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Items where Subject is "03 Faculty of Economics > Department of Banking and Finance"

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Ongena, Steven; Jimenez, Gabriel; Peydró, José Luis (2017). In the short run blasé, In the long run risqué. Schmalenbach Business Review, 18(3):181-226.

Chesney, Marc; Lasserre, Pierre; Troja, Bruno (2017). Mitigating Global Warming: A Real Options Approach. Annals of Operations Research, 255(1-2):465-506.

Leippold, Markus; Stromberg, Jacob (2017). Strategic technology adoption and hedging under incomplete markets. Journal of Banking and Finance, 81:181-199.

Coculescu, Delia (2017). A default system with overspilling contagion. SSRN 3004484, University of Zurich.

Chesney, Marc; Gheyssens, Jonathan; Troja, Bruno (2017). Market uncertainty and risk transfer in REDD projects. Journal of Sustainable Forestry, 36(5):535-553.

Kübler, Felix; Polemarchakis, Herakles (2017). The identification of beliefs from asset demand. Econometrica, 85(4):1219 -1238.

Coculescu, Delia (2017). From the decompositions of a stopping times to risk premium decompositions. ESAIM: Proceedings and Surveys, 60:1-60.

Grosshans, Daniel; Zeisberger, Stefan; Langnickel, Ferdinand (2017). How Investment Performance Affects the Formation and Use of Beliefs. SSRN 2972112, University of Zurich.

Kübler, Felix; Selden, Larry; Wei, Xiao (2017). What are asset demand tests of expected utility really testing? Economic Journal, 127(601):784-808.

Brumm, Johannes; Kübler, Felix; Grill, Michael; Schmedders, Karl (2017). Re-use of collateral: Leverage, volatility, and welfare. Swiss Finance Institute Research Paper 17-04, University of Zurich.

Ongena, Steven; Vasileios, Pappas; Izzeldin, Marwan; Fuertes, Ana-Maria (2017). A survival analysis of islamic and conventional banks. Journal of Financial Services Research, 51(2):221-256.

Ebrahim, M. Shahid; Molyneux, Philip; Ongena, Steven (2017). Finance and development in muslim economies. Journal of Financial Services Research, 51(2):165-167.

Abad, Jorge; D'Errico, Marco; Killeen, Neill; Luz, Vera; Peltonen, Tuomas; Portes, Richard; Urbano, Teresa (2017). Mapping the interconnectedness between EU banks and shadow banking entities. NBER Working Papers 23280, National Bureau of Economic Research.

Ongena, Steven; Schindele, Ibolya; Vonnak, Dzsamila (2017). Monetáris politika és a bankok hitelkínálata. Hungarian Economic Review, 64:217-237.

Halla, Martin; Wagner, Alexander F; Zweimüller, Josef (2017). Immigration and voting for the far right. Journal of the European Economic Association:jvw003.

Ongena, Steven; Delis, Manthos D; Kokas, Sotiris (2017). Bank market power and firm performance. Review of Finance, 21(1):299-326.

Nyborg, Kjell G (2017). Central bank collateral frameworks. Journal of Banking and Finance, 76:198-214.

Coculescu, Delia (2017). Dividends and leverage: How to optimally exploit a non-renewable investment. Journal of Economic Dynamics and Control, 35(3):312-329.

Seele, Peter; Chesney, Marc (2017). Toxic sustainable companies? A critique on the shortcomings of current corporate sustainability ratings and a definition of ‘financial toxicity. Journal of Sustainable Finance, 7(2):139-146.

Chesney, Marc. Wachstum in Frage stellen. In: Tages Anzeiger, 13 February 2017, p.Online.

Leippold, Markus; Schärer, Steven (2017). Discrete-time option pricing with stochastic liquidity. Journal of Banking and Finance, 75:1-16.

Ongena, Steven; YU, Yuejuan (2017). Firm industry affiliation and multiple bank relationships. Journal of Financial Services Research, 51(1):1-17.

Chesney, Marc. Terrorisme, la fin de la trêve. In: Le Temps, 12 January 2017, p.Online.

D'Errico, Marco; Roukny, Tarik (2017). Compressing over-the-counter markets. European Systemic Risk Board Working Paper Series (ESRB) 44, University of Zurich.

Bloechlinger, Andreas; Leippold, Markus (2017). Are ratings the worst form of credit assessment apart from all the others? Journal of Financial and Quantitative Analysis:Epub ahead of print.

Brumm, Johannes; Kübler, Felix; Scheidegger, Simon (2017). Computing equilibria in dynamic stochastic macro-models with heterogeneous agents. In: Honoré, Bo; Pakes, Ariel; Piazzesi, Monika; Samuelson, Larry. Advances in Economics and Econometrics: Theory and Applications, Eleventh World Congress. Cambridge: Cambridge University Press, Epub ahead of print.

Brumm, Johannes; Kryczka, Dominika; Kübler, Felix (2017). Recursive equilibria in dynamic economies with stochastic production. Econometrica, 85(5):1467-1499.

Chesney, Marc. Der Terror ist Resultat einer bankrotten Politik. In: Infosperber, 23 December 2016, p.online.

D'Errico, Marco; Battiston, Stefano; Peltonen, Tuomas; Scheicher, Martin (2016). How does risk flow in the credit default swap market? European Systemic Risk Board Working Paper Series 33, University of Zurich.

Ongena, Steven; De Jonghe, Olivier; Dewachter, Hans; Mulier, Klaas; Schepens, Glenn (2016). Funding shocks and banks' credit reallocation. SFI Practitioner Roundups December 2016 12/16, University of Zurich.

Ongena, Steven; Popov, Alexander (2016). Gender bias and credit access. Journal of Money, Credit and Banking, 48(8):1691-1724.

Chesney, Marc. La croissance en question. In: Le Temps, 15 November 2016, p.1.

Wälchli, Boris (2016). A proximity based macro stress testing framework. Dependence Modeling, 4(1):251-276.

Battiston, Stefano; Zeng, An (2016). The multiplex network of EU lobby organizations. PLoS ONE, 11(10):e0158062-e0158062.

Yang, Hanlin; Leippold, Markus (2016). Particle Filtering, Learning, and Smoothing for Mixed-Frequency State-Space Models. , University of Zurich.

Carletti, Elena; Colla, Paolo; Gulati, Mitu G; Ongena, Steven (2016). Pricing contract terms in a crisis: Venezuelan bonds in 2016. Capital Markets Law Journal, 11(4):540-555.

Ongena, Steven; Kara, Aper; Marques-Ibanez, David (2016). Securitization and lending standards: Evidence from the European wholesale loan market. Journal of Financial Stability, 26:107-127.

Schneider, Roman; Wagner, Alexander F; Wenk, Christoph (2016). Der Verwaltungsrat zwischen Regulierung und Marktdisziplin. Expert Focus:670-676.

Battiston, Stefano; Caldarelli, Guido; May, Robert M; Roukny, Tarik; Stiglitz, Joseph E (2016). The price of complexity in financial networks. Proceedings of the National Academy of Sciences of the United States of America, 113(36):10031-10036.

Meisser, Luzius; Kreuser, C Friedrich (2016). An agent-based simulation of the stolper–samuelson effect. Computational Economics:Epub ahead of print.

Seid-Fatemi, Azade; Morishima, Yosuke; Heise, Felix; Gibson, Rajna; Tanner, Carmen; Wagner, Alexander F; Tobler, Philippe N (2016). Prefrontal connections express individual differences in intrinsic resistance to trading off honesty values against economic benefits. Scientific Reports, 6:33263.

Battiston, Stefano; Caldarelli, Guido; D'Errico, Marco; Gurciullo, Stefano (2016). Leveraging the network: a stress-test framework based on DebtRank. Statistics & Risk Modeling, 33(3-4):117-138.

Bachmann, Kremena; Hens, Thorsten (2016). Is there Swissness in investment decision behavior and investment competence? Financial Markets and Portfolio Management, 30(3):233-275.

Ongena, Steven; Degryse, Hans; Lu, Liping (2016). Formal, informal or co-funding? Evidence on the co-funding of Chinese firms. Journal of Financial Intermediation, 27:31-60.

Leippold, Markus; Vasiljevic, Nikola (2016). Option-Implied Intra-Horizon Risk and First-Passage Disentanglement. SSRN 2804702, University of Zurich.

Barucca, Paolo; Bardoscia, Marco; Caccioli, Fabio; D'Errico, Marco; Visentin, Gabriele; Battiston, Stefano; Caldarelli, Guido (2016). Network Valuation in Financial Systems. SSRN 2795583, University of Zurich.

Rochet, Jean-Charles; Roger, Guillaume (2016). Risky utilities. Economic Theory, 62(1):361-382.

Chesney, Marc. Taxons les flux financiers pour financer le RBI. In: Le Temps, 23 May 2016, p.1-11.

Langnickel, Ferdinand; Zeisberger, Stefan (2016). Do we measure overconfidence? A closer look at the interval production task. Journal of Economic Behavior & Organization, 128:121-133.

Ongena, Steven; Carletti, Elena; Siedlarek, Jan-Peter; Spagnolo, Giancarlo (2016). The Impact of Merger Legislation on Bank Mergers. Swiss Finance Institute Research Paper 16-33, University of Zurich.

Chesney, Marc; Poulin, Alexis. Panama Papers, What Now? In: The World Post: a partnership of The Huffington Post and Berggruen Institute, 2 May 2016, p.1-3.

Hens, Thorsten. Wissenschaft oder Kunst? Beratung: Der optimalen Lösung auf der Spur. In: Finanz und Wirtschaft, 28 April 2016, p.7.

Chesney, Marc; Coculescu, Delia; Gokay, Selim (2016). Endogenous trading in Credit Default Swaps. Decisions in Economics and Finance, 39(1):1-31.

Ongena, Steven; Delis, Manthos D; Kokas, Sotiris (2016). Foreign Ownership and Market Power in Banking: Evidence from a World Sample. Journal of Money, Credit and Banking, 48(2-3):449-483.

Ongena, Steven; Rajamani, Anjana; Van der Poel, Marieke; de Jong, Abe. How does international diversification influence advisor performance on cross-border M&A? In: International Banker, 1 March 2016, p.16-19.

Fehr-Duda, Helga; Fehr, Ernst (2016). Game human nature. Finding ways to adapt natural tendencies and nudge collective action is central to the well-being of future generations. Nature, 530(7591):413-415.

Bardoscia, Marco; Battiston, Stefano; Caccioli, Fabio; Caldarelli, Guido (2016). Pathways towards instability in financial networks. arXiv preprint 1602.05883, University of Zurich.

Chesney, Marc; Vasiljevic, Nikola (2016). Québécoisation method for the pricing of Parisian options with jump risk. , University of Zurich.

Roukny, Tarik; Battiston, Stefano; Stiglitz, Joseph E (2016). Interconnectedness as a source of uncertainty in systemic risk. SSRN Electronic Journal 2726631, University of Zurich.

Gibson, Rajna; Tanner, Carmen; Wagner, Alexander F (2016). Protected values and economic decision-making. In: Brosch, Tobias; Sander, David. Handbook of Value: Perspectives from Economics, Neuroscience, Philosophy, Psychology and Sociology. New York: Oxford University Press, 223-241.

Ongena, Steven; Peydró, José Luis; van Horen, Neeltje (2016). Shocks abroad, pain at home? Bank-firm level evidence on financial contagion during the recent financial crisis. IMF Economic Review, 63(4):698-750.

Ongena, Steven; Bonfim, Diana; Nogueira, Gil (2016). Sorry, we're closed: Loan conditions when bank branches close and firms transfer to another bank. Banco de Portugal-Working Papers 2016 7, University of Zurich.

Koch-Medina, Pablo; Munari, Cosimo-Andrea (2016). Unexpected shortfalls of expected Shortfall: Extreme default profiles and regulatory arbitrage. Journal of Banking and Finance, 62:141-151.

Barth, Andrea; Moreno, Santiago; Reichmann, Oleg (2016). A non-stationary model of dividend distribution in a stochastic interest-rate setting. Computational Economics, 47(3):447-472.

Pana, Anca Claudia; Gheyssens, Jonathan (2016). Baseline choice and performance implications for REDD. Journal of Environmental Economics and Policy, 5(1):79-124.

Hens, Thorsten; Axtell, Robert; Kirman, Alan; Couzin, Iain D; Fricke, Daniel; Hochberg, Michael E; Mayfield, John E; Schuster, Peter; Sethi, Rajiv (2016). Challenges of integration complexity and evolution into economics. In: Wilson, David S; Kirman, Alan. Complexity and Evolution - Toward a New Synthesis for Economics. Cambridge, Massachusetts: MIT, 65-81.

Nyborg, Kjell G (2016). Collateral frameworks: The open secret of central banks. Cambridge: Cambridge University Press.

Ongena, Steven; Cerqueiro, Geraldo; Roszbach, Kasper (2016). Collateralization, bank loan rates, and monitoring. Journal of Finance, 71(3):1295-1322.

Battiston, Stefano; Farmer, J Doyne; Flache, Andreas; Garlaschelli, Diego; Haldane, Andrew G; Heesterbeek, Hans; Hommes, Cars; Jaeger, Carlo; May, Robert; Scheffer, Marten (2016). Complexity theory and financial regulation. Science, 351(6275):818-819.

Battiston, Stefano; D'Errico, Marco; Gurciullo, Stefano (2016). DebtRank and the network of leverage. The Journal of Alternative Investments, 18(4):68-81.

Glattfelder, James B (2016). Decoding Financial Networks: Hidden Dangers and Effective Policies. In: Arpe, Jan. To the Man with a Hammer: Augmenting the Policymaker's Toolbox for a Complex World. Gütersloh: Bertelsmann Stiftung, 75-92.

Chesney, Marc (2016). Der Widerspruch zwischen Neoliberalismus und liberaler Demokratie am Beispiel des Finanzmarktes. In: Brühlmeier, Daniel; Mastronardi, Philippe. Demokratie in der Krise. Zürich: Chronos Verlag.

Chesney, Marc; Gheyssens, Jonathan; Pana, Anca Claudia; Taschini, Luca (2016). Environmental finance and investments. Berlin, Heidelberg: Springer.

Troja, Bruno. Essays on Optimal Investments in the Mitigation of Global Warming. 2016, University of Zurich, Faculty of Economics.

Festl-Pell, Diana Brigitte. Essays on banking, governance and sustainability. 2016, University of Zurich, Faculty of Economics.

Hens, Thorsten (2016). Evolutionary Finance. In: Leube, Kurt R. An Enterprising, Liberal and generous Mind. Fürstentum Liechtenstein: van Eck Verlag, 61-67.

Hens, Thorsten; Schenk-Hoppé, Klaus Reiner; Evstigneev, Igor V (2016). Evolutionary behavioural finance. In: Haven, Emmanuel; Molyneux, Philip; Wilson, John; Fedotov, Sergei; Duygun, Meryem. The Handbook of Post Crisis Financial Modelling. London: Palgrave Macmillan UK, 214-234.

Hens, Thorsten; Rieger, Marc Oliver (2016). Financial economics: a concise introduction to classical and behavioral finance. Berlin, Heidelberg: Springer.

Vitali, Stefania; Battiston, Stefano; Gallegati, Mauro (2016). Financial fragility and distress propagation in a network of regions. Journal of Economic Dynamics and Control, 62:56-75.

Ostinelli, Diego. Financial markets, innovation, and acquisitions. 2016, University of Zurich, Faculty of Economics.

Wang, Mei; Rieger, Marc Oliver; Hens, Thorsten (2016). How time preferences differ: Evidence from 53 countries. Journal of Economic Psychology, 52:115-135.

Battiston, Stefano; Tasca, Paolo (2016). Market procyclicality and systemic risk. Quantitative Finance, 16(8):1219-1235.

Rojcek, Jakub. Market quality and price impact of high-frequency trading and its regulation. 2016, University of Zurich, Faculty of Economics.

Ongena, Steven; Jakovljević, Sanja; Degryse, Hans (2016). Monetary transmission and regulatory impacts: empirical evidence from the post-crisis banking literature. In: Haven, Emmanuel; Molyneux, Phil; Wilson, John; Fedotov, Sergei; Duygun, Meryem. The handbook of post crisis financial modelling. New York: Palgrave MacMillan Handbooks, 18-41.

Elmiger, Sabine. On the robustness of consumption-based asset pricing. 2016, University of Zurich, Faculty of Economics.

Vasiljevic, Nikola. Option Pricing and Market Risk Management in the Presence of Jump Risk. 2016, University of Zurich, Faculty of Economics.

Klimenko, Nataliya; Isohätälä, Jukka; Milne, Alistair (2016). Post-crisis macrofinancial modeling: continuous time approaches. In: Haven, Emmanuel; Molyneux, Philip; Wilson, John; Fedotov, Sergei; Duygun, Meryem. The Handbook of Post Crisis Financial Modeling. London: Palgrave Macmillan UK, 235-282.

Ongena, Steven; Titotto, Daniele (2016). Shadow banking and competition: Decomposing market power by activity. In: Bikker, Jaap; Spierdijk, Laura. Research Handbook on Competition in Banking and Finance. Cheltenham UK: Edward Elgar Publishing, im Druck.

Abad, Jorge; Aldasoro, Iñaki; Aymanns, Christoph; D'Errico, Marco; Fache Rousová, Linda; Hoffmann, Peter; Langfield, Sam; Neychev, Martin; Roukny, Tarik (2016). Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset. Frankfurt, Germany: European Systemic Risk Board.

Farkas, Walter; Gourier, Elise; Huitema, Robert; Necula, Ciprian (2016). The Impact of Cointegration on Commodity Spread Options. In: Glau, Kathrin; Grbac, Zorana; Scherer, Matthias; Zagst, Rudi. Innovations in Derivatives Markets. Cham: Springer, 421-435.

Dwarkasing, Mintra; Dwarkasing, Narly; Ongena, Steven (2016). The bank lending channel of monetary policy: A review of the literature and an agenda for future research. In: Beck, Thorsten; Casu, Barbara. The Palgrave Handbook of European Banking. Basingstoke, UK: Palgrave Macmillan, n/a.

Henriet, Dominique; Klimenko, Nataliya; Rochet, Jean-Charles (2016). The dynamics of insurance prices. The Geneva Risk and Insurance Review, 41(1):2-18.

Battiston, Stefano; Caldarelli, Guido; D'Errico, Marco (2016). The financial system as a nexus of interconnected networks. In: Garas, Antonios. Interconnected Networks. Switzerland: Springer International Publishing, 195-229.

Klimenko, Nataliya; Moreno, Santiago (2016). The shadow costs of repos and bank liability structure. Journal of Economic Dynamics and Control, 65:1-29.

Drimus, Gabriel G; Farkas, W; Gourier, Elise (2016). Valuations of options on discretely sampled variance: A general analytic approximation. Journal of Computational Finance, 20(2):39-66.

Chesney, Marc; Maranghino-Singer, Brigitte. Bessere Bildung statt hohe Boni. In: Tagesanzeiger, 29 December 2015, p.1.

Brumm, Johannes; Kübler, Felix; Scheidegger, Simon (2015). Computing equilibria in dynamic stochastic macromodels with heterogeneous agents. - -, University of Zurich.

Kübler, Felix (2015). Simple ε-equilibria in stochastic economies with overlapping generations. - -, University of Zurich.

Birchler, Urs. Wahlbörsen liefern überaus präzise Prognosen ausser in der Schweiz. In: NZZ am Sonntag, 6 December 2015, p.19.

Fringuellotti, Fulvia; Necula, Ciprian (2015). A Generalized Bachelier Formula for Pricing Basket and Spread Options. SSRN Electronic Journal 2698307, University of Zurich.

Ongena, Steven; Jakovljević, Sanja; Degryse, Hans (2015). A review of empirical resarch on the design and impact of regulation in the banking sector. Annual Review of Financial Economics, 7:423-443.

Ongena, Steven; Li, Chunshuo (2015). Bank loan announcements and borrower stock returns before and during the recent financial crisis. Journal of Financial Stability, 21:1-12.

Ongena, Steven; Moenninghoff, Sebastian C; Wieandt, Axel (2015). The perennial challenge to counter Too-Big-to-Fail in banking: Empirical evidence from the new international regulation dealing with Global Systemically Important Banks. Journal of Banking and Finance, 61:221-236.

Birchler, Urs. Die neue Welt des Private Banking. In: SonntagsZeitung, 8 November 2015, p.2.

Wälchli, Boris (2015). A Random Forests Based Performance Ratio for Regulatory Asset Portfolio Management and Optimization. SSRN Electronic Journal 2550072, University of Zurich.

Brumm, Johannes; Scheidegger, Simon; Mikushin, Dmitry; Schenk, Olaf (2015). Scalable high-dimensional dynamic stochastic economic modeling. Journal of Computational Science, 11:12-25.

Vo, Thi Quynh Anh (2015). Liquidity Management in Banking: What is the Role of Leverage? Swiss Finance Institute Research Paper 15-51, University of Zurich.

Célérier, Claire Myriam; Vallee, Boris (2015). The motives for financial complexity: An empirical investigation. SSRN 2289890, University of Zurich.

Paetzold, Falko; Busch, Timo; Chesney, Marc (2015). More than money: exploring the role of investment advisors for sustainable investing. Annals in Social Responsibility, 1(1):195-223.

Chesney, Marc; Crameri, Remo; Mancini, Loriano (2015). Detecting abnormal trading activities in option markets. Journal of Empirical Finance, 33:263-275.

Östberg, Per Nils Anders; Hvide, Hans K (2015). Social interaction at work. Journal of Financial Economics, 117(3):628-652.

Magill, Michael; Quinzii, Martine; Rochet, Jean-Charles (2015). A Theory of the Stakeholder Corporation. Econometrica, 83(5):1685-1725.

Leippold, Markus; Su, Lujing (2015). Collateral smile. Journal of Banking and Finance, 58:15 - 28.

Schmidt, Peter S; von Arx, Urs; Schrimpf, Andreas; Wagner, Alexander F; Ziegler, Andreas (2015). On the construction of common size, value and momentum factors in international stock markets: A guide with applications. CCRS Working Paper Series 01/11, University of Zurich.

Hens, Thorsten. Wie Medien und Informationsflut die Finanzmärkte beeinflussen. In: WirtschaftsWoche, 35, 21 August 2015, p.41.

Paolella, Marc; Polak, Pawel (2015). COMFORT: A common market factor non-Gaussian returns model. Journal of Econometrics, 187(2):593-605.

Ongena, Steven; Peydró, José Luis; Ioannidou, Vasso (2015). Monetary policy, risk-taking and pricing: Evidence from a quasi-natural experiment. Review of Finance, 19(1):95-144.

Calvet, Laurent; Fearnley, Marcus; Fisher, Adlai; Leippold, Markus (2015). What is beneath the surface? Option pricing with multifrequency latent states. Journal of Econometrics, 187(2):498-511.

Hens, Thorsten. Bewusster anlegen mit Evolutionary Finance. In: Finanz und Wirtschaft, 58, 25 July 2015, p.14.

Stössel, Remo (2015). Willingness to be financially informed and the benefits of nudging investors to do so. SSRN 2629058, University of Zurich.

Bonacina, Fausto; D'Errico, Marco; Moretto, Enrico; Stefani, Silvana; Zambruno, Giovanni; Torriero, Anna (2015). A multiple network approach to corporate governance. Quality & Quantity, 49(4):1585-1595.

Ongena, Steven; Geršl, Adam; Jakubik, Petr; Kowalczyk, Dorota; Peydró, José Luis (2015). Monetary conditions and banks' behaviour in the Czech Republic. Open Economies Review, 26(3):407-445.

Epper, Thomas; Fehr-Duda, Helga (2015). Risk preferences are not time preferences: balancing on a budget line: comment. American Economic Review, 105(7):2261-2271.

Koch-Medina, Pablo; Munari, Cosimo-Andrea; Sikic, Mario (2015). Diversification, protection of liability holders and regulatory arbitrage. arXiv 1502.03252, University of Zurich.

Moreno-Bromberg, Santiago; Vo, Quynh-Anh (2015). Agency problems, recapitalization costs and optimal resolution of financial distress. NCCR FINRISK Working Paper Series 861, University of Zurich.

Birchler, Urs (2015). Die Banken in der Moralfalle. Journal21.

Hens, Thorsten. Risikotoleranz muss erlernt werden. In: Neue Zürcher Zeitung, 114, 20 May 2015, p.26.

Stössel, Remo; Meier, Anna (2015). Framing effects and risk perception: testing graphical representations of risk for the KIID. SSRN 2606615, University of Zurich.

Biais, Bruno; Rochet, Jean-Charles; Woolley, Paul (2015). Dynamics of innovation and risks. Review of Financial Studies, 28(5):1353-1380.

Birchler, Urs. Fankurven als Schiedsrichter. In: Neue Zürcher Zeitung, 20 April 2015, p.17.

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

Bahn, Olivier; Chesney, Marc; Gheyssens, Jonathan; Knutti, Reto; Pana, Anca Claudia (2015). Is there room for geoengineering in the optimal climate policy mix? Environmental Science & Policy, 48:67-76.

Meyer, Julia; Krauss, Annette (2015). Measuring and aggregating social performance of microfinance investment vehicles. CMF Working Paper Series 3-2015, University of Zurich.

Dahlquist, Magnus; Hasseltoft, Henrik (2015). Economic Momentum and Currency Returns. n/a n/a, University of Zurich.

Hens, Thorsten; Bachmann, Kremena. Swissness im Anlegerverhalten. In: Finanz und Wirtschaft, 14 March 2015, p.22.

Nyborg, Kjell G (2015). Central Bank Collateral Frameworks. Swiss Finance Institute Research Paper Series 15-10, University of Zurich.

Brune, Amelie; Hens, Thorsten; Rieger, Marc Oliver; Wang, Mei (2015). The war puzzle: contradictory effects of international conflicts on stock markets. International Review of Economics, 62(1):1-21.

Scheffel, Martin; Gersbach, Hans; Rochet, Jean-Charles (2015). Taking Banks to Solow. CEPR Discussion Paper DP10439, University of Zurich.

Rosenblatt-Wisch, Rina; Scheufele, Rolf (2015). Quantification and characteristics of household inflation expectations in Switzerland. Applied Economics, 47(26):2699-2716.

Kübler, Felix; Schmedders, Karl; Brumm, Johannes; Grill, Michael (2015). Collateral requirements and asset prices. International Economic Review, 56(1):1-25.

Moreno, Santiago; Klimenko, Nataliya (2015). The shadow cost of repos and bank liability structure. Swiss Finance Institute Research Paper 15-04, University of Zurich.

Hens, Thorsten. Das Schweizer Midas-Problem. In: Finanz und Wirtschaft, 24 January 2015, p.3.

Chesney, Marc. Nein zum Diktat des Englischen an Schweizer Hochschulen. In: NZZ am Sonntag, 4 January 2015, p.15.

Paolella, Marc (2015). Multivariate asset return prediction with mixture models. European Journal of Finance, 21(13-14):1214-1252.

Farkas, Walter; Koch-Medina, Pablo; Munari, Cosimo-Andrea (2015). Measuring risk with multiple eligible assets. Mathematics and Financial Economics, 9(1):3-27.

Necula, Ciprian; Drimus, Gabriel G; Farkas, W (2015). A General Closed Form Option Pricing Formula. SSRN 2210359, University of Zurich.

Wälchli, Boris (2015). A Proximity Based Stress Testing Framework. SSRN Electronic Journal 2660498, University of Zurich.

Farkas, W; Gourier, Elise; Huitema, Robert; Necula, Ciprian (2015). A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing. SSRN 2679218, University of Zurich.

Paolella, Marc S; Polak, Pawel (2015). ALRIGHT: Asymmetric LaRge-Scale (I)GARCH with Hetero-Tails. International Review of Economics and Finance, 40:282-297.

Farkas, Walter; Schmid, Sandro (2015). Akkurate Messung der Portfoliorisiken im Pensionskassengeschäft. Schweizerische Zeitschrift für Sozialversicherung und berufliche Vorsorge, 59(5):406-414.

Chesney, Marc; Maranghino-Singer, Brigitte; Huber, Martina; Oertle, David; Hilty, Lorenz (2015). An information system supporting cap and trade in organizations. In: Hilty, Lorenz; Aebischer, Bernard. ICT Innovations for Sustainybility. Cham: Springer, 285-299.

Ongena, Steven; Degryse, Hans; Ioannidou, Vasso (2015). Bank-firm relationships: A review of the implications for firms and banks in normal and crisis times. In: Watanabe, Tsutomu; Uesugi, Iichiro; Ono, Arito. The Economics of Interfirm Networks. Berlin: Springer, 177-189.

Koch-Medina, Pablo; Moreno, Santiago; Munari, Cosimo-Andrea (2015). Capital adequacy tests and limited liability of financial institutions. Journal of Banking and Finance, 51:93-102.

Degryse, Hans; Morales Acevedo, Adiana Paola; Ongena, Steven (2015). Competition in Banking. In: Berger, Allen N; Molyneux, Philip; Wilson, John O S. The Oxford Handbook of Banking. Oxford: Oxford University Press, 589-616.

Pana, Anca Claudia. Contributions to the Economics of Climate Change Mitigation. 2015, University of Zurich, Faculty of Economics.

Chesney, Marc (2015). De la grande guerre à la crise permanente. Presses polytechniques et universitaires romandes, Lausanne: EPFL Press.

D'Errico, Marco; Macchiarelli, Corrado; Serafini, Roberta (2015). Differently unequal: Zooming-in on the distributional dimensions of the crisis in euro area countries. Economic Modelling, 48:93-115.

Gottardi, Piero; Kübler, Felix (2015). Dynamic competitive economies with complete markets and collateral constraints. The Review of Economic Studies, 82(3):1119-1153.

Chesney, Marc; Taschini, Luca; Gheyssens, Jonathan (2015). Emissions Markets and Products. In: Wiley & Sons. Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Managemen. Hoboken, 223-254.

Doronzo, Michele. Empirical Essays on Risky Assets, Asset Allocation and Emission Certificates. 2015, University of Zurich, Faculty of Economics.

Ibraimi, Meriton. Essays on Arbitrage Pricing Theory and Systemic Risk Modeling. 2015, University of Zurich, Faculty of Economics.

Wälchli, Boris. Essays on Nonaffine Option Pricing and Random Forests in the Fields of Finance. 2015, University of Zurich, Faculty of Economics.

Farkas, W; Necula, Ciprian; Waelchli, Boris (2015). Herding and Stochastic Volatility. SSRN 2685939, University of Zurich.

Ongena, Steven; Qi, Shusen; Qin, Fengming (2015). Impact of foreign bank presence on foreign direct investment in China. China & World Economy, 23(4):40-59.

Bradbury, Meike. Improved Investment Advice Through Risk Simulation. 2015, University of Zurich, Faculty of Economics.

Bradbury, Meike A S; Hens, Thorsten; Zeisberger, Stefan (2015). Improving Investment Decisions with Simulated Experience. Review of Finance, 19(3):1019-1052.

Bardgett, Chris; Gourier, Elise; Leippold, Markus (2015). Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets. Swiss Finance Institute Research Paper 13-40, University of Zurich.

Bachmann, Kremena; Hens, Thorsten (2015). Investment competence and advice seeking. Journal of Behavioral and Experimental Finance, 6:27-41.

Hens, Thorsten; Evstigneev, Igor; Schenk-Hoppé, Klaus Reiner (2015). Mathematical Financial Economics - A Basic Introduction. Switzerland: Springer.

Paolella, Marc (2015). New graphical methods and test statistics for testing composite normality. Econometrics, 3(3):532-560.

Hens, Thorsten; Breuer, Wolfgang; Wang, Mei; Salzmann, Astrid J (2015). On the determinants of household debt maturity choice. Applied Economics, 47(5):449-465.

Stössel, Remo. Risk Assessment and Risk Communication in Theory and Practice. 2015, University of Zurich, Faculty of Economics.

Rieger, Marc Oliver; Wang, Mei; Hens, Thorsten (2015). Risk preferences around the world. Management Science, 61(3):637-648.

Barrieu, Pauline; Ravanelli, Claudia (2015). Robust capital requirements with model risk. Economic Notes, 44(1):1-28.

Ludwig, Markus (2015). Robust estimation of shape-constrained state price density surfaces. The Journal of Derivatives, 22(3):56-72.

Collard, Fabrice; Habib, Michel; Rochet, Jean-Charles (2015). Sovereign debt sustainability in advanced economies. Journal of the European Economic Association, 13(3):381-420.

Carletti, Elena; Hartmann, Philipp; Ongena, Steven (2015). The economic impact of merger control legislation. International Review of Law and Economics, 42(6):88-104.

Gupta, Manish. Three Essays in Real Estate and Entrepreneurial Finance. 2015, University of Zurich, Faculty of Economics.

Su, Lujing. Three Essays on Market Frictions. 2015, University of Zurich, Faculty of Economics.

Ludwig, Markus. Three Essays on Option Implied Information. 2015, University of Zurich, Faculty of Economics.

Paetzold, Falko. Three Essays on Sustainable Investing in Private Wealth Management: Barriers for Sustainable Investing in the Cognition and Decision Making Processes of Private Wealth Holders and Investment Advisors. 2015, University of Zurich, Faculty of Economics.

Chesney, Marc (2015). Zum Widerspruch zwischen der Logik des Finazsektors und den Prinzipien des Libealismus. In: Pfleiderer, Georg; et al. Aspekte von Risiko, Vertrauen, Schuld. Zürich: Pano Verlag, 59-76.

Brumm, Johannes; Kryczka, Dominika; Kübler, Felix (2014). Recursive equilibria in dynamic economies with stochastic production. s.n. n/a, University of Zurich.

Wagner, Alexander F; Wenk, Christoph (2014). Aktionäre und Stimmrechtsberater im Jahr 1 nach der Abzocker-Initiative. Der Schweizer Treuhänder, (12):1147-1152.

Leippold, Markus; Lohre, Harald (2014). The Dispersion Effect in International Stock Returns. Journal of Empirical Finance, 29:331-342.

Paetzold, Falko; Busch, Timo (2014). Unleashing the powerful few: sustainable investing behaviour of wealthy private investors. Organization & Environment, 27(4):347-367.

Kübler, Felix; Selden, Larry; Wei, Xiao (2014). Asset Demand Based Tests of Expected Utility Maximization. American Economic Review, 104(11):3459-3480.

Puliga, Michelangelo; Caldarelli, Guido; Battiston, Stefano (2014). Credit default swaps networks and systemic risk. Scientific Reports, 4(6822):online.

Puhan, Tatjana-Xenia; Vogel, Rick; Shehu, Edlira; Klinger, Doron; Beese, Henning (2014). Funding decisions and entrepreneurial team diversity: A field study. Journal of Economic Behavior & Organization, 107:595-613.

L´eautier, Thomas-Olivier; Rochet, Jean-Charles (2014). On the strategic value of risk management. International Journal of Industrial Organization, 37:153-169.

Ongena, Steven; Brown, Martin; Kirschenmann, Karolin (2014). Bank funding, securitization, and loan terms: evidence from foreign currency lending. Journal of Money, Credit and Banking, 46(7):1501-1534.

Célérier, Claire Myriam; Vallee, Boris (2014). Are Bankers Worth Their Pay? Evidence from a Talent Measure. SSRN 2393110, University of Zurich.

Célérier, Claire Myriam; Matray, Adrien (2014). Unbanked Households: Evidence of Supply-Side Factors. SSRN 2392278, University of Zurich.

Koch-Medina, Pablo; Munari, Cosimo (2014). Law-invariant risk measures: extension properties and qualitative robustness. Statistics & Risk Modeling, 31(3):1-22.

de Palma, Andre; Abdellaoui, Mohammed; Attanasi, Giuseppe; Ben-Akiva, Moshe; Erev, Ido; Fehr-Duda, Helga; Fok, Dennis; Fox, Craig R; Hertwig, Ralph; Picard, Nathalie; Wakker, Peter P; Walker, Joan; Weber, Martin (2014). Beware of black swans: Taking stock of the description-experience gap in decision under uncertainty. Marketing Letters, 25(3):269-280.

Paolella, Marc (2014). Fast methods for large-scale non-elliptical portfolio optimization. Annals of Financial Economics, 9(2):1-32.

Chesney, Marc; Taschini, Luca; Wang, Mei (2014). Experimental comparison between markets on dynamic permit trading and investment in irreversible abatement with and without non-regulated companies. Journal of Regulatory Economics, 46(1):23-50.

Peters, Florian S; Wagner, Alexander F (2014). The executive turnover risk premium. Journal of Finance, 69(4):1529-1563.

Chesney, Marc; Ulrich, Peter. Umstrittenes Universitätssponsoring. In: NZZ, 22 July 2014, p.online.

Kübler, Felix; Selden, Larry; Wei, Xiao (2014). When is a Risky Asset "Urgently Needed"? American Economic Journal: Microeconomics, 6(2):131-162.

D'Errico, Marco; Stefani, Silvana; Torriero, Anna (2014). Informal ties in organizations : a case study. Quality and Quantity, 48(4):1929-1943.

Krause, Jochen; Paolella, Marc (2014). A fast, accurate method for value-at-risk and expected shortfall. Econometrics, 2(2):98-122.

Chesney, Marc; Ulrich, Peter. Le sponsoring universitaire au centre des tensions. In: Le Temps, 25 June 2014, p.online.

Kübler, Felix; Selden, Larry; Wei, Xiao (2014). Expected utility preferences for contingent claims and lotteries. SSRN 2473611, University of Zurich.

Christen, Markus; Ineichen, Christian; Tanner, Carmen (2014). How moral are the principles of biomedical ethics? BMC Medical Ethics, 15:47.

Ravanelli, Claudia; Svindland, Gregor (2014). Ambiguity aversion in standard and extended Ellsberg frameworks: alpha-maxmin versus maxmin preferences. SSRN 2294514, University of Zurich.

Nyborg, Inke (2014). Liquidity creation in the nineteenth century: The role of the clearing houses. - -, University of Zurich.

Nyborg, Kjell G; Östberg, Per Nils Anders (2014). Money and liquidity in financial markets. Journal of Financial Economics, 112(1):30-52.

Puhan, Tatjana-Xenia; Kehrle, Kerstin (2014). The information content of option demand. Swiss Finance Institute Research Paper 12-43, University of Zurich.

Puhan, Tatjana-Xenia (2014). Volatility information in index option demand. SSRN 2277689, University of Zurich.

Klimenko, Nataliya (2014). Tail risk, capital requirements and the internal agency problem in banks. s.n. s.n., University of Zurich.

Stöckli, Peter Lucas; Tanner, Carmen (2014). Are integrative or distributive outcomes more satisfactory? The effects of interest-based versus value-based issues on negotiator satisfaction Negotiator satisfaction. European Journal of Social Psychology, 44(3):202-208.

Ongena, Steven (2014). Discussion of Presbitero, Udell and Zazzaro. Journal of Money, Credit, and Banking, 46(s1):87-91.

Chesney, Marc; Crameri, Remo; Mancini, Loriano (2014). Detecting informed trading activities in the options markets. NCCR FINRISK Working Paper 560, University of Zurich.

Ongena, Steven; Gabriel, Jimenez; Peydró, José Luis; Saurina, Jesús (2014). Hazardous times for monetary policy: What do twenty-three million bank loans say about the effects of monetary policy on credit risk? Econometrica, 82(2):463-505.

Akyildirim, Erdinç; Güney, I Ethem; Rochet, Jean-Charles; Soner, H Mete (2014). Optimal dividend policy with random interest rates. Journal of Mathematical Economics, 51:93-101.

Puhan, Tatjana-Xenia; Arnold, Marc; Hackbarth, Dirk (2014). Financing asset sales and business cycles. Swiss Finance Institute Research Paper 14-11, University of Zurich.

Battiston, Stefano; Paolo, Tasca (2014). Diversification and financial stability. SRC Discussion Paper 10, University of Zurich.

Brown, Martin; Ongena, Steven; Yeşin, Pinar (2014). Information asymmetry and foreign currency borrowing by small firms. Comparative Economic Studies, 56:110-131.

Rochet, Jean-Charles; Cerasi, Vittoria (2014). Rethinking the regulatory treatment of securitization. Journal of Financial Stability, 10:20-31.

Ongena, Steven; Roscovan, Viorel; Werker, Bas; Song, Wei-Ling (2014). Banks and bonds: the impact of bank loan announcements on bond and equity prices. Journal of Financial Management, Markets and Institutions, 2(2):131-155.

Hens, Thorsten; Rieger, Marc Oliver (2014). Can utility optimization explain the demand for structured investment products? Quantitative Finance, 14(4):673-681.

Duc, Corinne; Hanselmann, Martin; Boesiger, Peter; Tanner, Carmen (2014). Sacred values: Trade-off type matters. Journal of Neuroscience, Psychology and Economics, 6(4):252-263.

Barone-Adesi, Giovanni; Farkas, Walter; Koch-Medina, Pablo (2014). Capital levels and risk-taking propensity in financial institutions. Accounting and Finance Research, 3(1):85-89.

Leippold, Markus; Stromberg, Jacob (2014). Time-changed Levy LIBOR market model: Pricing and joint estimation of the cap surface and swaption cube. Journal of Financial Economics, 111(1):224-250.

Roukny, Tarik; George, Co-Pierre; Battiston, Stefano (2014). A Network Analysis of the Evolution of the German Interbank Market. Discussion Paper Deutsche Bundesbank 22, University of Zurich.

Thul, Matthias; Zhang, Ally Quan (2014). Analytical option pricing under an asymmetrically displaced double gamma jump-diffusion model. Social Science Research Network 2311673, University of Zurich.

Rojcek, Jakub; Janda, Karel (2014). Bankruptcy triggering asset value–continuous time finance approach. In: Pinto, Alberto Adrego; Zilberman, David. Modelling, Dynamics, Optimization and Bioeconomics I. Porto, Portugal: Springer, 357-382.

Moreno, Santiago; Koch-Medina, Pablo; Munari, Cosimo-Andrea (2014). Capital Adequacy Tests and Limited Liability of Financial Institutions. Swiss Finance Institute Research Paper 14-03, University of Zurich.

Farkas, Walter; Munari, Cosimo-Andrea; Koch-Medina, Pablo (2014). Capital Requirements with Defaultable Securities. Insurance: Mathematics and Economics, 55:58-67.

Degryse, Hans; Morales Acevedo, Adiana Paola; Ongena, Steven (2014). Competition in Banking. In: Berger, Allen N; Molyneux, Philip; Wilson, John O S. The Oxford Handbook of Banking. Oxford: Oxford University Press, 589-617.

Brumm, Johannes; Grill, Michael (2014). Computing equilibria in dynamic models with occasionally binding constraints. Journal of Economic Dynamics and Control, 38:142-160.

Volkart, Rudolf; Wagner, Alexander F (2014). Corporate Finance: Grundlagen von Finanzierung und Investition. Zürich: Versus.

Empirically Informed Ethics: Morality between Facts and Norms. Edited by: Christen, Markus; van Schaik, Carel P; Fischer, Johannes; Huppenbauer, Markus; Tanner, Carmen (2014). Berlin: Springer.

Chesney, Marc (2014). Enjeux et conséquences de l'utilisation de l'anglais pour les études d'économie et de gestion à l'université. In: Genf, Slatkine. L'économie au service des citoyens : essais en mémoire de Peter Tschopp. Genf: s.n., 200-215.

Caliskan, Nilufer. Essays in Asset Pricing Anomalies. 2014, University of Zurich, Faculty of Economics.

Güney, Ethem Ibrahim. Essays in Banking and Finance. 2014, University of Zurich, Faculty of Economics.

Puhan, Tatjana-Xenia. Essays in Finance. 2014, University of Zurich, Faculty of Economics.

Huitema, Robert. Essays in Quantitative Finance. 2014, University of Zurich, Faculty of Economics.

Huppenbauer, Markus; Tanner, Carmen (2014). Ethical Leadership - How to integrate empirical and ethical aspects for promoting moral decision making in business practice. In: Christen, Markus; van Schaik, Carel; Fischer, Johannes; Huppenbauer, Markus; Tanner, Carmen. Empirically Informed Ethics: Morality between Facts and Norms. Cham: Springer, 239-254.

Battiston, Stefano; Caldarelli, Guido (2014). Financial Networks. In: D'Agostino, Gregorio; Scala, Antonio. Networks of Networks: The Last Frontier of Complexity. Berlin: Springer Verlag, 311-321.

Rochet, Jean-Charles; Moreno-Bromberg, Santiago (2014). Market frictions and corporate finance: An overview paper. Mathematics and Financial Economics, 8(4):355-381.

Ongena, Steven; Baele, Lieven; Farooq, Moazzam (2014). Of religion and redemption: evidence from default on islamic loans. Journal of Banking and Finance, 44:141-159.

Barth, Andrea; Moreno, Santiago (2014). Optimal risk and liquidity management with costly refinancing opportunities. Insurance: Mathematics and Economics, 57:31-45.

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.

Kreher, Dörte. Strict Local Martingales, Random Times and Non-Standard Changes of Probability Measure in Financial Mathematics. 2014, University of Zurich, Faculty of Economics.

Steikert, Kristoph. The Weighted Nadaraya-Watson Estimator: Strong Consistency Results, Rates of Convergence, and a Local Bootstrap Procedure to Select the Bandwidth. 2014, University of Zurich, Faculty of Economics.

Burkhardt, Dominic. Three Essays in Asset Pricing. 2014, University of Zurich, Faculty of Economics.

Bardgett, Chris. Volatility and Correlation Modelling for Equity Indices. 2014, University of Zurich, Faculty of Economics.

Chesney, Marc (2014). Vom Grossen Krieg zur permanenten Krise. Zürich: Versus Verlag.

Habib, Michel; Hege, Ulrich; Mella-Barral, Pierre (2013). Entrepreneurial spawning and firm characteristics. Management Science, 59(12):2790-2804.

Hens, Thorsten; Rieger, Marc Oliver; Wang, Mei (2013). International evidence on the equity premium puzzle and time discounting. Multinational Finance Journal, 17(3/4):149-163.

Farkas, Walter; Koch-Medina, Pablo; Munari, Cosimo-Andrea (2013). Beyond cash-additive risk measures: When changing the numeraire fails. Finance and Stochastics, 18(1):145-173.

Drimus, Gabriel G; Necula, Ciprian; Farkas, Walter (2013). Closed form option pricing under generalized hermite expansions. SSRN 2349868, University of Zurich.

Fahlenbrach, Rüdiger; Wagner, Alexander F. Der Schweizer Ansatz zu «Say-on-Pay». In: Neue Zürcher Zeitung, 25 September 2013, p.21.

Rochet, Jean-Charles; Dubois, Pierre; Schlenker, Jean-Marc (2013). Productivity and mobility in academic research: evidence from mathematicians. Scientometrics, 98(3):1669-1701.

Elmiger, Sabine (2013). Can CRRA preferences explain CAPM-anomalies in the cross-section of stock returns? Swiss Finance Institute Research Paper 13-43, University of Zurich.

Janssen, Martin. Der Preis für unsere Unabhängigkeit. In: Sonntagszeitung, 18 August 2013, p.46.

Molnár, Peter; Nyborg, Kjell G (2013). Tax-adjusted discount rates: a general formula under constant leverage ratios tax-adjusted discount rates. European Financial Management, 19(3):419-428.

Miller, Nolan; Wagner, Alexander F; Zeckhauser, Richard J (2013). Solomonic separation: Risk decisions as productivity indicators. Journal of Risk and Uncertainty, 46(3):265-297.

Chesney, Marc. Der Liberalismus und die Logik des Finanzsektors. In: NZZ, 149, 1 July 2013, p.15.

Habib, Michel A; Rochet, Jean-Charles (2013). How can governments borrow so much? NCCR FINRISK Working Paper Series 863, University of Zurich.

Barth, Andrea; Moreno, Santiago (2013). Optimal risk-exposure management with costly refinancing opportunities. NCCR FINRISK Working Paper Series 858, University of Zurich.

Barth, Andrea; Moreno, Santiago; Reichmann, Oleg (2013). The finite-time horizon/Stochastic interest rate - Jeanblanc-Shiryaev model. NCCR FINRISK Working Paper Series 859, University of Zurich.

Hens, Thorsten; Reichlin, Christian (2013). Three solutions to the pricing kernel puzzle. Review of Finance, 17(3):1065-1098.

Moreno-Bromberg, Santiago; Taschini, Luca (2013). Tradable permits schemes and new technology adoption. NCCR FINRISK Working Paper Series 860, University of Zurich.

Janssen, Martin. Marktwirtschaft Schweiz. In: Sonntagszeitung, 30 June 2013, p.46.

Janssen, Martin. Zwischen Monstrum und Anlegerschutz. In: Neue Zürcher Zeitung, 26 June 2013, p.64.

Nyborg, Kjell G; Wang, Zexi (2013). Stock Liquidity and Corporate Cash Holdings: Feedback and the Cash as Ammunition Hypothesis. Swiss Finance Institute Research Paper 13-36, University of Zurich.

Bodnaruk, Andriy; Östberg, Per Nils Anders (2013). The shareholder base and payout policy. Journal of Financial and Quantitative Analysis, 48(3):729-760.

Caliskan, Nilufer; Hens, Thorsten (2013). Value and Patience: The Value Premium in a Dividend-Growth Model with Hyperbolic Discounting. Swiss Finance Institute Research Paper 13-32, University of Zurich.

Ongena, Steven; Tai-Leung, Chong Terrence; Lu, Liping (2013). Does banking competition alleviate or worsen credit constraints faced by small and medium enterprises? Evidence from China. Journal of Banking and Finance, 37(9):3412-3424.

Léautier, Thomas-Olivier; Rochet, Jean-Charles (2013). On the strategic value of risk management. SFI Research Paper Series 13-20, Swiss Finance Institute.

Brumm, Johannes; Kübler, Felix (2013). Applying Negishi’s method to stochastic models with overlapping generations. NCCR FINRISK Working Paper Series 851, University of Zurich.

Ongena, Steven; Roscovan, Viorel (2013). Bank loan announcements and borrower stock returns: Does bank origin matter? International Review of Finance, 13(2):137-159.

Arnold, Marc; Wagner, Alexander F; Westermann, Ramona (2013). Growth options, macroeconomic conditions, and the cross section of credit risk. Journal of Financial Economics, 107(2):350-385.

Gibson, Rajna; Tanner Calmonte, Carmen; Wagner, Alexander F (2013). Preferences for truthfulness: Heterogeneity among and within individuals. American Economic Review, 103(1):532-548.

Haug, Jorgen; Hens, Thorsten; Woehrmann, Peter (2013). Risk aversion in the large and in the small. Economics Letters, 118(2):310-313.

Ongena, Steven; Popov, Alexander A; Udell, Gregory F (2013). "When the cat's away the mice will play": Does regulation at home affect bank risk-taking abroad? Journal of Financial Economics, 108(3):727-750.

Rochet, Jean-Charles; Biais, Bruno; Martimort, David (2013). Corrigendum to "Competing Mechanisms in a Common Value Environment". Econometrica, 81(1):393-406.

Rochet, Jean-Charles; Freixas, Xavier (2013). Taming systemically important financial institutions. Journal of Money, Credit, and Banking, 45(s1):37-58.

Ongena, Steven; De Haas, Ralph; Lu, Liping (2013). "Know the Competitor, Know Thyself?" First Evidence from Banks in Emerging Europe. London: VoxEU.org.

Magill, Michael; Quinzii, Martine; Rochet, Jean-Charles (2013). A critique of shareholder value maximization. Swiss Finance Institute Research Paper 13-16, University of Zurich.

Gourier, Elise. Affine and quadratic models for volatility and interest rates markets. 2013, University of Zurich, Faculty of Economics.

Anlegerschutz im Finanzmarktrecht kontrovers diskutiert. Edited by: Sethe, Rolf; Hens, Thorsten; Von der Crone, Hans Caspar; Weber, Rolf H (2013). Zürich: Schulthess.

Hens, Thorsten (2013). Anlegerschutz und Behavioral Finance. In: Zobl, D; Giovanoli, M; Weber, R; Sethe, Rolf. Anlegerschutz im Finanzmarktrecht kontrovers diskutiert. Zürich, Basel und Genf: Schulthess Juristische Medien AG, 1-12.

Leippold, Markus; Bloechlinger, Andreas; Maire, Basile (2013). Are ratings the worst form of credit assessment apart from all the others? Swiss Finance Institute Research Paper 12-09, University of Zurich.

Bhattacharya, S; Nyborg, K G (2013). Bank bailout menus. Review of Corporate Finance Studies, 2(1):29-61.

Musmeci, Nicolo; Battiston, Stefano; Puliga, Michelangelo; Gabrielli, Andrea (2013). Bootstrapping topology and systemic risk of complex network using the fitness model. Journal of Statistical Physics, 151(3-4):720-734.

Moreno, Santiago; Reveillac, Anthony; Pirvu, Traian (2013). CRRA utility maximization under risk constraints. Communications on Stochastic Analysis, 7(2):203-225.

Di Iasio, Giovanni; Battiston, Stefano; Infante, Luigi; Pierobon, Federico (2013). Capital and contagion in financial networks. MPRA Paper 52141, University of Zurich.

Leippold, Markus; Su, Lujing (2013). Collateral Smile. Swiss Finance Institute Research Paper Series 11-51, University of Zurich.

Battiston, Stefano; Caldarelli, Guido; Georg, Co-Pierre; May, Robert; Stiglitz, Joseph (2013). Complex derivatives. Nature Physics, 9(3):123-125.

Kübler, Felix; Schmedders, Karl; Renner, Philipp Johannes (2013). Computing all solutions to polynomial equations in economics. In: Schmedders, Karl; Judd, Kenneth. Handbook of Computational Economics. Amsterdam: Elsevier, 600-645.

Ongena, Steven; Braggion, Fabio (2013). Corporate leverage and firm-bank relationships: A secular perspective. London: VoxEU.

Kaushik, Rahul; Battiston, Stefano (2013). Credit default swaps drawup networks: Too interconnected to be stable? PLoS ONE, 8(7):e61815.

Roukny, Tarik; Bersini, Hugues; Pirotte, Hugues; Caldarelli, Guido; Battiston, Stefano (2013). Default cascades in complex networks: topology and systemic risk. Scientific Reports, 3(2759):online.

Chesney, Marc (2013). Die Umwandlung des Kapitalismus und seine Finanzdurchdringung. In: Pfleiderer, Georg. Kapitalismus - eine Religion in der Krise I. Basel: Pano Verlag, 325-368.

Wenk, Christoph. Essays in Empirical Corporate Finance. 2013, University of Zurich, Faculty of Economics.

Akyildirim, Erdinc. Essays in quantitative finance. 2013, University of Zurich, Faculty of Economics.

Maire, Basile. Essays on Banking, Ratings, and Regulation. 2013, University of Zurich, Faculty of Economics.

Stromberg, Jacob. Essays on the Pricing and Modeling of Derivatives and Risk-taking Incentives. 2013, University of Zurich, Faculty of Economics.

Eugster, Florian. Essays on voluntary disclosure quality, earnings management and executive compensation. 2013, University of Zurich, Faculty of Economics.

Delpini, Danilo; Battiston, Stefano; Riccaboni, Massimo; Gabbi, Giampaolo; Pammolli, Fabio; Caldarelli, Guido (2013). Evolution of controllability in interbank networks. Scientific Reports, 3(1626):online.

Brune, Amelie (2013). Experimentelle Ökonomie und Finanzmarktregulierung. In: Hens, Thorsten; Sethe, Rolf; Von der Crone, Hans Caspar; Weber, Rolf H. Anlegerschutz im Finanzmarktrecht kontrovers diskutiert. Zürich: Schulthess, 13-24.

Polak, Pawel. Forecasting Financial Returns Under Non-Elliptical Distributions with Applications to Portfolio Allocation and Risk Management. 2013, University of Zurich, Faculty of Economics.

Kübler, Felix; Seldon, Larry; Wei, Xiao (2013). Inferior good and Giffen behavior for investing and borrowing. American Economic Review, 103(2):1034-1053.

Dahlquist, Magnus; Hasseltoft, Henrik (2013). International Bond Risk Premia. Journal of International Economics, 90(1):17-32.

Meyer, Julia. Investing in microfinance: an analysis of financial and social returs. 2013, University of Zurich, Faculty of Economics.

Bachmann, Kremena; Hens, Thorsten (2013). Investment competence and advice seeking. Department of Banking and Finance 4499, University of Zurich.

Bachmann, Kremena; Hens, Thorsten (2013). Is there Swissness in investment competence? SSRN 2388174, University of Zurich.

Drimus, Gabriel Grigore; Farkas, Erich Walter (2013). Local volatility of volatility for the VIX market. Review of Derivatives Research, 16(3):267-293.

Tanner, Carmen; Christen, Markus (2013). Moral intelligence – a framework for understanding moral competences. In: Christen, M; van Schaik, Carel; Fischer, Johannes; Huppenbauer, Markus; Tanner, Carmen. Empirically Informed Ethics. Cham: Springer, 119-136.

Halla, Martin; Schneider, Friedrich G; Wagner, Alexander F (2013). Satisfaction with democracy and collective action problems: The case of the environment. Public Choice, 155(1-2):109-137.

Weidenbach, Lukas. Share-based Payment und Gewinnvolatilität - Eine empirische Untersuchung der Auswirkung von Aktienoptionen auf die Gewinnvolatilität bei US GAAP-Anwendern. 2013, University of Zurich, Faculty of Economics.

Habib, Michel; Mella-Barral, Pierre (2013). Skills, core capabilities, and the choice between merging, allying, and trading assets. Journal of Mathematical Economics, 49(1):31-48.

Bachem, Olivier; Drimus, Gabriel G; Farkas, W (2013). Smooth and Bid-Offer Compliant Volatility Surfaces Under General Dividend Streams. Quantitative Finance, 13(11):1801-1812.

Broda, Simon; Haas, Markus; Krause, Jochen; Paolella, Marc S; Steude, Sven C (2013). Stable mixture GARCH models. Journal of Econometrics, 172(2):292-306.

Battiston, Stefano; Caldarelli, Guido (2013). Systemic Risk in Financial Networks. Journal of Financial Management, Markets and Institutions, 1(2):129-154.

Leippold, Markus; Ibraimi, Meriton (2013). The Fundamental Theorem of Asset Pricing on Measurable Spaces under Uncertainty. , University of Zurich.

Fischbacher, Urs; Hens, Thorsten; Zeisberger, Stefan (2013). The impact of monetary policy on stock market bubbles and trading behavior: evidence from the lab. Journal of Economic Dynamics and Control, 37(10):2104-2122.

Dzielinski, Michal. The impact of public information on financial markets. 2013, University of Zurich, Faculty of Economics.

Galbiati, Marco; Delpini, Danilo; Battiston, Stefano (2013). The power to control. Nature Physics, 9(3):126-128.

Ongena, Steven; Sajjad, Zaheer; van Wijnbergen, Sweder (2013). The transmission of monetary policy through conventional and Islamic banks. European Banking Center Discussion Paper 2011-018 , University of Zurich.

Westermann, Ramona. Three Essays in Financial Economics. 2013, University of Zurich, Faculty of Economics.

Bürgi, Markus. Three essays on contingent capital and information efficiency. 2013, University of Zurich, Faculty of Economics.

Wang, Zexi. Three essays on corporate cash policy and financial markets. 2013, University of Zurich, Faculty of Economics.

Brandi, Lorenzo. Three essays on corporate finance: Dual class share structure, parmalat fraud, and earnings management and compensation. 2013, University of Zurich, Faculty of Economics.

Haas, Markus; Krause, Jochen; Paolella, Marc S; Steude, Sven C (2013). Time-varying mixture GARCH models and asymmetric volatility. North American Journal of Economics and Finance, 26:602-623.

Ongena, Steven (2013). Understanding banks in emerging markets. London: VoxEU.org / CEPR.

Brumm, Johannes; Scheidegger, Simon (2013). Using adaptive sparse grids to solve high-dimensional dynamic models. SSRN 2349281, University of Zurich.

Ongena, Steven; Cerqueiro, Geraldo; Degryse, Hans (2013). Using heteroskedastic models to analyze the use of rules versus discretion in lending decisions. In: Bell, Adrian; Brooks, Chris; Prokopczuk, Marcel. Handbook of Research Methods and Applications in Empirical Finance. Cheltenham UK: Edward Elgar, 216-237.

Calvet, Laurent; Fisher, Adlai; Leippold, Markus (2013). What's Beneath the Surface? Option Pricing with Multifrequency Latent States. HEC Paris Research Paper 969/2013, University of Zurich.

Chesney, Marc; Dupré, Denis; Taramasco, Ollivier. Arrêtons la cotation en temps continu sur les marchés. In: Le Monde, 26 November 2012, p.online.

Wang, Mei; Bernstein, Abraham; Chesney, Marc (2012). An experimental study on real option strategies. Quantitative Finance, 12(11):1753-1772.

Chesney, Marc; Taschini, Luca (2012). The endogenous price dynamics of emission allowances and an application to CO2 option pricing. Applied Mathematical Finance, 19(5):447-475.

Rochet, Jean-Charles; Güney, Ibrahim Ethem (2012). Optimal dividend policy with random interest rates. SFI 14, University of Zurich.

Cole, Harold; Kübler, Felix (2012). Recursive contracts, lotteries and weakly concave pareto sets. Review of Economic Dynamics, 15 (4)(10-038):479-500.

Chesney, Marc; Kempf, Alexander (2012). The value of tradeability. Review of Derivatives Research, 15(3):193-216.

Chesney, Marc; Dupré, Denis; Jorion, Paul. La finance casino risque de détruire nos sociétés. In: Le Temps, 26 September 2012, p.16.

Chesney, Marc; Crameri, Remo; Mancini, Loriano (2012). Detecting informed trading activities in the options markets: Appendix on subprime financial crisis. NCCR FINRISK Working Paper Series 726, University of Zurich.

Jiménez, Gabriel; Peydró, José-Luis; Saurina, Jesús; Ongena, Steven (2012). Credit supply and monetary policy: identifying the bank balance-sheet channel with loan applications. American Economic Review, 102(5):2301-2326.

Birchler, Urs. Die Gier hat sich ins Herz der Banken hineingefressen. In: NZZ am Sonntag, 15 July 2012, p.15.

Birchler, Urs; Ettlin, Daniel; Mettler, Akkio; Zgraggen, Anja (2012). Compliance-Kosten im Schweizerischen Private Banking. Zug: Vereinigung Schweizerischer Handels- und Verwaltungsbanken Association de Banques Suisses Commerciales et de Gestion Associazione di Banche Svizzere Commerciali e di Gestione Association of Swiss Commercial and Investment Banks.

Hens, Thorsten; Mayer, Janos (2012). Cumulative prospect theory and mean variance analysis. A rigorous comparison. NCCR FINRISK Working Paper 792, University of Zurich.

Coculescu, D; Jeanblanc, Monique; Nikeghbali, Ashkan (2012). Default times, no-arbitrage conditions and changes of probability measures. Finance and Stochastics, 16(3):513-535.

Hens, Thorsten. Wann Monumentum, wann Value? In: Finanz und Wirtschaft, 53, July 2012, p.16.

Hens, Thorsten; Dzielinski, Michal. Wie die Medien Teil des Systems sind. In: Finanz und Wirtschaft, 51, 27 June 2012, p.16.

Birchler, Urs. CS und UBS sind im Tanga unterwegs. In: Tagesanzeiger, 24 June 2012, p.online.

Hens, Thorsten. Auch der Kopf kann sich irren. In: Finanz und Wirtschaft, 49, 20 June 2012, p.18.

Hens, Thorsten. Vom Risikoprofil zum Anlagemix. In: Finanz und Wirtschaft, 47, 13 June 2012, p.16.

Hens, Thorsten. Welcher Risikotyp bin ich? In: Finanz und Wirtschaft, 6 June 2012, p.18.

Paolella, Marc S; Haas, Markus (2012). Mixture and regime-switching GARCH models. In: Bauwens, Luc; Hafner, Christian M; Laurent, Sebastian. Handbook of volatility models and their applications. Hoboken, NJ: Wiley, 71-102.

Hens, Thorsten. Wie Kultur die Anleger beeinflusst. In: Finanz und Wirtschaft, 43, 30 May 2012, p.16.

Hens, Thorsten. Behavioural Biases - Vorsicht, Falle! In: Finanz und Wirtschaft, 25 May 2012, p.16.

Hens, Thorsten. Die Psychologie des Investierens FuW-Serie - Wie Finanzmärkte funktionieren - Dem Wesen der Anleger und der Vermögensberater auf der Spur. In: Finanz und Wirtschaft, 39, 16 May 2012, p.18.

Feng, Zhigang (2012). Time consistent optimal fiscal policy over the business cycle. In: Midwest Macro Meeting, University of Notre Dame, South Bend, Chicago, US, 11 May 2012 - 13 May 2012, 1-39.

Hasseltoft, Henrik (2012). Stocks, bonds, and long-run consumption risks. Journal of Financial and Quantitative Analysis, 47(2):309-332.

Hens, Thorsten; Bachmann, Kremena. Die Risikowahrnehmung der privaten Anleger im Beratungsprozess. In: Private, 22 March 2012, p.40.

Birchler, Urs. Ohne angemessenes Insolvenzrecht keine Marktwirtschaft. In: NZZ, 31, 7 February 2012, p.21.

Hens, Thorsten; Langer, Marie-Astrid. Inflation beseitigt keine Staatsschulden. In: Neue Zürcher Zeitung, 15, 19 January 2012, p.33.

Gottardi, Piero; Kübler, Felix (2012). Dynamic competitive economies with complete markets and collateral constraints. NCCR 750, University of Zurich.

Leippold, Markus; Cheng, Jun; Ibraimi, Meriton; Zhang, Jin E (2012). A remark on Lin's and Chang's pager 'Consistent modelling of S&P500 and VIX derivatives'. Journal of Economic Dynamics and Control, 36(5):716-718.

Gupta, Manish (2012). Agency Issues and Financing Constraints - Evidence from REITs. NCCR FINRISK Working Paper 743, University of Zurich.

Rochet, Jean-Charles; Gersbach, Hans (2012). Aggregate investment externalities and macroprudential regulation. Journal of Money, Credit, and Banking, 44(S2):73-109.

Leippold, Markus; Lohre, Harald (2012). Data snooping and the global accrual anomaly. Applied Financial Economics, 22(7):509-535.

Leippold, Markus; Rohner, Philippe (2012). Equilibrium implications of delegated asset management under benchmarking. Review of Finance, 16(4):935-984.

Reichenecker, Michael R. Essays on risk management and liquidity, private banking and executive compensation. 2012, University of Zurich, Faculty of Economics.

Östberg, Per Nils Anders; Wenk, Christoph (2012). Evidence of excess comovement in US mergers. Swiss Finance Institute Research Paper Series 12-33, University of Zurich.

Hens, Thorsten; Rieger, Marc O (2012). Explaining the demand for structured financial products: survey and field experiment evidence. Zeitschrift für Betriebswirtschaft, 82(5):491-508.

Coculescu, Delia; Nikeghbali, Ashkan (2012). Hazard Processes and Martingale Hazard Processes. Mathematical Finance, 22(3):519-537.

Leippold, Markus; Lohre, Harald (2012). International price and earnings momentum. European Journal of Finance, 18(6):535-573.

Dzielinski, Michal (2012). Measuring economic uncertainty and its impact on the stock market. Finance Research Letters, 9(3):167-175.

Zeisberger, Stefan; Vrecko, Dennis; Langer, Thomas (2012). Measuring the time stability of prospect theory preferences. Theory and Decision, 72(3):359-386.

Belhaj, Mohamed; Klimenko, Nataliya (2012). Optimal preventive bank supervision. AMSE Working Papers 1201, University of Zurich.

Drimus, Gabriel G (2012). Options on realized variance by transform methods: A non-affine stochastic volatility model. Quantitative Finance, 12(11):1679-1694.

Drimus, Gabriel G (2012). Options on realized variance in Log-OU models. Applied Mathematical Finance, 19(5):477-494.

Östberg, Per Nils Anders; Hvide, Hans K (2012). Peer effects at work: The common stock investments of co-workers. Swiss Finance Institute Research Paper Series 12-34, University of Zurich.

Gibson, Rajna; Tanner, Carmen; Wagner, Alexander F (2012). Preferences for truthfulness: Heterogeneity among and within individuals. Swiss Finance Institute Research Paper 08-48, University of Zurich.

Kübler, Felix; Araujo, Aloisio; Schommer, Susan (2012). Regulating collateral-Requirements when markets are incomplete. Journal of Economic Theory, 147(2):450-476.

Paolella, Marc S; Broda, Simon (2012). Saddlepoint approximations: A review and some new applications. In: Gentle, James E; Härdle, Wolfgang K; Mori, Yuichi. Handbook of Computational Statistics : Concepts and Methods. Berlin: Springer Verlag, 953-984.

Steuerpolitische Baustellen Fiskalische Irrwege und Herausforderungen. Edited by: Marco, Salvi; Schwarz, Gerhard (2012). Zurich: NZZ Libro.

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

Bahn, Olivier; Chesney, Marc; Gheyssens, Jonathan (2012). The effect of proactive adaptation on green investment. Environmental Science & Policy, 18:9-24.

Neukomm, Gabriel. Three essays on capital structure and structured finance. 2012, University of Zurich, Faculty of Economics.

Stromberg, Jacob; Leippold, Markus (2012). Time-Changed Levy LIBOR Market Model for the Joint Estimation and Pricing of Caps and Swaptions. SFI Research Paper Series 12-23, Swiss Finance Institute.

Levy, Haim; De Giorgi, Enrico; Hens, Thorsten (2012). Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence? European Financial Management, 18(2):163-182.

Kübler, Felix; Selden, Larry; Wei, Xiao (2012). When is a Risky Asset "Urgently Needed"? NCCR 828, University of Zurich.

Zeisberger, Stefan; Langer, Thomas; Weber, Martin (2012). Why does myopia decrease the willingness to invest? Is it myopic loss aversion or myopic loss probability aversion? Theory and Decision, 72(1):35-50.

Hens, Thorsten; Lensberg, Terje; Schenk-Hoppé, Klaus Reiner; Wöhrmann, Peter (2011). An evolutionary explanation of the value premium puzzle. Journal of Evolutionary Economics, 21(5):803-815.

Farkas, Walter; Söldi, Andrea. Die Veränderungen in der Finanzwelt mitprägen. In: Tages-Anzeiger, 12 December 2011, p.31.

Mauchle, Stefan. Business Process Outsourcing und Transaktionsbank. 2011, University of Zurich, Faculty of Economics.

Fecht, Falko; Nyborg, Kjell G; Rocholl, Jörg (2011). The price of liquidity: The effects of market conditions and bank characteristics. Journal of Financial Economics, 102(2):344-362.

Gysi von Wartburg, Reto; Hens, Thorsten; Bruederlin, Gery. Es braucht auch Instinkt. In: Finanz und Wirtschaft, 74, 17 September 2011, p.4-5.

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

Hens, Thorsten. Vom Umgang mit Risiken. In: Finanz und Wirtschaft, 31 August 2011, p.1-2.

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

Nyborg, Kjell G. Stabilisierung der Euro-Zone durch Besicherung von Bonds. In: Neue Zürcher Zeitung, 189, 16 August 2011, p.23.

Hens, Thorsten; Pfister, Franziska. Misstrauische Anlager flüchten. In: NZZ am Sonntag, 7 August 2011, p.25.

Chesney, Marc. Derivative Finanzinstrumente und ihre Systemrisiken. In: NZZ, 167, 20 July 2011, p.29.

Feng, Zhigang; Gomis-Porqueras, Pedro (2011). Consequences of valuing health: A macroeconomic perspective. In: 8th World Congress on Health Economics, Toronto, 10 July 2011 - 13 July 2011, 1-16.

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

Birchler, Urs; Gut, Ursula. Der Kanton Zürich und die Nationalbank. In: Neue Zürcher Zeitung (NZZ), 150, 30 June 2011, p.19.

Hens, Thorsten. Wie ein Frosch im Wasser. In: Finanz und Wirtschaft, 44, 4 June 2011, p.1.

Kübler, Felix; Selden, Larry; Wei, Xiao (2011). Theory of Inverse Demand: Financial Assets. Finrisk Working Paper Series 721, University of Zurich.

Fehr-Duda, Helga; Epper, Thomas; Bruhin, Adrian; Schubert, Renate (2011). Risk and rationality: The effects of mood and decision rules on probability weighting. Journal of Economic Behavior & Organization, 78(1-2):14-24.

Leippold, Markus; Bloechlinger, Andreas (2011). A new goodness of fit test for event forecasting and its application to credit default. Management Science, 57(3):487-505.

Wrampelmeyer, Jan. Ambiguity, illiquidity, and hedge funds: An analysis of recent developments and current research topics in post-crisis financial markets. 2011, University of Zurich, Faculty of Economics.

Ranaldo, Angelo. Essays in Financial Markets. 2011, University of Zurich, Faculty of Economics.

Chesney, Marc; Reshetar, Ganna; Karaman, Mustafa (2011). The impact of terrorism on financial markets: an empirical study. Journal of Banking and Finance, 35(2):253-267.

Rochet, Jean-Charles. Gibt es einen "dritten Weg" in die Zukunft des Banking. In: NZZ, 15, 19 January 2011, p.35.

Hens, Thorsten. Vom Wissen und Glauben. In: Finanz und Wirtschaft, 4, 15 January 2011, p.1.

Hens, Thorsten. A world of biases and anomalies. In: Denaris, 1 January 2011, p.12-24.

De Giorgi, Enrico; Hens, Thorsten; Mayer, Janos (2011). A note on reward-risk portfolio selection and two-fund separation. Finance Research Letters, 8(2):52-58.

Leippold, Markus (2011). Alpha. In: Gregoriou, Greg N. Encylopedia of Alternative Investments. Chapman and Hall/CRC, 13.

Haefeli, Mario. Banking regulation: liquidity measures, capital requirements and deposit insurance. 2011, University of Zurich, Faculty of Economics.

Birchler, Urs W; Schraner, Johannes J (2011). Bitte keine Schwimmwesten für Kapitäne mehr! Schweizer Bank, 26:24-28.

Wagner, Alexander F (2011). Board independence and competence. Journal of Financial Intermediation, 20(1):71-93.

Judd, Kenneth L; Kübler, Felix; Schmedders, Karl (2011). Bond ladders and optimal portfolios. Review of Financial Studies, 24(12):4123-4166.

Drimus, Gabriel G (2011). Closed-form convexity and cross-convexity adjustments for Heston prices. Quantitative Finance, 11(8):1137-1149.

Hens, Thorsten; Vlcek, Martin (2011). Does prospect theory explain the disposition effect? Journal of Behavioral Finance, 12(3):141-157.

Habib, Michel; Hege, Ulrich; Mella-Barral, Pierre (2011). Entrepreneurial Spawning and Firm Characteristics. Working Paper ISB 000, University of Zurich.

Arnold, Marc. Essays on credit risk. 2011, University of Zurich, Faculty of Economics.

Hens, Thorsten; Amir, Rabah; Evstigneev, Igor; Xu, Le (2011). Evolutionary finance and dynamic games. Mathematics and Financial Economics, 5(3):161-184.

Paolella, Marc S; Broda, Simon (2011). Expected shortfall for distributions in finance. In: Cizek, Pavel; Härdle, Wolfgang K; Weron, Rafal. Statistical Tools for Finance and Insurance. Berlin / Heidelberg: Springer, 57-99.

Anderson, Ronald W; Nyborg, Kjell G (2011). Financing and growth under repeated moral hazard. Journal of Financial Intermediation, 20(1):1-24.

Rochet, Jean-Charles; Mariotti, Thomas; Décamps, Jean-Paul; Villeneuve, Stéphane (2011). Free cash flow, issuance costs, and stock prices. Journal of Finance, 66(5):1501-1544.

Constantinescu, Mihnea (2011). How important is that footnote on page 3? Understanding the effect of autocorrelation on the calculation of expected shortfall. Journal of European Real Estate Research, 4(1):online.

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

Leippold, Markus (2011). Information Ratio. In: Gregoriou, Greg N. Encylopedia of Alternative Investments. Chapman and Hall/CRC, 237.

Schweri, Urs (2011). Is the pricing kernel u-shaped? NCCR Finrisk Working Paper 732, University of Zurich.

Rochet, Jean-Charles; Villeneuve, Stéphane (2011). Liquidity management and corporate demand for hedging and insurance. Journal of Financial Intermediation, 20(3):303-323.

Hens, Thorsten; Evstigneev, Igor; Schenk-Hoppé, Klaus Reiner (2011). Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset. Mathematics and Financial Economics, 5(3):185-202.

Wagner, Alexander F (2011). Loyalty and competence in public agencies. Public Choice, 146(1/2):145-162.

Krauss, Annette (2011). Mikrofinanzierung – mehr als ein Steckenpferd für Wirtschaftswissenschaftler. SGG Revue, 150(1):12-15.

Krauss, Annette (2011). Mikrokredite. In: Staub-Bisang, Mirjam. Nachhaltige Anlagen für institutionelle Investoren. Einführung und Überblick mit Fachbeiträgen und Praxisbeispielen. Zürich: Verlag Neue Zürcher Zeitung, 133-138.

Leippold, Markus; Trojani, Fabio; Vanini, Paolo (2011). Multiperiod mean-variance efficient portfolios with endogenous liabilities. Quantitative Finance, 11(10):1535-1546.

Rochet, Jean-Charles; Tirole, Jean (2011). Must-take cards: Merchant discounts and avoided costs. Journal of the European Economic Association, 9(3):462-495.

Dzielinski, Michal (2011). News sensitivity and the cross-section of stock returns. NCCR FINRISK 719, University of Zurich.

Bodnaruk, Andriy; Gao, Pengjie; Östberg, Per Nils Anders; Yun, Hayong (2011). Passive Shareholders as a Takeover Defense. NCCR Finrisk working paper 699, Swiss Finance Institute Research Paper No. 10-56 699, University of Zurich.

Chesney, Marc; Taschini, Luca; Wang, Mei (2011). Regulated and non-regulated companies, technology adoption in experimental markets for emission permits, and option contracts. Grantham Research Institute on Climate Change and the Environment 41, University of Zurich.

Wagner, Alexander F (2011). Relational Contracts When the Agent' s Productivity Inside the Relationship is Correlated with Outside Opportunities. CEPR Discussion Paper DP8378, University of Zurich.

Bachmann, Kremena; Hens, Thorsten (2011). Risikowahrnehmung bei finanziellen Entscheidungen in der Schweiz. Department of Banking and Finance 3489, University of Zurich.

Bénéplanc, Gilles; Rochet, Jean-Charles (2011). Risk management in turbulent times. New York: Oxford University Press.

Gottardi, Piero; Kübler, Felix (2011). Social security and risk sharing. Journal of Economic Theory, 146(3):1078-1106.

Neukomm, Gabriel (2011). Structured finance, acquisitions and debt agency. Swiss Finance Institute Research Paper Series 11-55, University of Zurich.

Hens, Thorsten; Schenk-Hoppé, Klaus Reiner; Evstigneev, Igor V (2011). Survival and evolutionary stability of the Kelly rule. In: MacLean, Leonard C; Thorp, Edward O; Ziemba, William T. The Kelly Capital Growth Investment Criterion: Theory and Practice. Singapore: World Scientific Publishing, 273-284.

Brune, Amelie; Hens, Thorsten; Rieger, Marc Oliver; Wang, Mei (2011). The war puzzle: Contradictory effects of international conflicts on stock markets. NCCR FINRISK 688, University of Zurich.

Schweri, Urs. Three essays in financial economics. 2011, University of Zurich, Faculty of Economics.

Jonen, Benjamin; Scheuring, Simon (2011). Time-varying international diversification and the forward premium. SSRN Working Papers, Social Science Research Network.

Farmer, Elisabeth. Trust and the role of transparency in the context of the investment decision: evidence from institutional investors. 2011, University of Zurich, Faculty of Economics.

Kubler, Felix (2011). Verifying competitive equilibria in dynamic economies. Review of Economic Studies, 78(4):1379-1399.

Dzielinski, Michal; Rieger, Marc Oliver; Talpsepp, Tonn (2011). Volatility asymmetry, news, and private investors. In: Mitra, Gautam; Mitra, Leela. The Handbook of News Analytics in Finance. Chichester, UK : Wiley, 255-269.

Drimus, Gabriel G (2011). Volatility-of-volatility : A simple model free motivation. SSRN Working Papers, University of Zurich.

Steude, Sven C (2011). Weighted maximum likelihood for risk prediction. NCCR FINRISK 689, University of Zurich.

Rochet, Jean-Charles (2010). Systemic risk: changing the regulatory perspective. International Journal of Central Banking, 6:259-276.

Kübler, Felix. Wealth Management in turbulenten Zeiten. In: Tages Anzeiger, 26 November 2010, p.1.

Feng, Zhigang (2010). Numerical simulation of the overlapping generations models with indeterminacy. In: Washington University, St. Louis (US), 23 November 2010 - 23 November 2010, 1-23.

Hens, Thorsten; Vogt, Bodo (2010). Indirect Reciprocity and Money. Games and Economic Behavior, 70(2):354-374.

Kübler, Felix. Fünf Fragen zu Obligationen. In: Neue Zürcher Zeitung, 26 October 2010, p.1.

Hasseltoft, Henrik (2010). The Fed-model and the changing correlation of stock and bond returns: An equilibrium approach. In: Inquire Europe, Berlin, 24 October 2010 - 26 October 2010, 1-45.

Chesney, Marc; Hirszowicz, Christine; Maranghino-Singer, Brigitte. Wie sich Lebensversicherungsverträge in Wetten auf den Tod wandeln. In: Der Schweizer Treuhänder, 10 October 2010, p.669-670.

Malin, Benjamin A; Krüger, Dirk; Kübler, Felix (2010). Solving the Multi-Country Real Business Cycle Model using a Smolyak-Collocation Method. Journal of Economic Dynamics and Control, 35(2):229-239.

Ongena, Steven; Ioannidou, Vasso (2010). “Time for a Change”: Loan conditions and bank behavior when firms switch banks. Journal of Finance, 65(5):1847-1877.

Crameri, Remo. Three essays inferring prospective and retrospective information based on options trading activities and a new theoretical approach on multivariate subordinati of Lévy processes. 2010, University of Zurich, Faculty of Economics.

De Giorgi, Enrico; Hens, Thorsten; Rieger, Marc Oliver (2010). Financial Market Equilibria with Cumulative Prospect Theory. Journal of Mathematical Economics, 46(5):633-651.

Farkas, Walter; Gourier, Elise. Les aléas de l’évaluation des risques. In: Le Temps, 25 August 2010, p.online.

Kübler, Felix; Schmedders, Karl (2010). Tackling multiplicity of equilibria with Gröbner bases. Operations Research, 58(4):1037-1050.

Birchler, Urs. SP will Banken nach wirtschaftlichen Kriterien zähmen. In: NZZ online, 8 July 2010, p.online.

Rochet, Jean-Charles (2010). An industrial organisation approach to the too-big-to-fail problem. Revue de la stabilité financière / Financial Stability Review, 14:93-100.

Hens, Thorsten; Rieger, Marc Oliver (2010). Financial economics: a concise introduction to classical and behavioral finance. Berlin: Springer.

Coculescu, Delia (2010). From the decompositions of a stopping time to risk premium decompositions. arxiv.org arXiv:0912, University of Zurich.

Dierkes, Maik; Erner, Carsten; Zeisberger, Stefan (2010). Investment horizon ant the attractiveness of investment strategies: A behavioral approach. Journal of Banking and Finance, 34(5):1032-1046.

Rochet, Jean-Charles; Jeon, Doh-Shin (2010). The pricing of academic journals: a two-sided market perspective. American Economic Journal: Microeconomics, 2(2):222-255.

Hens, Thorsten; Gerber, Anke; Woehrmann, Peter (2010). Dynamic general equilibrium and T-period fund separation. Journal of Financial and Quantitative Analysis, 45(2):369-400.

Feng, Zhigang; Peralta-Alva, Adrian; Santos, Manuel S (2010). Numerical simulation of nonoptimal dynamic equilibrium models. In: Zurich Center for Computational Financial Economics and North American Winter Meetings of the Econometric Society, Atlanta, Zurich and Atlanta, 5 September 2009 - 5 January 2010.

Hens, Thorsten. Der Finanzplatz Schweiz im Wandel. In: The Vontobel Portrait, 1 January 2010, p.18-19.

Kubler, Felix; Schmedders, Karl (2010). Competitive equilibria in semi-algebraic economies. Journal of Economic Theory, 145(1):301-330.

Wang, Mei; Bernstein, Abraham; Chesney, Marc (2010). An experimental study on real option strategies. In: 37th Annual Meeting of the European Finance Association, Frankfurt am Main, Germany, 2010 - 2010, 1-36.

Dewatripont, Mathias; Rochet, Jean-Charles; Tirole, Jean (2010). Balancing the Banks: Global Lessons from the Financial Crisis. Princeton, N.J.: Princeton University Press.

Vo, Thi Quynh Anh (2010). Banking competition, monitoring incentives and financial stability. Norges Bank Working Paper 16, University of Zurich.

Hens, Thorsten; Bachmann, Kremena (2010). Behavioural Finance and Investment Advice. In: Brian, Bruce. Handbook on Behavioural Finance. UK: Edward Elgar Publishing, 301-321.

Bardey, David; Rochet, Jean-Charles (2010). Competition among health plans: a two-sided market approach. Journal of Economics and Management Strategy, 19(2):435-451.

Rochet, Jean-Charles; Wright, Julian (2010). Credit card interchange fees. Journal of Banking and Finance, 34(8):1788-1797.

Coculescu, Delia; Nikeghbali, Ashkan (2010). Filtrations. In: Cont, Rama. Encyclopedia of Quantitative Finance. Chichester, UK: Wiley & Sons, 1-5.

Biais, Bruno; Rochet, Jean-Charles; Woolley, Paul (2010). Innovations, rents and risk. The Paul Woolley Centre Working Paper Series 13 659, University of Zurich.

Biais, Bruno; Mariotti, Thomas; Rochet, Jean-Charles; Villeneuve, Stéphane (2010). Large risks, limited liability, and dynamic moral hazard. Econometrica, 78(1):73-118.

Hens, Thorsten; Schenk-Hoppé, Klaus Reiner; Evstigneev, Igor V (2010). Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset. Swiss Finance Institute Research Paper 10-36, University of Zurich.

Nyborg, Kjell G; Östberg, Per Nils Anders (2010). Money and liquidity in financial markets. Swiss Finance Institute Research Paper 10-25, University of Zurich.

Goers, Sebastian; Wagner, Alexander F; Wegmayr, Jürgen (2010). New and old market-based instruments for climate change policy. Environmental Economics and Policy Studies, 12(1/2):1-30.

Kubler, Felix; Schmedders, Karl (2010). Non-parametric counterfactual analysis in dynamic general equilibrium. Economic Theory, 45(1-2):181-200.

Kappel, Vivien; Krauss, Annette; Lontzek, Laura (2010). Over-indebtedness and microfinance: Constructing an early warning index. Zürich: University of Zurich-Center for Microfinance.

Leippold, Markus; Egloff, Daniel (2010). Quantile Estimation with Adaptive Importance Sampling. Annals of Statistics, 38(2):1244-1278.

Gerber, Anke; Hens, Thorsten; Vogt, Bodo (2010). Rational investor sentiment in a repeated stochastic game with imperfect monitoring. Journal of Economic Behavior & Organization, 76(3):669-704.

Grünewald, Seraina; Wagner, Alexander F; Weber, Rolf H (2010). Short selling regulation after the financial crisis - first principles revisited. International Journal of Disclosure and Governance, 7(2):108-135.

Egloff, Daniel; Leippold, Markus; Wu, Liuren (2010). The term structure of variance swap rates and optimal variance swap investments. Journal of Financial and Quantitative Analysis, 45(5):1279-1310.

Constantinescu, Mihnea (2010). What is the “duration” of Swiss direct real estate? Journal of Property Investment & Finance, 28(3):181-197.

Judd, Kenneth L; Kübler, Felix; Schmedders, Karl (2009). Bond ladders and optimal portfolios. Swiss Finance Institute Research Paper Series 12, University of Zurich.

Chenchiah, Isaac Vikram; Rieger, Marc Oliver; Zimmer, Johannes (2009). Gradient flows in asymmetric metric spaces. Nonlinear Analysis: Theory, Methods & Applications, 71(11):5820-5834.

Mancini, Loriano; Fan, Jianqing (2009). Option pricing with model-guided nonparametric methods. Journal of the American Statistical Association, 104(488):1351-1372.

Farkas, Walter; Gourier, Elise. Zukunft liegt in der Vergangenheit. In: Handelszeitung, 28 October 2009, p.37.

Constantinescu, Mihnea. Risk and return in the Swiss property market. 2009, University of Zurich, Faculty of Economics.

Schraner, Johannes J; Hens, Thorsten. Ausbildung für die Game-Generation. In: Schweizer Bank, 1 October 2009, p.58-59.

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Feng, Zhigang (2009). Macroeconomic consequences of alternative reforms to the health insurance System in the U.S. In: Economics Seminar, City University of New York, Queens and Florida International University, Miami, 11 September 2009 - 15 September 2009.

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Stacescu, Leon Bogdan. Three essays on payout policy. 2008, University of Zurich, Faculty of Economics.

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Broda, Simon; Paolella, Marc S (2007). Saddlepoint approximations for the doubly noncentral t distribution. Computational Statistics and Data Analysis, 51(6):2907-2918.

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Bachmann, Kremena. Corporate financial reporting and disclosure. A behavioral finance perspective. 2007, University of Zurich, Faculty of Economics.

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Bachmann, Kremena; Woehrmann, Peter (2007). Managerial Guidance and Analysts' Underreaction. NCCR 418, University of Zurich.

Mella-Barral, Pierre; Habib, Michel (2007). The Role of Knowhow Acquisition in the Formation and Duration of Joint Ventures. Review of Financial Studies, 20(1):189-233.

Bachmann, Kremena; Hens, Thorsten (2007). The earnings game with behavioral investors. NCCR FINRISK Working Paper 406, University of Zurich.

Schenk-Hoppe, Klaus; Vogt, Bodo; Hens, Thorsten (2007). The great capitol hill baby sitting co-op: Anecdote or evidence for the optimum quantity of money? Journal of Money, Credit, and Banking, 39(6):1305-1333.

Cooper, Ian; Nyborg, Kjell Gustav (2007). Valuing the Debt Tax Shield. Journal of Applied Corporate Finance, 19(2):30-39.

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.

Giorgi, Enrico De; Hens, Thorsten (2006). Making prospect theory fit for finance. Financial Markets and Portfolio Management, 20(3):339-360.

Krüger, Dirk; Kübler, Felix (2006). Pareto-Improving Social Security Reform When Financial Markets Are Incomplete!? American Economic Review, 96(3):737-755.

Paolella, Marc; Hartz, Christoph; Mittnik, Stefan (2006). Accurate value-at-risk forecasting based on the Normal-GARCH model. Computational Statistics & Data Analysis, 51(4):2295-2312.

Chesney, Marc; Gauthier, Laurent (2006). American Parisian Options. Finance and Stochastics, 10(4):475-506.

Leippold, Markus (2006). Business Dependencies in Credit Risk Portfolios. In: Stewart, Henri. Risk Management. London.

Farkas, W; Leopold, H G (2006). Characterisations of function spaces of generalized smoothness. Annali di Matematica Pura ed Applicata, 185:1-62.

Alesina, Alberto; Wagner, Alexander F (2006). Choosing (and reneging on) exchange rate regimes. Journal of the European Economic Association, 4(4):770-799.

Östberg, Per Nils Anders (2006). Disclosure, investment and regulation. Journal of Financial Intermediation, 15(3):285-306.

Vanini, Paolo; Trojani, Fabio; Leippold, Markus (2006). Equilibrium impact of value-at-risk regulation. Journal of Economic Dynamics and Control, 30:1277-1313.

Schenk-Hoppe, Klaus; Evstigneev, Igor; Hens, Thorsten (2006). Evolutionary Stable Stock Markets. Economic Theory, 27:449-468.

Leippold, Markus; Morger, Felix (2006). International Stock Portfolios and Optimal Currency Hedging with Regime Switching. In: Gregoriou, Greg N. Asset Allocation and International Investments. London.

Henriet, Dominique; Rochet, Jean-Charles (2006). Is public health insurance an appropriate instrument for redistribution? Annales d'Economie et de Statistique, (83/84):61-82.

Herings, P; Hens, Thorsten; Predtetchinskii, Arkadi (2006). Limits to Arbitrage When Market Participation Is Restricted. Journal of Mathematical Economics, 42(4-5):556-564.

Schweri, Urs (2006). Market Selection in an Evolutionary Market with Creation and Disappearance of Assets. FINRISK Working Paper Series 316, University of Zurich.

Schenk-Hoppe, Klaus; Hens, Thorsten (2006). Markets Do Not Select for a Liquidity Preference as Behavior Towards Risk. Journal of Economic Dynamics and Control, 30(2):279-292.

Paolella, Marc; Haas, Markus; Mittnik, Stefan (2006). Modeling and predicting market risk with Laplace-Gaussian mixture distributions. Applied Financial Economics, 16(15):1145-1162.

Hens, Thorsten; Gerber, Anke (2006). Modelling Alpha-Opportunities Within the CAPM. NCCR FinRisk Working Paper Series 317, University of Zurich.

Hens, Thorsten; Rieger, Marc O; Wang, Mei (2006). Optimal Product Design: A CAPM Approach. NCCR FinRisk Working Paper Series 419, University of Zurich.

Vanini, Paolo; Ebnoether, Silvan; Leippold, Markus (2006). Optimal credit limit management under different information regimes. Journal of Banking and Finance, 30:463-487.

Barzel, Yoram; Johnsen, D Bruce; Habib, Michel (2006). Prevention Is Better than Cure: The Role of IPO Syndicates in Precluding Information Acquisition. Journal of Business, 79(6):2911-2923.

Leippold, Markus; Jöhri, Stephan (2006). Quantitative Hedge Fund Selection for Fund of Funds. In: Gregoriou, Greg N. Fund of Hedge Funds: Performance, Assessment, Diversication and Statistical Properties. London.

Schmedders, Karl; Judd, Kenneth; Kübler, Felix (2006). Reply to 'Asset Trading Volume in Innite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents: Comment'. Finance Research Letters, 3(2):102-105.

Rochet, Jean-Charles; Bommier, Antoine (2006). Risk aversion and planning horizons. Journal of the European Economic Association, 4(4):708-734.

Miller, Nolan; Zeckhauser, Richard; Wagner, Alexander F (2006). Screening budgets. Journal of Economic Behavior & Organization, 63(3):351-374.

Blöchlinger, Andreas; Leippold, Markus (2006). The economic benefit of powerful credit scoring. Journal of Banking and Finance, 30:851-873.

Cooper, Ian; Nyborg, Kjell Gustav (2006). The value of tax shields IS equal to the present value of tax shields. Journal of Financial Economics, 81(1):215-225.

Kuester, Keith; Mittnik, Stefan; Paolella, Marc (2006). Value-at-risk prediction: A comparison of alternative strategies. Journal of Financial Econometrics, 4(1):53-89.

Bennear, Lori S; Stavins, Robert N; Wagner, Alexander F (2005). Using revealed preferences to infer environmental benefits, evidence from recreational fishing licenses. Journal of Regulatory Economics, 28(2):157-179.

Ongena, Steven; Karceski, Jason; Smith, David C (2005). The impact of bank consolidation on commercial borrower welfare. Journal of Finance, 60(4):2043-2082.

Mancini, Loriano; Ronchetti, Elvezio; Trojani, Fabio (2005). Optimal conditionally unbiased bounded-influence inference in dynamic location and scale models. Journal of the American Statistical Association, 100(470):628-641.

Keloharju, Matti; Nyborg, Kjell G; Rydqvist, Kristian (2005). Strategic behavior and underpricing in uniform price auctions: Evidence from finnish treasury auctions. Journal of Finance, 60(4):1865-1902.

Kübler, Felix; Brown, D J (2005). Comment on William C. Brainard and Herbert E. Scarf's "How to Compute Equilibrium Prices in 1891". American Journal of Economics and Sociology, 64(1):85-87.

Barbaroux, J M; Farkas, W; Helffer, B; Siedentop, H (2005). On the Hartree-Fock equations of the electron-positron field. Communications in Mathematical Physics, 255(1):131-159.

Bachmann, Kremena (2005). The Conditional Value of R&D Investments. NCCR 213, University of Zurich.

Volkart, Rudolf; Maranghino-Singer, Brigitte (2005). Unternehmensfinanzierung. In: Meyer, Conrad; Moosmann, Rolf. Betriebswirtschaftslehre. Zürich: Schulthess, 291-355.

Kremer, Ilan; Nyborg, Kjell G (2004). Divisible good auctions: the role of allocation rules. Rand Journal of Economics, 35(1):147-159.

Kübler, Felix (2004). Is intertemporal choice theory testable? Journal of Mathematical Economics, 40(1-2):177-189.

Kübler, Felix; Chiappori, Pierre-Andre; Ekeland, I; Polemarchakis, Herakles (2004). Testable implications of general equilibrium theory: A differentiable approach. Journal of Mathematical Economics, 40(1-2):105-119.

Paolella, Marc; Haas, Markus; Mittnik, Stefan (2004). A new approach to markov-switching GARCH models. Journal of Financial Econometrics, 2(4):493-530.

Hens, Thorsten; Strub, Carlo (2004). Grundzüge der analytischen Makroökonomie. Berlin/Heidelberg: Springer-Verlag.

Paolella, Marc; Haas, Markus; Mittnik, Stefan (2004). Mixed normal conditional heteroskedasticity. Journal of Financial Econometrics, 2(2):211-250.

Paolella, Marc (2004). Modeling higher frequency macroeconomic data: an application to German monthly money demand. Applied Economics Quarterly (Konjunkturpolitik), 50(2):--.

Kübler, Felix; Polemarchakis, Herakles (2004). Stationary Markov equilibria for overlapping generations. Economic Theory, 24(3):623-643.

Kremer, Ilan; Nyborg, Kjell G (2004). Underpricing and market power in uniform price auctions. Review of Financial Studies, 17(3):849-877.

Nyborg, K G; Strebulaev, Ilya A (2003). Multiple Unit Auctions and Short Squeezes. Review of Financial Studies, 17(2):545-580.

Paolella, Marc (2003). Computing moments of ratios of quadratic forms in normal variables. Computational Statistics & Data Analysis, 42(3):313-331.

Paolella, Marc; Carstensen, K (2003). On Median Unbiased Inference for First Order Autoregressive Models. In: Klein, Ingo; Mittnik, Stefan. Contributions to Modern Econometrics: From Data Analysis to Economic Policy. New York: Kluwer Academic Publishers, 23-38.

Paolella, Marc; Mittnik, Stefan (2003). Prediciton of Financial Downside-Risk with Heavy-Tailed Conditional Distributions. In: Rachev, S. Handbook of Heavy-Tailed Distributions in Finance. Amsterdam: Elsevier North–Holland, 387-403.

Kübler, Felix; Schmedders, Karl (2003). Stationary equilibria in asset-pricing models with incomplete markets and collateral. Econometrica, 71(6):1767-1795.

Nyborg, Kjell G; Keloharju, Matti; Malkamäki, Markku; Rydqvist, Kristian (2002). A Descriptive Analysis of the Finnish Treasury Bond Market 1991-1999. Bank of Finland Research Discussion 16, University of Zurich.

Nyborg, Kjell G; Rydqvist, Kristian; Sundaresan, Suresh M (2002). Bidder Behavior in Multiunit Auctions: Evidencefrom Swedish Treasury Auctions. The Journal of Political Economy, 110(2):394-424.

Anderson, Ronald W; Nyborg, Kjell G (2002). Agency and the pace of adoption of new techniques. Recherches Economiques de Louvain, 68(1):203-220.

Leippold, Markus; Wu, L (2002). Asset Pricing under the Quadratic Class. Journal of Financial and Quantitative Analysis, 37(2):271-295.

Paolella, Marc; Butler, R W (2002). Calculating the density and distribution function for the singly and doubly noncentral F. Statistics and Computing, 12(1):9-16.

Farkas, W. Function spaces of generalized smoothness and pseudo-differential operators associated to a continuous negative definite function. 2002, University of Munich, Faculty of Economics.

Leippold, Markus; Trojani, Fabio; Vanini, Paolo (2002). Optimization of Assets and Liabilities, Proceeding of International Scientific School. In: Leippold, Markus. Modelling and Analysis of Safety, Risk and Quality in Complex Systems. Saint-Petersburg: Russian Foundation of Fundamental Research, n/a.

Paolella, Marc; Butler, R W (2002). Saddlepoint approximation and bootstrap inference for the Satterthwaite class of ratios. Journal of the American Statistical Association, 97(459):836-846.

Paolella, Marc; Mittnik, Stefan; Rachev, S (2002). Stationarity od stable power-GARCH processes. Journal of Econometrics, 106(1):97-107.

Nyborg, Kjell G; Strebulaev, Ilya A (2001). Collateral and short squeezing of liquidity in fixed rate tenders. Journal of International Money and Finance, 20(6):769-792.

Farkas, W (2001). Eigenvalue distribution of some fractal semi-elliptic differential operators. Mathematische Zeitschrift, 236(2):291-320.

Farkas, Walter; Jacob, Niels; Schilling, Rene L (2001). Feller semigroups, Lp-sub-Markovian semigroups, and applications to pseudo-differential operators with negative definite symbols. Forum Mathematicum, 13(1):59-90.

Farkas, W; Jacob, N; Schilling, R L (2001). Function Spaces Related to Continuous Negative Definite Functions: Psi-Bessel Potential Spaces. Dissertationes Mathematicae, 393:1-63.

Farkas, Walter; Jacob, Niels (2001). Sobolev spaces on non-smooth domains and Dirichlet forms related to subordinate reflecting diffusions. Mathematische Nachrichten, 224(1):75-104.

Paolella, Marc (2001). Testing the stable paretian assumption. Mathematical and Computer Modelling, 34:--.

Farkas, W (2000). Atomic and subatomic decompositions in anisotropic function spaces. Mathematische Nachrichten, 209:83-113.

Paolella, Marc; Mittnik, Stefan (2000). Conditional density and value-at-risk prediciton of Asian currency exchange rates. Journal of Forecasting, 19(4):313-333.

Paolella, Marc; Mittnik, Stefan; Rachev, S (2000). Diagnosing and treating the fat tails in financial returns data. Journal of Empirical Finance, 7(3-4):389-416.

Farkas, W; Johnsen, J; Sickel, W (2000). Traces of Anisotropic Besov-Lizorkin-Triebel Spaces: A Complete Treatment of the Borderline Cases. Mathematica Bohemica, 125(1):1-37.

Paolella, Marc; Mittnik, Stefan (1999). A simple estimator for the characteristic exponent of the stable paretian distribution. Mathematical and Computer Modelling, 29:--.

Nyborg, Kjell G (1999). Cross holdings in Germany: comment. Journal of Institutional and Theoretical Economics, 155(1):113-118.

Farkas, W (1999). The behaviour of the eigenvalues for a class of operators related to some self-affine fractals in R^2. Zeitschrift für Analysis und ihre Anwendungen, 18(4):875-893.

Farkas, W; Triebel, H (1999). The distribution of eigenfrequencies of anisotropic fractal drums. Journal of the London Mathematical Society, 60(01):224-236.

Paolella, Marc; Mittnik, Stefan; Rachev, S (1998). A tail estimator for the index of the stable paretian distribution. Communications in Statistics. Theory and Methods, 27(5):1239-1262.

Farkas, W. Anisotropic function spaces, fractals, and spectra of some elliptic and semi-elliptic differential operators. 1998, Friedrich-Schiller-University of Jena, Faculty of Economics.

Paolella, Marc; Butler, R W (1998). Approximate distributions for the various serial correlograms. Bernoulli, 4(4):497-518.

Chesney, Marc; Hazari, Bharat (1998). Irrational entry, rational exit. Journal of Mathematical Economics, 29(1):1-13.

Paolella, Marc; Mittnik, Stefan; Rachev, S (1998). Stable Paretian Modeling in Finance: Some Empirical and Theoretical Aspects. In: Adler, R; Feldmann, R; Taqqu, M. A Practical Guide to Heavy Tailed Data. Bosotn: Birkhäuser, 79-93.

Paolella, Marc; Mittnik, Stefan; Rachev, S (1998). Unconditional and conditional distributional models for the Nikkei index. Asia - Pacific Financial Markets, 5(2):99-128.

Farkas, W (1997). An embedding result for generalized Orlicz-Sobolev spaces. Revue Roumaine de Mathématiques Pures et Appliquées, 42(7/8):555-565.

Franks, Julian; Nyborg, Kjell G; Torous, Walter (1996). A Comparison of US, UK, and German Insolvency Codes. Financial Management, 25(3):86-101.

Nyborg, Kjell G; Sundaresan, Suresh M (1996). Discriminatory versus uniform Treasury auctions: Evidence from when-issued transactions. Journal of Financial Economics, 42(1):63-104.

Farkas, W (1996). On the sharpness of the Orlicz-Sobolev imbedding theorem. Revue Roumaine de Mathématiques Pures et Appliquées, 41(5/6):311-320.

Farkas, W (1995). A Calderon-Zygmund extension theorem for abstract Sobolev spaces. Mathematical Reports, 47(5/6):379-395.

Chesney, Marc; Gibson, Rajna; Elliott, Robert J (1993). Analytical solutions for the pricing of american bond and yield options. Mathematical Finance, 3(3):277-294.

Chesney, Marc; Elliott, Robert J; Madan, Dilip B; Yang, Hailiang (1993). Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying. Mathematical Finance, 3(2):85-99.

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