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Number of items: 12.

Dzhabarov, Constantine; Ziegler, Alexandre; Ziemba, William T (2017). Sell in May and Go Away: The Evidence in the International Equity Index Futures Markets. Quantitative Finance, 18(2):171-181.

Fattinger, Felix; Ziegler, Alexandre (2015). Risk and Return around the Clock. SSRN 2606706, University of Zurich.

Gibson, Rajna; Habib, Michel; Ziegler, Alexandre (2014). Reinsurance or Securitization: The Case of Natural Catastrophe Risk. Journal of Mathematical Economics, 53:79-100.

Ziegler, Alexandre (2014). Returns from investing in S&P500 futures options, 1985-2010. In: Malliaris, Anastasios G; Ziemba, William T. Handbook of Futures Markets. London: Imperial College Press, n/a.

Delaloye, Francois-Xavier; Ziegler, Alexandre; Habib, Michel (2012). Swiss Banking Secrecy: The Stock Market Evidence. Financial Markets and Portfolio Management, 26(1):143-176.

Ziegler, Alexandre. Kursuntergrenze - eine gute Idee? In: Finanz und Wirtschaft, 7 September 2011, p.21.

Schürhoff, Norman; Ziegler, Alexandre (2011). Variance risk, Financial intermediation, and the cross-section of expected option returns. NCCR 712, University of Zurich.

Ziegler, Alexandre. Die Devisenverluste treffen alle. In: Tages Anzeiger, 6 July 2011, p.9.

Ziegler, Alexandre (2011). How much is Banking Secrecy worth? The case of Swiss Banks. NCCR 331, University of Zurich.

Ziegler, Alexandre (2007). Why does implied risk aversion smile? Review of Financial Studies, 20(2):859-904.

Ziegler, Alexandre; Habib, Michel (2007). Why government bonds are sold by auction and corporate bonds by posted-price selling. Journal of Financial Intermediation, 16(3):343-367.

Gibson, Rajna; Habib, Michel; Ziegler, Alexandre (2007). Why have exchange-traded catastrophe instruments failed to displace reinsurance? NCCR FINRISK Working Paper Series 371, University of Zurich.

This list was generated on Mon May 21 05:01:46 2018 CEST.