Other Publications

ZORA Publication List

Publications

• 2018

  • Dissertation

    • Langnickel, F. (2018). Essays in Behavioral Finance (Dissertation, University of Zurich)
    • Sokko, A. (2018). Essays in behavioural financial markets and asset pricing (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-165203

  • Habilitation

    • Moreno-Bromberg, S. (2018). Essays on Liquidity Management, Threshold Strategies and Agency Frictions (Habilitation, University of Zurich)

  • Newspaper Article

    • Wagner, A. (2018, December 24). The Experiment Donald Trump Finews.Asia: Where Finance Meets, online. https://www.finews.asia/finance/27980-finews-first-alexander-wagner-donald-trump-esg-environment-investors-invest-co2
    • Leippold, M., & Rüegg, R. (2018, December 3). Besser als der Ruf Schweizer Versicherung - Monatsmagazin für Assekuranz, Finanzen und Vorsorge, n/a.
    • Wagner, A. (2018, November 26). En la encrucijada de la corrupción El Comercio, 11.
    • Hens, T. (2018, November 12). Fit für die Zukunft : Welches Rüstzeug braucht der Banker von morgen? Finanz und Wirtschaft, 19–19. https://www.fuw.ch/
    • Gibson, R., Sohn, M., Tanner, C., & Wagner, A. (2018, November 5). This is how honesty and trust can affect investment decisions World Economic Forum, online. https://www.weforum.org/agenda/2018/11/investing-in-managerial-honesty/
    • Chesney, M. (2018, November 1). Die Mikrosteuer ist gerechter Saldo, 11–11.
    • Chesney, M. (2018, September 12). La faillite de Lehman Brothers est celle d’un système. Le Temps, 17. https://www.letemps.ch/economie/faillite-lehman-brothers-celle-dun-systeme
    • Chesney, M. (2018, September 11). Lehman Brothers: der Bankrott einer Bank und derjenige eines Systems Neue Zürcher Zeitung, 10. https://www.nzz.ch/meinung/lehman-brothers-der-bankrott-einer-bank-und-derjenige-eines-systems-ld.1417617
    • Chesney, M. (2018, September 10). Новые «Леман Бразерс» : Банковская система несет в себе зерна кризисов. К юбилею финансового краха 2008 года. Новая газета, 8. https://www.novayagazeta.ru/articles/2018/09/09/77772-novye-leman-brazers
    • Busch, T., & Kölbel, J. (2018, September 1). ESG-Medienberichterstattung und finanzielles Risiko von Unternehmen Absolut Impact, n/a.
    • Hens, T. (2018, August 14). Früh investieren lohnt sich Finanz und Wirtschaft, 18. https://www.fuw.ch/article/frueh-investieren-lohnt-sich/
    • Hens, T. (2018, August 4). Die Theorie überlisten Finanz und Wirtschaft, 18–1. https://www.fuw.ch/article/die-theorie-ueberlisten/
    • Hens, T. (2018, July 30). Gegen die herrschende Meinung Finanz und Wirtschaft, 18–1. https://www.fuw.ch/article/gegen-die-herrschende-meinung/
    • Hens, T. (2018, July 17). Mit Nichtstun reich werden Finanz und Wirtschaft, n/a. https://www.fuw.ch/article/mit-nichtstun-reich-werden/
    • Loepfe, A. (2018, February 1). Objektive Immobilienbewertung : Eine Fata Morgana. Schweizer Personalvorsorge, 92–95. https://www.curem.uzh.ch/dam/jcr:c687309f-6256-420c-b8d6-10a4971d92a0/20180220_Schweizer%20Personalvorsorge_Objektive_Immobilienbewertung_Eine_Fata_Morgana.pdf
    • Gerpe, R. (2018, January 23). Kryptowährungen bieten Diversifikation : Die Kursbewegungen von Bitcoin & Co. weisen nahezu keinen Zusammenhang zu den etablierten Anlageklassen auf. Finanz und Wirtschaft, online. https://www.fuw.ch/article/der-diversifikationseffekt-von-kryptowaehrungen/

  • Published Research Report

    • Kwon, T., & Paetzold, F. (2018). Sustainable Investing Capabilities of Private Banks : 2nd Report: Assessment of 15 European Private Banks; 2018. University of Zurich. https://www.csp.uzh.ch/dam/jcr:51e1552f-2ac5-47d5-be76-74a5df26123d/2018_CSP_Sustainable%20Finance%20Capabilities%20of%20Private%20Banks_Report_%232.pdf

  • Scientific Publication in Electronic Form

    • Ramelli, S., Wagner, A., Ziegler, A., & Zeckhauser, R. (2018). Does it Pay to be Climate-Responsible in the Trump Era? https://nbs.net/p/does-it-pay-to-be-climate-responsible-in-the-trump-era-nbsp-f736d4ba-6384-42df-9bc7-1548454cdcc8
    • Gibson, R., Sohn, M., Tanner, C., & Wagner, A. (2018). Investing in managerial honesty https://voxeu.org/article/investing-managerial-honesty
    • Ramelli, S., Wagner, A., Ziegler, A., & Zeckhauser, R. (2018). Stock price rewards for climate saints and sinners https://voxeu.org/article/stock-price-rewards-climate-saints-and-sinners
    • Fasnacht, D. (2018). The Advantages of China in the U.S. Trade War Linkedin, online-online. https://www.linkedin.com/pulse/advantages-china-us-trade-war-dr-daniel-fasnacht/
    • Chesney, M. (2018). Lehman Brothers: the bankruptcy of a bank and that of a system https://www.swissinfo.ch/eng/point-of-view_lehman-brothers--the-bankruptcy-of-a-bank-and-a-system/44399004
    • Fasnacht, D. (2018). How ecosystems in Asia are threatening Western banks Finextra, online. https://www.finextra.com/blogposting/15661/how-ecosystems-in-asia-are-threatening-western-banks
    • Ongena, S., & Braggion, F. (2018). The 1971 UK banking deregulation had a positive effect on firms Blogs.Lse.Ac.Uk, online-online. http://blogs.lse.ac.uk/businessreview/2018/07/19/the-1971-uk-banking-deregulation-had-a-positive-effect-on-firms/
    • Delis, M., De Greiff, K., & Ongena, S. (2018). The carbon bubble and the pricing of bank loans https://voxeu.org/article/carbon-bubble-and-pricing-bank-loans

  • Working Paper

    • Kölbel, J., Heeb, F., Paetzold, F., & Busch, T. (2018). Can Sustainable Investing Save the World? Reviewing the Mechanisms of Investor Impact (No. 3289544; SSRN). https://doi.org/10.2139/ssrn.3289544
    • Yang, H., & Leippold, M. (2018). Particle Filtering, Learning, and Smoothing for Mixed-Frequency State-Space Models (No. 2856948; SSRN).
    • Ceccarelli, M. (2018). When Companies Use Their Wiggle Room, Which Investors Care? (No. 18–62; Swiss Finance Institute Research Paper). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3247044#
    • Chesney, M., & Vargas, C. (2018). What are You Waiting to Invest? Long-Term Investment in Grid-Connected Residential Solar Energy in California. A Real Options Analysis (No. 3231984; SSRN). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3231984
    • Wagner, A., Zeckhauser, R. J., & Ziegler, A. (2018). Paths to Convergence: Stock Price Behavior After Donald Trump’s Election (No. 17–36; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.3037023
    • Albertazzi, U., Fringuellotti, F., & Ongena, S. (2018). Fixed rate versus adjustable rate mortgages: Evidence from Euro area banks (No. 1176; Bank of Italy Temi Di Discussione). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3210730
    • Tanner, C., Gangl, K., & Witt, N. (2018). The Corporate Ethical Culture Scale (CECS): A New Measure of Ethical Culture (No. 3186096; SSRN). https://doi.org/10.2139/ssrn.3186096
    • Delis, M., De Greiff, K., & Ongena, S. (2018). Being stranded on the carbon bubble? Climate policy risk and the pricing of bank loans (No. 8–10; SFI Research Paper). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3125017
    • Chesney, M., Balietti, A., & Vargas, C. (2018). Long-term Investment Choices for Quinoa Farmers in Puno, Peru: A Real Options Case Study (No. 3175262; SSRN). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3175262
    • Fu, J. (2018). Ability and Opportunity to Act: What Predicts Financial Health in Developed and Emerging Economies? (No. 06; CSP Working Paper Series (Formerly CMFWorking Paper Series)).
    • Basten, C., & Mariathasan, M. (2018). How Banks Respond to Negative Interest Rates: Evidence from the Swiss Exemption Threshold (No. 6901; CESifo Working Papers). https://www.cesifo-group.de/de/ifoHome/publications/docbase/DocBase_Content/WP/WP-CESifo_Working_Papers/wp-cesifo-2018/wp-cesifo-2018-02/12012018006901.html
    • Delpini, D., Battiston, S., Caldarelli, G., & Riccaboni, M. (2018). The Network of US Mutual Fund Investments: Diversification, Similarity and Fragility throughout the Global Financial Crisis (1801.02205; ArXiv.Org).
    • Jones, J., Ongena, S., Pappas, V., Tsionas, M., & Izzeldin, M. (2018). Efficiency Convergence in Islamic and Conventional Banks (n/a; SSRN). https://doi.org/10.2139/ssrn.2960018
    • Garcia-Appendini, E., Bedendo, M., & Siming, L. (2018). Cultural Preferences and Firm Financing Choices (No. 2979247; SSRN). https://doi.org/10.2139/ssrn.2979247
    • Leippold, M., & Vasiljevic, N. (2018). Option-Implied Intra-Horizon Value-at-Risk (No. 2804702; SSRN). https://doi.org/10.2139/ssrn.2804702
    • Hammerschmid, R., & Janssen, A. (2018). Crash-o-phobia in Currency Carry Trade Returns (No. 18–64; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.3251835

• 2017

  • Conference or Workshop item

    • Eftekhari, A., Scheidegger, S., & Schenk, O. (2017). Parallelized Dimensional Decomposition for Large-Scale Dynamic Stochastic Economic Models 1–11. https://doi.org/10.1145/3093172.3093234
    • Farkas, W., & Smirnow, A. (2017). Intrinsic risk measures (K. Glau, D. Linders, A. Min, M. Scherer, L. Schneider, & R. Zagst, Eds.; pp. 163–184). World Scientific Publishing Co. Pte. Ltd. https://doi.org/10.1142/11051

  • Dissertation

    • Hegglin, R. (2017). Three essays on empirical banking (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-149101
    • Schmidt, P. (2017). Essays on Financial Market Efficiency (Dissertation, University of Zurich)
    • Woschitz, J. (2017). Three Essays on Monetary Policy and Financial Markets (Dissertation, University of Zurich)
    • Rösler, C. (2017). Three Essays on the Interbank Market (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-149105
    • Bögli, A. (2017). Essays on the economics of deception and dept (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-204876
    • Megally, E. (2017). Three Essays on Managerial Compensation (Dissertation, University of Zurich)
    • Gotthelf, N. (2017). Three Essays on Media Content and Financial Markets (Dissertation, University of Zurich)
    • Bögli, A. (2017). Essays on the Economics of Deception and Debt (Dissertation, University of Zurich)
    • Brune, A. (2017). Three Essays on Economic Crises (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-149103
    • Petzev, I. (2017). Essays in Asset Pricing and Corporate Finance (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-149106
    • Ita, A. (2017). Essays in Corporate Finance (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-149110
    • Zhang, Q. (2017). Limits of Arbitrage and Collateral Constraints (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-144225
    • Fuhrer, L. (2017). Three Essays on Money and Liquidity (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-149109
    • Fattinger, F. (2017). The Pricing of Uncertain Information: From the Lab, to Derivatives Markets, to State-contingent Sovereign Debt (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-144226

  • Newspaper Article

    • Wagner, A. (2017, November 30). Investing in managerial honesty: opportunities and challenges for banks and regulators International Banker, online. https://internationalbanker.com/banking/investing-managerial-honesty-opportunities-challenges-banks-regulators/
    • Wenk, C., & Heller, B. (2017, November 24). Der Verwaltungsrat ist zentraler Erfolgsfaktor Finanz und Wirtschaft, online. https://www.fuw.ch/article/der-verwaltungsrat-ist-zentraler-erfolgsfaktor/
    • Loepfe, A. (2017, November 15). Die Ökonomie der Verpackung : Performance unterschiedlicher Immobilien-Anlagestrukturen im Vergleich. Schweizer Personalvorsorge, 67–69. https://www.curem.uzh.ch/dam/jcr:8a9062e2-0d87-4169-ae97-c5759706d330/Schweizer%20Personalvorsorge_Die%20%C3%96konomie%20der%20Verpackung.pdf
    • Loepfe, A. (2017, November 8). Buy and Hold – auch bei Fonds? : Der Swissinvest Immobilienfonds behauptet sich auf dem ersten Platz. NZZ, 9.
    • Meisser, L. (2017, August 18). Wenn Bitcoins sicherer sind als Euros Finanz und Wirtschaft, n/a. https://www.fuw.ch/article/wenn-bitcoins-sicherer-sind-als-euros/
    • Hens, T. (2017, June 14). Factor Investing - Von der Innovation zum Industriestandard Finanz und Wirtschaft, 6–6.
    • Nyborg, K. G. (2017, June 1). Collateral Policy - Central Banking’s Powerful Secret Ingredient. International Banker, 43–45. https://internationalbanker.com/banking/collateral-policy-central-bankings-powerful-secret-ingredient/
    • Chesney, M. (2017, February 13). Wachstum in Frage stellen Tages Anzeiger, Online. http://www.tagesanzeiger.ch/meinungen/standard/Wachstum-in-Frage-stellen/story/22056886
    • Nyborg, K. G. (2017, January 26). Das offene Geheimnis der Zentralbanken NZZ, 30–30. https://www.nzz.ch/wirtschaft/zu-wenig-beachtete-besicherungspolitik-das-offene-geheimnis-der-zentralbanken-ld.141886
    • Meisser, L. (2017, January 12). Bitcoins Wilder Westen Finanz und Wirtschaft, n/a. http://www.fuw.ch/article/bitcoins-wilder-westen/
    • Chesney, M. (2017, January 12). Terrorisme, la fin de la trêve Le Temps, Online. https://www.letemps.ch/opinions/2017/01/12/terrorisme-fin-treve

  • Published Research Report

    • Paetzold, F., Chen, T., & Kwon, T. (2017). Sustainable Finance Capabilities of Private Banks University of Zurich. https://www.csp.uzh.ch/dam/jcr:273672c2-f73f-4621-86e6-1d5b9b2d619f/2017_CSP_-_Sustainable_Finance_Capabilities_of_Private_Banks_-_Report_%231.pdf

  • Scientific Publication in Electronic Form

    • Abad, J., D’Errico, M., Killeen, N., Luz, V., Peltonen, T., Portes, R., & Urbano, T. (2017). Mapping the interconnectedness between EU banks and shadow banking entities http://voxeu.org/article/interconnectedness-between-eu-banks-and-shadow-banking-entities
    • Wagner, A., Zeckhauser, R. J., & Ziegler, A. (2017). How Trump’s policies will affect corporate America: Evidence from company stock reactions http://voxeu.org/article/trumponomics-and-sp-500
    • Wagner, A., Zeckhauser, R. J., & Ziegler, A. (2017). Company Stock Reactions to the 2016 Election Shock: Trump, Taxes, and Trade https://corpgov.law.harvard.edu/2017/02/22/company-stock-reactions-to-the-2016-election-shock-trump-taxes-and-trade/
    • Delis, M. D., Ongena, S., & Hasan, I. (2017). Democratic development lowers the cost of credit http://voxeu.org/article/democratic-development-lowers-cost-credit
    • Nyborg, K. G. (2017). Collateral frameworks: The open secret of central banks http://voxeu.org/article/how-central-bank-collateral-frameworks-distort-economy

  • Working Paper

    • Birchler, U., Hegglin, R., Reichenecker, M. R., & Wagner, A. (2017). Which Swiss Gnomes Attract Money? Efficiency and Reputation as Performance Drivers of Wealth Management Banks (No. 16–28; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.2738806
    • Woschitz, J. (2017). Long-term Central Bank Repos and Bank Rollover Risk (n/a; N/a).
    • Richter, T. J., & Östberg, P. N. A. (2017). The Sovereign Debt Crisis: Rebalancing or Freezes? (No. 17–32; Swiss Finance Institute Research Paper). https://ssrn.com/abstract=3060504
    • Leippold, M., & Matthys, F. (2017). Government Policy Uncertainty and the Yield Curve (No. 2664116; SSRN). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2664116
    • Coculescu, D. (2017). A default system with overspilling contagion (No. 3004484; SSRN). https://ssrn.com/abstract=3004484
    • Grosshans, D., Zeisberger, S., & Langnickel, F. (2017). How Investment Performance Affects the Formation and Use of Beliefs (No. 2972112; SSRN). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2972112
    • Brumm, J., Kübler, F., Grill, M., & Schmedders, K. (2017). Re-use of collateral: Leverage, volatility, and welfare (No. 17–04; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.2912799
    • Abad, J., D’Errico, M., Killeen, N., Luz, V., Peltonen, T., Portes, R., & Urbano, T. (2017). Mapping the interconnectedness between EU banks and shadow banking entities (No. 23280; NBER Working Paper Series). http://www.nber.org/papers/w23280.pdf
    • Schmidt, P., von Arx, U., Schrimpf, A., Ziegler, A., & Wagner, A. (2017). Size and Momentum Profitability in International Stock Markets (No. 15–29; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.2642185
    • D’Errico, M., & Roukny, T. (2017). Compressing over-the-counter markets (No. 44; European Systemic Risk Board Working Paper Series (ESRB)). AEA Annual Meeting, Chicago. https://www.esrb.europa.eu/pub/pdf/wp/esrbwp44.en.pdf?bb4aa408e3d69f6b2e6b54151c9483aa
    • Schuldenzucker, S., Seuken, S., & Battiston, S. (2017). Default ambiguity: credit default swaps create new systemic risks in financial networks (No. 3043708; SSRN). https://doi.org/10.2139/ssrn.3043708
    • De Giorgi, E., & Mahmoud, O. (2017). How Elementary is Diversification? A Study of Children’s Portfolio Choice (No. 3018421; SSRN).
    • Coculescu, D., & Jeanblanc, M. (2017). Some No-Arbitrage Rules under Short-Sales Constraints and Applications to Converging Asset Prices (n/a; Mathematical Finance). https://arxiv.org/abs/1709.09252
    • Schuldenzucker, S., Seuken, S., & Battiston, S. (2017). The Computational Complexity of Clearing Financial Networks with Credit Default Swaps (1710.01578; ArXiv.Org). https://arxiv.org/abs/1710.01578

• 2016

  • Conference or Workshop item

    • Maddaloni, A., & Scopelliti, A. (2016). Prudential Regulation, National Differences and Stability of EU Banks (M. Balling, C.-C. Hedrich, & J. Ulbrich, Eds.; 2016/3; pp. 121–141). SUERF Conference Proceedings. https://www.suerf.org/docx/r_b44afe91b8a427a6be2078cc89bd6f9b_2955_suerf.pdf

  • Dissertation

    • Rojcek, J. (2016). Market quality and price impact of high-frequency trading and its regulation (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-131319
    • Vasiljević, N. (2016). Option pricing and market risk management in the presence of jump risk (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-127428
    • Troja, B. (2016). Essays on Optimal Investments in the Mitigation of Global Warming (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-127593
    • Ostinelli, D. (2016). Financial markets, innovation, and acquisitions (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-131318
    • Festl-Pell, D. (2016). Essays on banking, governance and sustainability (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-131320
    • Elmiger, S. (2016). On the robustness of consumption-based asset pricing (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-131317

  • Newspaper Article

    • Chesney, M. (2016, November 15). La croissance en question Le Temps, 1.
    • Bachmann, K. (2016, October 1). Men are from Mars, women are from Venus: Does it matter in investing? The Charter, 5–8. http://swiss.cfa/Newletter%20The%20Charter/TheCharter2016/2016TheCharter_Issue14.pdf

Pagination