonntag, 15.
- Published Research Report
  - Puschmann, T., & Leifer, L. (2020). Sustainable Digital Finance: The Role of FinTech, InsurTech & Blockchain for Shaping the World for the Better University of Zurich and Stanford University. https://15962d61-999f-45ee-b3cc-d525dc175190.filesusr.com/ugd/36c425_132a63e0c31b42abaf3ebb32c810927a.pdf
- Scientific Publication in Electronic Form
  - Fasnacht, D. (2020). Frugal Banking: An Opportunity to Create Customer Value in the Future? Innovation Management, online. https://innovationmanagement.se/2020/11/11/frugal-banking-an-opportunity-to-create-customer-value-in-the-future/
  - Chesney, M. (2020). Sagten Sie «Zurück zur Normalität»?! https://www.infosperber.ch/Artikel/Wirtschaft/Sagten-Sie-zuruck-zur-Normalitat-Corona-Wachstum
  - Chesney, M. (2020). Von der Pest zum Coronavirus https://www.infosperber.ch/Artikel/Gesundheit/Von-der-Pest-zum-Coronavirus
  - Fasnacht, D. (2020). Denkansätze zur Zukunft des Swiss Banking ccecosystems.news. https://ccecosystems.news/denkansaetze-zur-zukunft-des-swiss-banking/
  - Fasnacht, D. (2020). The Way Forward - 21 Notes for the 21st Century Business Model Medium, online-online. https://medium.com/daniel-fasnacht/the-way-forward-21-notes-for-the-21st-century-business-model-f8540749a64a
  - Fasnacht, D. (2020). Chinese tourists are disrupting european payment services Ccecosystems.News. https://ccecosystems.news/en/chinese-tourists-are-disrupting-european-payment-services/
  - De Jonghe, O., Dewachter, H., Mulier, K., Ongena, S., & Schepens, G. (2020). Some borrowers are more equal than others: Bank funding shocks and credit reallocation https://voxeu.org/article/bank-funding-shocks-and-credit-reallocation
  - Gandré, P., Mariathasan, M., Merrouche, O., & Ongena, S. (2020). Regulatory arbitrage and the G20’s global derivatives market reform. https://voxeu.org/article/regulatory-arbitrage-and-g20-s-global-derivatives-market-reform
  - Basten, C., & Ongena, S. (2020). Online mortgage platforms can allow small banks to improve their inter-regional diversification https://voxeu.org/article/online-mortgage-platforms-and-small-banks
  - Beyene, W., Delis, M. D., De Greiff, K., & Ongena, S. (2020). Fuelling fossil fuel: bond to bank substitution in the transition to a low-carbon economy, principles for responsible investment https://www.unpri.org/pri-blog/fuelling-fossil-fuel-bond-to-bank-substitution-in-the-transition-to-a-low-carbon-economy/5712.article
  - Antoniou, F., Delis, M. D., Ongena, S., & Tsoumas, C. (2020). Pollution permits and financing costs https://voxeu.org/article/pollution-permits-and-financing-costs
  - Danisewicz, P., & Ongena, S. (2020). Stimulating entrepreneurial activity: The role of local government https://voxeu.org/article/stimulating-entrepreneurial-activity-role-local-government
  - Gropp, R., Ongena, S., Rocholl, J., & Saadi, V. (2020). The cleansing effect of banking crises https://voxeu.org/article/cleansing-effect-banking-crises
  - Ongena, S., & Auer, R. (2020). Spillovers and the optimal design of macroprudential measures: Evidence from Switzerland https://voxeu.org/article/spillovers-and-optimal-design-macroprudential-measures
- Working Paper
  - Linder, S., Sohn, M., & Tanner, C. (2020). Moral commitment and corruption: Who is more likely to resist corrupt behavior? (No. 3530305; SSRN). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3530305
  - Yang, Y., Pang, Y., Huang, G., & E, W. (2020). The Knowledge Graph for Macroeconomic Analysis with Alternative Big Data (No. 3707964; SSRN). https://doi.org/10.2139/ssrn.3707964
  - Carletti, E., Colla, P., Gulati, M. G., & Ongena, S. (2020). The Price of Law: The Case of the Eurozone Collective Action Clauses (No. 2020–73; Duke Law School Public Law & Legal Theory Series). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2817041
  - Bonfim, D., Nogueira, G., & Ongena, S. (2020). “Sorry, We’re Closed" Bank Branch Closures, Loan Pricing, and Information Asymmetries (No. 2749155; SSRN). https://doi.org/10.2139/ssrn.2749155
  - Coculescu, D., & Delbaen, F. (2020). Fairness principles for insurance contracts in the presence of default risk (2009.04408; ArXiv.Org). https://doi.org/10.48550/arXiv.2009.04408
  - Wolff, V. L., & Rossi, E. (2020). Spillovers to exchange rates from monetary and macroeconomic communications events (No. 18; SNB Working Paper Series). https://www.snb.ch/n/mmr/reference/working_paper_2020_18/source/working_paper_2020_18.n.pdf
  - Allard, A.-F., Krakow, N. J., & Smedts, K. (2020). When Mutual Fund Names Misinform (No. 3628293; SSRN). https://doi.org/10.2139/ssrn.3628293
  - Delis, M. D., Hasan, I., Iosifidi, M., & Ongena, S. (2020). Gender, Credit, and Firm Outcomes (No. 19–70; Swiss Finance Institute Research Paper). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3469613
  - Kübler, F., Malhotra, R., & Polemarchakis, H. (2020). Identification of preferences, demand and equilibrium with finite data (No. 60; CRETA Discussion Paper Series). https://warwick.ac.uk/fac/soc/economics/research/centres/creta/papers/manage/creta60_-_herakles_polemarchakis.pdf
  - Basten, C., & Ongena, S. (2020). The Geography of Mortgage Lending in Times of FinTech (No. DP14918; CEPR Discussion Papers). https://ssrn.com/abstract=3638022
  - Yang, H. (2020). Decomposing Factor Momentum (No. 3517888; SSRN). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3517888
  - Braggion, F., Dwarkasing, M., & Ongena, S. (2020). Household inequality, entrepreneurial dynamism and corporate financing (No. 14–27; Swiss Finance Institute Research Paper). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2422201
  - Kölbel, J., Leippold, M., Rillaerts, J., & Wang, Q. (2020). Does the CDS market reflect regulatory climate risk disclosures? (No. 3616324; SSRN). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3616324
  - Fu, J., & Mishra, M. (2020). The Global Impact of COVID-19 on Fintech Adoption (No. 20–38; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.3588453
  - De Nard, G., Hediger, S., & Leippold, M. (2020). Subsampled Factor Models for Asset Pricing: The Rise of Vasa (No. 3557957; SSRN). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3557957
  - Fehrler, S., Renerte, B., & Wolff, I. (2020). Beliefs about others: A striking example of information neglect (No. 118; Thurgau Institute of Economics at the University of Konstanz). https://www.twi-kreuzlingen.ch/wp-content/uploads/2020/04/twi-rps-118-fehrler-renerte-wolff.pdf
  - Degryse, H., Gündüz, Y., O’Flynn, K., & Ongena, S. (2020). Identifying Empty Creditors with a Shock and Micro-Data (No. 20–15; Swiss Finance Institute Research Paper). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3521390
  - Farkas, W., & Mathys, L. (2020). Geometric Step Options with Jumps: Parity Relations, PIDEs, and Semi-Analytical Pricing (No. 20–11; Swiss Finance Institute Research Paper). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3543080
  - Broda, S. A., & Paolella, M. S. (2020). Archmodels.Jl: Estimating Arch Models in Julia (No. 3551503; Econometrics: Computer Programs & Software SSRN EJournal). https://doi.org/10.2139/ssrn.3551503
  - Leippold, M., & He, Y. (2020). Short-run Risk, Business Cycle, and the Value Premium (No. 3519985; SSRN). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3519985
  - Fu, J., & Krauss, A. (2020). Preparing fertile ground: How does the business environment affect outcomes from microfinance? (No. 3532466; SSRN). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3532466
  - Ramelli, S., Ossola, E., & Rancan, M. (2020). Climate Sin Stocks: Stock Price Reactions to Global Climate Strikes (No. JRC120974; JRC Working Papers in Economics and Finance). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3544669
  - Bergesio, A., Huber, P., Koch-Medina, P., & Wilhelmy, L. (2020). The Valuation of Insurance Liabilities: A Framework Based on First Principle (No. 20–03; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.3386182
  - Farkas, W., Mathys, L., & Vasiljevic, N. (2020). Intra-Horizon Expected Shortfall and Risk Structure in Models with Jumps (No. 19–76; Swiss Finance Institute Research Paper). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3510202
  - Ongena, S., Kolaric, S., & Kiesel, F. (2020). Market discipline through credit ratings and Too-Big-To-Fail in banking (No. 17–09; Swiss Finance Institute Research Paper). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2928113
  - Ongena, S., King, M. R., & Tarashev, N. (2020). Bank standalone credit ratings (No. 542; BIS Working Paper). https://ssrn.com/abstract=2725958
  - Fasnacht, D. (2020). The Ecosystem Strategy: Disruptive Business Model Innovation (No. 3635363; SSRN). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3635363
  - Ettlin, N., Farkas, W., Kull, A., & Smirnow, A. (2020). Optimal risk-sharing across a network of insurance companies (No. 20–52; Swiss Finance Institute Research Paper). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3417016
  - Ulrych, U., & Vasiljevic, N. (2020). Ambiguity and the Home Currency Bias (No. 20–73; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.3683821
  - Cheng, H., Gawande, K., Ongena, S., & Qi, S. (2020). Get beyond policy uncertainty: Evidence from political connections (No. 20–77; Swiss Finance Institute Research Paper). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3003476
  - Coculescu, D., & Delbaen, F. (2020). Group cohesion under individual regulatory constraints (2010.0142; ArXiv.Org). https://doi.org/10.48550/arXiv.2010.01428
  - Coculescu, D., & Dandapani, A. (2020). Insiders and their Free Lunches: the Role of Short Positions (2012.00359; ArXiv.Org). http://arxiv.org/abs/2012.00359
2019
- Conference or Workshop item
  - He, Q., Lu, L., & Ongena, S. (2019, January 6). Who gains from credit granted between firms? Evidence from inter-corporate loan announcements made in China ASSA, Atlanta.
- Dissertation
  - Vargas, C. A. (2019). Essays in sustainable finance (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-175239
  - Tosi, A. (2019). Essays in systematic asset pricing (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-173662
  - Rüegg, R. (2019). Essays on active investing (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-168092
  - Richter, T. J. (2019). Trading, Liquidity and Regulation in Sovereign Bond Markets (Dissertation, University of Zurich)
  - Hammerschmid, R. (2019). Essays on the pricing of commodity and currency returns (Dissertation, University of Zurich)
  - De Greiff, K. (2019). Essays on the Link of Climate Change and the Banking Sector (Dissertation, University of Zurich)
  - Fringuellotti, F. (2019). Three Essays on Bank Lending (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-175936
  - Mukhlynina, L. (2019). Essays on valuation, investments, and asset pricing (Dissertation, University of Zurich)
  - Petrov, V. (2019). Essays on Directional-Change Intrinsic Time (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-178839
- Newspaper Article
  - Chesney, M. (2019, November 3). Microtaxa como resposta à overdose fiscal Folha de S. Paulo : um jornal a serviço do Brasil, n/a.
  - Hens, T. (2019, June 22). Fluch oder Segen für die Marktstabilität? Finanz und Wirtschaft, 6.
  - Böcking, H.-J., Bundle, L., Remo, S., & Wagner, A. (2019, April 6). Vorstandsvergütung 2019 erneut auf dem Prüfstand Börsen-Zeitung, 12. https://www.uzh.ch/dam/bf/persons/employee-assets/wagner_alexander/papers/BoeckingBundleSchmidWagner_VorstandsverguetungBZ2019.pdf
- Published Research Report
  - Yum, P. (2019). Impact Investing: Mapping Families’ Interests and Activities (S. Bonsey & F. Paetzold, Eds.). The ImPact. http://theimpact.org/wp-content/uploads/2019/09/TI_MA_ImpactInvestingReport2019_LowRes.pdf
  - Kwon, T., & Paetzold, F. (2019). Sustainable Investing Capabilities of Private Banks : 3rd Report: Assessment of 20 European Private Banks; 2019. University of Zurich. https://www.csp.uzh.ch/en/researchandpublications/capabilities-of-private-banks.html
  - Brown, K., Wood, D., & Paetzold, F. (2019). Impact Investing for the Next Generation: Insights from Young Members of Investor and Business Families World Economic Forum. http://www3.weforum.org/docs/WEF_Impact_Investing_for_the_Next_Generation.pdf
- Scientific Publication in Electronic Form
  - Fasnacht, D. (2019). Who is going to eat the bank’s lunch? Finextra, online. https://www.finextra.com/blogposting/16544/who-is-going-to-eat-the-banks-lunch
  - Maddaloni, A., & Scopelliti, A. (2019). Prudential regulation, national differences and banking stability 58. https://www.ecb.europa.eu/pub/economic-research/resbull/2019/html/ecb.rb190523~65756630c3.en.html
  - Goncharenko, R., Ongena, S., & Rauf, A. (2019). The agency of CoCos: Why contingent convertible bonds aren’t for everyone. https://voxeu.org/article/why-contingent-convertible-bonds-aren-t-everyone
  - Bedendo, M., Garcia, E., & Siming, L. (2019). Kultur prägt die Finanzierungsstruktur der Unternehmen http://www.oekonomenstimme.org/artikel/2019/05/kultur-praegt-die-finanzierungsstruktur-der-unternehmen/
  - Petrov, V., & Golub, A. (2019). Listening to the financial heartbeat with agent-based models https://knect365.com/quantminds/article/7838918a-6682-499f-af6f-d25d88ccc0f5/listening-to-the-financial-heartbeat-with-agent-based-models?utm_source=speaker&utm_medium=social&utm_campaign=speaker-to-blog&utm_content=STB
- Working Paper
  - Eichholtz, P., Ongena, S., Mimiroglu, N., & Yönder, E. (2019). Distance effects in CMBS loan pricing banks versus non-banks (No. 19–58; Swiss Finance Institute Research Paper). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481034
  - Basten, C., & Ongena, S. (2019). The geography of mortgage lending in times of FinTech (No. 19–39; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.3434966
  - Alper, K., Altunok, F., Taniu, C., & Ongena, S. (2019). The effect of unconventional monetary policy on cross-border bank loans (No. 19–38; SFI Research Paper). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3421459
  - Meyer, J., Krauss, A., & Bachmann, K. (2019). Drivers of Investor Motivations for Impact Investments: The Case of Microfinance (No. 3395275; SSRN). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3395275
  - Nyborg, K. G., & Wang, Z. (2019). The effect of stock liquidity on cash holdings: The repurchase motiv (No. 19–30; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.3398154
  - Hörnlein, L. (2019). Utility divestitures in Germany. A case study of corporate financial strategies and energy transition risk (No. 2019–04; SSRN). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3379545
  - Kubler, F., Selden, L., & Wei, X. (2019). Time consistency, temporal resolution indifference and the separation of time and risk (Columbia Business School Working Paper). https://business.columbia.edu/faculty/research/time-consistency-temporal-resolution-indifference-and-separation-time-and-risk
  - Leippold, M., & Svatoň, M. (2019). Trend and reversal of idiosyncratic volatility revisited (No. 3321678; Critical Finance Review). https://doi.org/10.2139/ssrn.3321678
  - Nyborg, K. G., & Rösler, C. (2019). Repo Rates and the Collateral Spread: Evidence (No. 19–05; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.3335201
  - Nyborg, K. G. (2019). Repo Rates and the Collateral Spread Puzzle (No. 19–04; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.3335203
  - Delis, M., Fringuellotti, F., & Ongena, S. (2019). Credit and Income (No. 13468; CEPR Discussion Papers). https://cepr.org/publications/dp13468
  - Bernardi, S., Leippold, M., & Lohre, H. (2019). Second-Order Risk of Alternative Risk Parity Strategies (No. 3090624; SSRN). https://doi.org/10.2139/ssrn.3090624
  - Paolella, M., Polak, P., & Walker, P. (2019). A Flexible Regime Switching Model for Asset Returns (No. 19–27; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.3389305
  - Hediger, S., Michel, L., & Näf, J. (2019). On the Use of Random Forest for Two-Sample Testing (No. 190306287; ArXiv.Org). https://doi.org/10.48550/arXiv.1903.06287
2018
- Conference or Workshop item
  - Kübler, F., & Scheidegger, S. (2018). Self-justified equilibria: Existence and computation 1–22. https://sed2018.itam.mx/program
  - Geng, R. (2018). Recursive equilibria in dynamic economies with bounded rationality 1–25. https://sed2018.itam.mx/program
  - Kübler, F., Mikushin, D., Scheidegger, S., & Schenk, O. (2018, May 25). Rethinking large-scale economic modeling for efficiency: optimizations for GPU and Xeon Phi clusters Proceedings - IEEE International Parallel and Distributed Processing Symposium. IPDPS 2018, Vancouver. https://doi.org/10.1109/IPDPS.2018.00070
- Dissertation
  - Bernardi, S. (2018). Three essays on regulatory, market, and estimation risk (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-159522
  - Walker, P. (2018). Multivariate non-Gaussian models for quantitative risk and portfolio management (Dissertation, University of Zurich)
  - Kryczka, D. (2018). Recursive Equilibria in Non-Optimal Financial Economies (Dissertation, University of Zurich)
  - Nyborg, I. (2018). Wie Banknoten Bargeld wurden. Geld und Notenbanken in der Schweiz im langen 19. Jahrhundert (Dissertation, University of Zurich)

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