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ZORA Publication List

Publications

2023
- Working Paper
  - Garel, Alexandre; Romec, Arthur; Sautner, Zacharias; Wagner, Alexander (2023). Do Investors Care About Biodiversity?
  - Kabas, Gazi; Roszbach, Kasper (2023). The price of leverage: learning from the effect of LTV constraints on job search and wages SSRN 3835232, University of Zurich.
  - Briere, Marie; Ramelli, Stefano (2023). Green Sentiment, Stock Returns, and Corporate Behavior SSRN 3850923, University of Zurich.
  - De Nard, Gianluca; Zhao, Zhao (2023). Using, Taming or Avoiding the Factor Zoo? A Double-Shrinkage Estimator for Covariance Matrices SSRN 3914867, University of Zurich.
  - Chesney, M., & Lambillon, A.-P. (2023, February 28). How green is ‘dark green’? An analysis of SFDR Article 9 funds doi:10.2139/ssrn.4366889
  - Basten, C., Kukk, M., & Toczynski, J. (2023, February 24). Beyond the headline: how personal inflation exposure shapes households’ financial choices
  - Habib, Michel; Peng, Yushi; Wang, Yanjie; Wang, Zexi (2023). The Implementation of Central Bank Policy in China: The Roles of Commercial Bank Ownership and CEO Faction Membership CEPR Discussion Papers 17918, University of Zurich.
  - Puschmann, Thomas; Huang-Sui, Marine (2023). A taxonomy for Decentralized Finance SSRN 4360067.
  - Kölbel, Julian; Lambillon, Adrien-Paul (2023). Who Pays for Sustainability? An Analysis of Sustainability-Linked Bonds Swiss Finance Institute Research Paper 23-07, University of Zurich.
  - Ulrych, Urban; Polak, Pawel (2023). Dynamic Currency Hedging with Non-Gaussianity and Ambiguity Swiss Finance Institute Research Paper 21-60, University of Zurich.
  - Cerqueiro, Geraldo; Mão-de-Ferro, Ana; Penas, María Fabiana (2023). Political uncertainty and the geographic allocation of credit: evidence from small businesses TILEC Discussion Paper DP 2020-00, University of Zurich.
  - Büchel, Berno; Mechtenberg, Lydia; Wagner, Alexander (2023). When do proxy advisors improve corporate decisions?
  - Wagner, Alexander; Wenk, Christoph (2023). Say-on-Pay and Shareholder Value: The Tension between Agency and Hold-up Swiss Finance Institute Research Paper 11-12, University of Zurich.
  - Hens, Thorsten; Ding-Hirschfeld, Mei (2023). Personality Traits and Investment Styles Swiss Finance Institute Research Paper 22-16, University of Zurich.
  - D'Ercole, Francesco; Wagner, Alexander F (2023). Green Stocks and the 2023 Banking Crisis Swiss Finance Institute Research Paper 23-58, University of Zurich.
  - Ceccarelli, Marco; Herpfer, Christoph; Ongena, Steven (2023). Gender, performance, and promotion in the labor market for commercial bankers Swiss Finance Institute Research Paper 23-23, Swiss Finance Institute.
  - Toczynski, Jan (2023). Spend or invest? Analyzing MPC heterogeneity across three stimulus programs Swiss Finance Institute Research Paper 23-57, Swiss Finance Institute.
  - Leippold, Markus (2023). Sentiment spin: attacking financial sentiment with GPT-3 Swiss Finance Institute Research Paper 23-11, Swiss Finance Institut.
2022
- Conference or Workshop item
  - Leippold, Markus; Hershcovich, Daniel; Bingler, Julia Anna; Kraus, Mathias; Webersinke, Nicolas (2022). Towards Climate Awareness in NLP Research In: Empirical Methods in Natural Language Processing (EMNLP), Abu Dhabi, 7 December 2022 - 11 December 2022. Association for Computational Linguistics, 2480-2494.
  - Leippold, Markus; Bingler, Julia Anna; Kraus, Mathias; Webersinke, Nicolas (2022). ClimateBert: A pretrained language model for climate-related text In: AAAI Fall Symposium 2022, Arlington, Virginia, 17 November 2022 - 19 November 2022.
- Dissertation
  - Eugster, Patrick . Forecasting with Technical and Sentiment Analysis 2022, University of Zurich, Faculty of Economics.
  - Demasi, Ramona . Bridging Corporate Social Responsibility and Individual Well- and Ill-Being: A Micro-Level Perspective 2022, University of Zurich, Faculty of Economics.
  - Smirnow, Alexander . Risk Measures and their Applications in Quantitative Finance 2022, University of Zurich, Faculty of Economics.
  - Hofland, Sean . New Approaches to Modelling Individual Decisions under Uncertainty 2022, University of Zurich, Faculty of Economics.
  - Pelli, Michele . Essays on Unconventional Central Bank Policies 2022, University of Zurich, Faculty of Economics.
  - Hediger, Simon . New methods for testing, prediction, and estimation with applications to finance 2022, University of Zurich, Faculty of Economics.
  - Erbe, Robert Karl . Three essays in empirical finance 2022, University of Zurich, Faculty of Economics.
  - Ulrych, Urban . Applications of statistical learning in quantitative finance 2022, University of Zurich, Faculty of Economics.
  - Heeb, Florian . Three Essays on the Impact of Sustainable Investing 2022, University of Zurich, Faculty of Economics.
- Edited Scientific Work
  - High-Dimensional Optimization and Probability : With a View Towards Data Science Edited by: Nikeghbali, Ashkan; Pardalos, Panos M; Raigorodskii, Andrei M; Rassias, Michael Th (2022). Cham: Springer.
- Published Research Report
  - Ryf, Stefan; Siegenthaler, Perina; Fasnacht, Daniel; Fichter, Christian (2022). Lieferkettenprobleme und Fachkräftemangel: Die Zukunftsaussichten von Schweizer Unternehmen verdüstern sich: Ergebnisbericht Zurich: NZZ & Kalaidos University of Applied Science.
- Scientific Publication in Electronic Form
  - Benincasa, Emanuela; Kabas, Gazi; Ongena, Steven (2022). Lending in a landscape of uncoordinated climate policies : The Banker.
  - Fasnacht, Daniel (2022). Internationale Verflechtung: Garant für Frieden und Wachstum? : Wie Schweizer Unternehmen in unsicheren Zeiten die Zukunft sehen Zürich: Kalaidos Fachhochschule - die Hochschule für Berufstätige.
  - Chesney, Marc (2022). Krieg in der Ukraine: Das Undenkbare denken?
  - Durrani, Agha; Ongena, Steven; Ponte Marques, Aurea (2022). The Certification Role of the EU-Wide Stress Testing Exercises in the Stock Market. What Can We Learn from the Stress Tests (2014-2021)?
  - Pestova, Anna; Mamonov, Mikhail; Ongena, Steven (2022). The price of war: Macroeconomic effects of the 2022 sanctions on Russia London: VoxEU, CEPR Policy Portal.
  - Mamonov, Mikhail; Ongena, Steven; Pestova, Anna (2022). Reducing the inequality: Cross-sectional effects of financial sanctions on households and firms in Russia London: VoxEU, CEPR Policy Portal.
  - Hoang, Khanh; Huynh, Toan; Ongena, Steven (2022). The impact of foreign sanctions on firm performance in Russia London: VoxEU, CEPR Policy Portal.
  - Boissay, Frederic; Garcia-Appendini, Emilia; Ongena, Steven (2022). Bottleneck effects of monetary policy London: VoxEU, CEPR Policy Portal.
  - Accetturo, Antonio; Barboni, Giorgia; Cascarano, Michele; Garcia-Appendini, Emilia; Tomasi, Marco (2022). Credit supply and green investment London: VoxEU, CEPR Policy Portal.
  - Leippold, Markus; Wagner, Alexander; Deng, Ming; Wang, Qian (2022). What stock price reactions to the Russia-Ukraine war tell us about the energy transition London: VoxEU, CEPR Policy Portal.
  - Barbiero, Francesca; Burlon, Lorenzo; Dimou, Maria; Toczynski, Jan (2022). Dual interest rates and the transmission of monetary policy Wien: SUERF.
  - Dursun-de Neef, Özlem; Ongena, Steven; Tsonkova, Gergana (2022). Green versus sustainable loans: The impact on firms’ ESG performance London: VoxEU, CEPR Policy Portal.
- Working Paper
  - Leippold, Markus; Wolff, Vincent Lars (2022). Stock Market Liquidity, Monetary Policy and the Business Cycle Swiss Finance Institute Research Paper 22-93, University of Zurich.
  - Chitsiripanich, Soros; Paolella, Marc S; Polak, Pawel; Walker, Patrick (2022). Momentum Without Crashes Swiss Finance Institute Research Paper 22-87, Swiss Finance Institute Research.
  - Paolella, Marc S; Polak, Pawel (2022). Density and Risk Prediction with Non-Gaussian COMFORT Models Swiss Finance Institute Research Paper 22-88, University of Zurich.
  - Dzielinski, Michal; Eugster, Florian; Sjöström, Emma; Wagner, Alexander (2022). Do Firms Walk the Climate Talk?
  - Zhu, Wu; Yang, Yucheng (2022). Networks and Business Cycles SSRN 3718826, University of Zurich.
  - Custodio, Claudia; Ferreira, Miguel; Garcia-Appendini, Emilia (2022). Indirect Costs of Financial Distress SSRN 3310941, University of Zurich.
  - Moreno, Antonio; Ongena, Steven; Ventula Veghazy, Alexia; Wagner, Alexander (2022). "Long GFC"? The Global Financial Crisis, Health Care, and Covid-19 Deaths Swiss Finance Institute Research Paper 22-44, University of Zurich.
  - Battiston, Stefano; Monasterolo, Irene; van Ruijven, Bas J; Krey, Volker (2022). The NACE - CPRS - IAM mapping: A tool to support climate risk analysis of financial portfolio using NGFS scenarios SSRN 4223606, University of Zurich.
  - Kübler, F. (2022, October 18). Climate uncertainty, financial frictions and constrained efficient carbon taxation doi:10.48550/arXiv.2210.09066
  - Leippold, Markus; Hershcovich, Daniel; Webersinke, Nicolas; Kraus, Mathias; Bingler, Julia Anna (2022). Towards climate awareness in NLP research ArXiv.org 2205.05071, Cornell University.
  - Auer, Raphael; Iwadate, Bruce; Schrimpf, Andreas; Wagner, Alexander (2022). Global Production Linkages and Stock Market Comovement Swiss Finance Institute Research Paper 22-18, University of Zurich.
  - Beyene, Winta; Falagiarda, Matteo; Ongena, Steven; Scopelliti, Alessandro (2022). Do lenders price the brown factor in car loans? Evidence from diesel cars Swiss Finance Institute Research Paper 22-76, Swiss Finance Institute.
  - Fu, Jonathan; Krauss, Annette (2022). Preparing fertile ground: How does the quality of business environments affect MSE growth?
  - Berntsen, Philip; Leippold, Markus (2022). The Monetary Benefit of Tokenizing Renewable Energy SSRN 4219222, University of Zurich.
  - Hens, Thorsten; Bachmann, Kremena; Lot, Andre; Xu, Xiaogeng (2022). Experimental Research on Retirement Decision-Making: Evidence from Reproductions Swiss Finance Institute Research Paper 22-72, University of Zurich.
  - Woschitz, Jiri (2022). Central bank liquidity policy and the cross-section of bank equity returns n/a n/a, University of Zurich.
  - Mishra, Mrinal; Ioannidou, Vasso; Fu, Jonathan (2022). Don’t Stay Put: Ride the (Credit) Wave Centre for Banking Research Working Paper Series, Bayes Business School WP 02/22, University of London.
  - He, Qing; Huang, Jiyuan; Li, Dongxu; Lu, Liping (2022). Bank lending and CEO turnover: Evidence from China n/a n/a, University of Zurich.
  - Benincasa, Emanuela; Fu, Jonathan; Mishra, Mrinal; Paranjape, Adityavardhan (2022). Different Shades of Green: Estimating the Green Bond Premium using Natural Language Processing SSRN 22-64,2022, University of Zurich.
  - Von Meyerinck, Felix; Pursiainen, Vesa; Schmid, Markus (2022). Competition and the Reputational Costs of Litigation University of St.Gallen - School of Finance Research Paper 2020/07, University of Zurich.
  - Gibson, Rajna; Sohn, Matthias; Tanner, Carmen; Wagner, Alexander (2022). Earnings management and managerial honesty: the investors’ perspectives Swiss Finance Institute Research Paper 17-03, University of Zurich.
  - Barbiero, Francesca; Burlon, Lorenzo; Dimou, Maria; Toczynski, Jan (2022). Targeted Monetary Policy, Dual Rates and Bank Risk Taking ECB Working Paper 2022/2682, University of Zurich.
  - Von Meyerinck, Felix; Braggion, Fabio; Schaub, Nic (2022). Inflation and Individual Investors' Behavior: Evidence from the German Hyperinflation University of St.Gallen - School of Finance Research Paper 2021/07, University of Zurich.
  - Collard, Fabrice; Habib, Michel; Panizza, Ugo; Rochet, Jean-Charles (2022). Debt Sustainability with Involuntary Default CEPR Discussion Papers 17357, University of Zurich.
  - Chesney, Marc; Fattinger, Felix; Krakow, Nils Jonathan; Straumann, Simon (2022). Interest Rates, Bounded Rationality, and Complexity: Demand and Supply of Retail Financial Products SSRN 3499660, University of Zurich.
  - Von Meyerinck, Felix; Romer, Jonas; Schmid, Markus (2022). CEO Turnover and Director Reputation University of St.Gallen - School of Finance Research Paper 2021/06, University of Zurich.
  - Hediger, Simon; Näf, Jeffrey (2022). Shrinking in COMFORT SSRN 4069441, University of Zurich and ETH Zurich.
  - Kubler, Felix; Li, Bo; Qin, Xuezheng; Zhang, Yilong (2022). Housing demand in high-return/high-volatility environments SSRN 4059827.
  - Azinovic, Marlon; Gaegauf, Luca; Scheidegger, Simon (2022). Deep Equilibrium Nets SSRN 3393482, University of Zurich.
  - Ulrych, Urban; Burkhardt, Raphael (2022). Sparse and Stable International Portfolio Optimization and Currency Risk Management Swiss Finance Institute Research Paper 22-07, University of Zurich.
  - Hens, Thorsten; Naebi, Fatemeh (2022). Behavioral Heterogeneity in the CAPM with Evolutionary Dynamics Swiss Finance Institute Research Paper 22-06, University of Zurich.
  - Hens, Thorsten; Schnetzer, Michael (2022). Evolutionary finance for multi-asset investors Swiss Finance Institute Research Paper 22-05, University of Zurich.
  - Pursiainen, V., & Toczynski, J. (2022, December). Retail investors’ cryptocurrency investments doi:10.2139/ssrn.4268236
  - Gersbach, H., Rochet, J. C., & Von Thadden Ernst-ludwig. (2022, December). Public debt and the balance sheet of the private sector doi:10.2139/ssrn.4161747
  - Evstigneev, Igor V; Hens, Thorsten; Javad Vanaei, Mohammad (2022). Evolutionary finance: a model with endogenous asset payoffs Swiss Finance Institute Research Paper 22-96, Swiss Finance Institute.
  - Auer, Raphael; Matyunina, Alexandra; Ongena, Steven (2022). The countercyclical capital buffer and the composition of bank lending Swiss Finance Institute Research Paper 21-66, Swiss Finance Institute.
  - Östberg, Per; Richter, Thomas (2022). The Sovereign Debt Crisis: Flights or Freezes?
  - Leippold, Markus; Matthys, Felix (2022). Economic Policy Uncertainty and the Yield Curve Swiss Finance Institute Research Paper 22-36, Swiss Finance Institute.
2021
- Dissertation
  - Ramelli, Stefano . Finance in the climate crisis: preferences, policies, and prospects 2021, University of Zurich, Faculty of Economics.
  - Krakow, Nils Jonathan . Information disclosure, competition, and sustainability in retail financial markets 2021, University of Zurich, Faculty of Economics.
  - Lentner, Philipp . The effect of monetary policy on covered bonds 2021, University of Zurich, Faculty of Economics.
  - Peng, Yushi . Applications of New Empirical IO in Banking and Real Estate Economics 2021, University of Zurich, Faculty of Economics.
  - Kabas, Gazi . Essays on Household Finance and Empirical Banking 2021, University of Zurich, Faculty of Economics.
  - O'Flynn, Kuchulain . Essays on the Impact of Financial Markets on Traditional Banking 2021, University of Zurich, Faculty of Economics.
  - Azinovic, Marlon . Essays on Computational Macro-Finance 2021, University of Zurich, Faculty of Economics.
  - Stang, Felix . Essays on arbitrage pricing theory and contagion in a financial network 2021, University of Zurich, Faculty of Economics.
  - Roncoroni, Alan . Risk and opportunities in the context of the low-carbon transition: a financial network approach 2021, University of Zurich, Faculty of Economics.
  - Briukhova, Olga . Three Essays on the Consequences of Financial Stability Regulation 2021, University of Zurich, Faculty of Economics.
  - Dorn, Dietmar . Corporate Market Timing and Short-Sale Constraints 2021, University of Zurich, Faculty of Economics.
  - Mishra, Mrinal . How Does Financial Intermediation Respond to Varied Shocks?
  - Ceccarelli, Marco . Essays on Sustainable Finance 2021, University of Zurich, Faculty of Economics.
  - De Nard, Gianluca . Asset return prediction and covariance matrix estimation for portfolio selection in large dimensions 2021, University of Zurich, Faculty of Economics.
- Scientific Publication in Electronic Form
  - Kok, Christopher; Müller, Carola; Ongena, Steven; Pancaro, Cosimo (2021). The disciplining effect of supervisory scrutiny in the EU-wide stress test London: VoxEU, CEPR Policy Portal.
  - Kotlikoff, Laurence; Kübler, Felix; Polbin, Andrey; Scheidegger, Simon (2021). Economists have needlessly produced a climate war London: VoxEU, CEPR Policy Portal.
  - Mamonov, Mikhail; Pestova, Anna; Ongena, Steven (2021). "Crime and punishment": How Russian banks anticipated and dealt with global financial sanctions London: VoxEU, CEPR Policy Portal.
  - Delis, Manthos D; Fringuellotti, Fulvia; Ongena, Steven (2021). Credit, Income, and Inequality Liberty Street Economics: Federal Reserve Bank of New York.
  - Qi, Shusen; De Haas, Ralph; Ongena, Steven; Straetmans, Stefan (2021). Information sharing and the geography of banking London: VoxEU, CEPR Policy Portal.

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