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2024

Puschmann, Thomas; Khmarskyi, Valentyn (2024). Green fintech: developing a research agenda. CSR, Sustainability, Ethics & Governance, 31(4):2823-2837.

Puschmann, Thomas; Halimi, Engjull (2024). FinTech services from BigTech companies. Systems research and behavioral science:Epub ahead of print.

Danisewicz, Piotr; Ongena, Steven (2024). Fiscal transfers, local government, and entrepreneurship. Journal of Policy Analysis and Management, 43(3):818-845.

Filippini, Massimo; Leippold, Markus; Wekhof, Tobias (2024). Sustainable finance literacy and the determinants of sustainable investing. Journal of Banking and Finance, 163:107167.

Puschmann, Thomas; von Liechtenstein, Michael (2024). Financial System 2030. Cham, Switzerland: Springer Nature.

Mamatzakis, Emmanuel; Ongena, Steven; Patel, Pankaj C; Tsionas, Mike (2024). A Bayesian policy learning model of COVID-19 non-pharmaceutical interventions. Applied Economics, 56(25):2990-3010.

Iwata, Tsuyoshi; Orpiszewski, Tomasz; Thompson, Mark (2024). Betting Against ESG Sinners: Evidence From Short Selling Around the World. SSRN 4818314, University of Zurich.

Scolobig, Anna; Santos, Maria João; Willemin, Rémi; Kock, Richard; Battiston, Stefano; Petchey, Owen; Rohrer, Mario; Stoffel, Markus (2024). Learning from COVID-19: A roadmap for integrated risk assessment and management across shocks of pandemics, biodiversity loss, and climate change. Environmental Science & Policy, 155:103726.

Koch-Medina, Pablo; Munari, Cosimo (2024). Qualitative robustness of utility-based risk measures. Annals of Operations Research, 336(1-2):967-980.

Fasnacht, Daniel; Proba, Daniel (2024). Leveraging inter-organizational agility for innovation. Strategy & leadership, 52(1):15-22.

Abedifar, Pejman; Kashizadeh, Seyed Javad; Ongena, Steven (2024). Flood, farms and credit: The role of branch banking in the era of climate change. Journal of Corporate Finance, 85:102544.

Moreno, Antonio; Ongena, Steven; Ventula Veghazy, Alexia; Wagner, Alexander F (2024). “Long GFC”? The global financial crisis, health care, and COVID‐19 deaths. Economic Inquiry, 62(2):865-891.

Colesanti Senni, Chiara; Goel, Skand; von Jagow, Adrian (2024). Economic and financial consequences of water risks: The case of hydropower. Ecological Economics, 218:108048.

Hałaj, Grzegorz; Martinez-Jaramillo, Serafin; Battiston, Stefano (2024). Financial stability through the lens of complex systems. Journal of Financial Stability, 71:101228.

Cronqvist, Henrik; Ladika, Tomislav; Pazaj, Elisa; Sautner, Zacharias (2024). Limited attention to detail in financial markets: Evidence from reduced-form and structural estimation. Journal of Financial Economics, 154:103811.

Alessi, Lucia; Battiston, Stefano; Kvedaras, Virmantas (2024). Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal. Journal of Financial Stability, 71:101232.

Heeb, Florian; Kölbel, Julian; Ramelli, Stefano; Vasileva, Anna (2024). Sustainable Investing and Political Behavior. Swiss Finance Institute Research Paper 23-46, University of Zurich.

Hoepner, Andreas G F; Oikonomou, Ioannis; Sautner, Zacharias; Starks, Laura T; Zhou, Xiao Y (2024). ESG Shareholder Engagement and Downside Risk. Review of Finance, 28(2):483-510.

Puschmann, Thomas; Huang-Sui, Marine (2024). A taxonomy for decentralized finance. International Review of Financial Analysis, 92:103083.

Schimanski, Tobias; Reding, Andrin; Reding, Nico; Bingler, Julia; Kraus, Mathias; Leippold, Markus (2024). Bridging the gap in ESG measurement: Using NLP to quantify environmental, social, and governance communication. Finance Research Letters, 61:104979.

Gropp, Reint; Mosk, Thomas; Ongena, Steven; Simac, Ines; Wix, Carlo (2024). Supranational Rules, National Discretion: Increasing versus Inflating Regulatory Bank Capital? Journal of Financial and Quantitative Analysis, 59(2):830-862.

Coculescu, Delia; Motte, Mederic; Pham, Huyen (2024). Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation. Mathematics and Financial Economics:Epub ahead of print.

Coculescu, Delia; Visentin, Gabriele (2024). A default system with overspilling contagion. Frontiers of Mathematical Finance, 3(1):127-162.

Payne, Jonathan L; Rebei, Adam; Yang, Yucheng (2024). Deep Learning for Search and Matching Models. SSRN 4768566, University of Zurich.

Swiac, Oskar. The Role of the US Dollar in Global Monetary System. 2024, University of Zurich, Faculty of Economics.

Epper, Thomas F; Fehr-Duda, Helga (2024). Risk in Time: The Intertwined Nature of Risk Taking and Time Discounting. Journal of the European Economic Association, 22(1):310-354.

Andrieş, Alin Marius; Chiper, Alexandra Maria; Ongena, Steven; Sprincean, Nicu (2024). External wealth of nations and systemic risk. Journal of Financial Stability, 70:101192.

Fatouh, Mahmoud; Giansante, Simone; Ongena, Steven (2024). Leverage ratio, risk-based capital requirements, and risk-taking in the United Kingdom. Financial markets, institutions & instruments, 33(1):31-60.

Fasnacht, Daniel; Straube, Christian (2024). Quantum computing as an enabling technology for the next business cycle. HMD Praxis der Wirtschaftsinformatik, 61(1):284-298.

Meisser, Luzius. Essays in decentralized finance. 2024, University of Zurich, Faculty of Economics.

Svaton, Michal. Essays in volatility. 2024, University of Zurich, Faculty of Economics.

Kölbel, Julian; Leippold, Markus; Rillaerts, Jordy; Wang, Qian (2024). Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks affects the CDS Term Structure. Journal of Financial Econometrics, 22(1):30-69.

Fasnacht, Daniel. Virtuelle Konsumwelten –Trends mit Risiken: Gastkommentar. In: Neue Zürcher Zeitung, 19 January 2024, 21.

Ceccarelli, Marco; Ramelli, Stefano; Wagner, Alexander (2024). Low carbon mutual funds. Review of Finance, 28(1):45-74.

Cornelli, Giulio; Doerr, Sebastian; Gambacorta, Leonardo; Merrouche, Ouarda (2024). Regulatory Sandboxes and Fintech Funding: Evidence from the UK. Review of Finance, 28(1):203-233.

Fasnacht, Daniel (2024). Beyond the hype: sensitive data on the blockchain. cryptovalleyjournal.com: CV Publishing AG.

Von Alten, Lucas. How primary dealer privileges relate to overpricing occurrences in EMU government bond auctions. 2024, University of Zurich, Faculty of Economics.

Li, Xiaoyang; Feng, Haoming; Yang, Hailong; Huang, Jiyuan (2024). Can ChatGPT reduce human financial analysts’ optimistic biases? Economic and Political Studies, 12(1):20-33.

Albertazzi, Ugo; Fringuellotti, Fulvia; Ongena, Steven (2024). Fixed rate versus adjustable rate mortgages: Evidence from euro area banks. European Economic Review, 161:104643.

Keil, Jan; Ongena, Steven (2024). The demise of branch banking - Technology, consolidation, bank fragility. Journal of Banking and Finance, 158:107038.

Oser, Kevin. Corporate Green Bonds: Greenwashing or Credible Signal? 2024, University of Zurich, Faculty of Economics.

Gaegauf, Luca. Essays in finance. 2024, University of Zurich, Faculty of Economics.

Farkas, Walter; Ferrari, Francesco; Ulrych, Urban (2024). Pricing autocallables under local-stochastic volatility. In: Yarrow, Robert A; Madan, Dilip. Peter Carr Gedenkschrift: Research Advances in Mathematical Finance. Singapore: World Scientific Pulishing, 329-378.

2023

Battiston, Stefano; Monasterolo, Irene; Montone, Maurizio (2023). Technological greenness and long-run performance. SSRN 4639787, University of Zurich.

Gibson Brandon, Rajna; Sohn, Matthias; Tanner, Carmen; Wagner, Alexander F (2023). Earnings Management and the Role of Moral Values in Investing. European Accounting Review:Epub ahead of print.

Farkas, Walter. Anlegen mit KI - Herausforderung und Chance. In: Finanz und Wirtschaft, 101, 21 December 2023, 15.

Hens, Thorsten; Walter, Sylvia. "Das süsse Gift der Gewinne vergiftet mich": Interview mit Thorsten Hens: Der Professor am Institut für Banking und Finance erwartet für das kommende Jahr weniger Aktienperformance als in 2023. In: Finanz und Wirtschaft, 20 December 2023, 15-16.

Tanner, Carmen; Witt, Nicole (2023). The Many Facets of Workplace Moral Courage: Development and Validation of a Multidimensional Scale. SSRN 4670864, University of Zurich.

Chesney, Marc. The Smell Of Hypocrisy In Dubai. In: The London Economic Newspaper, 19 December 2023, online.

Andraszewicz, Sandra; Kaszás, Dániel; Zeisberger, Stefan; Hölscher, Christoph (2023). The influence of upward social comparison on retail trading behaviour. Scientific Reports, 13(1):22713.

Vaghefi, Saeid Ashraf; Stammbach, Dominik; Muccione, Veruska; Bingler, Julia; Ni, Jingwei; Kraus, Mathias; Allen, Simon; Colesanti-Senni, Chiara; Wekhof, Tobias; Schimanski, Tobias; Gostlow, Glen; Yu, Tingyu; Wang, Qian; Webersinke, Nicolas; Huggel, Christian; Leippold, Markus (2023). ChatClimate: Grounding conversational AI in climate science. Communications Earth & Environment, 4:480.

Erten, Irem; Ongena, Steven (2023). Environmental risk and bank lending. London: VoxEU, CEPR Policy Portal.

Paolella, Marc; Polak, Pawel; Walker, Patrick S (2023). Risk Parity Portfolio Optimization under Heavy-Tailed Returns and Time-Varying Volatility. SSRN 4652551, University of Zurich.

Tanner, Carmen; Groos, Ann-Sophie (2023). A Cybernetic Perspective on Escalation: Lessons from the Volkswagen Emissions Scandal. SSRN 4191411, University of Zurich.

Gao, Mingze; Huang, Yunying; Ongena, Steven; Wu, Eliza (2023). Banking on knowledge: Technology expertise and loan costs. London: VoxEU, CEPR Policy Portal.

De Haas, Ralph; Lu, Liping; Ongena, Steven (2023). Close competitors? Bilateral bank competition and spatial variation in firms’ access to credit. Journal of Economic Geography, 23(6):1237-1271.

Ongena, Steven; Paraschiv, Florentina; Reite, Endre J (2023). Counteroffers and Price Discrimination in Mortgage Lending. Journal of Empirical Finance, 74:101431.

Puschmann, Thomas; Quattrocchi, Dario (2023). Decreasing the impact of climate change in value chains by leveraging sustainable finance. Journal of Cleaner Production, 429:139575.

Leippold, Markus; Yang, Hanlin (2023). Mixed-Frequency Predictive Regressions. Journal of Forecasting, 42(8):1955-1972.

Sautner, Zacharias; van Lent, Laurence; Vilkov, Grigory; Zhang, Ruishen (2023). Pricing climate change exposure. Management Science, 69(12):7540-7561.

D’Ercole, Francesco; Wagner, Alexander F (2023). The green energy transition and the 2023 Banking Crisis. Finance Research Letters, 58:104493.

Alessi, Lucia; Battiston, Stefano (2023). Taxonomy-alignment and transition risk: a country-level approach. JRC Working Papers in Economics and Finance JRC135889, University of Zurich.

Mamatzakis, Emmanuel; Ongena, Steven; Tsionas, Mike G (2023). Why do households repay their debt in UK during the COVID-19 crisis? Journal of Economic Studies, 50(8):1789-1823.

Braggion, Fabio; Von Meyerinck, Felix; Schaub, Nic (2023). Inflation and Individual Investors' Behavior: Evidence from the German Hyperinflation. Review of Financial Studies, 36(12):5012-5045.

Custodio, Claudia; Ferreira, Miguel; Garcia-Appendini, Emilia (2023). Indirect Costs of Financial Distress. Review of Finance, 27(6):2233-2270.

Hager, Diego M; Nitschka, Thomas (2023). Responses of Swiss interest rates and stock prices to ECB policy surprises. Swiss Journal of Economics and Statistics = Schweizerische Zeitschrift für Volkswirtschaft und Statistik, 159:13.

Newton, David P; Ongena, Steven; Xie, Ru; Zhao, Binru (2023). Firm ESG reputation risk and debt choice. European financial management:Epub ahead of print.

Bressan, Giacomo; Duranovic, Anja; Monasterolo, Irene; Battiston, Stefano (2023). Asset-level assessment of climate physical risk matters for adaptation finance. SSRN 4062275, University of Zurich.

Barth, Andreas; Laturnus, Valerie; Mansouri, Sasan; Wagner, Alexander (2023). Conflicted Analysts and Initial Coin Offerings. Management Science, 69(11):6641-6666.

Akyildirim, Erdinc; Cepni, Oguzhan; Corbet, Shaen; Uddin, Gazi Salah (2023). Forecasting mid-price movement of Bitcoin futures using machine learning. Annals of Operations Research, 330(1-2):553-584.

Böhnke, Victoria; Ongena, Steven; Paraschiv, Florentina; Reite, Endre J (2023). Back to the roots of internal credit risk models: Does risk explain why banks' risk-weighted asset levels converge over time? Journal of Banking and Finance, 156:106992.

Fasnacht, Daniel (2023). Offene und digitale Ökosysteme: Mehrwert durch Branchen- und Technologiekonvergenz. Berlin: Springer Fachmedien Wiesbaden GmbH.

Rillaerts, Jordy. Three Essays in Empirical Finance. 2023, University of Zurich, Faculty of Economics.

Weingärtner, Tim; Fasser, Fabian; Reis Sá da Costa, Pedro; Farkas, Walter (2023). Deciphering DeFi: A Comprehensive Analysis and Visualization of Risks in Decentralized Finance. Journal of Risk and Financial Management, 16(10):454.

Rey, Reto. Three Essays in Small Business and Consumer Finance. 2023, University of Zurich, Faculty of Economics.

Cooper, Ian A; Nyborg, Kjell G (2023). LBO Valuation Using Flows-to-Equity. In: Cumming, Douglas; Hammer, Benjamin. The Palgrave Encyclopedia of Private Equity. Cham: Palgrave Macmillan, 153.

Strauß, Nadine; Krakow, Jonathan; Chesney, Marc (2023). It’s the News, Stupid! The Relationship Between News Attention, Literacy, Trust, Greenwashing Perceptions and Sustainable Finance Investment in Switzerland. Journal of Sustainable Finance & Investment, 13(4):1480-1505.

Basten, Christoph; Mariathasan, Mike (2023). Interest rate pass-through and bank risk-taking under negative-rate policies with tiered remuneration of central bank reserves. Journal of Financial Stability, 68:101160.

Nistor, Simona; Ongena, Steven (2023). The Impact of Policy Interventions on Systemic Risk across Banks. Journal of Financial Services Research, 64(2):155-206.

Arce, Oscar; García-Posada, Miguel; Mayordomo, Sergio; Ongena, Steven (2023). Bank lending policies and monetary policy: some lessons from the negative interest era. Economic Policy, 38(116):899-941.

Braggion, Fabio; Von Meyerinck, Felix; Schaub, Nic; Weber, Michael (2023). The long-term effects of inflation on inflation expectations. London: VoxEU, CEPR Policy Portal.

Doerr, Sebastian; Kabaş, Gazi; Ongena, Steven (2023). Population Aging and Bank Risk-Taking. Journal of Financial and Quantitative Analysis:1-25.

Eichholtz, Piet; Ongena, Steven; Simeth, Nagihan; Yönder, Erkan (2023). Banks, non-banks, and the incorporation of local information in CMBS loan pricing. Journal of Banking and Finance, 154:106918.

Durrer, Mirjam; Grampp, Michael; Laude, Daniel; Maranghino-Singer, Brigitte; Ritz Bossicard, Cornelia; Savoia, Reto (2023). Cyber-Resilienz - Steigende Bedeutung für Verwaltungsräte. Rotkreuz: swissVR.

Cooper, Ian Anthony; Nyborg, Kjell G (2023). LBO Valuation Using Flows to Equity. Swiss Finance Institute Research Paper 23-74, University of Zurich.

Eugster, Patrick; Uhl, Matthias W (2023). Technical analysis: Novel insights on contrarian trading. European financial management, 29(4):1160-1190.

Braggion, Fabio; von Meyerinck, Felix; Schaub, Nic; Weber, Michael (2023). The long-term effects of inflation on inflation expectations. Vienna: SUERF - The European Money and Finance Forum.

Kubler, Felix; Scheidegger, Simon (2023). Uniformly self-justified equilibria. Journal of Economic Theory, 212:105707.

Katsarov, Johannes; Schmocker, David; Tanner, Carmen; Christen, Markus (2023). Moral Sensitivity Training - A Systematic Review. SSRN 4551778, University of Zurich.

Hoepner, Andreas G F; Klausmann, Johannes; Leippold, Markus; Rillaerts, Jordy (2023). Beyond climate: the impact of biodiversity, water, and pollution on the CDS term structure. Swiss Finance Institute Research Paper 23-10, Swiss Finance Institute.

Fenneman, Achiel; Janssen, Dirk-Jan; Nolte, Sven; Zeisberger, Stefan (2023). Nomen est omen? How and when company name fluency affects return expectations. PLoS ONE, 18(8):e0287995.

Nyborg, Kjell G; Woschitz, Jiri (2023). The price of money: The reserves convertibility premium over the term structure. CEPR Discussion Papers 18371, University of Zurich.

Braggion, Fabio; von Meyerinck, Felix; Schaub, Nic; Weber, Michael (2023). The Long-term Effects of Inflation on Inflation Expectations. Chicago: Becker Friedman Institute.

Basten, Christoph; Juelsrud, Ragnar (2023). Cross-Selling in Bank-Household Relationships: Mechanisms and Implications for Pricing. Review of Financial Studies:hhad062.

Kölbel, Julian; Zeisberger, Stefan; Heeb, Florian; Paetzold, Falko (2023). Do Investors Care About Impact? SSRN 3765659, University of Zurich.

Hoyer, Karlijn; Zeisberger, Stefan; Breugelmans, Seger M; Zeelenberg, Marcel (2023). A culture of greed: Bubble formation in experimental asset markets with greedy and non-greedy traders. Journal of Economic Behavior & Organization, 212:32-52.

Geng, Runjie; Kubler, Felix (2023). Stochastic overlapping generations with non-convex budget sets. Journal of Mathematical Economics, 107:102866.

Albertazzi, Ugo; Bottero, Margherita; Gambacorta, Leonardo; Ongena, Steven (2023). Asymmetric information and the securitization of SME loans. Swiss Finance Institute Research Paper 21-13, Swiss Finance Institute.

Doskov, Nikolay; Hens, Thorsten; Schenk-Hoppe, Klaus Reiner (2023). Strategic complementarity and substitutability of investment strategies. Swiss Finance Institute Research Paper 22-04, University of Zurich.

Calice, Pietro; Demekas, Dimitrios G; Battiston, Stefano; Monasterolo, Irene; Duggan, Victor Fitzpatrick (2023). Mobilizing Finance for the Just Energy Transition in the European Union. Washington, DC: World Bank Group.

Leippold, Markus; Stammbach, Dominik; Webersinke, Nicolas; Bingler, Julia Anna; Kraus, Mathias (2023). A dataset for detecting real-world environmental claims. In: 61st Annual Meeting of the Association for Computational Linguistics (ACL’23), Toronto, Canada, 9 July 2023 - 14 July 2023. arxiv.org, 1-14.

Leippold, Markus; Stammbach, Dominik; Webersinke, Nicolas; Bingler, Julia Anna; Kraus, Mathias (2023). Environmental Claim Detection. In: 61st Annual Meeting of the Association for Computational Linguistics (ACL’23), Toronto, Canada, 9 July 2023 - 14 July 2023. Association for Computational Linguistics, 1051-1066.

Leippold, Markus; Ni, Jingwei; Jin, Zhijing; Wang, Qian; Sachan, Mrinmaya (2023). When does aggregating multiple skills with multi-task learning work? A case study in financial NLP. In: 61st Annual Meeting of the Association for Computational Linguistics (ACL’23), Toronto, Canada, 9 July 2023 - 14 July 2023. Association for Computational Linguistics, 7465-7488.

Leippold, Markus (2023). Sentiment spin: Attacking financial sentiment with GPT-3. Finance Research Letters, 55(B):103957.

Braggion, Fabio; Von Meyerinck, Felix; Schaub, Nic; Weber, Michael (2023). The long-term effects of inflation on inflation expectations. Chicago Booth Paper 23-13, University of Zurich.

Basten, Christoph; Füss, Roland; Häfliger, Petra S; Küng, Lorenz; Salzmann, Daniel; Schläpfer, Jörg (2023). Insights Into Today’s Real Estate Market - A Focus on Switzerland. Zürich: Swiss Finance Institute.

Kubler, Felix; Scheidegger, Simon (2023). Uniformly self-justified equilibria. SSRN 3995209.

Bachmann, Kremena; Hens, Thorsten; Lot, Andre; Xu, Xiaogeng (2023). Experimental research on retirement decision-making: evidence from replications. Journal of Banking and Finance, 152:106851.

Ceccarelli, Marco; Herpfer, Christoph; Ongena, Steven (2023). Gender, performance, and promotion in the labor market for commercial bankers. Swiss Finance Institute Research Paper 23-23, Swiss Finance Institute.

Beck, Elliot; De Nard, Gianluca; Wolf, Michael (2023). Improved inference in financial factor models. International Review of Economics and Finance, 86:364-379.

Huang, Jiyuan; Östberg, Per (2023). Difference-in-differences with Economic Factors and the Case of Housing Returns. Swiss Finance Institute Research Paper 23-55, University of Zurich.

Coculescu, Delia; Pham, Huyen; Motte, Mederic (2023). Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation. ArXiv.org 2306.16553, Cornell University.

Orlov, Vitaly; Ramelli, Stefano; Wagner, Alexander (2023). Revealed Beliefs about Responsible Investing: Evidence from Mutual Fund Managers. Swiss Finance Institute Research Paper 22-98, University of Zurich.

Pohl, Stefan; Pursiainen, Vesa (2023). The Role of Stock Indices in Analyst Career Outcomes and Stock Recommendations. Swiss Finance Institute Research Paper 23-50, University of Zurich.

Ilhan, Emirhan; Krueger, Philipp; Sautner, Zacharias; Starks, Laura T (2023). Climate risk disclosure and institutional investors. Review of Financial Studies, 36(7):2617-2650.

Evstigneev, Igor V; Hens, Thorsten; Javad Vanaei, Mohammad (2023). Evolutionary Finance: A model with endogenous asset payoffs. Journal of Bioeconomics, 25:117-143.

Sautner, Zacharias; Van Lent, Laurence; Vilkov, Grigory; Zhang, Ruishen (2023). Firm‐level climate change exposure. Journal of Finance, 78(3):1449-1498.

Bedendo, Mascia; Garcia-Appendini, Emilia; Siming, Linus (2023). Managers' cultural origin and corporate response to an economic shock. Journal of Corporate Finance, 80:102412.

Akyildirim, Erdinc; Corbet, Shaen; Tiniç, Murat; Sensoy, Ahmet (2023). Adverse selection in cryptocurrency markets. The journal of financial research, 46(2):497-546.

Crépellière, Tommy; Pelster, Matthias; Zeisberger, Stefan (2023). Arbitrage in the market for cryptocurrencies. Journal of financial markets, 64:100817.

Ongena, Steven; Delis, Manthos D; Dioikitopoulos, Evangelos V (2023). Population diversity and financial risk-taking. Journal of Banking and Finance, 151:106852.

Huang, Winifred; Molyneux, Philip; Ongena, Steven; Xie, Ru (2023). The new challenges of global banking and finance. The European journal of finance, 29(7):693-699.

Fuhrer, Adrian; Hock, Thorsten (2023). Uncertainty in the black-litterman model: empirical estimation of the equilibrium. Journal of Empirical Finance, 72:251-275.

Huber, Christoph; Dreber, Anna; Huber, Jürgen; Johannesson, Magnus; Kirchler, Michael; Weitzel, Utz; Abellán, Miguel; Adayeva, Xeniya; Ay, Fehime Ceren; Barron, Kai; Berry, Zachariah; Bönte, Werner; Brütt, Katharina; Bulutay, Muhammed; Campos-Mercade, Pol; Cardella, Eric; Claassen, Maria Almudena; Cornelissen, Gert; Dawson, Ian G J; Delnoij, Joyce; Demiral, Elif E; Dimant, Eugen; Doerflinger, Johannes Theodor; Dold, Malte; Emery, Cécile; Fiala, Lenka; Fiedler, Susann; Freddi, Eleonora; Fries, Tilman; Zeisberger, Stefan (2023). Competition and moral behavior: A meta-analysis of forty-five crowd-sourced experimental designs. Proceedings of the National Academy of Sciences of the United States of America, 120(23):e22155721.

Iwata, Tsuyoshi; Weibel, Marc (2023). A Factor-Tilt Approach to ESG Investing. SSRN 4456943, University of Zurich.

Barjašić, Irena; Battiston, Stefano; Zlatić, Vinko (2023). Credit Valuation Adjustment in Financial Networks. ArXiv.org 2305.16434, University of Zurich.

Mão-de-Ferro, Ana; Ramelli, Stefano (2023). Inflation, the corporate greed narrative, and the value of corporate social responsibility. Swiss Finance Institute Research Paper 23-06, University of Zurich.

Filipovic, Zoran; Wagner, Alexander (2023). The Intangibles Song in Takeover Announcements: Good Tempo, Hollow Tune. Swiss Finance Institute Research Paper 19-03, University of Zurich.

Wagner, Alexander; Deng, Ming; Leippold, Markus; Wang, Qian (2023). War and Policy: Investor Expectations on the Net-Zero Transition. Swiss Finance Institute Research Paper 22-29, University of Zurich.

Folini, Doris; Friedl, Aleksandra; Kübler, Felix; Scheidegger, Simon (2023). The climate in climate economics. SSRN 3885021.

Ulrych, Urban; Cirulli, Antonello; Kobak, Michal (2023). Portfolio Construction with Hierarchical Momentum. SSRN 4125072, University of Zurich.

Anderson, David R; Ulrych, Urban (2023). Accelerated American option pricing with deep neural networks. Quantitative Finance and Economics, 7(2):207-228.

Hediger, Simon; Näf, Jeffrey; Wolf, Michael (2023). R-NL: covariance matrix estimation for elliptical distributions based on nonlinear shrinkage. ArXiv.org 2210.14854, Cornell University.

Brumm, Johannes; Feng, Xiangyu; Kotlikoff, Laurence J; Kubler, Felix (2023). When interest rates go low, should public debt go high? NBER Working Paper Series 28951, National Bureau of Economic Research (NBER).

Bonfim, Diana; Cerqueiro, Geraldo; Degryse, Hans; Ongena, Steven (2023). On-Site inspecting zombie lending. Management Science, 69(5):2547-3155.

Fasnacht, Daniel; Ryf, Stefan; Siegenthaler, Perina; Fichter, Christian (2023). Schweizer KMU: Gute Stimmung trotz neuen Herausforderungen: Lieferkettenproblematik entspannt sich, künstliche Intelligenz als Chance: Ergebnisbericht. Zürich: NZZ.

Leippold, Markus (2023). Thus spoke GPT-3: Interviewing a large-language model on climate finance. Finance Research Letters, 53:103617.

Hediger, Simon; Näf, Jeffrey; Paolella, Marc S; Polak, Pawel (2023). Heterogeneous Tail Generalized Common Factor Modeling. Digital Finance, 5:389-420.

Basten, Christoph; Juelsrud, Ragnar (2023). Cross-Selling in Bank Household Relationships: Implications for Deposit Pricing, Loan Pricing, and Monetary Policy. Swiss Finance Institute Research Paper 22-65, University of Zurich.

Heeb, Florian; Kölbel, Julian F; Paetzold, Falko; Zeisberger, Stefan (2023). Do investors care about impact? Review of Financial Studies, 36(5):1737-1787.

Iwata, Tsuyoshi; Weibel, Marc (2023). Enhancing Equity Factor Model with Publicly-reported ESG Data. SSRN 4411532, University of Zurich.

Yang, Hanlin (2023). Behavioral Anomalies in Cryptocurrency Markets. SSRN 3174421, University of Zurich.

Kotlikoff, Laurence J; Kubler, Felix; Polbin, Andrey; Scheidegger, Simon (2023). Can today's and tomorrow's world uniformly gain from carbon taxation? NBER Working Paper Series 29224, National Bureau of Economic Research (NBER).

Chesney, Marc. Credit Suisse: The Party is Over. In: The London Economic Newspaper, 1 April 2023, online.

Fasnacht, Daniel. Das Revival von Open Innovation. In: Unternehmerzeitung, 2, 1 April 2023, 40-42.

Schmocker, David; Tanner, Carmen; Katsarov, Johannes; Christen, Markus (2023). Moral sensitivity in business: A revised measure. Current Psychology, 42(12):10277-10291.

Chesney, Marc. Credit Suisse: la fête est finie. In: Le Temps, 27 March 2023, 10.

Garel, Alexandre; Romec, Arthur; Sautner, Zacharias; Wagner, Alexander (2023). Do Investors Care About Biodiversity? Swiss Finance Institute Research Paper 23-10, University of Zurich.

Briere, Marie; Ramelli, Stefano (2023). Green Sentiment, Stock Returns, and Corporate Behavior. SSRN 3850923, University of Zurich.

Kabas, Gazi; Roszbach, Kasper (2023). The price of leverage: learning from the effect of LTV constraints on job search and wages. SSRN 3835232, University of Zurich.

De Nard, Gianluca; Zhao, Zhao (2023). Using, Taming or Avoiding the Factor Zoo? A Double-Shrinkage Estimator for Covariance Matrices. SSRN 3914867, University of Zurich.

Elmiger, Sabine; Hens, Thorsten (2023). Ökonomische Grundlagen der Finanzwirtschaft : Von der Main Street zur Wall Street. Cham: Springer.

Hausfeld, Jan; Renerte, Baiba; Twardawski, Torsten (2023). Male and overconfident groups overinvest due to inflated perceived ability to beat the odds. Frontiers in behavioral economics, 2:1111317.

Yang, Yucheng (2023). Redistributive Inflation and Optimal Monetary Policy. SSRN 4275770, University of Zurich.

Paolella, Marc S; Polak, Paweł (2023). Density and Risk Prediction with Non-Gaussian COMFORT Models. Annals of Financial Economics, 18(01):2250033.

Cornelli, Giulio; Frost, Jon; Gambacorta, Leonardo; Rau, P Raghavendra; Wardrop, Robert; Ziegler, Tania (2023). Fintech and big tech credit: drivers of the growth of digital lending. Journal of Banking and Finance, 148:106742.

Toczynski, Jan (2023). Spend or invest? Analyzing MPC heterogeneity across three stimulus programs. Swiss Finance Institute Research Paper 23-57, Swiss Finance Institute.

Burietz, Aurore; Ongena, Steven; Picault, Matthieu (2023). Taxing banks leverage and syndicated lending: A cross-country comparison. International Review of Law and Economics, 73:106103.

Chesney, Marc; Lambillon, Adrien-Paul (2023). How green is ‘dark green’? An analysis of SFDR Article 9 funds. SSRN 4366889.

Riahi, Monireh; Kubler, Felix; Basiri, Abdolali; Rahmany, Sajjad (2023). Efficient Calculation of all Steady States in large-scale overlapping generations models. Journal of Mathematics and Modeling in Finance, 3(1):15-48.

Basten, Christoph; Kukk, Merike; Toczynski, Jan (2023). Beyond the headline: how personal inflation exposure shapes households’ financial choices. Swiss Finance Institute Research Paper 23-15, Swiss Finance Institute.

Habib, Michel; Peng, Yushi; Wang, Yanjie; Wang, Zexi (2023). The Implementation of Central Bank Policy in China: The Roles of Commercial Bank Ownership and CEO Faction Membership. CEPR Discussion Papers 17918, University of Zurich.

Puschmann, Thomas; Huang-Sui, Marine (2023). A taxonomy for Decentralized Finance. SSRN 4360067.

Kölbel, Julian; Lambillon, Adrien-Paul (2023). Who Pays for Sustainability? An Analysis of Sustainability-Linked Bonds. Swiss Finance Institute Research Paper 23-07, University of Zurich.

Ulrych, Urban; Polak, Pawel (2023). Dynamic Currency Hedging with Non-Gaussianity and Ambiguity. Swiss Finance Institute Research Paper 21-60, University of Zurich.

Cerqueiro, Geraldo; Mão-de-Ferro, Ana; Penas, María Fabiana (2023). Political uncertainty and the geographic allocation of credit: evidence from small businesses. TILEC Discussion Paper DP 2020-00, University of Zurich.

Leippold, Markus (2023). Sentiment spin: attacking financial sentiment with GPT-3. Swiss Finance Institute Research Paper 23-11, Swiss Finance Institut.

Collard, Fabrice; Habib, Michel; Panizza, Ugo; Rochet, Jean-Charles (2023). Assessing Debt Sustainability in the Euro Area. cepr.org: VoxEU, CEPR Policy Portal.

Büchel, Berno; Mechtenberg, Lydia; Wagner, Alexander (2023). When do proxy advisors improve corporate decisions? Swiss Finance Institute Research Paper 22-47, University of Zurich.

Wagner, Alexander; Wenk, Christoph (2023). Say-on-Pay and Shareholder Value: The Tension between Agency and Hold-up. Swiss Finance Institute Research Paper 11-12, University of Zurich.

Hens, Thorsten; Ding-Hirschfeld, Mei (2023). Personality Traits and Investment Styles. Swiss Finance Institute Research Paper 22-16, University of Zurich.

Efing, Matthias; Hau, Harald; Kampkötter, Patrick; Rochet, Jean-Charles (2023). Bank bonus pay as a risk sharing contract. Review of Financial Studies, 36(1):235-280.

Garcia-Appendini, Emilia; Gatti, Stefano; Nocera, Giacomo (2023). Does asset encumbrance affect bank risk? Evidence from covered bonds. Journal of Banking and Finance, 146:106705.

Akyildirim, Erdinc; Nguyen, Duc Khuong; Sensoy, Ahmet; Sikic, Mario (2023). Forecasting high‐frequency excess stock returns via data analytics and machine learning. European financial management, 29(1):22-75.

Brumm, Johannes; Grill, Michael; Kubler, Felix; Schmedders, Karl (2023). Re-use of collateral: Leverage, volatility, and welfare. Review of Economic Dynamics, 47:19-46.

Kok, Christoffer; Müller, Carola; Ongena, Steven; Pancaro, Cosimo (2023). The disciplining effect of supervisory scrutiny in the EU-wide stress test. Journal of Financial Intermediation, 53:101015.

Accetturo, Antonio; Barboni, Giorgia; Cascarano, Michele; Garcia-Appendini, Emilia (2023). The role of culture in firm-bank matching. Journal of Financial Intermediation, 53:101018.

Benincasa, Emanuela; Kabas, Gazi; Ongena, Steven (2023). Uncoordinated climate policies: Implications for cross-border lending. econpol Forum, 24(1):28-30.

Zheng, Jiani. Climate Change, Biodiversity Losses and Financial Risks. 2023, University of Zurich, Faculty of Economics.

Deng, Ming. Corporate Communication and News Media in the Financial Market. 2023, University of Zurich, Faculty of Economics.

Fasnacht, Daniel (2023). Demokratisierung im Gesundheitswesen: Dezentrale Gesundheitsdaten. Schweizerische Ärztezeitung (SÄZ), 48(104):25.

Fasnacht, Daniel; Fabig, Andri. Die digitale Disruption bewältigen. In: Computerworld Schweiz, 6, 2023, 78-79.

Aevoae, George-Marian; Andries, Alin Marius; Ongena, Steven; Sprincean, Nicu (2023). ESG and systemic risk. Applied Economics, 55(27):3085-3109.

Toczynski, Jan. Essays in Empirical Finance. 2023, University of Zurich, Faculty of Economics.

Huang, Jiyuan. Factor structure and Machine Learning in Finance. 2023, University of Zurich, Faculty of Economics.

Bergesio, Andrea. Frictional costs in insurance. 2023, University of Zurich, Faculty of Economics.

Qi, Shusen; Hui, Kent Ngan-Cheung; Ongena, Steven (2023). Inter-industry FDI spillovers from foreign banks: Evidence in transition economies. Financial Management, 52(1):97-126.

Fu, Jonathan; Krauss, Annette (2023). Preparing fertile ground: how does the quality of business environments affect MSE growth? Small Business Economics:online.

Mamatzakis, Emmanuel C; Ongena, Steven; Tsionas, Mike G (2023). The response of household debt to COVID-19 using a neural networks VAR in OECD. Empirical Economics, 65:65-91.

Meyer, Kevin. Three Essays in Finance. 2023, University of Zurich, Faculty of Economics.

Pohl, Stefan. Three Essays on Empirical Financial Intermediation. 2023, University of Zurich, Faculty of Economics.

Vargas, Carlos; Chesney, Marc (2023). What are you waiting to invest in grid-connected residential photovoltaics in California? Journal of Sustainable Finance & Investment, 13(1):660-677.

2022

Leippold, Markus; Hershcovich, Daniel; Bingler, Julia Anna; Kraus, Mathias; Webersinke, Nicolas (2022). Towards Climate Awareness in NLP Research. In: Empirical Methods in Natural Language Processing (EMNLP), Abu Dhabi, 7 December 2022 - 11 December 2022. Association for Computational Linguistics, 2480-2494.

Evstigneev, Igor V; Hens, Thorsten; Javad Vanaei, Mohammad (2022). Evolutionary finance: a model with endogenous asset payoffs. Swiss Finance Institute Research Paper 22-96, Swiss Finance Institute.

Farkas, Walter; Ferrari, Francesco; Ulrych, Urban (2022). Pricing autocallables under local-stochastic volatility. Frontiers of Mathematical Finance, 1(4):575-610.

Gersbach, Hans; Rochet, Jean-Charles; von Thadden, Ernst-Ludwig (2022). Public debt and the balance sheet of the private sector. SSRN 4161747.

Pursiainen, Vesa; Toczynski, Jan (2022). Retail investors’ cryptocurrency investments. Swiss Finance Institute Research Paper 23-51, Swiss Finance Institute.

Giansante, Simone; Fatouh, Mahmoud; Ongena, Steven (2022). The asset reallocation channel of quantitative easing. The case of the UK. Journal of Corporate Finance, 77:102294.

Nyborg, Inke (2022). Papierenes Zahlungsversprechen: Wie Banknoten zu Bargeld wurden. Bulletin der Schweizerischen Akademie der Geistes- und Sozialwissenschaften (SAGW), 28(3):44-47.

Leippold, Markus; Wolff, Vincent Lars (2022). Stock Market Liquidity, Monetary Policy and the Business Cycle. Swiss Finance Institute Research Paper 22-93, University of Zurich.

Chitsiripanich, Soros; Paolella, Marc S; Polak, Pawel; Walker, Patrick (2022). Momentum Without Crashes. Swiss Finance Institute Research Paper 22-87, Swiss Finance Institute Research.

Leippold, Markus; Bingler, Julia Anna; Kraus, Mathias; Webersinke, Nicolas (2022). ClimateBert: A pretrained language model for climate-related text. In: AAAI Fall Symposium 2022, Arlington, Virginia, 17 November 2022 - 19 November 2022.

Azinovic, Marlon; Gaegauf, Luca; Scheidegger, Simon (2022). Deep Equilibrium Nets. International Economic Review, 63(4):1471-1525.

Paolella, Marc S; Polak, Pawel (2022). Density and Risk Prediction with Non-Gaussian COMFORT Models. Swiss Finance Institute Research Paper 22-88, University of Zurich.

Wagner, Alexander. Krisen und nachhaltige Investitionen. In: The Market, 9 November 2022, online.

Dzielinski, Michal; Eugster, Florian; Sjöström, Emma; Wagner, Alexander (2022). Do Firms Walk the Climate Talk? Swiss Finance Institute Research Paper 22-14, University of Zurich.

Zhu, Wu; Yang, Yucheng (2022). Networks and Business Cycles. SSRN 3718826, University of Zurich.

Luciano, Elisa; Rochet, Jean-Charles (2022). The fluctuations of insurers’ risk appetite. Journal of Economic Dynamics and Control, 144:104543.

Berger, Florian; Kölbel, Julian; Rigobon, Roberto (2022). Aggregate Confusion: The Divergence of ESG Ratings. Review of Finance, 26(6):1315-1344.

Paetzold, Falko; Busch, Timo; Utz, Sebastian; Kellers, Anne (2022). Between impact and returns: Private investors and the sustainable development goals. Business Strategy and the Environment, 31(7):3182-3197.

Nguyen, Duc Duy; Ongena, Steven; Qi, Shusen; Sila, Vathunyoo (2022). Climate Change Risk and the Cost of Mortgage Credit. Review of Finance, 26(6):1509-1549.

Rehbein, Oliver; Ongena, Steven (2022). Flooded through the back door: The role of bank capital in local shock spillovers. Journal of Financial and Quantitative Analysis, 57(7):2627-2658.

Fischbacher, Urs; Hausfeld, Jan; Renerte, Baiba (2022). Strategic incentives undermine gaze as a signal of prosocial motives. Games and Economic Behavior, 136:63-91.

Alessi, Lucia; Battiston, Stefano (2022). Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios. International Review of Financial Analysis, 84:102319.

Qi, Shusen; Ongena, Steven; Cheng, Hua (2022). Working with women, do men get all the credit? Small Business Economics, 59:1427-1447.

Custodio, Claudia; Ferreira, Miguel; Garcia-Appendini, Emilia (2022). Indirect Costs of Financial Distress. SSRN 3310941, University of Zurich.

Moreno, Antonio; Ongena, Steven; Ventula Veghazy, Alexia; Wagner, Alexander (2022). "Long GFC"? The Global Financial Crisis, Health Care, and Covid-19 Deaths. Swiss Finance Institute Research Paper 22-44, University of Zurich.

Battiston, Stefano; Monasterolo, Irene; van Ruijven, Bas J; Krey, Volker (2022). The NACE - CPRS - IAM mapping: A tool to support climate risk analysis of financial portfolio using NGFS scenarios. SSRN 4223606, University of Zurich.

Kübler, Felix (2022). Climate uncertainty, financial frictions and constrained efficient carbon taxation. ArXiv.org 2210.09066, Cornell University.

Leippold, Markus; Hershcovich, Daniel; Webersinke, Nicolas; Kraus, Mathias; Bingler, Julia Anna (2022). Towards climate awareness in NLP research. ArXiv.org 2205.05071, Cornell University.

Chesney, Marc. CS: la débâcle de Casino Suisse. In: Le Temps, 14 October 2022, online.

Auer, Raphael; Iwadate, Bruce; Schrimpf, Andreas; Wagner, Alexander (2022). Global Production Linkages and Stock Market Comovement. Swiss Finance Institute Research Paper 22-18, University of Zurich.

Zeisberger, Stefan (2022). Do People Care about Loss Probabilities? Journal of Risk and Uncertainty, 65:185-213.

Beyene, Winta; Falagiarda, Matteo; Ongena, Steven; Scopelliti, Alessandro (2022). Do lenders price the brown factor in car loans? Evidence from diesel cars. Swiss Finance Institute Research Paper 22-76, Swiss Finance Institute.

De Nard, Gianluca (2022). Oops! I Shrunk the Sample Covariance Matrix Again: Blockbuster Meets Shrinkage. Journal of Financial Econometrics, 20(4):569-611.

Auer, Raphael; Matyunina, Alexandra; Ongena, Steven (2022). The Countercyclical Capital Buffer and the Composition of Bank Lending. Journal of Financial Intermediation, 52:100965.

Fasnacht, Daniel; Baschek, Eckhard. "Mit Blockchain können Abhängigkeiten abgebaut werden" (Interview). In: Handelszeitung, 39, 29 September 2022, 30.

Benincasa, Emanuela; Kabas, Gazi; Ongena, Steven (2022). Lending in a landscape of uncoordinated climate policies. : The Banker.

Fu, Jonathan; Krauss, Annette (2022). Preparing fertile ground: How does the quality of business environments affect MSE growth? SSRN 3532466, University of Zurich.

Berntsen, Philip; Leippold, Markus (2022). The Monetary Benefit of Tokenizing Renewable Energy. SSRN 4219222, University of Zurich.

Hens, Thorsten; Bachmann, Kremena; Lot, Andre; Xu, Xiaogeng (2022). Experimental Research on Retirement Decision-Making: Evidence from Reproductions. Swiss Finance Institute Research Paper 22-72, University of Zurich.

Woschitz, Jiri (2022). Central bank liquidity policy and the cross-section of bank equity returns. n/a n/a, University of Zurich.

Mishra, Mrinal; Ioannidou, Vasso; Fu, Jonathan (2022). Don’t Stay Put: Ride the (Credit) Wave. Centre for Banking Research Working Paper Series, Bayes Business School WP 02/22, University of London.

Glossner, Simon; Matos, Pedro; Ramelli, Stefano; Wagner, Alexander (2022). Do Institutional Investors Stabilize Equity Markets in Crisis Periods? Evidence from COVID-19. Swiss Finance Institute Research Paper 20-56, University of Zurich.

He, Qing; Huang, Jiyuan; Li, Dongxu; Lu, Liping (2022). Bank lending and CEO turnover: Evidence from China. n/a n/a, University of Zurich.

De Nard, Gianluca; Hediger, Simon; Leippold, Markus (2022). Subsampled Factor Models for Asset Pricing: The Rise of Vasa. Journal of Forecasting, 41(6):1217-1247.

Akyildirim, Erdinc; Cepni, Oguzhan; Pham, Linh; Uddin, Gazi Salah (2022). How connected is the agricultural commodity market to the news-based investor sentiment? Energy Economics, 113:106174.

Dyachenko, Artem; Ley, Patrick; Rieger, Marc Oliver; Wagner, Alexander F (2022). The Asset Allocation of Defined Benefit Pension Plans: The Role of Sponsor Contributions. Journal of Asset Management, 23:376-389.

Benincasa, Emanuela; Fu, Jonathan; Mishra, Mrinal; Paranjape, Adityavardhan (2022). Different Shades of Green: Estimating the Green Bond Premium using Natural Language Processing. SSRN 22-64,2022, University of Zurich.

Von Meyerinck, Felix; Pursiainen, Vesa; Schmid, Markus (2022). Competition and the Reputational Costs of Litigation. University of St.Gallen - School of Finance Research Paper 2020/07, University of Zurich.

Leippold, Markus; Wang, Qian; Zhou, Wenyu (2022). Machine-Learning in the Chinese Factor Zoo. Journal of Financial Economics, 145(2):64-82.

Gibson, Rajna; Sohn, Matthias; Tanner, Carmen; Wagner, Alexander (2022). Earnings management and managerial honesty: the investors’ perspectives. Swiss Finance Institute Research Paper 17-03, University of Zurich.

Barbiero, Francesca; Burlon, Lorenzo; Dimou, Maria; Toczynski, Jan (2022). Targeted Monetary Policy, Dual Rates and Bank Risk Taking. ECB Working Paper 2022/2682, University of Zurich.

Chesney, Marc. «Uber Files» et corruption académique. In: Le Temps, 19 July 2022, online.

Matyunina, Alexandra; Ongena, Steven (2022). Bank capital buffer releases, public guarantee programs, and dividend bans in Covid-19 Europe: An appraisal. European Journal of Law and Economics, 54:127-152.

Leippold, Markus; Matthys, Felix (2022). Economic Policy Uncertainty and the Yield Curve. Review of Finance, 26(4):751-797.

Von Meyerinck, Felix; Braggion, Fabio; Schaub, Nic (2022). Inflation and Individual Investors' Behavior: Evidence from the German Hyperinflation. University of St.Gallen - School of Finance Research Paper 2021/07, University of Zurich.

Edmondson, Amy; Ferrère, Antoine; Renerte, Baiba; Rider, Chris (2022). Fostering Ethical Conduct Through Psychological Safety. MIT Sloan Management Review, 63(4):39-43.

De Nard, Gianluca; Zhao, Zhao (2022). A large-dimensional test for cross-sectional anomalies:Efficient sorting revisited. International Review of Economics and Finance, 80:654-676.

Gropp, Reint; Ongena, Steven; Rocholl, Jörg; Saadi, Vahid (2022). The cleansing effect of banking crises. Economic Inquiry, 60(3):1186-1213.

Dogru, Tarik; Akyildirim, Erdinc; Cepni, Oguzhan; Ozdemir, Ozgur; Sharma, Abhinav; Yilmaz, Muhammed Hasan (2022). The effect of environmental, social and governance risks. Annals of Tourism Research, 95:103432.

Han, Jiequn; Yang, Yucheng; E, Weinan (2022). DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks. SSRN 3990409, University of Zurich.

Hens, Thorsten; Schnetzer, Michael (2022). Evolutionary Finance for Multi-Asset Investors. Financial Analysts Journal, 78(3):115-127.

Collard, Fabrice; Habib, Michel; Panizza, Ugo; Rochet, Jean-Charles (2022). Debt Sustainability with Involuntary Default. CEPR Discussion Papers 17357, University of Zurich.

Fasnacht, Daniel (2022). Internationale Verflechtung: Garant für Frieden und Wachstum? : Wie Schweizer Unternehmen in unsicheren Zeiten die Zukunft sehen. Zürich: Kalaidos Fachhochschule - die Hochschule für Berufstätige.

Bingler, Julia Anna; Kraus, Mathias; Leippold, Markus; Webersinke, Nicolas (2022). Cheap talk and cherry-picking: What climatebert has to say on corporate climate risk disclosures. Finance Research Letters, 47:102776.

Hediger, Simon; Michel, Loris; Näf, Jeffrey (2022). On the use of random forest for two-sample testing. Computational Statistics & Data Analysis, 170:107435.

Akyildirim, Erdinc; Bariviera, Aurelio F; Nguyen, Duc Khuong; Sensoy, Ahmet (2022). Forecasting high-frequency stock returns: a comparison of alternative methods. Annals of Operations Research, 313:639-690.

Behnk, Sascha; Hao, Li; Reuben, Ernesto (2022). Shifting normative beliefs: On why groups behave more antisocially than individuals. European Economic Review, 145:104116.

Akyildirim, Erdinc; Fabozzi, Frank J; Göncü, Ahmet; Sensoy, Ahmet (2022). Statistical arbitrage in jump-diffusion models with compound Poisson processes. Annals of Operations Research, 313:1357-1371.

Hens, Thorsten (2022). Stefan Nagel: Machine learning in asset pricing. Journal of Economics, 136:91-92.

Asri, Ankush; Asri, Viola; Föllmi-Heusi, Franziska; Leuppi, Joerg D; Muser, Juergen; Nuesch, Reto; Fischbacher, Urs; Renerte, Baiba; Schuler, Dominik (2022). Which hospital workers do (not) want the jab? Behavioral correlates of COVID-19 vaccine willingness among employees of Swiss hospitals. PLoS ONE, 17(5):e0268775.

Chesney, Marc; Fattinger, Felix; Krakow, Nils Jonathan; Straumann, Simon (2022). Interest Rates, Bounded Rationality, and Complexity: Demand and Supply of Retail Financial Products. SSRN 3499660, University of Zurich.

Chesney, Marc (2022). Krieg in der Ukraine: Das Undenkbare denken? SSUI: Infosperber.ch.

Von Meyerinck, Felix; Romer, Jonas; Schmid, Markus (2022). CEO Turnover and Director Reputation. University of St.Gallen - School of Finance Research Paper 2021/06, University of Zurich.

Hain, Linda Isabella; Kölbel, Julian; Leippold, Markus (2022). Let’s Get Physical: Comparing Metrics of Physical Climate Risk. Finance Research Letters, 46:102406.

Ongena, Steven; Savaser, Tanseli; Sisli Ciamarra, Elif (2022). CEO incentives and bank risk over the business cycle. Journal of Banking and Finance, 138:106460.

Akyildirim, Erdinc; Cepni, Oguzhan; Molnár, Peter; Uddin, Gazi Salah (2022). Connectedness of energy markets around the world during the COVID-19 pandemic. Energy Economics, 109:105900.

De Nard, Gianluca; Engle, Robert F; Ledoit, Olivier; Wolf, Michael (2022). Large dynamic covariance matrices: Enhancements based on intraday data. Journal of Banking and Finance, 138:106426.

Ryf, Stefan; Siegenthaler, Perina; Fasnacht, Daniel; Fichter, Christian (2022). Lieferkettenprobleme und Fachkräftemangel: Die Zukunftsaussichten von Schweizer Unternehmen verdüstern sich: Ergebnisbericht. Zurich: NZZ & Kalaidos University of Applied Science.

Linder, Stefan; Sohn, Matthias; Tanner, Carmen. Sind wir eigentlich alle korrupt? In: Wirtschaftspsychologie Heute, 28 April 2022, online.

Fasnacht, Daniel. Das Momentum der Krise: Fintech hat von der Pandemie profitiert. Jetzt muss die Verantwortung stimmen. In: Finanz und Wirtschaft, 9 April 2022, 10.

Hediger, Simon; Näf, Jeffrey (2022). Shrinking in COMFORT. SSRN 4069441, University of Zurich and ETH Zurich.

Coculescu, Delia; Delbaen, Freddy (2022). Fairness principles for insurance contracts in the presence of default risk. Mathematical Finance, 32(2):595-626.

Bettzüge, Marc Oliver; Hens, Thorsten; Zierhut, Michael (2022). Financial intermediation and the welfare theorems in incomplete markets. Economic Theory, 73(2-3):457-486.

Chesney, Marc. Guerre nucléaire: concevoir l’inconcevable? In: Le Temps, 1 April 2022, online.

Hens, Thorsten; Amir, Rabah; Evstigneev, Igor V; Belkov, Sergei (2022). An evolutionary finance model with short selling and endogenous asset supply. Economic Theory, 73:655-677.

Brumm, Johannes; Feng, Xiangyu; Kotlikoff, Laurence; Kübler, Felix (2022). Are Deficits free? Journal of Public Economics, 208:104627.

Peng, Yushi; Ioannidou, Vasso; Pavanini, Nicola (2022). Collateral and Asymmetric Information in Lending Markets. Journal of Financial Economics, 144(1):93-121.

Fu, Jonathan; Mishra, Mrinal (2022). Fintech in the time of COVID-19: Technological adoption during crises. Journal of Financial Intermediation, 50:100945.

Liebrich, Felix-Benedikt; Munari, Cosimo (2022). Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity. Mathematics and Financial Economics, 16(3):447-480.

Tanner, Carmen; Smith, Julia; Sohn, Matthias; Linder, Stefan. What Kind of Person Can Resist Corruption? In: The New Nation, 21 March 2022, online.

Smith, Julia; Linder, Stefan; Sohn, Matthias; Tanner, Carmen. What Kind of Person Can Resist Corruption?: New research finds our moral commitment impacts how we react. In: Psychology Today, 15 March 2022, online.

Tanner, Carmen; Schmocker, David; Katsarov, Johannes; Christen, Markus (2022). Educating moral sensitivity in business: An experimental study to evaluate the effectiveness of a serious moral game. Computers and Education, 178:104381.

Kubler, Felix; Li, Bo; Qin, Xuezheng; Zhang, Yilong (2022). Housing demand in high-return/high-volatility environments. SSRN 4059827.

Farkas, Walter; Mathys, Ludovic (2022). Geometric step options and Lévy models: Duality, PIDEs, and semi-analytical pricing. Frontiers of Mathematical Finance, 1(1):1-51.

Karsten, Christel; Malmendier, Ulrike; Sautner, Zacharias (2022). Lawyer expertise and contract Design - evidence from M&A negotiations. Economic Journal, 132(642):644-674.

Delis, Manthos D; Hasan, Iftekhar; Iosifidi, Maria; Ongena, Steven (2022). Gender, Credit, and Firm Outcomes. Journal of Financial and Quantitative Analysis, 57(1):359-389.

Andries, Alin Marius; Ongena, Steven; Sprincean, Nicu; Tunaru, Radu (2022). Risk Spillovers and Interconnectedness between Systemically Important Institutions. Journal of Financial Stability, 58:100963.

Auer, Raphael; Matyunina, Alexandra; Ongena, Steven (2022). The countercyclical capital buffer and the composition of bank lending. Swiss Finance Institute Research Paper 21-66, Swiss Finance Institute.

Keller, Peter; Wilding, Benjamin. Gaming Tool für Anleger. In: Finanz und Wirtschaft, 29 January 2022, 8.

Azinovic, Marlon; Gaegauf, Luca; Scheidegger, Simon (2022). Deep Equilibrium Nets. SSRN 3393482, University of Zurich.

Carroux, Sarah Louise; Busch, Timo; Paetzold, Falko (2022). Unlocking the black box of private impact investors. Qualitative Research in Financial Markets, 14(1):149-168.

Tanner, Carmen; Linder, Stefan; Sohn, Matthias (2022). Does moral commitment predict resistance to corruption? experimental evidence from a bribery game. PLoS ONE, 17(1):e0262201.

Ulrych, Urban; Burkhardt, Raphael (2022). Sparse and Stable International Portfolio Optimization and Currency Risk Management. Swiss Finance Institute Research Paper 22-07, University of Zurich.

Hens, Thorsten; Naebi, Fatemeh (2022). Behavioral Heterogeneity in the CAPM with Evolutionary Dynamics. Swiss Finance Institute Research Paper 22-06, University of Zurich.

Hens, Thorsten; Schnetzer, Michael (2022). Evolutionary finance for multi-asset investors. Swiss Finance Institute Research Paper 22-05, University of Zurich.

Coculescu, Delia; Delbaen, Freddy (2022). Group cohesion under individual regulatory constraints. Scandinavian Actuarial Journal, 2022(1):80-93.

High-Dimensional Optimization and Probability : With a View Towards Data Science. Edited by: Nikeghbali, Ashkan; Pardalos, Panos M; Raigorodskii, Andrei M; Rassias, Michael Th (2022). Cham: Springer.

Burzoni, Matteo; Munari, Cosimo; Wang, Ruodu (2022). Adjusted Expected Shortfall. Journal of Banking and Finance, 134:106297.

Borsboom, Charlotte; Janssen, Dirk-Jan; Strucks, Markus; Zeisberger, Stefan (2022). History Matters: How Short-Term Price Charts Hurt Investment Performance. Journal of Banking and Finance, 134:106351.

Delis, Manthos D; Iosifidi, Maria; Kazakis, Pantelis; Ongena, Steven; Tsionas, Mike G (2022). Management practises and M&A success. Journal of Banking and Finance, 134:106355.

Ulrych, Urban. Applications of statistical learning in quantitative finance. 2022, University of Zurich, Faculty of Economics.

Chesney, Marc; Krakow, Nils Jonathan; Maranghino-Singer, Brigitte; Wolff, Vincent Lars (2022). Asset Pricing : Finanzderivate und ihre Systemrisiken (second edition). Wiesbaden: Springer.

Hens, Thorsten; Naebi, Fatemeh (2022). Behavioral heterogeneity in the CAPM with evolutionary dynamics. Journal of Evolutionary Economics, 32:1499-1521.

Boissay, Frederic; Garcia-Appendini, Emilia; Ongena, Steven (2022). Bottleneck effects of monetary policy. London: VoxEU, CEPR Policy Portal.

Demasi, Ramona. Bridging Corporate Social Responsibility and Individual Well- and Ill-Being: A Micro-Level Perspective. 2022, University of Zurich, Faculty of Economics.

Accetturo, Antonio; Barboni, Giorgia; Cascarano, Michele; Garcia-Appendini, Emilia; Tomasi, Marco (2022). Credit supply and green investment. London: VoxEU, CEPR Policy Portal.

Dembinski, Paul; Rudaz, Philippe; Soissons, Hannah; Chesney, Marc (2022). Does global English influence the perception of professional ethical dilemmas? In: Grin, François; Marácz, László; Pokorn, Nike K. Advances in Interdisciplinary Language Policy. Amsterdam: John Benjamins Publishing, 531-554.

Barbiero, Francesca; Burlon, Lorenzo; Dimou, Maria; Toczynski, Jan (2022). Dual interest rates and the transmission of monetary policy. Wien: SUERF.

Leippold, Markus; Matthys, Felix (2022). Economic Policy Uncertainty and the Yield Curve. Swiss Finance Institute Research Paper 22-36, Swiss Finance Institute.

Habib, Michel; Johnsen, D Bruce (2022). Equilibrium Investor Protection: Active Mutual Fund Fees. In: Krug, Anita; Laby, Arthur; Shnitser, Natalia. Cambridge Handbook of Investor Protection. Cambridge, UK: Cambridge University Press, 241-258.

Pelli, Michele. Essays on Unconventional Central Bank Policies. 2022, University of Zurich, Faculty of Economics.

Eugster, Patrick. Forecasting with Technical and Sentiment Analysis. 2022, University of Zurich, Faculty of Economics.

Dursun-de Neef, Özlem; Ongena, Steven; Tsonkova, Gergana (2022). Green versus sustainable loans: The impact on firms’ ESG performance. London: VoxEU, CEPR Policy Portal.

Coculescu, Delia; Dandapani, Aditi (2022). Insiders and Their Free Lunches: The Role of Short Positions. SIAM Journal on Financial Mathematics, 13(3):877-902.

Hofland, Sean. New Approaches to Modelling Individual Decisions under Uncertainty. 2022, University of Zurich, Faculty of Economics.

Hediger, Simon. New methods for testing, prediction, and estimation with applications to finance. 2022, University of Zurich, Faculty of Economics.

Mamonov, Mikhail; Ongena, Steven; Pestova, Anna (2022). Reducing the inequality: Cross-sectional effects of financial sanctions on households and firms in Russia. London: VoxEU, CEPR Policy Portal.

Smirnow, Alexander. Risk Measures and their Applications in Quantitative Finance. 2022, University of Zurich, Faculty of Economics.

Battiston, Stefano; Bressan, Giacomo; Monasterolo, Irene (2022). Sustainable investing and climate transition risk: a portfolio rebalancing approach. The Journal of Portfolio Management, 48(10):165-192.

Durrani, Agha; Ongena, Steven; Ponte Marques, Aurea (2022). The Certification Role of the EU-Wide Stress Testing Exercises in the Stock Market. What Can We Learn from the Stress Tests (2014-2021)? Vienna: SUERF - The European Money and Finance Forum.

Östberg, Per; Richter, Thomas (2022). The Sovereign Debt Crisis: Flights or Freezes? SSRN 3060504, University of Zurich.

Hoang, Khanh; Huynh, Toan; Ongena, Steven (2022). The impact of foreign sanctions on firm performance in Russia. London: VoxEU, CEPR Policy Portal.

Pestova, Anna; Mamonov, Mikhail; Ongena, Steven (2022). The price of war: Macroeconomic effects of the 2022 sanctions on Russia. London: VoxEU, CEPR Policy Portal.

Mamonov, Mikhail; Pestova, Anna; Ongena, Steven (2022). The price of war: Macroeconomic effects of the 2022 sanctions on Russia. In: Garicano, Luis; Rohner, Dominic; Weder di Mauro, Beatrice. Global economic consequences of the war in Ukraine : Sanctions, supply chains and sustainability. London: CEPR Press, 71-78.

Heeb, Florian. Three Essays on the Impact of Sustainable Investing. 2022, University of Zurich, Faculty of Economics.

Erbe, Robert Karl. Three essays in empirical finance. 2022, University of Zurich, Faculty of Economics.

Leippold, Markus; Wagner, Alexander; Deng, Ming; Wang, Qian (2022). What stock price reactions to the Russia-Ukraine war tell us about the energy transition. London: VoxEU, CEPR Policy Portal.

Mamonov, Mikhail; Pestova, Anna; Ongena, Steven (2022). “Crime and Punishment”: How Russian banks anticipated and dealt with global financial sanctions. In: Garicano, Luis; Rohner, Dominic; Weder di Mauro, Beatrice. Global economic consequences of the war in Ukraine : Sanctions, supply chains and sustainability. London: CEPR Press, 28-35.

2021

Yang, Yucheng; Zheng, Zhong; E, Weinan (2021). Interpretable Neural Networks for Panel Data Analysis in Economics. SSRN 3708445, University of Zurich.

Akyildirim, Erdinc; Yao, Shouyu; Kong, Xiaoran; Sensoy, Ahmet; Cheng, Feiyang (2021). Investor attention and idiosyncratic risk in cryptocurrency markets. The European journal of finance:Epub ahead of print.

Chesney, Marc (2021). L'injustice sociale à l’heure de la financiarisation et de la digitalisation de l’économie. Filosofia e teologia, 2:243-251.

Akyildirim, Erdinc; Sensoy, Ahmet; Gulay, Guzhan; Corbet, Shaen; Salari, Hajar Novin (2021). Big data analytics, order imbalance and the predictability of stock returns. Journal of Multinational Financial Management, 62:100717.

Ongena, Steven (2021). Do governments and banks see eye to eye about the environment? Maybe not yet, but can they? Economic and Political Studies, 9(4):461-462.

Fatouh, Mahmoud; Giansante, Simone; Ongena, Steven (2021). Economic support during the Covid crisis. Quantitative Easing and Lending Support Schemes in the UK. Economics Letters, 209:110138.

Roncoroni, Alan; Battiston, Stefano; D'Errico, Marco; Hałaj, Grzegorz; Kok, Christoffer (2021). Interconnected banks and systemically important exposures. Journal of Economic Dynamics and Control, 133:104266.

Ramelli, Stefano; Wagner, Alexander; Zeckhauser, Richard; Ziegler, Alexandre (2021). Investor Rewards to Climate Responsibility: Stock-Price Responses to the Opposite Shocks of the 2016 and 2020 U.S. Elections. Review of Corporate Finance Studies, 10(4):748-787.

Chmelikova, Gabriela; Krauss, Annette; Lategan, François (2021). Microfinance as a Mechanism against Financial Exclusion in the European Rural Areas – an Inspiration for the Czech Republic. AGRIS on-line Papers in Economics and Informatics, 13(4):61-69.

Carletti, Elena; Colla, Paolo; Gulati, Mitu G; Ongena, Steven (2021). The Price of Law: The Case of the Eurozone Collective Action Clauses. Review of Financial Studies, 34(12):5933-5976.

Chesney, Marc. La notion de finance durable est-elle un oxymore ? In: Le Temps, 23 November 2021, online.

Chesney, Marc. Une appellation qui serait un oxymore? In: Le Temps, 22 November 2021, 11.

Risi, David; Paetzold, Falko; Kellers, Anne (2021). Wealthy Private Investors and Socially Responsible Investing: The Influence of Reference Groups. Sustainability, 13(22):12931.

Fasnacht, Daniel (2021). Digital Ecosystems and Super Apps. SSRN 3924260, University of Zurich.

Cheng, Hsing Kenneth; Hu, Danning; Puschmann, Thomas; Zhao, J Leon (2021). The Landscape of Blockchain Research: Impacts and Opportunities. Information Systems and e-Business Management, 19:749-755.

Andries, Alin Marius; Ongena, Steven; Sprincean, Nicu (2021). The COVID-19 Pandemic and Sovereign Bond Risk. North American Journal of Economics and Finance, 58:101527.

Nyborg, Kjell G; Wang, Zexi (2021). The Effect of Stock Liquidity on Cash Holdings: The Repurchase Motiv. Journal of Financial Economics, 142(2):905-927.

Hediger, Simon; Näf, Jeffrey; Paolella, Marc S; Polak, Pawel (2021). Heterogeneous Tail Generalized Common Factor Modeling. SSRN 21-73, University of Zurich.

Benincasa, Emanuela (2021). Climate policy and cross-border lending: evidence from the syndicated loan market. Economic and Political Studies, 9(4):463-476.

Basten, Christoph; Briukhova, Olga; Pelli, Michele (2021). Bank Capital Requirements and Asset Prices: Evidence from the Swiss Real Estate Market. - -, University of Zurich.

Goncharenko, Roman; Ongena, Steven; Rauf, Asad (2021). The Agency of CoCos: Why Contingent Convertible Bonds Aren’t for Everyone. Journal of Financial Intermediation, 48:100882.

Cheng, Hua; Gawande, Kishore; Ongena, Steven; Qi, Shusen (2021). Connected banks and economic policy uncertainty. Journal of Financial Stability, 56:100920.

Altavilla, Carlo; Boucinha, Miguel; Holton, Sarah; Ongena, Steven (2021). Credit Supply and Demand in Unconventional Times. Journal of Money, Credit and Banking, 53(8):2071-2098.

Dasgupta, Amil; Fos, Vyacheslav; Sautner, Zacharias (2021). Institutional investors and corporate governance. Foundations and trends in finance, 12(4):276-394.

Paolella, Marc S (2021). Various Course Proposals for: Mathematics with a View Towards (the Theoretical Underpinnings of) Machine Learning. Swiss Finance Institute Research Paper 21-65, University of Zurich.

Akyildirim, Erdinc; Aysan, Ahmet Faruk; Cepni, Oguzhan; Darendeli, S Pinar Ceyhan (2021). Do investor sentiments drive cryptocurrency prices? Economics Letters, 206:109980.

Rochet, Jean-Charles; Verdier, Marianne (2021). Banques, monnaie et paiements. Revue d'économie financière, 2(142):135-155.

Chesney, Marc. Dérèglements climatiques: les leçons à tirer de cet été meurtrier. In: Le Temps, 23 August 2021, online.

Bergesio, Andrea; Koch-Medina, Pablo; Munari, Cosimo (2021). Limited Liability and the Demand for Coinsurance by Individuals and Corporations. SSRN 21-57, University of Zurich.

Fasnacht, Daniel (2021). Agil und frugal in die Zukunft : Strategien für einen nachhaltigen Umgang mit Ausnahmesituationen. ZFO - Zeitschrift fuer Fuehrung und Organisation, 04:243-248.

Boissay, Frédéric; Garcia-Appendini, Emilia; Ongena, Steven (2021). Ripple effects of monetary policy. BIS Working Paper 957, Bank for International Settlements.

Ramelli, Stefano; Ossola, Elisa; Rancan, Michela (2021). Stock Price Effects of Climate Activism: Evidence from the First Global Climate Strike. Journal of Corporate Finance, 69:102018.

Dyachenko, Artem; Farkas, Walter; Rieger, Marc Oliver (2021). Volatility Dependent Structured Products. The Journal of investing, 30(2):53-60.

Asri, Ankush; Asri, Viola; Fischbacher, Urs; Föllmi-Heusi, Franziska; Leuppi, Joerg D; Muser, Juergen; Nuesch, Reto; Renerte, Baiba; Schuler, Dominik (2021). Wearing a mask - For yourself or for others? Behavioral correlates of mask wearing among COVID-19 frontline workers. PLoS ONE, 16(7):e02536211.

Behnk, Sascha; Reuben, Ernesto (2021). On Lies and Hard Truths. Frontiers in Psychology, 12:96.

Kotlikoff, Laurence; Kübler, Felix; Polbin, Andrey; Scheidegger, Simon (2021). Pareto-Improving Carbon-Risk Taxation. Economic Policy, 36(107):551-589.

Ramelli, Stefano. Finance in the climate crisis: preferences, policies, and prospects. 2021, University of Zurich, Faculty of Economics.

Falkinger, Josef; Habib, Michel A (2021). Managerial Discretion and Shareholder Capital at Risk. Journal of Business Finance and Accounting, 48(7-8):1215-1245.

Koch-Medina, Pablo; Moreno-Bromberg, Santiago; Ravanelli, Claudia; Sikic, Mario (2021). Revisiting optimal investment strategies of value-maximizing insurance firms. Insurance: Mathematics and Economics, 99:131-151.

Bardoscia, Marco; Barucca, Paolo; Battiston, Stefano; Caccioli, Fabio; Cimini, Giulio; Garlaschelli, Diego; Saracco, Fabio; Squartini, Tiziano; Caldarelli, Guido (2021). The Physics of Financial Networks. Nature Reviews. Physics, 3:490-507.

Bonfim, Diana; Nogueira, Gil; Ongena, Steven (2021). “Sorry, We're Closed” Bank Branch Closures, Loan Pricing, and Information Asymmetries. Review of Finance, 25(4):1211-1259.

Amir, Rabah; Evstigneev, Igor V; Hens, Thorsten; Potapova, Valeriya; Schenk-Hoppé, Klaus Reiner (2021). Evolution in pecunia. Proceedings of the National Academy of Sciences of the United States of America, 118(26):e2016514118.

Wagner, Alexander. Sechs unbequeme Wahrheiten über nachhaltige Investitionen. In: Finanz und Wirtschaft, 5 June 2021, 10.

Cremers, Martijn; Pareek, Ankur; Sautner, Zacharias (2021). Short-term institutions, analyst recommendations, and mispricing: The role of higher order beliefs. Journal of Accounting Research, 59(3):911-958.

Battiston, Stefano; Escobar-Farfán, Luis O L; Martinez-Jaramillo, Serafin; Roncoroni, Alan (2021). Climate risk and financial stability in the network of banks and investment funds. Journal of Financial Stability, 54:100870.

Battiston, Stefano; Monasterolo, Irene; Riahi, Keywan; van Ruijven, Bas J (2021). Accounting for finance is key for climate mitigation pathways. Science, 372(6545):918-920.

Battiston, Stefano; Monasterolo, Irene. Le système financier peut faire pencher la dynamique de la transition écologique d’un côté ou de l’autre. In: Le Monde, 26 May 2021, online.

Battiston, Stefano; Monasterolo, Irene. Transizione ecologica e rischio finanziario: il ruolo chiave delle aspettative. In: Il Sole 24 Ore, 24 May 2021, online.

Fasnacht, Daniel; Straube, Christian. Quanten-Computing: eine gute Investition. In: Computerworld, 5, 14 May 2021, 22-23.

Tanner, Carmen; Schmocker, David; Katsarov, Johannes; Christen, Markus (2021). Educating moral sensitivity in business: An experimental study to evaluate the effectiveness of a serious moral game. SSRN 3838222, University of Zurich.

Kölbel, Julian F; Busch, Timo (2021). Signaling legitimacy across institutional contexts-The intermediary role of corporate social responsibility rating agencies. Global Strategy Journal, 11(2):304-328.

Tsionas, Mike G; Mamatzakis, Emmanuel; Ongena, Steven (2021). Does alternative finance moderate bank fragility? Evidence from the euro-area. Journal of international financial markets, institutions & money, 72:101340.

Braggion, Fabio; Dwarkasing, Mintra; Ongena, Steven (2021). Household Inequality, Entrepreneurial Dynamism, and Corporate Financing. Review of Financial Studies, 34(5):2448-2507.

Bellini, Fabio; Koch-Medina, Pablo; Munari, Cosimo; Svindland, Gregor (2021). Law-invariant functionals that collapse to the mean. Insurance: Mathematics and Economics, 98:83-91.

Dzielinski, Michal; Wagner, Alexander; Zeckhauser, Richard J (2021). CEO Clarity. Swiss Finance Institute Research Paper 17-13, University of Zurich.

Gibson, Rajna; Tanner, Carmen; Wagner, Alexander (2021). Moral commitment: Does it reduce or enhance the response to social norms? Evidence from an experiment on earnings management. Swiss Finance Institute Research Paper 15-01, University of Zurich.

Krakow, Nils Jonathan; Schäfer, Timo (2021). Mutual Funds and Qualitative Disclosure. Swiss Finance Institute Research Paper 20-54, University of Zurich.

Carletti, Elena; Ongena, Steven; Siedlarek, Jan-Peter; Spagnolo, Giancarlo (2021). The Impact of Stricter Merger Control on Bank Mergers and Acquisitions: Too-Big-To-Fail and Competition. Journal of Financial Intermediation, 46:100859.

Paolella, Marc S; Polak, Pawel; Walker, Patrick S (2021). A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs. Journal of Banking and Finance, 125:106046.

Krakow, Nils Jonathan. Information disclosure, competition, and sustainability in retail financial markets. 2021, University of Zurich, Faculty of Economics.

Farkas, Walter; Mathys, Ludovic; Vasiljevic, Nikola (2021). Intra‐Horizon expected shortfall and risk structure in models with jumps. Mathematical Finance, 31(2):772-823.

Kolaric, Sascha; Kiesel, Florian; Ongena, Steven (2021). Market Discipline through Credit Ratings and Too‐Big‐to‐Fail in Banking. Journal of Money, Credit and Banking, 53(2-3):367-400.

Arnold, Marc; Schütte, Dustin; Wagner, Alexander (2021). Neglected Risk in Financial Innovation: Evidence from Structured Product Counterparty Exposure. European financial management, 27(2):287-325.

Fasnacht, Daniel. Mit Corona wird der Kunde wieder König. In: Finanz und Wirtschaft, 8 March 2021, online.

Ongena, Steven; Schindele, Ibolya; Vonnak, Dzsamila (2021). In lands of foreign currency credit, bank lending channels run through? Journal of International Economics, 129:103435.

Akyildirim, Erdinc; Corbet, Shaen; O'Connell, John F; Sensoy, Ahmet (2021). The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks. International Review of Financial Analysis, 74:101630.

Hens, Thorsten; Rieger, Marc O; Wang, Mei (2021). Universal time preference. PLoS ONE, 16(2):e0245692.

Ilhan, Emirhan; Sautner, Zacharias; Vilkov, Grigory (2021). Carbon tail risk. Review of Financial Studies, 34(3):1540-1571.

Battiston, Stefano; Barucca, Paolo; Napoletano, Mauro; Luu, Duc Thi (2021). Collateral Unchained: Rehypothecation networks, concentration and systemic effects. Journal of Financial Stability, 52:100811.

Eugster, Florian; Wagner, Alexander F (2021). Earning Investor Trust: The Role of Past Earnings Management. Journal of Business Finance and Accounting, 48(1-2):269-307.

Busch, Timo; Bruce-Clark, Peter; Derwall, Jeroen; Eccles, Robert; Hebb, Tessa; Hoepner, Andreas; Klein, Christian; Krueger, Philipp; Paetzold, Falko; Scholtens, Bert; Weber, Olaf (2021). Impact investments: a call for (re)orientation. SN Business & Economics, 1(2):33.

Kotlikoff, Laurence; Kübler, Felix; Polbin, Andrey; Sachs, Jeffrey; Scheidegger, Simon (2021). Making Carbon Taxation a Generational Win Win. International Economic Review, 62(1):3-46.

Battiston, Stefano; Martinez-Jaramillo, Serafin (2021). Network models and stress testing for financial stability: The conference. Journal of Financial Stability, 52:100812.

Akyildirim, Erdinc; Göncü, Ahmet; Sensoy, Ahmet (2021). Prediction of cryptocurrency returns using machine learning. Annals of Operations Research, 297(1-2):3-36.

Puschmann, Thomas; Shiba, Sayaka (2021). Sustainable Digital Finance: Developing a Taxonomy for FinTech, InsurTech, and Blockchain. Swiss FinTech Innovation Lab 3, University of Zurich.

Coculescu, Delia; Lupascu Stamate, Oana; Visentin, Gabriele (2021). Emergence and Evolution of Cooperation for Survival: A Continuous Time Model. SSRN 1189182, University of Zurich.

Mayordomo, Sergio; Moreno, Antonio; Ongena, Steven; Rodriguez-Moreno, Maria (2021). Bank capital requirements, loan guarantees and firm performance. Journal of Financial Intermediation, 45:100825.

Arduca, Maria; Koch-Medina, Pablo; Munari, Cosimo (2021). Dual representations for systemic risk measures based on acceptance sets. Mathematics and Financial Economics, 15(1):155-184.

Izzeldin, Marwan; Johnes, Jill; Ongena, Steven; Pappas, Vasileios; Tsionas, Mike (2021). Efficiency convergence in Islamic and conventional banks. Journal of international financial markets, institutions & money, 70:101279.

Bellini, Fabio; Koch-Medina, Pablo; Munari, Cosimo; Svindland, Gregor (2021). Law-Invariant Functionals on General Spaces of Random Variables. SIAM Journal on Financial Mathematics, 12(1):318-341.

Munari, Cosimo (2021). Multi-utility representations of incomplete preferences induced by set-valued risk measures. Finance and Stochastics, 25(1):77-99.

Chesney, Marc; Vargas, Carlos (2021). End of Life Decommissioning and Recycling of Solar Panels in the United States. A Real Options Analysis. Journal of Sustainable Finance & Investment, 11(1):82-102.

Mamonov, Mikhail; Pestova, Anna; Ongena, Steven (2021). "Crime and punishment": How Russian banks anticipated and dealt with global financial sanctions. London: VoxEU, CEPR Policy Portal.

Benincasa, Emanuela; Kabas, Gazi; Ongena, Steven (2021). "There is no planet B", but for banks there are "countries B to Z": Domestic climate policy and cross-border bank lending. London: VoxEU, CEPR Policy Portal.

Fasnacht, Daniel (2021). Agile and frugal strategies for the handling of increased uncertainty. SSRN 21778, University of Zurich.

Peng, Yushi. Applications of New Empirical IO in Banking and Real Estate Economics. 2021, University of Zurich, Faculty of Economics.

De Nard, Gianluca. Asset return prediction and covariance matrix estimation for portfolio selection in large dimensions. 2021, University of Zurich, Faculty of Economics.

Fasnacht, Daniel (2021). Banking 4.0: Digital Ecosystems and Super-Apps. In: Wendt, Karen. Theories of Change : Change Leadership Tools, Models and Applications for Investing in Sustainable Development. Switzerland: Springer, 10-25.

Hens, Thorsten; Naebi, Fatemeh (2021). Behavioural heterogeneity in the capital asset pricing model with an application to the low-beta anomaly. Applied Economics Letters, 28(6):501-507.

Dorn, Dietmar. Corporate Market Timing and Short-Sale Constraints. 2021, University of Zurich, Faculty of Economics.

Delis, Manthos D; Fringuellotti, Fulvia; Ongena, Steven (2021). Credit, Income, and Inequality. Liberty Street Economics: Federal Reserve Bank of New York.

Puschmann, Thomas; Shiba, Sayaka (2021). Developing a Taxonomy for Sustainable Digital Finance. Austin, Texas, USA: ICIS 2021.

Beyene, Winta; Delis, Manthos D; Ongena, Steven (2021). Disclosure of Bank Fossil Fuel Exposures. European Economy – Banks, Regulation, and the Real Sector, 4(2):89-103.

Chesney, Marc (2021). Economics and Finance: The Monopoly and Dangers of the Mainstream School of Thought. In: Bourghelle, David; Pérez, Roland; Rozin, Philippe. Rethinking Finance in the Face of New Challenges. Bingley: Emerald Publishing, 199-204.

Kotlikoff, Laurence; Kübler, Felix; Polbin, Andrey; Scheidegger, Simon (2021). Economists have needlessly produced a climate war. London: VoxEU, CEPR Policy Portal.

Azinovic, Marlon. Essays on Computational Macro-Finance. 2021, University of Zurich, Faculty of Economics.

Kabas, Gazi. Essays on Household Finance and Empirical Banking. 2021, University of Zurich, Faculty of Economics.

Ceccarelli, Marco. Essays on Sustainable Finance. 2021, University of Zurich, Faculty of Economics.

Stang, Felix. Essays on arbitrage pricing theory and contagion in a financial network. 2021, University of Zurich, Faculty of Economics.

O'Flynn, Kuchulain. Essays on the Impact of Financial Markets on Traditional Banking. 2021, University of Zurich, Faculty of Economics.

Leippold, Markus; Rüegg, Roger (2021). Fama–French Factor Timing: The Long-Only Integrated Approach. European financial management, 27(4):666-700.

Delis, Fotios; Delis, Manthos D; Laeven, L; Ongena, Steven (2021). Global evidence on profit shifting: The role of intangible assets. London: VoxEU, CEPR Policy Portal.

Mishra, Mrinal. How Does Financial Intermediation Respond to Varied Shocks? 2021, University of Zurich, Faculty of Economics.

Atmaca, Sümeyra; Kirschenmann, Karolin; Ongena, Steven; Schoors, Koen (2021). Increasing deposit insurance and nationalisation in times of crisis. London: VoxEU, CEPR Policy Portal.

Qi, Shusen; De Haas, Ralph; Ongena, Steven; Straetmans, Stefan (2021). Information sharing and the geography of banking. London: VoxEU, CEPR Policy Portal.

Chesney, Marc (2021). La crisis permanente : La oligarquía financiera y el fracaso de la democracia. Barcelona: Editorial Bellaterra.

Basten, Christoph; Ongena, Steven (2021). Mortgage Lending through a FinTech Web Platform. The Roles of Competition, Diversification, and Automation. CUREM Working Paper Series 10, CUREM – Center for Urban & Real Estate Management.

Kasinger, Johannes; Krahnen, Jan Pieter; Ongena, Steven; Pelizzon, Loriana; Schmeling, Maik; Wahrenburg, Mark (2021). Preparing for a wave of non-performing loans: Empirical insights and important lessons. London: VoxEU, CEPR Policy Portal.

Briukhova, Olga; D'Errico, Marco; Battiston, Stefano (2021). Reshaping the Financial Network: Externalities and Redistribution Effects in Central Clearing. SSRN 3413844, University of Zurich.

Garcia-Appendini, Emilia; Ongena, Steven (2021). Ripple effects of monetary policy. London: VoxEU, CEPR Policy Portal.

Roncoroni, Alan. Risk and opportunities in the context of the low-carbon transition: a financial network approach. 2021, University of Zurich, Faculty of Economics.

Ramelli, Stefano; Ossola, Elisa; Rancan, Michela (2021). Stock Price Effects of Climate Activism: Evidence from the First Global Climate Strike. SSRN 3544669, University of Zurich.

Gropp, Reint; Mosk, Thomas; Ongena, Steven; Simac, Ines; Wix, Carlo (2021). Supranational rules, national discretion: Increasing versus inflating regulatory bank capital. London: VoxEU, CEPR Policy Portal.

Kok, Christopher; Müller, Carola; Ongena, Steven; Pancaro, Cosimo (2021). The disciplining effect of supervisory scrutiny in the EU-wide stress test. London: VoxEU, CEPR Policy Portal.

Hoyer, Karlijn; Zeisberger, Stefan; Breugelmans, Seger M; Zeelenberg, Marcel (2021). The effect of dispositional greed on individual trading behavior in experimental asset markets. Decision (Washington), 8(2):80-96.

Lentner, Philipp. The effect of monetary policy on covered bonds. 2021, University of Zurich, Faculty of Economics.

Rajnak, Viktoria; Puschmann, Thomas (2021). The impact of blockchain on business models in banking. Information Systems and e-Business Management, 19:809-861.

Meyer, Julia; Krauss, Annette (2021). The social performance of microfinance investment vehicles. Journal of Sustainable Finance, 11(2):163-186.

Briukhova, Olga. Three Essays on the Consequences of Financial Stability Regulation. 2021, University of Zurich, Faculty of Economics.

Beyene, Winta; Delis, Manthos D; De Greiff, Kathrin; Ongena, Steven (2021). Too big to strand? Bond versus bank financing in the transition to a low carbon economy. London: VoxEU, CEPR Policy Portal.

Bundle, Laura; Remo, Schmid; Wagner, Alexander (2021). Vorstandsvergütung: Status quo, Trends und Herausforderungen. In: Dutzi, Andreas; Gros, Marius; Nowak, Karsten; Roese, Bernd. Corporate Governance, Rechenschaft und Abschlussprüfung : Festschrift für Hans-Joachim Böcking zum 65. Geburtstag. Frankfurt: Beck, 45-55.

2020

Puschmann, Thomas; Hoffmann, Christian Hugo; Khmarskyi, Valentyn (2020). How Green FinTech Can Alleviate the Impact of Climate Change - The Case of Switzerland. Sustainability, 12:10691.

Mishra, Rahul; Yadav, Piyush; Calizzano, Remi; Leippold, Markus (2020). MuSeM: Detecting Incongruent News Headlines using Mutual Attentive Semantic Matching. In: International Conference on Machine Learning and Applications (ICMLA) 2020, Miami, Florida, 14 December 2020 - 17 December 2020, IEEE ICMLA.

Varini, Francesco; Boyd-Graber, Jordan; Ciaramita, Massimiliano; Leippold, Markus (2020). ClimaText: A Dataset for Climate Change Topic Detection. In: Tackling Climate Change with Machine Learning workshop at NeurIPS 2020, Online, 11 December 2020, NeurIPS.

Diggelmann, Thomas; Boyd-Graber, Jordan; Bulian, Jannis; Ciaramita, Massimiliano; Leippold, Markus (2020). Climate-fever: A Dataset for Verification of Real-World Climate Claims. In: Tackling Climate Change with Machine Learning workshop at NeurIPS 2020, Online, 11 December 2020, NeurIPS.

Linder, Stefan; Sohn, Matthias; Tanner, Carmen (2020). Moral commitment and corruption: Who is more likely to resist corrupt behavior? SSRN 3530305, University of Zurich.

Farkas, Walter; Fringuellotti, Fulvia; Tunaru, Radu (2020). A Cost-Benefit Analysis of Capital Requirements Adjusted for Model Risk. Journal of Corporate Finance, 65:101753.

Evstigneev, Igor; Hens, Thorsten; Potapova, Valeriya; Schenk-Hoppé, Klaus Reiner (2020). Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets. Journal of Mathematical Economics, 91:121-135.

Chesney, Marc; Stromberg, Jacob; Wagner, Alexander; Wolff, Vincent Lars (2020). Managerial incentives to take asset risk. Journal of Corporate Finance, 65:101758.

Hens, Thorsten; Schenk-Hoppé, Klaus-Reiner (2020). Patience Is a Virtue: In Value Investing. International Review of Finance, 20(4):1019-1031.

Akyildirim, Erdinc; Corbet, Shaen; Sensoy, Ahmet; Yarovaya, Larisa (2020). The impact of blockchain related name changes on corporate performance. Journal of Corporate Finance, 65:101759.

Mishra, Rahul; Gupta, Dhruv; Leippold, Markus (2020). Generating Fact Checking Summaries for Web Claims. In: The 2020 Conference on Empirical Methods in Natural Language Processing (EMNLP 2020), online, 16 November 2020 - 20 November 2020, arXiv.

Fasnacht, Daniel (2020). Frugal Banking: An Opportunity to Create Customer Value in the Future? : Innovationmanagement.se.

Ramelli, Stefano; Wagner, Alexander F (2020). Feverish Stock Price Reactions to COVID-19. Review of Corporate Finance Studies, 9(3):622-655.

Ettlin, Nicolas; Farkas, Walter; Kull, Andreas; Smirnow, Alexander (2020). Optimal Risk-Sharing Across a Network of Insurance Companies. Insurance: Mathematics and Economics, 95:39-47.

Leippold, Markus; He, Yunhao (2020). Short-run risk, business cycle, and the value premium. Journal of Economic Dynamics and Control, 120:103993.

Gao, Niushan; Munari, Cosimo (2020). Surplus-invariant risk measures. Mathematics of operations research, 45(4):1342-1370.

Fasnacht, Daniel. Wie Innovation Probleme löst. In: Computerworld, 10, 16 October 2020, 44-45.

Yang, Yucheng; Pang, Yue; Huang, Guanhua; E, Weinan (2020). The Knowledge Graph for Macroeconomic Analysis with Alternative Big Data. SSRN 3707964, University of Zurich.

Ongena, Steven; Cerqueiro, Geraldo; Roszbach, Kasper (2020). Collateral Damaged? Priority Structure, Credit Supply, and Firm Performance. Journal of Financial Intermediation, 44:100824.

Féray, Valentin; Méliot, Pierre‐Loïc; Nikeghbali, Ashkan (2020). Graphons, permutons and the Thoma simplex: three mod‐Gaussian moduli spaces. Proceedings of the London Mathematical Society, 121(4):876-926.

Fasnacht, Daniel. Nur die passgenaue Bedürfnisbefriedigung sichert den nachhaltigen Erfolg. In: Unternehmerzeitung, 10, 1 October 2020, 24-25.

Cremers, Martijn; Pareek, Ankur; Sautner, Zacharias (2020). Short-term investors, long-term investments, and firm value: Evidence from Russell 2000 index inclusions. Management Science, 66(10):4535-4551.

Carletti, Elena; Colla, Paolo; Gulati, Mitu G; Ongena, Steven (2020). The Price of Law: The Case of the Eurozone Collective Action Clauses. Duke Law School Public Law & Legal Theory Series 2020-73, University of Zurich.

Maslov, Egor. Essays in financial integration, firm dynamics and risk sharing. 2020, University of Zurich, Faculty of Economics.

Duygun, Meryem; Miao, Jianjun; Östberg, Per (2020). Monitoring market participants, externals and financial transactions in a global financial stability environment. Journal of Banking and Finance, 119:105937.

Barucca, Paolo; Bardoscia, Marco; Caccioli, Fabio; D'Errico, Marco; Visentin, Gabriele; Caldarelli, Guido; Battiston, Stefano (2020). Network valuation in financial systems. Mathematical Finance, 30(4):1181-1204.

Akyildirim, Erdinc; Corbet, Shaen; Cumming, Douglas; Lucey, Brian; Sensoy, Ahmet (2020). Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements. Technological Forecasting and Social Change, 159:120191.

Bonfim, Diana; Nogueira, Gil; Ongena, Steven (2020). “Sorry, We're Closed" Bank Branch Closures, Loan Pricing, and Information Asymmetries. SSRN 2749155, University of Zurich.

Perillo, Chiara; Battiston, Stefano (2020). Financialization and unconventional monetary policy: a financial-network analysis. Journal of Evolutionary Economics, 30:1385-1428.

Coculescu, Delia; Delbaen, Freddy (2020). Fairness principles for insurance contracts in the presence of default risk. ArXiv.org 2009.04408, Cornell University.

Wolff, Vincent Lars; Rossi, Enzo (2020). Spillovers to exchange rates from monetary and macroeconomic communications events. SNB Working Paper Series 18, University of Zurich.

Schmocker, David; Tanner, Carmen; Katsarov, Johannes; Christen, Markus (2020). An Advanced Measure of Moral Sensitivity in Business. European Journal of Psychological Assessment, 36(5):864-873.

Meuer, Johannes; Kölbel, Julian; Hoffmann, Volker H (2020). On the Nature of Corporate Sustainability. Organization & Environment, 33(3):319-341.

Eugster, Florian; Wagner, Alexander F (2020). Value Reporting and Firm Performance. Journal of International Accounting, Auditing and Taxation, 40:100319.

Holzmeister, Felix; Huber, Jürgen; Kirchler, Michael; Lindner, Florian; Weitzel, Utz; Zeisberger, Stefan (2020). What drives risk perception? A global survey with financial professionals and lay people. Management Science, 66(9):3799-4358.

King, Michael R; Ongena, Steven; Tarashev, Nikola (2020). Bank Standalone Credit Ratings. International Journal of Central Banking, 16(3):101-144.

Mathys, Ludovic (2020). On Extensions of the Barone-Adesi & Whaley Method to Price American-Type Options. Journal of Computational Finance, 24(2):33-76.

Akyildirim, Erdinc; Corbet, Shaen; Nguyen, Duc Khuong; Sensoy, Ahmet (2020). Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework. International Review of Law and Economics, 63:105907.

Fasnacht, Daniel (2020). The Ecosystem Strategy: Disruptive Business Model Innovation. SSRN 3635363, University of Zurich.

Alper, Koray; Altunok, Fatih; Çapacıoğlu, Taniu; Ongena, Steven (2020). The effect of unconventional monetary policy on cross-border bank loans: Evidence from an emerging market. European Economic Review, 127:103426.

Garcia-Appendini, Emilia; Montoriol-Garriga, Judit (2020). Trade credit use as firms approach default. Journal of Money, Credit and Banking, 52(5):1199-1229.

Chesney, Marc (2020). Sagten Sie «Zurück zur Normalität»?! Infosperber.ch: Schweizerische Stiftung zur Förderung unabhängiger Information SSUI.

Glöckner, Andreas; Renerte, Baiba; Schmidt, Ulrich (2020). Violations of coalescing in parametric utility measurement. Theory and Decision, 89:471-501.

Allard, Anne-Florence; Krakow, Nils Jonathan; Smedts, Kristien (2020). When Mutual Fund Names Misinform. SSRN 3628293, University of Zurich.

Méndez-Heras, Lizethe; Ongena, Steven (2020). "Finance And Growth" Re-Visited. Journal of Financial Management, Markets and Institutions, 80(1):2050001.

Delis, Manthos D.; Hasan, Iftekhar; Iosifidi, Maria; Ongena, Steven (2020). Gender, Credit, and Firm Outcomes. Swiss Finance Institute Research Paper 19-70, University of Zurich.

Kübler, F; Malhotra, R; Polemarchakis, H (2020). Identification of preferences, demand and equilibrium with finite data. CRETA Discussion Paper Series 60, Centre for Research in Economic Theory and its Applications.

Mathys, Ludovic. American-type exotic options and risk management in Lévy-driven markets. 2020, University of Zurich, Faculty of Economics.

Delpini, Danilo; Battiston, Stefano; Caldarelli, Guido; Riccaboni, Massimo (2020). Portfolio diversification, differentiation and the robustness of holdings networks. Applied Network Science, 5:37.

Basten, Christoph; Ongena, Steven (2020). The Geography of Mortgage Lending in Times of FinTech. CEPR Discussion Papers DP14918, Centre for Economic Policy Research (CEPR).

Mathys, Ludovic (2020). Valuing Tradeability in Exponential Lévy Models. Quantitative Finance and Economics, 4(3):459-488.

Yang, Hanlin (2020). Decomposing Factor Momentum. SSRN 3517888, University of Zurich.

Chhaibi, Reda; Delbaen, Freddy; Méliot, Pierre-Loïc; Nikeghbali, Ashkan (2020). Mod-$\phi $ convergence: Approximation of discrete measures and harmonic analysis on the torus. Annales de l'Institut Fourier, 70(3):1115-1197.

Kölbel, Julian F; Heeb, Florian; Paetzold, Falko; Busch, Timo (2020). Can Sustainable Investing Save the World? Reviewing the Mechanisms of Investor Impact. Organization & Environment, 33(4):554-574.

Braggion, Fabio; Dwarkasing, Mintra; Ongena, Steven (2020). Household inequality, entrepreneurial dynamism and corporate financing. Swiss Finance Institute Research Paper 14-27, University of Zurich.

Belkov, Sergei; Evstigneev, Igor V; Hens, Thorsten (2020). An Evolutionary Finance Model with a Risk-Free Asset. Annals of Finance, 16:593-607.

Ongena, Steven. Soforthilfe für Schweizer Wirtschaft verdient Respekt. In: Finanz und Wirtschaft, 17 June 2020, 12.

Mukhlynina, Liliya; Nyborg, Kjell G (2020). The Choice of Valuation Techniques in Practice: Education Versus Profession. Critical Finance Review, 9(1-2):201-265.

Chesney, Marc. Vous avez dit «retour à la normalité»?! In: Le Temps, 9 June 2020, online.

Kölbel, Julian; Leippold, Markus; Rillaerts, Jordy; Wang, Qian (2020). Does the CDS market reflect regulatory climate risk disclosures? SSRN 3616324, University of Zurich.

Bignozzi, Valeria; Burzoni, Matteo; Munari, Cosimo (2020). Risk measures based on benchmark loss distributions. Journal of Risk and Insurance, 87(2):437-475.

Magill, Michael; Quinzii, Martine; Rochet, Jean-Charles (2020). The safe asset, banking equilibrium, and optimal central bank monetary, prudential and balance-sheet policies. Journal of Monetary Economics, 112:113-128.

Wagner, Alexander. Was Investoren aus der ersten Covid-19-Welle lernen können. In: Finanz und Wirtschaft, 26 May 2020, 17.

Chesney, Marc (2020). Von der Pest zum Coronavirus. Schweizerische Stiftung zur Förderung unabhängiger Information: Infosperber.

Fu, Jonathan; Mishra, Mrinal (2020). The Global Impact of COVID-19 on Fintech Adoption. Swiss Finance Institute Research Paper 20-38, Swiss Finance Institute.

Bedendo, Mascia; Garcia, Emilia; Siming, Linus (2020). Cultural preferences and firm financing choices. Journal of Financial and Quantitative Analysis, 55(3):897-930.

Schuldenzucker, Steffen; Seuken, Sven; Battiston, Stefano (2020). Default Ambiguity: Credit Default Swaps Create New Systemic Risks in Financial Networks. Management Science, 66(5):1981-1998.

Delis, Manthos D; Hasan, Iftekhar; Ongena, Steven (2020). Democracy and credit. Journal of Financial Economics, 136(2):571-596.

Tsionas, Mike G; Mamatzakis, Emmanuel; Ongena, Steven (2020). Does risk aversion affect bank output loss? The case of the Eurozone. European Journal of Operational Research, 282(3):1127-1145.

Leippold, Markus; Rüegg, Roger (2020). How rational and competitive is the market for mutual funds? Review of Finance, 24(3):579-613.

Akyildirim, Erdinc; Corbet, Shaen; Katsiampa, Paraskevi; Kellard, Neil; Sensoy, Ahmet (2020). The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives. Finance Research Letters, 34:101234.

Akyildirim, Erdinc; Corbet, Shaen; Efthymiou, Marina; Guiomard, Cathal; O'Connell, John F; Sensoy, Ahmet (2020). The financial market effects of international aviation disasters. International Review of Financial Analysis, 69:101468.

Chesney, Marc. De la peste au coronavirus. In: Le Temps, 21 April 2020, 12.

Fasnacht, Daniel (2020). Denkansätze zur Zukunft des Swiss Banking. : BEI Business Engineering Institute St.Gallen.

De Nard, Gianluca; Hediger, Simon; Leippold, Markus (2020). Subsampled Factor Models for Asset Pricing: The Rise of Vasa. SSRN 3557957, University of Zurich.

Fasnacht, Daniel; Manz, Margrit. Interview: Digital, mobil, global und in Echtzeit : Der Schweizer Unternehmensberater Daniel Fasnacht über die Zukunft des Geldes und die Entwicklung des Welthandels in Zeiten des chinesischen Wachstums. In: Konfuzius Magazin, 37, 2 April 2020, 26-33.

Wagner, Alexander F (2020). What the stock market tells us about the post-COVID-19 world. Nature Human Behaviour, 4(5):440.

Fu, Jonathan (2020). Ability or opportunity to act: What shapes financial well-being? World Development, 128:104843.

Tanner, Carmen. DSI Insights: Persönliche Integrität spielerisch fördern. In: inside-it.ch, 1 April 2020, online.

Morales-Acevedo, Paola; Ongena, Steven (2020). Fear, anger and credit. On bank robberies and loan conditions. Economic Inquiry, 58(2):921-952.

Ongena, Steven; Qi, Shusen (2020). Fuel the engine: bank credit and firm innovation. Journal of Financial Services Research, 57:115-147.

Jakovljević, Sanja; Degryse, Hans; Ongena, Steven (2020). Introduction to the Symposium on Contemporary Banking Research: The use of fixed effects to disentangle loan demand from loan supply. Economic Inquiry, 58(2):917-920.

Hörnlein, Lena. Financing the energy transition: the impact of a changing power sector on investors. 2020, University of Zurich, Faculty of Economics.

Epper, Thomas; Fehr, Ernst; Fehr-Duda, Helga; Kreiner, Claus Thustrup; Lassen, David Dreyer; Leth-Petersen, Søren; Rasmussen, Gregers Nytoft (2020). Time discounting and wealth inequality. American Economic Review, 110(4):1177-1205.

Hens, Thorsten; Schindler, Nilüfer (2020). Value and patience: The value premium in a dividend-growth model with hyperbolic discounting. Journal of Economic Behavior & Organization, 172:161-179.

Kölbel, Julian. Strategie: Nachhaltiges Investieren boomt. In: Finanz und Wirtschaft, 28 March 2020, 2.

Fehrler, Sebastian; Renerte, Baiba; Wolff, Irenaeus (2020). Beliefs about others: A striking example of information neglect. Thurgau Institute of Economics at the University of Konstanz 118, University of Zurich.

Degryse, Hans; Gündüz, Yalin; O'Flynn, Kuchulain; Ongena, Steven (2020). Identifying Empty Creditors with a Shock and Micro-Data. Swiss Finance Institute Research Paper 20-15, University of Zurich.

Fasnacht, Daniel (2020). The Way Forward - 21 Notes for the 21st Century Business Model. : medium.com.

Farkas, Walter; Mathys, Ludovic (2020). Geometric Step Options with Jumps: Parity Relations, PIDEs, and Semi-Analytical Pricing. Swiss Finance Institute Research Paper 20-11, University of Zurich.

Druz, Marina; Petzev, Ivan; Wagner, Alexander F; Zeckhauser, Richard J (2020). When Managers Change Their Tone, Analysts and Investors Change Their Tune. Financial Analysts Journal, 76(2):47-69.

Broda, Simon A; Paolella, Marc S (2020). Archmodels.Jl: Estimating Arch Models in Julia. Econometrics: Computer Programs & Software SSRN eJournal 3551503, University of Zurich.

Fasnacht, Daniel (2020). Die Ökosystemstrategie : Disruptive Innovationen mit klassischen Geschäftsmodellen kombinieren und neuen effektiven Mehrwert generieren. Zeitschrift Führung und Organisation, 89(03):168-173.

Hens, Thorsten; Schenk-Hoppé, Klaus Reiner; Woesthoff, Mathis-Hendrik (2020). Escaping the Backtesting Illusion. The Journal of Portfolio Management, 46(4):81-93.

Basten, Christoph (2020). Higher Bank Capital Requirements and Mortgage Pricing: Evidence from the Counter-Cyclical Capital Buffer. Review of Finance, 24(2):453-495.

Ladika, Tomislav; Sautner, Zacharias (2020). Managerial short-termism and investment: Evidence from accelerated option vesting. Review of Finance, 24(2):305-344.

Krueger, Philipp; Sautner, Zacharias; Starks, Laura T (2020). The importance of climate risks for institutional investors. Review of Financial Studies, 33(3):1067-1111.

Akyildirim, Erdinc; Corbet, Shaen; Lucey, Brian; Sensoy, Ahmet; Yarovaya, Larisa (2020). The relationship between implied volatility and cryptocurrency returns. Finance Research Letters, 33:101212.

Leippold, Markus; He, Yunhao (2020). Short-run Risk, Business Cycle, and the Value Premium. SSRN 3519985, University of Zurich.

Fu, Jonathan; Krauss, Annette (2020). Preparing fertile ground: How does the business environment affect outcomes from microfinance? SSRN 3532466, University of Zurich.

Baes, Michel; Munari, Cosimo (2020). A continuous selection for optimal portfolios under convex risk measures does not always exist. Mathematical Methods of Operations Research, 91(1):5-23.

De Jonghe, Olivier; Dewachter, Hans; Ongena, Steven (2020). Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions. Journal of Corporate Finance, 60:101518.

Brealey, Richard A; Cooper, Ian A; Habib, Michel A (2020). Cost of capital and valuation in the public and private sectors: tax, risk, and debt capacity. Journal of Business Finance and Accounting, 47(1-2):163-187.

Delis, Manthos D; Iosifidi, Maria; Kokas, Sotiris; Xefteris, Dimitrios; Ongena, Steven (2020). Enforcement actions on banks and the structure of loan syndicates. Journal of Corporate Finance, 60:101527.

Andrieș, Alin Marius; Nistor, Simona; Ongena, Steven; Sprincean, Nicu (2020). On Becoming an O-SII ("Other Systemically Important Institution"). Journal of Banking and Finance, 111:105723.

De Jonghe, Olivier; Dewachter, Hans; Mulier, Klaas; Ongena, Steven; Schepens, Glenn (2020). Some borrowers are more equal than others: Bank funding shocks and credit reallocation. Review of Finance, 24(1):1-43.

Ramelli, Stefano; Ossola, Elisa; Rancan, Michela (2020). Climate Sin Stocks: Stock Price Reactions to Global Climate Strikes. JRC Working Papers in Economics and Finance JRC120974, University of Zurich.

Fasnacht, Daniel (2020). Chinese tourists are disrupting european payment services. : BEI Business Engineering Institute St.Gallen.

Bergesio, Andrea; Huber, Paul; Koch-Medina, Pablo; Wilhelmy, Lutz (2020). The Valuation of Insurance Liabilities: A Framework Based on First Principle. Swiss Finance Institute Research Paper 20-03, University of Zurich.

Kölbel, Julian. So helfen grüne Investitionen nicht nur dem eigenen Gewissen. In: NZZ am Sonntag, 12 January 2020, 15.

Brumm, Johannes; Kotlikoff, Laurence; Kübler, Felix (2020). Leveraging Posterity's Prosperity? In: ASSA Annual Meeting, San Diego, CA, 3 January 2020 - 5 January 2020. American Economic Association, 152-156.

Farkas, Walter; Mathys, Ludovic; Vasiljevic, Nikola (2020). Intra-Horizon Expected Shortfall and Risk Structure in Models with Jumps. Swiss Finance Institute Research Paper 19-76, University of Zurich.

Ongena, Steven; King, Michael R.; Tarashev, Nikola (2020). Bank standalone credit ratings. BIS Working Paper 542, Bank for International Settlements.

Kübler, Felix; Selden, Larry; Wei, Xiao (2020). Incomplete market demand tests for Kreps-Porteus-Selden preferences. Journal of Economic Theory, 185:104973.

Ongena, Steven; Kolaric, Sascha; Kiesel, Florian (2020). Market discipline through credit ratings and Too-Big-To-Fail in banking. Swiss Finance Institute Research Paper 17-09, University of Zurich.

Belkov, Sergei; Evstigneev, Igor V; Hens, Thorsten; Xu, Le (2020). Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets. Mathematics and Financial Economics, 14:249-262.

Reppen, A Max; Soner, Halil Mete; Rochet, Jean-Charles (2020). Optimal dividend policies with random profitability. Mathematical Finance, 30(1):228-259.

Leippold, Markus; Bernardi, Simone; Lohre, Harald (2020). Second-Order Risk of Alternative Risk Parity Strategies. Journal of Risk, 21(3):1-25.

Zeisberger, Stefan; Borsboom, Charlotte (2020). What makes an investment risky? An analysis of price path characteristics. Journal of Economic Behavior & Organization, 169:92-125.

Perillo, Chiara. A macro-financial network perspective to policy analysis. 2020, University of Zurich, Faculty of Economics.

Ulrych, Urban; Vasiljevic, Nikola (2020). Ambiguity and the Home Currency Bias. Swiss Finance Institute Research Paper 20-73, Swiss Finance Institute.

Ramelli, Stefano; Wagner, Alexander (2020). COVID-19 and the Stock Market. In: Billio, Monica; Varotto, Simone. A new world post COVID-19 : Lessons for business, the finance industry and policy makers. Venice: Ca’ Foscari University Press, 111-124.

Hens, Thorsten; Rieger, Marc Oliver; Wang, Mei (2020). Cultural Finance : A World Map of Risk, Time and Money. London: World Scientific Publishing.

Geng, Runjie. Essays in equilibrium asset pricing. 2020, University of Zurich, Faculty of Economics.

He, Yunhao. Essays on Factor Asset Pricing. 2020, University of Zurich, Faculty of Economics.

Schnetzer, Michael. Essays on Institutional Asset Management. 2020, University of Zurich, Faculty of Economics.

Baes, Michel; Koch-Medina, Pablo; Munari, Cosimo (2020). Existence, uniqueness, and stability of optimal payoffs of eligible assets. Mathematical Finance, 30:128-166.

Janssen, Alexandra. Expectations, Fear, and Returns in Currency Markets. 2020, University of Zurich, Faculty of Economics.

Beyene, Winta; Delis, Manthos D; De Greiff, Kathrin; Ongena, Steven (2020). Fuelling fossil fuel: bond to bank substitution in the transition to a low-carbon economy, principles for responsible investment. London: Principles for Responsible Investment.

Cheng, Hua; Gawande, Kishore; Ongena, Steven; Qi, Shusen (2020). Get beyond policy uncertainty: Evidence from political connections. Swiss Finance Institute Research Paper 20-77, University of Zurich.

Coculescu, Delia; Delbaen, Freddy (2020). Group cohesion under individual regulatory constraints. ArXiv.org 2010.0142, Cornell University.

Schnetzer, Michael (2020). How Good Is Tactical Asset Allocation Using Standard Indicators? The Journal of Portfolio Management, 46(6):120-134.

Fasnacht, Daniel (2020). How WealthTech is re-inventing the customer experience by linking open innovation and technology. In: Schueffel, Patrick. WealthTech : Wealth and Asset Management in the FinTech Age. Charlotte: Information Age Publishing, 141-146.

Ekeland, Ivar; Rochet, Jean-Charles (2020). Il faut taxer la spéculation financiere. Paris: Odile Jacob Publie.

Coculescu, Delia; Dandapani, Aditi (2020). Insiders and their Free Lunches: the Role of Short Positions. ArXiv.org 2012.00359, Cornell University.

Yang, Hanlin. Learning and Systematic Investing. 2020, University of Zurich, Faculty of Economics.

Mazzone, Luca. Leverage, Business Cycles and Human Capital Accumulation. 2020, University of Zurich, Faculty of Economics.

Maples, Kenneth; Najnudel, Joseph; Nikeghbali, Ashkan (2020). Limit Operators for Circular Ensembles. In: Anantharaman, Nalini; Nikeghbali, Ashkan; Rassias, Michael Th. Frontiers in Analysis and Probability : In the Spirit of the Strasbourg-Zürich Meetings. Cham: Springer, 327-369.

Koch-Medina, Pablo; Munari, Cosimo (2020). Market-Consistent Prices An Introduction to Arbitrage Theory. Cham: Springer.

Basten, Christoph; Ongena, Steven (2020). Online mortgage platforms can allow small banks to improve their inter-regional diversification. London: VoxEU, CEPR Policy Portal.

Ettlin, Nicolas; Farkas, Walter; Kull, Andreas; Smirnow, Alexander (2020). Optimal risk-sharing across a network of insurance companies. Swiss Finance Institute Research Paper 20-52, University of Zurich.

Leippold, Markus; Vasiljevic, Nikola (2020). Option-Implied Intrahorizon Value at Risk. Management Science, 66(1):397-414.

Antoniou, Fabio; Delis, Manthos D; Ongena, Steven; Tsoumas, Christos (2020). Pollution permits and financing costs. London: VoxEU, CEPR Policy Portal.

Gandré, Pauline; Mariathasan, Mike; Merrouche, Ouarda; Ongena, Steven (2020). Regulatory arbitrage and the G20's global derivatives market reform. London: VoxEU, CEPR Policy Portal.

De Jonghe, Olivier; Dewachter, Hans; Mulier, Klaas; Ongena, Steven; Schepens, Glenn (2020). Some borrowers are more equal than others: Bank funding shocks and credit reallocation. VoxEU.org: VOX CEPR Policy Portal.

Ongena, Steven; Auer, Raphael (2020). Spillovers and the optimal design of macroprudential measures: Evidence from Switzerland. London: VoxEU, CEPR Policy Portal.

Gao, Niushan; Munari, Cosimo; Xanthos, Foivos (2020). Stability properties of Haezendonck–Goovaerts premium principles. Insurance: Mathematics and Economics, 94:94-99.

Danisewicz, Piotr; Ongena, Steven (2020). Stimulating entrepreneurial activity: The role of local government. London: VoxEU, CEPR Policy Portal.

Puschmann, Thomas; Leifer, Larry (2020). Sustainable Digital Finance: The Role of FinTech, InsurTech & Blockchain for Shaping the World for the Better. Zurich, Stanford: University of Zurich and Stanford University.

Andrieș, Alin Marius; Ongena, Steven; Sprincean, Nicu (2020). The Effects of the COVID-19 Pandemic Through the Lens of the CDS Spreads. In: Billio, Monica; Varotto, Simone. A New World Post COVID-19 Lessons for Business, the Finance Industry and Policy Makers. Venice: Ca’ Foscari University Press, 85-96.

Moreno, Antonio; Ongena, Steven; Ventula Veghazy, Alexia; Wagner, Alexander (2020). The Global Financial Crisis and the COVID-19 Pandemic. In: Billio, Monica; Varotto, Simone. A New World Post COVID-19: Lessons for Business, the Finance Industry and Policy Makers. Venice: Fondazione Università Ca’ Foscari, 23-34.

Gropp, Reint; Ongena, Steven; Rocholl, Jörg; Saadi, Vahid (2020). The cleansing effect of banking crises. London: VoxEU, CEPR Policy Portal.

Schärer, Steven Patrick. Three Essays on Financial Engineering. 2020, University of Zurich, Faculty of Economics.

Bilan, Andrada. Three Essays on the Consequences of Financial Market Frictions. 2020, University of Zurich, Faculty of Economics.

Wagner, Alexander F (2020). Vom Mythos der Best Practice in der Corporate Governance. In: Müller, Matthias P A; Forrer, Lucas; Zuur, Floris. Das Aktienrecht im Wandel : Zum 50. Geburtstag von Hans-Ueli Vogt. Zürich: Dike Verlag, 97-108.

Hens, Thorsten (2020). Will the Blockchain help to Denationalize Money? In: Leube, Kurt. The State and Its Limits : The Economic and Politics of Freedom for the Third Millennium: Essays in Honor of Prince Hans-Adam II of Liechtenstein. Triesen, Liechtenstein: van Eck Publishers, n/a.

2019

Akyildirim, Erdinc; Corbet, Shaen; Ekinci, Cumhur (2019). Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets. Finance Research Letters, 31:155-164.

Koch-Medina, Pablo; Albrecher, Hansjörg; Bommier, Antoine; Filipović, Damir; Loisel, Stéphane; Schmeiser, Hato (2019). Insurance: models, digitalization, and data science. European Actuarial Journal, 9(2):349-360.

Krauss, Annette; Chmelikova, Gabriela; Dvoulety, Ondrej (2019). Performance of Microfinance Institutions in Europe - Does Social Capital Matter? Socio-Economic Planning Sciences, 68:100670- 100670.

Paolella, Marc S; Polak, Paweł; Walker, Patrick S (2019). Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns. Journal of Econometrics, 213(2):493-515.

Battiston, Stefano; Delpini, Danilo; Caldarelli, Guido; Riccaboni, Massimo (2019). Systemic risk from investment similarities. PLoS ONE, 14(5):e0217141-e0217141.

Eichholtz, Piet; Ongena, Steven; Mimiroglu, Nagihan; Yönder, Erkan (2019). Distance effects in CMBS loan pricing banks versus non-banks. Swiss Finance Institute Research Paper 19-58, University of Zurich.

Chesney, Marc. Microtaxa como resposta à overdose fiscal. In: Folha de S. Paulo : um jornal a serviço do Brasil, 3 November 2019, n/a.

Zeisberger, Stefan; Huber, Jürgen; Palan, Stefan (2019). Does investor risk perception drive asset prices in markets? Experimental evidence. Journal of Banking and Finance, 108:105635.

Daubanes, Julien; Rochet, Jean-Charles (2019). The Rise of NGO Activism. American Economic Journal: Economic Policy, 11(4):183-212.

Rochet, Jean-Charles; Thanassoulis, John (2019). Intertemporal price discrimination with two products. RAND Journal of Economics, 50(4):951-973.

Leippold, Markus; Yang, Hanlin (2019). Particle Filtering, Learning, and Smoothing for Mixed-Frequency State-Space Models. Econometrics and Statistics, 12:25-41.

Ongena, Steven; Popov, Alexander; van Horen, Neeltje (2019). The invisible hand of the government: moral suasion during the European sovereign debt crisis. American Economic Journal: Macroeconomics, 11(4):346-379.

Schmidt, Peter S; von Arx, Urs; Schrimpf, Andreas; Wagner, Alexander F; Ziegler, Andreas (2019). Common Risk Factors in International Stock Markets. Financial markets and portfolio management, 33(3):213-241.

Broda, Simon A (2019). Testing for Individual Sphericity in Heterogeneous Panels. Biometrika, 106(3):740-747.

Vargas, Carlos Alberto. Essays in sustainable finance. 2019, University of Zurich, Faculty of Economics.

Basten, Christoph; Ongena, Steven (2019). The geography of mortgage lending in times of FinTech. Swiss Finance Institute Research Paper 19-39, University of Zurich.

Alper, Koray; Altunok, Fatih; Taniu, Capacioglu; Ongena, Steven (2019). The effect of unconventional monetary policy on cross-border bank loans. SFI Research Paper 19-38, University of Zurich.

Katsarov, Johannes; Christen, Markus; Schmocker, David; Tanner, Carmen; Mauerhofer, Ralf (2019). Training moral sensitivity through video games: a review of suitable game mechanisms. Games and Culture, 14(4):344-366.

Tanner, Carmen; Gangl, Katharina; Witt, Nicole (2019). The German Ethical Culture Scale (GECS): Development and first construct testing. Frontiers in Psychology:10:1667.

Basten, Christoph; Siegenthaler, Michael (2019). Do Immigrants Take or Create Residents’ Jobs? Evidence from Free Movement of Workers in Switzerland. Scandinavian Journal of Economics, 121(3):994-1019.

Näf, Jeffrey; Paolella, Marc S; Polak, Paweł (2019). Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition. Journal of Multivariate Analysis, 172:84-106.

Tosi, Adriano. Essays in systematic asset pricing. 2019, University of Zurich, Faculty of Economics.

Hens, Thorsten. Fluch oder Segen für die Marktstabilität? In: Finanz und Wirtschaft, 22 June 2019, 6.

Meyer, Julia; Krauss, Annette; Bachmann, Kremena (2019). Drivers of Investor Motivations for Impact Investments: The Case of Microfinance. SSRN 3395275, University of Zurich.

Meyer, Julia (2019). Outreach and performance of microfinance institutions: the importance of portfolio yield. Applied Economics, 51(27):2945-2962.

Nyborg, Kjell G; Wang, Zexi (2019). The effect of stock liquidity on cash holdings: The repurchase motiv. Swiss Finance Institute Research Paper 19-30, University of Zurich.

Hörnlein, Lena (2019). The value of gas-fired power plants in markets with high shares of renewable energy. Energy Economics, 81:1078-1098.

Hörnlein, Lena (2019). Utility divestitures in Germany. A case study of corporate financial strategies and energy transition risk. SSRN 2019-04, University of Zurich.

Necula, Ciprian; Drimus, Gabriel; Farkas, Walter (2019). A general closed form option pricing formula. Review of Derivatives Research, 22:1-40.

Böcking, Hans-Joachim; Bundle, Laura; Remo, Schmid; Wagner, Alexander. Vorstandsvergütung 2019 erneut auf dem Prüfstand. In: Börsen-Zeitung, 68, 6 April 2019, 12.

Petrov, Vladimir; Golub, Anton; Olsen, Richard (2019). Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time. Journal of Risk and Financial Management, 12(2):54.

Beck, Thorsten; Ongena, Steven; Sendeniz-Yüncü, Ilkay (2019). Keep walking? Geographical proximity, religion, and relationship banking. Journal of Corporate Finance, 55:49-68.

Kubler, Felix; Selden, Larry; Wei, Xiao (2019). Time consistency, temporal resolution indifference and the separation of time and risk. Columbia Business School Working Paper -, Columbia Business School.

Leippold, Markus; Svaton, Michal (2019). Trend and reversal of idiosyncratic volatility revisited. Critical Finance Review:Epub ahead of print.

Qi, Shusen; Ongena, Steven (2019). Will money talk? Firm bribery and credit access. Financial Management, 48(1):117-157.

Behnk, Sascha; Barreda-Tarrazona, Iván; García-Gallego, Aurora (2019). Deception and reputation – An experimental test of reporting systems. Journal of Economic Psychology, 71:37-58.

Bardgett, Chris; Gourier, Elise; Leippold, Markus (2019). Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets. Journal of Financial Economics, 131(3):593-618.

Gotthelf, Nina; Uhl, Matthias W (2019). News Sentiment: A New Yield Curve Factor. Journal of Behavioral Finance, 20(1):21-31.

Kara, Alper; Marques-Ibanez, David; Ongena, Steven (2019). Securitization and credit quality in the European market. European financial management, 25(2):407-434.

Bielagk, Jana; Horst, Ulrich; Moreno-Bromberg, Santiago (2019). Trading Under Market Impact: Crossing Networks Interacting With Dealer Markets. Journal of Economic Dynamics and Control, 100:131-151.

Nyborg, Kjell G (2019). Repo Rates and the Collateral Spread Puzzle. Swiss Finance Institute Research Paper 19-04, University of Zurich.

Nyborg, Kjell G; Rösler, Cornelia (2019). Repo Rates and the Collateral Spread: Evidence. Swiss Finance Institute Research Paper 19-05, University of Zurich.

Ravanelli, Claudia; Svindland, Gregor (2019). Ambiguity sensitive preferences in Ellsberg frameworks. Economic Theory, 67(1):53-89.

Braggion, Fabio; Ongena, Steven (2019). Banking sector deregulation, bank–firm relationships and corporate leverage. Economic Journal, 129(618):765-789.

Rüegg, Roger. Essays on active investing. 2019, University of Zurich, Faculty of Economics.

Fasnacht, Daniel (2019). Who is going to eat the bank's lunch? London: Finextra.

He, Qing; Lu, Liping; Ongena, Steven (2019). Who gains from credit granted between firms? Evidence from inter-corporate loan announcements made in China. In: ASSA, Atlanta, 4 January 2019 - 6 January 2019, SSRN.

Gropp, Reint; Mosk, Thomas; Wix, Carlo; Ongena, Steven (2019). Banks response to higher capital requirements: evidence from a quasi-natural experiment. Review of Financial Studies, 32(1):266-299.

Delis, Manthos; Fringuellotti, Fulvia; Ongena, Steven (2019). Credit and Income. CEPR Discussion Papers 13468, Centre for Economic Policy Research (CEPR).

Bradbury, Meike A S; Hens, Thorsten; Zeisberger, Stefan (2019). How Persistent are the Effects of Experience Sampling on Investor Behavior? Journal of Banking and Finance, 98:61-79.

Hummel, Katrin; Laun, Ute; Krauss, Annette (2019). Integration ökologischer und sozialer Aspekte in das Kerngeschäft Europäischer Banken. In: Eberle, Reto; Oesch, David; Pfaff, Dieter. Jahrbuch für Finanz- und Rechnungswesen 2019. Zürich: WEKA, 247-274.

Bernardi, Simone; Leippold, Markus; Lohre, Harald (2019). Second-Order Risk of Alternative Risk Parity Strategies. SSRN 3090624, University of Zurich.

Coculescu, Delia; Delbaen, Freddy (2019). Surplus Sharing with Coherent Utility Functions. Risks, 7(1):7.

Paolella, Marc; Polak, Pawel; Walker, Patrick (2019). A Flexible Regime Switching Model for Asset Returns. Swiss Finance Institute Research Paper 19-27, University of Zurich.

von der Crone, Hans Caspar; Monsch, Martin; Meisser, Luzius (2019). Aktien-Token. GesKR: Schweizerische Zeitschrift für Gesellschafts- und Kapitalmarktrecht sowie Umstrukturierungen, 1:1-17.

Bilan, Andrada; Degryse, Hans; O'Flynn, Kuchulain; Ongena, Steven (2019). Application in banking: securitization and global banking. In: Tsionas, Mike. Panel Data Econometrics: Empirical Applications. Cambridge: Elsevier, 743-770.

Bilan, Andrada; Degryse, Hans; O'Flynn, Kuchulain; Ongena, Steven (2019). Banking and financial markets: How banks and financial technology are reshaping financial markets. Basingstoke, England: Palgrave Macmillan.

Schnetzer, Michael (2019). Carry-Based Expected Returns for Strategic Asset Allocation. The Journal of Portfolio Management, 45(2):68-81.

Degryse, Hans; Morales Acevedo, Adiana Paola; Ongena, Steven (2019). Competition in the banking sector. In: Berger, Allen N; Molyneux, Philip; Wilson, John O S. The Oxford Handbook of Banking. Oxford: Oxford University Press, 776-813.

Hens, Thorsten; Elmiger, Sabine (2019). Economic Foundations for Finance : From Main Street to Wall Street. Cham: Springer.

Petrov, Vladimir. Essays on Directional-Change Intrinsic Time. 2019, University of Zurich, Faculty of Economics.

De Greiff, Kathrin. Essays on the Link of Climate Change and the Banking Sector. 2019, University of Zurich, Faculty of Economics.

Hammerschmid, Regina. Essays on the pricing of commodity and currency returns. 2019, University of Zurich, Faculty of Economics.

Mukhlynina, Lilia. Essays on valuation, investments, and asset pricing. 2019, University of Zurich, Faculty of Economics.

Fasnacht, Daniel (2019). How WealthTech is re-inventing the customer experience by linking open innovation and technology. Charlotte: Information Age Publishing.

Brown, Katherine; Wood, David; Paetzold, Falko (2019). Impact Investing for the Next Generation: Insights from Young Members of Investor and Business Families. Cologny/Geneva: World Economic Forum.

Yum, Pearline (2019). Impact Investing: Mapping Families' Interests and Activities. New York: The ImPact.

Bjorheim, Jacob (2019). Kreditmärkte - Problem oder Lösung. In: Adamovich, Ivan; Schaltegger, Christoph A. Vom Kredit zur Schuld : Wenn Verschuldung die Freiheit bedroht. Zürich: NZZ Libro, 83-106.

Bedendo, Mascia; Garcia, Emilia; Siming, Linus (2019). Kultur prägt die Finanzierungsstruktur der Unternehmen. Zürich: Ökonomenstimme – Die Internetplattform für Ökonominnen und Ökonomen im deutschsprachigen Raum.

Petrov, Vladimir; Golub, Anton (2019). Listening to the financial heartbeat with agent-based models. London - Informa Connect: Quant Finance.

Hens, Thorsten; Ritter, Andreas (2019). Mystery Shopping als Teil der Compliance - Am Beispiel des Bilanz Private Banking Rating. Schweizerische Zeitschrift für Wirtschafts- und Finanzmarktrecht (SZW), (6):568-581.

Hediger, Simon; Michel, Loris; Näf, Jeffrey (2019). On the Use of Random Forest for Two-Sample Testing. ArXiv.org 190306287, Cornell University.

Stimmler, Diana; Tanner, Carmen (2019). Preventing wrongdoing and promoting ethical conduct: An integrated approach to corporate ethical culture. In: Kirchler, Erich; Gangl, Katharina. A Research Agenda for Economic Psychology. Cheltenham: Edward Elgar Publishing, 123-138.

Maddaloni, Angela; Scopelliti, Alessandro (2019). Prudential regulation, national differences and banking stability. European Central Bank: ECB - Frankfurt am Main.

Coculescu, Delia; Jeanblanc, Monique (2019). Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices. Finance and Stochastics, 23(2):397-421.

Kwon, Taeun; Paetzold, Falko (2019). Sustainable Investing Capabilities of Private Banks : 3rd Report: Assessment of 20 European Private Banks; 2019. Zurich: University of Zurich.

Goncharenko, Roman; Ongena, Steven; Rauf, Asad (2019). The agency of CoCos: Why contingent convertible bonds aren't for everyone. London: VoxEU, CEPR Policy Portal.

Fringuellotti, Fulvia. Three Essays on Bank Lending. 2019, University of Zurich, Faculty of Economics.

Richter, Thomas Julian. Trading, Liquidity and Regulation in Sovereign Bond Markets. 2019, University of Zurich, Faculty of Economics.

2018

Wagner, Alexander. The Experiment Donald Trump. In: finews.asia: Where Finance Meets, 24 December 2018, online.

Kölbel, Julian; Heeb, Florian; Paetzold, Falko; Busch, Timo (2018). Can Sustainable Investing Save the World? Reviewing the Mechanisms of Investor Impact. SSRN 3289544, University of Zurich.

Ramelli, Stefano; Wagner, Alexander; Ziegler, Alexandre; Zeckhauser, Richard (2018). Does it Pay to be Climate-Responsible in the Trump Era? Ontario, Canada: Network for Business Sustainability.

Meyer, Julia; Hess, Kelly (2018). Swiss Investments for Development Characteristics of a Market with Strong Growth Dynamics. In: Wendt, Karen. Sustainable Financial Innovation. Oxford: Taylor and Francis, 172-190.

Leippold, Markus; Rüegg, Roger. Besser als der Ruf. In: Schweizer Versicherung - Monatsmagazin für Assekuranz, Finanzen und Vorsorge, 3 December 2018, n/a.

Monasterolo, Irene; Zheng, Jiani Isabelle; Battiston, Stefano (2018). Climate Transition Risk and Development Finance: A Carbon Risk Assessment of China's Overseas Energy Portfolios. China & World Economy, 26(6):116-142.

Bruno, Brunella; Garcia-Appendini, Emilia; Nocera, Giacomo (2018). Experience and Brokerage in Asset Markets: Evidence from Art Auctions. Financial Management, 47(4):833-864.

Hens, Thorsten; Lensberg, Terje; Schenk-Hoppé, Klaus Reiner (2018). Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading. International Review of Finance, 18(4):727-741.

Rohner, Philippe; Uhl, Matthias W (2018). The Compensation Portfolio. Finance Research Letters, 27:60-64.

Wagner, Alexander. En la encrucijada de la corrupción. In: El Comercio, 26 November 2018, 11.

Perillo, Chiara; Battiston, Stefano (2018). A multiplex financial network approach to policy evaluation: the case of euro area Quantitative Easing. Applied Network Science, 3:49.

Hens, Thorsten. Fit für die Zukunft : Welches Rüstzeug braucht der Banker von morgen? In: Finanz und Wirtschaft, 12 November 2018, 19.

Gibson, Rajna; Sohn, Matthias; Tanner, Carmen; Wagner, Alexander (2018). Investing in managerial honesty. London: VOX CEPR Policy Portal.

Gibson, Rajna; Sohn, Matthias; Tanner, Carmen; Wagner, Alexander. This is how honesty and trust can affect investment decisions. In: World Economic Forum, 5 November 2018, online.

Akyildirim, Erdinc; Nguyen, Duc Khuong; Sensoy, Ahmet (2018). A tale of two risks in the EMU sovereign debt markets. Economics Letters, 172:102-106.

Wagner, Alexander F; Zeckhauser, Richard J; Ziegler, Alexandre (2018). Company Stock Price Reactions to the 2016 Election Shock: Trump, Taxes and Trade. Journal of Financial Economics, 130(2):428-451.

Chesney, Marc. Die Mikrosteuer ist gerechter. In: Saldo, 1 November 2018, 11.

Rüegg, Roger; Leippold, Markus (2018). The Mixed vs the Integrated Approach to Style Investing: Much Ado About Nothing? European financial management, 24(5):829-855.

Jochem, Torsten; Ladika, Tomislav; Sautner, Zacharias (2018). The retention effects of unvested equity: Evidence from accelerated option vesting. Review of Financial Studies, 31(11):4142-4186.

Chesney, Marc; Vargas, Carlos; Balietti, Anca (2018). Long-Term Investment Choices for Quinoa Farmers in Puno, Peru: A Real Options Case Study. International Journal of Food and Agricultural Economics, 6(4):1-19.

Ramelli, Stefano; Wagner, Alexander; Ziegler, Alexandre; Zeckhauser, Richard (2018). Stock price rewards for climate saints and sinners. London: VoxEU, CEPR Policy Portal.

Behnk, Sascha; Barreda-Tarrazona, Iván; García-Gallego, Aurora (2018). Punishing liars - how monitoring affects honesty and trust. PLoS ONE, 13(10):1-30.

Fasnacht, Daniel (2018). The Advantages of China in the U.S. Trade War. Sunnyvale, CA: LinkedIn.

Yang, Hanlin; Leippold, Markus (2018). Particle Filtering, Learning, and Smoothing for Mixed-Frequency State-Space Models. SSRN 2856948, University of Zurich.

Broda, Simon A; Krause, Jochen; Paolella, Marc S (2018). Approximating expected shortfall for heavy-tailed distributions. Econometrics and Statistics, 8:184-203.

Kwon, Taeun; Paetzold, Falko (2018). Sustainable Investing Capabilities of Private Banks : 2nd Report: Assessment of 15 European Private Banks; 2018. Zurich: University of Zurich.

Chesney, Marc (2018). Lehman Brothers: the bankruptcy of a bank and that of a system. Schweiz: SWI swissinfo.ch.

Chesney, Marc. La faillite de Lehman Brothers est celle d'un système. In: Le Temps, 12 September 2018, 17.

Chesney, Marc. Lehman Brothers: der Bankrott einer Bank und derjenige eines Systems. In: Neue Zürcher Zeitung, 11 September 2018, 10.

Chesney, Marc. Новые «Леман Бразерс» : Банковская система несет в себе зерна кризисов. К юбилею финансового краха 2008 года. In: Новая газета, 10 September 2018, 8.

Busch, Timo; Kölbel, Julian. ESG-Medienberichterstattung und finanzielles Risiko von Unternehmen. In: Absolut Impact, 1 September 2018, n/a.

Dacorogna, Michel; Ferriero, Alessandro; Krief, David (2018). One-Year Change Methodologies for Fixed-Sum Insurance Contracts. Risks, 6(3):75.

Battiston, Stefano; Karpf, Andreas; Mandel, Antoine (2018). Price and network dynamics in the European carbon market. Journal of Economic Behavior & Organization, 153:103-122.

Ceccarelli, Marco (2018). When Companies Use Their Wiggle Room, Which Investors Care? Swiss Finance Institute Research Paper 18-62, University of Zurich.

Fasnacht, Daniel (2018). How ecosystems in Asia are threatening Western banks. London: Finextra.

Hens, Thorsten. Früh investieren lohnt sich. In: Finanz und Wirtschaft, 14 August 2018, 18.

Chesney, Marc; Vargas, Carlos (2018). What are You Waiting to Invest? Long-Term Investment in Grid-Connected Residential Solar Energy in California. A Real Options Analysis. SSRN 3231984, University of Zurich.

Hens, Thorsten. Die Theorie überlisten. In: Finanz und Wirtschaft, 4 August 2018, 18-1.

Sautner, Zacharias; Vladimirov, Vladimir (2018). Indirect costs of financial distress and bankruptcy law: Evidence from trade credit and sales. Review of Finance, 22(5):1667-1704.

Wagner, Alexander; Zeckhauser, Richard J; Ziegler, Alexandre (2018). Paths to Convergence: Stock Price Behavior After Donald Trump's Election. Swiss Finance Institute Research Paper 17-36, University of Zurich.

Hens, Thorsten. Gegen die herrschende Meinung. In: Finanz und Wirtschaft, 30 July 2018, 18-1.

Ongena, Steven; Braggion, Fabio (2018). The 1971 UK banking deregulation had a positive effect on firms. London: LSE London School of Economics and Political Science.

Hens, Thorsten. Mit Nichtstun reich werden. In: Finanz und Wirtschaft, 17 July 2018, n/a.

Albertazzi, Ugo; Fringuellotti, Fulvia; Ongena, Steven (2018). Fixed rate versus adjustable rate mortgages: Evidence from Euro area banks. Bank of Italy Temi di Discussione 1176, University of Zurich.

Ongena, Steven; Tumer-Alkan, Gunseli; von Westernhagen, Natalja (2018). Do exposures to sagging real estate, subprime or conduits abroad lead to contraction and flight to quality in bank lending at home? Review of Finance, 22(4):1335-1373.

Ongena, Steven; Zalewska, Anna (Ania) (2018). Institutional and individual investors: Saving for old age. Journal of Banking and Finance, 92:257-268.

Battiston, Stefano; Monasterolo, Irene; Stolbova, Veronika (2018). A Financial Macro-Network Approach to Climate Policy Evaluation. Ecological Economics, 149:239-253.

Hammerschmid, Regina; Lohre, Harald (2018). Regime shifts and stock return predictability. International Review of Economics and Finance, 56:138-160.

Bernardi, Simone. Three essays on regulatory, market, and estimation risk. 2018, University of Zurich, Faculty of Economics.

Koch-Medina, Pablo; Munari, Cosimo; Svindland, Gregor (2018). Which eligible assets are compatible with comonotonic capital requirements? Insurance: Mathematics and Economics, 81:18-26.

Geng, Runjie (2018). Recursive equilibria in dynamic economies with bounded rationality. In: Society for Economic Dynamics (SED), Mexico City, 28 June 2018 - 30 June 2018. s.n., 1-25.

Kübler, Felix; Scheidegger, Simon (2018). Self-justified equilibria: Existence and computation. In: Society for Economic Dynamics (SED), Mexico City, 28 June 2018 - 30 June 2018. s.n., 1-22.

Hens, Thorsten; Mayer, János (2018). Decision Theory Matters for Financial Advice. Computational Economics, 52(1):195-226.

Almansour, Abdullah M; Ongena, Steven (2018). Bank loan announcements and religious investors: Empirical evidence from Saudi Arabia. Journal of Empirical Finance, 47:78-89.

Fuhrer, Lucas Marc (2018). Liquidity in the Repo Market. Journal of International Money and Finance, 84:1-22.

Tanner, Carmen; Gangl, Katharina; Witt, Nicole (2018). The Corporate Ethical Culture Scale (CECS): A New Measure of Ethical Culture. SSRN 3186096, University of Zurich.

Delis, Manthos; De Greiff, Kathrin; Ongena, Steven (2018). The carbon bubble and the pricing of bank loans. London: VoxEU, CEPR Policy Portal.

Kübler, Felix; Mikushin, Dmitry; Scheidegger, Simon; Schenk, Olaf (2018). Rethinking large-scale economic modeling for efficiency: optimizations for GPU and Xeon Phi clusters. In: IPDPS 2018, Vancouver, BC, Canada, 21 May 2018 - 25 May 2018, Institute of Electrical and Electronics Engineers.

Meisser, Luzius; Meisser, Christian; Kogens, Ronald (2018). Verfügungsmacht und Verfügungsrecht an Bitcoins im Konkurs. Jusletter IT:online.

Delis, Manthos; De Greiff, Kathrin; Ongena, Steven (2018). Being stranded on the carbon bubble? Climate policy risk and the pricing of bank loans. SFI Research Paper 8-10, University of Zurich.

Wagner, Alexander; Zeckhauser, Richard J; Ziegler, Alexandre (2018). Unequal Rewards to Firms: Stock Market Responses to the Trump Election and the 2017 Corporate Tax Reform. American Economic Association. Papers and Proceedings, 108(May):590-596.

Temesvary, Judit; Ongena, Steven; Owen, Ann L (2018). A global lending channel unplugged? Does U.S. monetary policy affect cross-border and affiliate lending by global U.S. banks? Journal of International Economics, 112:50-69.

Chesney, Marc; Vasiljevic, Nikola (2018). Parisian Options with Jumps: A Maturity-Excursion Randomization Approach. Quantitative Finance, 18(11):1887-1908.

Albrecher, Hansjörg; Bauer, Daniel; Embrechts, Paul; Filipović, Damir; Koch-Medina, Pablo; Korn, Ralf; Loisel, Stéphane; Pelsser, Antoon; Schiller, Frank; Schmeiser, Hato; Wagner, Joël (2018). Asset-liability management for long-term insurance business. European Actuarial Journal, 8(1):9-25.

Meisser, Luzius; Hauser-Spühler, Gabriela (2018). Eigenschaften der Kryptowährung Bitcoin. Digma, 1:6-12.

Chesney, Marc; Balietti, Anca; Vargas, Carlos (2018). Long-term Investment Choices for Quinoa Farmers in Puno, Peru: A Real Options Case Study. SSRN 3175262, University of Zurich.

Sikic, Mario; Schweizer, Martin; Zivoi, Danijel (2018). Dynamic Mean-Variance Optimization Problems with Deterministic Information. International Journal of Theoretical and Applied Finance, 21(02):1850011.

D'Errico, Marco; Battiston, Stefano; Peltonen, Tuomas; Scheicher, Martin (2018). How does risk flow in the credit default swap market? Journal of Financial Stability, 35:53-74.

Roukny, Tarik; Battiston, Stefano; Stiglitz, Joseph E (2018). Interconnectedness as a Source of Uncertainty in Systemic Risk. Journal of Financial Stability, 35:93-106.

Gao, Niushan; Leung, Denny; Munari, Cosimo; Xanthos, Foivos (2018). Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces. Finance and Stochastics, 22(2):395-415.

Fu, Jonathan (2018). Ability and Opportunity to Act: What Predicts Financial Health in Developed and Emerging Economies? CSP Working Paper Series (formerly CMFWorking Paper Series) 06, University of Zurich.

Iyer, Rajkamal; Sautner, Zacharias (2018). Contracting between Firms: Empirical Evidence. The Review of Economics and Statistics, 100(1):92-104.

Koch-Medina, Pablo; Wenzelburger, Jan (2018). Equilibria in the CAPM with non-tradeable endowments. Journal of Mathematical Economics, 75:93-107.

Braggion, Fabio; Dwarkasing, Mintra; Ongena, Steven (2018). Household wealth inequality, entrepreneurs’ financial constraints and the Great Recession: Evidence from the Kauffman Firm Survey. Small Business Economics, 50(3):533-543.

Basten, Christoph; Mariathasan, Mike (2018). How Banks Respond to Negative Interest Rates: Evidence from the Swiss Exemption Threshold. CESifo Working Papers 6901, CESifo.

Habib, Michel A (2018). Multifaceted Transactions and Organizational Ownership. Review of Corporate Finance Studies, 7(1):22-69.

Loepfe, Andreas. Objektive Immobilienbewertung : Eine Fata Morgana. In: Schweizer Personalvorsorge, 02, 1 February 2018, 92-95.

Grosshans, Daniel; Zeisberger, Stefan (2018). All's Well That Ends Well? On the Importance of How Returns Are Achieved. Journal of Banking and Finance, 87:397-410.

Gerpe, Rafael. Kryptowährungen bieten Diversifikation : Die Kursbewegungen von Bitcoin & Co. weisen nahezu keinen Zusammenhang zu den etablierten Anlageklassen auf. In: Finanz und Wirtschaft, 23 January 2018, online.

Koch-Medina, Pablo; Munari, Cosimo; Šikić, Mario (2018). A simple characterization of tightness for convex solid sets of positive random variables. Positivity, 22(4):1015-1022.

Bloechlinger, Andreas; Leippold, Markus (2018). Are ratings the worst form of credit assessment apart from all the others? Journal of Financial and Quantitative Analysis, 53(1):299-334.

Cooper, Ian A; Nyborg, Kjell G (2018). Consistent valuation of project finance and LBOs using the flows-to-equity method. European financial management, 24(1):34-52.

Leippold, Markus; Bernardi, Simone; Lohre, Harald (2018). Maximum diversification strategies along commodity risk factors. European financial management, 24(1):53-78.

Rochet, Jean-Charles; Coculescu, Delia (2018). Shareholder Risk Measures. Mathematical Finance, 28(1):5-28.

Chesney, Marc (2018). A Permanent Crisis. The Financial Oligarchy’s Seizing of Power and the Failure of Democracy. Cham: Springer International Publishing.

Dacorogna, Michel (2018). A change of paradigm for the insurance industry. Annals of Actuarial Science, 12(2):211-232.

Chesney, Marc; Krakow, Nils Jonathan; Maranghino-Singer, Brigitte; Münstermann, Lukas (2018). Asset Pricing : Finanzderivate und ihre Systemrisiken. Wiesbaden: Springer.

Bachmann, Kremena; De Giorgi, Enrico; Hens, Thorsten (2018). Behavioral Finance for Private Banking. Chichester, UK: John Wiley & Sons.

Paolella, Marc S; Polak, Pawel (2018). COBra: Copula-Based Portfolio Optimization. In: Kreinovich, Vladik; Sriboonchitta, Songsak; Chakpitak, Nopasit. Predictive Econometrics and Big Data. Cham: Springer International Publishing, 36-77.

Bachmann, Kremena (2018). Can advisors eliminate the outcome bias in judgements and outcome-based emotions? Review of Behavioral Finance, 10(4):336-352.

Olsen, Richard; Battiston, Stefano; Caldarelli, Guido; Golub, Anton; Nikulin, Mihail; Ivliev, Sergey (2018). Case study of Lykke exchange: architecture and outlook. Journal of Risk Finance, 19(1):26-38.

Célérier, Claire; Kick, Thomas; Ongena, Steven (2018). Changes in the Cost of Bank Equity and the Supply of Bank Credit. In: Mayer, Colin; Micossi, Stefano; Onado, Marco; Pagano, Marco; Polo, Andrea. Finance and investment : the European case. Oxford: Oxford University Press, 169-179.

Rochet, Jean-Charles; Moreno, Santiago (2018). Continuous-Time Models in Corporate Finance, Banking, and Insurance. Princeton, USA: Princeton University Press.

Volkart, Rudolf; Wagner, Alexander (2018). Corporate Finance: Grundlagen von Finanzierung und Investition. Zürich: Versus Verlag.

Hammerschmid, Regina; Janssen, Alexandra (2018). Crash-o-phobia in Currency Carry Trade Returns. Swiss Finance Institute Research Paper 18-64, SSRN.

Garcia-Appendini, Emilia; Bedendo, Mascia; Siming, Linus (2018). Cultural Preferences and Firm Financing Choices. SSRN 2979247, University of Zurich.

Jones, Jill; Ongena, Steven; Pappas, Vasileios; Tsionas, Mike; Izzeldin, Marwan (2018). Efficiency Convergence in Islamic and Conventional Banks. SSRN n/a, University of Zurich.

Böhm, Gisela; Tanner, Carmen (2018). Environmental Risk Perception. In: Steg, Linda; de Groot, Judith I M. Environmental psychology : an introduction. West Sussex, UK: John Wiley, 15-25.

Langnickel, Ferdinand. Essays in Behavioral Finance. 2018, University of Zurich, Faculty of Economics.

Sokko, Anastasiia. Essays in behavioural financial markets and asset pricing. 2018, University of Zurich, Faculty of Economics.

Moreno, Santiago. Essays on Liquidity Management, Threshold Strategies and Agency Frictions. 2018, University of Zurich, Faculty of Economics.

Garcia-Appendini, Emilia (2018). Financial distress and competitors' investment. Journal of Corporate Finance, 51:182-209.

Paolella, Marc (2018). Fundamental Statistical Inference: A Computational Approach. New York: John Wiley & Sons.

Rohner, Philippe; Uhl, Matthias W (2018). Increasing Investor Happiness with Holistic and Goal-Based Investment Advice. Journal of Wealth Management, 20(4):22-28.

Farkas, Walter; Smirnow, Alexander (2018). Intrinsic Risk Measures. In: Glau, Kathrin; Linders, Daniel; Min, Aleksey; Scherer, Matthias; Schneider, Lorenz; Zagst, Rudi. Innovations in Insurance, Risk- and Asset Management. Munich: World Scientific Publishing, 163-184.

Chesney, Marc (2018). La crise permanente: L'oligarchie financière et l'échec de la démocratie. Quanto, Lausanne: PPUR Presses Polytechniques.

Paolella, Marc (2018). Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH. New York: John Wiley & Sons.

Walker, Patrick. Multivariate non-Gaussian models for quantitative risk and portfolio management. 2018, University of Zurich, Faculty of Economics.

Mahmoud, Ola (2018). On the consistency of choice. Theory and Decision, 83(4):547-572.

Leippold, Markus; Vasiljevic, Nikola (2018). Option-Implied Intra-Horizon Value-at-Risk. SSRN 2804702, University of Zurich.

Kryczka, Dominika. Recursive Equilibria in Non-Optimal Financial Economies. 2018, University of Zurich, Faculty of Economics.

Behnk, Sascha; Habschick, Marco; Evers, Jan (2018). Risikoprofiling ist mehr als Anlegertypbestimmung. In: Everling, Oliver; Müller, Monika. Risikoprofiling von Anlegern. Cologne: Bank-Verlag, 257-268.

Neufeld, Ariel; Sikic, Mario (2018). Robust Utility Maximization in Discrete-Time Markets with Friction. SIAM Journal on Control and Optimization, 56(3):1912-1937.

Delpini, Danilo; Battiston, Stefano; Caldarelli, Guido; Riccaboni, Massimo (2018). The Network of US Mutual Fund Investments: Diversification, Similarity and Fragility throughout the Global Financial Crisis. ArXiv.org 1801.02205, Cornell University.

Kölbel, Julian; Jentges, Erik (2018). The Six-Sentence Argument: Training Critical Thinking Skills Using Peer Review. Management Teaching Review, 3(2):118-128.

Puschmann, Thomas (2018). The WealthTech Book: The FinTech Handbook for Investors, Entrepreneurs and Finance Visionaries. Chichester, West Sussex: Wiley-Blackwell Publishing, Inc.

Bernardi, Simone. Three essays on regulatory, market, and estimation risk. 2018, University of Zurich, Faculty of Economics.

Jaeggi, Olivier; Webber Ziero, Gabriel; Tobin-de la Puente, John; Kölbel, Julian (2018). Understanding Sustainable Finance. In: Wendt, Karen. Positive Impact Investing : A Sustainable Bridge between Strategy, Innovation, Change and Learning. Berlin: Springer, 39-63.

Dacorogna, Michel; Elbahtouri, Laila; Kratz, Marie (2018). Validation of aggregated risks models. Annals of Actuarial Science, 12(2):433-454.

Chesney, Marc (2018). Vom Grossen Krieg zur permanenten Krise. In: Thier, Andreas; Schwab, Lea. 1914. Zürich: vdf Hochschulverlag AG an der ETH Zürich, 207-222.

Bachmann, Kremena; Hens, Thorsten; Stössel, Remo (2018). Which measures predict risk taking in a multi-stage controlled investment decision process? Financial Services Review, 26:339-365.

Nyborg, Inke. Wie Banknoten Bargeld wurden. Geld und Notenbanken in der Schweiz im langen 19. Jahrhundert. 2018, University of Zurich, Faculty of Economics.

2017

Birchler, Urs; Hegglin, René; Reichenecker, Michael Rudolf; Wagner, Alexander (2017). Which Swiss Gnomes Attract Money? Efficiency and Reputation as Performance Drivers of Wealth Management Banks. Swiss Finance Institute Research Paper 16-28, University of Zurich.

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

Woschitz, Jiri (2017). Long-term Central Bank Repos and Bank Rollover Risk. n/a n/a, University of Zurich.

Sluban, Borut; Smailović, Jasmina; Novak, Petra Kralj; Mozetič, Igor; Battiston, Stefano (2017). Mapping Organizations' Goals and Leanings in the Lobbyist Network in Banking and Finance. In: Cherifi, Chantal; et al. Complex Networks & Their Applications VI - Studies in Computational Intelligence. Berlin: Springer, 1149-1161.

Hens, Thorsten; Mayer, János (2017). Cumulative prospect theory and mean-variance analysis: a rigorous comparison. Journal of Computational Finance, 21(3):47-73.

Jimenez, Gabriel; Ongena, Steven; Peydró, José Luis; Saurina, Jesús (2017). Macroprudential policy, countercyclical bank capital buffers, and credit supply: evidence from the Spanish dynamic provisioning experiments. Journal of Political Economy, 125(6):2126-2177.

Perillo, Chiara; Battiston, Stefano (2017). Real Implications of Quantitative Easing in the Euro Area: A Complex-Network Perspective. In: Cherifi, Chantal. Complex Networks & Their Applications VI - Studies in Computational Intelligence. Berlin: Springer, 1162-1173.

Meisser, Luzius (2017). The Code is the Model. International Journal of Microsimulation, 10(3):184-201.

Dacorogna, Michel; Busse, Marc (2017). The price of being a Systemically Important Financial Institution (SIFI). International Review of Finance, 17(4):611-616.

Wagner, Alexander. Investing in managerial honesty: opportunities and challenges for banks and regulators. In: International Banker, 30 November 2017, online.

Wenk, Christoph; Heller, Barbara. Der Verwaltungsrat ist zentraler Erfolgsfaktor. In: Finanz und Wirtschaft, 24 November 2017, online.

Loepfe, Andreas. Die Ökonomie der Verpackung : Performance unterschiedlicher Immobilien-Anlagestrukturen im Vergleich. In: Schweizer Personalvorsorge, 15 November 2017, 67-69.

Loepfe, Andreas. Buy and Hold – auch bei Fonds? : Der Swissinvest Immobilienfonds behauptet sich auf dem ersten Platz. In: NZZ, 8 November 2017, 9.

Schuldenzucker, Steffen; Seuken, Sven; Battiston, Stefano (2017). Default ambiguity: credit default swaps create new systemic risks in financial networks. SSRN 3043708, University of Zurich.

Richter, Thomas Julian; Östberg, Per Nils Anders (2017). The Sovereign Debt Crisis: Rebalancing or Freezes? Swiss Finance Institute Research Paper 17-32, University of Zurich.

Rochet, Jean-Charles; Gersbach, Hans (2017). Capital Regulation and Credit Fluctuations. Journal of Monetary Economics, 90:113-124.

Hegglin, René. Three essays on empirical banking. 2017, University of Zurich, Faculty of Economics.

Butler, Ronald W; Paolella, Marc S (2017). Autoregressive Lag-Order Selection Using Conditional Saddlepoint Approximations. Econometrics, 5(3):43.

Fu, Jonathan; Queralt, Jahel; Romano, Michele (2017). Financial inclusion and the 2030 Agenda for Sustainable Development: a missed opportunity. Enterprise Development and Microfinance, 28(3):200-211.

Moreno-Bromberg, Santiago; Vo, Quynh-Anh (2017). Resolution of financial distress under agency frictions. Journal of Banking and Finance, 82:40-58.

Tasca, Paolo; Deghi, Andrea; Battiston, Stefano (2017). Portfolio Diversification and Systemic Risk in Interbank Networks. Journal of Economic Dynamics and Control, 82:96-124.

Brumm, Johannes; Scheidegger, Simon (2017). Using Adaptive Sparse Grids to Solve High-Dimensional Dynamic Models. Econometrica, 85(5):1575-1612.

Leippold, Markus; Matthys, Felix (2017). Government Policy Uncertainty and the Yield Curve. SSRN 2664116, University of Zurich.

Meisser, Luzius. Wenn Bitcoins sicherer sind als Euros. In: Finanz und Wirtschaft, 18 August 2017, n/a.

Hens, Thorsten; Gerber, Anke (2017). Modelling alpha in a CAPM with heterogenous beliefs. Journal of Finance & Economics, 5(2):1-21.

Humphery‐Jenner, Mark; Sautner, Zacharias; Suchard, Jo‐Ann (2017). Cross‐border mergers and acquisitions: The role of private equity firms. Strategic Management Journal, 38(8):1688-1700.

Jimenez, Gabriel; Ongena, Steven; Peydró, José Luis; Saurina, Jesús (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.

Eftekhari, Aryan; Scheidegger, Simon; Schenk, Olaf (2017). Parallelized Dimensional Decomposition for Large-Scale Dynamic Stochastic Economic Models. In: The PASC17 Conference, Lugano, Switzerland, 26 July 2017 - 28 July 2017. ACM Press, 1-11.

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.

Rajamani, Anjana; Van der Poel, Marieke; de Jong, Abe; Ongena, Steven (2017). The international diversification of banks and the value of their cross-border M&A advice. Management Science, 63(7):2211-2232.

Hens, Thorsten. Factor Investing - Von der Innovation zum Industriestandard. In: Finanz und Wirtschaft, 14 June 2017, 6.

Nyborg, Kjell G. Collateral Policy - Central Banking's Powerful Secret Ingredient. In: International Banker, 1 June 2017, 43-45.

Uhl, Matthias W (2017). Emotions Matter - Sentiment and Momentum in FX. Journal of Behavioral Finance, 18(3):249-257.

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

Gambacciani, Marco; Paolella, Marc S (2017). Robust normal mixtures for financial portfolio allocation. Econometrics and Statistics, 3:91-111.

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

Antonopoulos, Angelos; Kartsakli, Elli; Perillo, Chiara; Verikoukis, Christos (2017). Shedding Light on the Internet: Stakeholders and Network Neutrality. IEEE Communications Magazine, 55(7):216-223.

Paolella, Marc S (2017). The Univariate Collapsing Method for Portfolio Optimization. Econometrics, 5(2):18.

Basten, Christoph; von Ehrlich, Maximilian; Lassmann, Andrea (2017). Income taxes, sorting and the costs of housing: evidence from municipal boundaries in Switzerland. Economic Journal, 127(601):653-687.

Arismendi, Juan C; Broda, Simon (2017). Multivariate elliptical truncated moments. Journal of Multivariate Analysis, 157:29-44.

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

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. London: VoxEU, CEPR Policy Portal.

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.

Farkas, Walter; Smirnow, Alexander (2017). Intrinsic risk measures. In: Innovations in Insurance, Risk- and Asset Management, München, 5 April 2017 - 7 April 2017. World Scientific Publishing Co. Pte. Ltd., 163-184.

Farkas, Walter; Gourier, Elise; Huitema, Robert; Necula, Ciprian (2017). A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing. Journal of Banking and Finance, 77:249-268.

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

Rieger, Marc Oliver; Wang, Mei; Hens, Thorsten (2017). Estimating cumulative prospect theory parameters from an international survey. Theory and Decision, 82(4):567-596.

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

Leippold, Markus; Vasiljevic, Nikola (2017). Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model. Journal of Banking and Finance, 77:78-94.

Hens, Thorsten; Rieger, Marc O; Wang, Mei (2017). The Impact of Culture on Loss Aversion. Journal of Behavioral Decision Making, 30(2):270-281.

Battiston, Stefano; Mandel, Antoine; Monasterolo, Irene; Schuetze, Franziska; Visentin, Gabriele (2017). A Climate stress-test of the financial system. Nature Climate Change, 7:283-288.

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 Paper Series 23280, National Bureau of Economic Research.

Kölbel, Julian F; Busch, Timo; Jancso, Leonhardt M (2017). How Media Coverage of Corporate Social Irresponsibility Increases Financial Risk Media Coverage of Corporate Social Irresponsibility. Strategic Management Journal, 38(11):2266-2284.

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, 15(6):1341-1385.

Delis, Manthos D; Kokas, Sotiris; Ongena, Steven (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.

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 & Investment, 7(2):139-146.

Wagner, Alexander; Zeckhauser, Richard J; Ziegler, Alexandre (2017). How Trump’s policies will affect corporate America: Evidence from company stock reactions. London: VoxEU.org / CEPR.

Wagner, Alexander; Zeckhauser, Richard J; Ziegler, Alexandre (2017). Company Stock Reactions to the 2016 Election Shock: Trump, Taxes, and Trade. Cambridge: Harvard Law School.

Delis, Manthos D; Ongena, Steven; Hasan, Iftekhar (2017). Democratic development lowers the cost of credit. London: VoxEU, CEPR Policy Portal.

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

Schmidt, Peter; von Arx, Urs; Schrimpf, Andreas; Ziegler, Andreas; Wagner, Alexander (2017). Size and Momentum Profitability in International Stock Markets. Swiss Finance Institute Research Paper 15-29, University of Zurich.

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.

Fuhrer, Lucas Marc; Müller, Benjamin; Steiner, Luzian (2017). The Liquidity Coverage Ratio and Security Prices. Journal of Banking and Finance, 75:292-311.

Nyborg, Kjell G. Das offene Geheimnis der Zentralbanken. In: NZZ, 26 January 2017, 30.

Nyborg, Kjell G (2017). Collateral frameworks: The open secret of central banks. London: VoxEU, CEPR Policy Portal.

Meisser, Luzius. Bitcoins Wilder Westen. In: Finanz und Wirtschaft, 12 January 2017, n/a.

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

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

Klimenko, Nataliya; Pfeil, Sebastian; Rochet, Jean-Charles (2017). A Simple Macroeconomic Model with Extreme Financial Frictions. Journal of Mathematical Economics, 68:92-102.

Paolella, Marc S (2017). Asymmetric stable Paretian distribution testing. Econometrics and Statistics, 1:19-39.

Koch-Medina, Pablo; Munari, Cosimo; Šikić, Mario (2017). Diversification, protection of liability holders and regulatory arbitrage. Mathematics and Financial Economics, 11(1):63-83.

Meisser, Luzius; Kreuser, C Friedrich (2017). An agent-based simulation of the stolper–samuelson effect. Computational Economics, 50(4):533-547.

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, 185-230.

Wagner, Alexander; Weber, Rolf (2017). Corporate Governance auf der Blockchain. Schweizerische Zeitschrift für Wirtschafts- und Finanzmarktrecht (SZW), 1:59-70.

Hens, Thorsten; Sethe, Rolf (2017). Die Bestimmung der Angemessenheit und der Geeignetheit von Finanzdienstleistungen und Finanzinstrumenten. In: Weber, Rolf H; Stoffel, Walter A; Chenaux, Jean-Luc; Sethe, Rolf. Aktuelle Herausforderungen des Gesellschafts- und Finanzmarktrechts: Festschrift für Hans Caspar von der Crone zum 60. Geburtstag. Zürich: Schulthess Verlag, 589-618.

Goldberg, Lisa R; Mahmoud, Ola (2017). Drawdown: from practice to theory and back again. Mathematics and Financial Economics, 11(3):275-297.

Petzev, Ivan. Essays in Asset Pricing and Corporate Finance. 2017, University of Zurich, Faculty of Economics.

Ita, Andreas. Essays in Corporate Finance. 2017, University of Zurich, Faculty of Economics.

Schmidt, Peter. Essays on Financial Market Efficiency. 2017, University of Zurich, Faculty of Economics.

Bögli, Andrin. Essays on the Economics of Deception and Debt. 2017, University of Zurich, Faculty of Economics.

Bögli, Andrin. Essays on the economics of deception and dept. 2017, University of Zurich, Faculty of Economics.

De Giorgi, Enrico; Mahmoud, Ola (2017). How Elementary is Diversification? A Study of Children’s Portfolio Choice. SSRN 3018421, University of Zurich.

Zhang, Ally Quan; Thul, Matthias (2017). How Much Is the Gap? Efficient Jump Risk-Adjusted Valuation of Leveraged Certificates. Quantitative Finance, 17(9):1387-1401.

Paetzold, Falko (2017). Impact Investing. In: Swiss Sustainable Finance. Handbook for Sustainable Investments. Zurich: s.n., 97-111.

Krauss, Annette; Landolt, Simone (2017). Investieren in Mikrofinanz. Erträge und Risiken aus einer Perspektive der Verantwortung. In: Stüttgen, Manfred. Ethik von Banken und Finanzen. Zürich und Baden-Baden: Pano Verlag, 141-164.

Zhang, Quan. Limits of Arbitrage and Collateral Constraints. 2017, University of Zurich, Faculty of Economics.

Ineichen, Christian; Christen, Markus; Tanner, Carmen (2017). Measuring value sensitivity in medicine. BMC Medical Ethics, 18:5.

Paetzold, Falko (2017). Mit Vermögen gestalten. Vermögende Privatinvestoren und junge Erben legen Wert auf Nachhaltigkeit. In: Stüttgen, Manfred. Ethik von Banken und Finanzen. Zurich: s.n., 77-97.

Bardoscia, Marco; Battiston, Stefano; Caccioli, Fabio; Caldarelli, Guido (2017). Pathways towards instability in financial networks. Nature Communications, 8:14416.

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

Titotto, Daniele; Ongena, Steven (2017). 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, 264-304.

Coculescu, Delia; Jeanblanc, Monique (2017). Some No-Arbitrage Rules under Short-Sales Constraints and Applications to Converging Asset Prices. Mathematical Finance n/a, University of Zurich.

Göncü, Ahmet; Akyildirim, Erdinc (2017). Statistical arbitrage in the multi-asset Black–Scholes economy. Annals of Financial Economics, 12(01):1750004.

Paetzold, Falko; Chen, Tiffany; Kwon, Taeun (2017). Sustainable Finance Capabilities of Private Banks. Zurich: University of Zurich.

Schuldenzucker, Steffen; Seuken, Sven; Battiston, Stefano (2017). The Computational Complexity of Clearing Financial Networks with Credit Default Swaps. ArXiv.org 1710.01578, Cornell University.

Fattinger, Felix. The Pricing of Uncertain Information: From the Lab, to Derivatives Markets, to State-contingent Sovereign Debt. 2017, University of Zurich, Faculty of Economics.

Chhaibi, Reda; Najnudel, Joseph; Nikeghbali, Ashkan (2017). The circular unitary ensemble and the Riemann zeta function: the microscopic landscape and a new approach to ratios. Inventiones Mathematicae, 207(1):23-113.

Mahmoud, Ola (2017). The temporal dimension of risk. Journal of Risk, 19(3):57-83.

Brune, Amelie. Three Essays on Economic Crises. 2017, University of Zurich, Faculty of Economics.

Megally, Elisabeth. Three Essays on Managerial Compensation. 2017, University of Zurich, Faculty of Economics.

Gotthelf, Nina. Three Essays on Media Content and Financial Markets. 2017, University of Zurich, Faculty of Economics.

Woschitz, Jiri. Three Essays on Monetary Policy and Financial Markets. 2017, University of Zurich, Faculty of Economics.

Fuhrer, Lucas. Three Essays on Money and Liquidity. 2017, University of Zurich, Faculty of Economics.

Rösler, Cornelia. Three Essays on the Interbank Market. 2017, University of Zurich, Faculty of Economics.

Presse, André; Paetzold, Falko (2017). Towards a Global Climate Strategy: Reconciling ecological, entrepreneurial and social elements of Sustainability. In: George, Gerard; Schillebeeckx, Simon J D. Natural Resource Management. Singapore: s.n., 271-292.

2016

Chesney, Marc (2016). Der Terror ist Resultat einer bankrotten Politik. Infosperber: Schweizerische Stiftung zur Förderung unabhängiger Information.

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 (ESRB) 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.

McCahery, Joseph A; Sautner, Zacharias; Starks, Laura T (2016). Behind the scenes: the corporate governance preferences of institutional investors. Journal of Finance, 71(6):2905-2932.

Antonopoulos, Angelos; Perillo, Chiara; Verikoukis, Christos (2016). Internet Service Providers vs. Over-the-Top Companies Friends or Foes? SIGMETRICS Performance Evaluation Review, 44(3):37.

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

Albrecher, Hansjörg; Embrechts, Paul; Filipović, Damir; Harrison, Glenn W; Koch, Pablo; Loisel, Stéphane; Vanini, Paolo; Wagner, Joël (2016). Old-age provision: past, present, future. European Actuarial Journal, 6(2):287-306.

Buncic, Daniel; Lentner, Philipp (2016). The Term Structure of Interest Rates in an Estimated New Keynesian Policy Model. Journal of Macroeconomics, 50:126-150.

Nyborg, Kjell G; Fecht, Falko; Rocholl, Jörg; Woschitz, Jiri (2016). Collateral, Central Bank Repos, and Systemic Arbitrage. Swiss Finance Institute Research Paper 16-66, University of Zurich.

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

Wagner, Alexander (2016). How Does Managerial Tone Affect Market Reactions? : Swiss Finance Institute.

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.

Bachmann, Kremena. Men are from Mars, women are from Venus: Does it matter in investing? In: The Charter, 14, 1 October 2016, 5-8.

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

Kara, Alper; Marques-Ibanez, David; Ongena, Steven (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.

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

Dogan, 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.

Fuhrer, Lucas Marc; Guggenheim, B; Schumacher, S (2016). Re‐Use of Collateral in the Repo Market. Journal of Money, Credit and Banking, 48(6):1169-1193.

Habib, Michel; Rochet, Jean-Charles; Collard, Fabrice (2016). The reluctant defaulter: A tale of high government debt. London: VoxEU, CEPR Policy Portal.

Petzev, Ivan; Schrimpf, Andreas; Wagner, Alexander (2016). Has the Pricing of Stocks Become More Global? Swiss Finance Institute Research Paper 15-48, University of Zurich.

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

Vasiljević, Nikola. Option pricing and market risk management in the presence of jump risk. 2016, University of Zurich, Faculty of Economics.

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.

Habib, Michel A; Johnsen, D Bruce (2016). The quality-assuring role of mutual fund advisory fees. International Review of Law and Economics, 46:1-19.

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

Göncü, Ahmet; Akyildirim, Erdinc (2016). Statistical Arbitrage with Pairs Trading. International Review of Finance, 16(2):307-319.

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

Carletti, Elena; Ongena, Steven; Siedlarek, Jan-Peter; Spagnolo, Giancarlo (2016). The impact of merger legislation on bank mergers. Swiss Finance Institute Research Paper 16-33, University of Zurich.

Paolella, Marc S (2016). Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability. Econometrics, 4(2):25.

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

Nyborg, Kjell G; Mukhlynina, Liliya (2016). The Choice of Valuation Techniques in Practice: Education versus Profession. Swiss Finance Institute Research Paper 16-36, University of Zurich.

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

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

Delis, Manthos D; Kokas, Sotiris; Ongena, Steven (2016). Foreign ownership and market power in banking: evidence from a world sample. Journal of Money, Credit and Banking, 48(2-3):449-483.

Basten, Christoph; Fagereng, Andreas; Telle, Kjetil (2016). Saving and Portfolio Allocation Before and After Job Loss. Journal of Money, Credit and Banking, 48(2-3):293-324.

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

Broda, Simon; Kan, Raymond (2016). On distributions of ratios. Biometrika, 103(1):205-218.

Bardoscia, Marco; Battiston, Stefano; Caccioli, Fabio; Caldarelli, Guido (2016). Pathways towards instability in financial networks. ArXiv.org 1602.05883, Cornell University.

Maddaloni, Angela; Scopelliti, Alessandro (2016). Prudential Regulation, National Differences and Stability of EU Banks. In: THE SSM AT 1, Frankfurt, 3 February 2016 - 4 February 2016. SUERF Conference Proceedings, 121-141.

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

Fehr-Duda, Helga; Fehr, Ernst (2016). Sustainability: Game human nature. Nature, 530(7591):413-415.

Dluhosch, Barbara; Hens, Thorsten (2016). A rigorous approach to business services offshoring and North–North trade. Applied Economics, 48(15):1390-1401.

Fasnacht, Daniel; Stämpfli, Thomas (2016). Antizyklisches verhalten lohnt sich in volatilen Märkten. Private - Das Geld-Magazin:22-23.

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.

Bonfim, Diana; Nogueira, Gil; Ongena, Steven (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 (2016). Unexpected shortfalls of expected Shortfall: Extreme default profiles and regulatory arbitrage. Journal of Banking and Finance, 62:141-151.

Christen, Markus; Ineichen, Christian; Tanner, Carmen (2016). "Moralische Intelligenz" in der medizinischen Praxis: Zur Nutzung moralpsychologischer Konstrukte und Messverfahren in klinischer Diagnostik und Weiterbildung. Praxis, 105(21):1261-1266.

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

Göncü, Ahmet; Akyildirim, Erdinc (2016). A stochastic model for commodity pairs trading. Quantitative Finance, 16(12):1843-1857.

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.

Cerqueiro, Geraldo; Ongena, Steven; 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.

De Giorgi, Enrico G; Mahmoud, Ola (2016). Diversification preferences in the theory of choice. Decisions in Economics and Finance, 39(2):143-174.

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. 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.

Evstigneev, Igor; Hens, Thorsten; Schenk-Hoppé, Klaus Reiner (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.

Jakovljević, Sanja; Degryse, Hans; Ongena, Steven (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.

De Giorgi, Enrico; Mahmoud, Ola (2016). Naive Diversification Preferences and their Representation. SSRN 2864231, University of Zurich.

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

Akyildirim, Erdinc; Altarovici, Albert (2016). Partial hedging and cash requirements in discrete time. Quantitative Finance, 16(6):929-945.

Isohätälä, Jukka; Klimenko, Nataliya; 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.

Nooijen, Steven J; Broda, Simon (2016). Predicting Equity Markets with Digital Online Media Sentiment: Evidence from Markov-switching Models. Journal of Behavioral Finance, 17(4):321-335.

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

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

Behnk, Sascha; Wagner, Alexander (2016). Value Reporting in der Schweiz. In: Köhler, Kristin. Reporting Trends and Developments 2016. Zürich: Center for Corporate Reporting (CCR), 11-16.

2015

Chesney, Marc; Maranghino-Singer, Brigitte. Bessere Bildung statt hohe Boni. In: Tagesanzeiger, 29 December 2015, 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, 19.

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

Jakovljević, Sanja; Degryse, Hans; Ongena, Steven (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.

Petrov, Vladimir Y; Tribelsky, M I (2015). FOREX Trades: Can the Takens Algorithm Help to Obtain Steady Profit at Investment Reallocations? JETP Letters, 102(12):841-844.

Basten, Christoph; Koch, Cathérine Tahmee (2015). The causal effect of house prices on mortgage demand and mortgage supply: Evidence from Switzerland. Journal of housing economics, 30:1-22.

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

Moenninghoff, Sebastian C; Ongena, Steven; 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.

Halla, Martin; Wagner, Alexander; Zweimüller, Josef (2015). Immigration and far-right voting: New evidence. London: VoxEU, CEPR Policy Portal.

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

Wälchli, Boris (2015). A Random Forests Based Performance Ratio for Regulatory Asset Portfolio Management and Optimization. SSRN 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.

Hvide, Hans K; Östberg, Per (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.

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

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

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

Calvet, Laurent E; Fearnley, Marcus; Fisher, Adlai J; 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, 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.

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

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

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

Bardoscia, Marco; Battiston, Stefano; Caccioli, Fabio; Caldarelli, Guido (2015). DebtRank: A Microscopic Foundation for Shock Propagation. PLoS ONE, 10(7):e0130406.

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. Die Banken in der Moralfalle. In: Journal21.ch, June 2015, 33-34.

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

Bachmann, Kremena; Hens, Thorsten. «Swissness» im Anlegerverhalten : Schweizer Investoren in allen Sprachregionen lassen eine grössere Anlegerkompetenz erkennen als ihre Nachbarn im Ausland. In: Finanz und Wirtschaft, 20, 14 March 2015, 22.

Nyborg, Kjell G (2015). Central Bank Collateral Frameworks. Swiss Finance Institute Research Paper 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 Papers DP10439, Centre for Economic Policy Research (CEPR).

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, 3.

Fasnacht, Daniel; Stämpfli, D.. Ohne Emotionen. In: Handelszeitung, 22 January 2015, 4.

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

Paolella, Marc S (2015). Multivariate asset return prediction with mixture models. The European journal of finance, 21(13-14):1214-1252.

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

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

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

Farkas, Walter; 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 Z; Oertle, David; Hilty, Lorenz M (2015). An information system supporting cap and trade in organizations. In: Hilty, Lorenz; Aebischer, Bernard. ICT Innovations for Sustainybility. Cham: Springer, 285-299.

Degryse, Hans; Ioannidou, Vasso; Ongena, Steven (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-Bromberg, Santiago; Munari, Cosimo (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. Review of Economic Studies, 82(3):1119-1153.

Akyildirim, Erdinc; Altarovici, Albert; Ekinci, Cumhur (2015). Effects of firm-specific public announcements on market dynamics: Implications for high-frequency traders. In: Gregoriou, Greg N. Handbook of High Frequency Trading. London: Academic Press, 305-326.

Chesney, Marc; Taschini, Luca; Gheyssens, Jonathan (2015). Emissions Markets and Products. In: Roncoroni, Andrea. Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Managemen. Hoboken: Wiley, 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, Walter; 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 S (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.

2014

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

Uhl, Matthias W (2014). Reuters Sentiment and Stock Returns. Journal of Behavioral Finance, 15(4):287-298.

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; Kliger, Doron; Beese, Henning (2014). Funding decisions and entrepreneurial team diversity: A field study. Journal of Economic Behavior & Organization, 107:595-613.

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

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

Akyildirim, Erdinc; Dolinsky, Yan; Soner, H Mete (2014). Approximating stochastic volatility by recombinant trees. Annals of Applied Probability, 24(5):2176-2205.

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 L; 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.

Vitali, Stefania; Battiston, Stefano (2014). The Community Structure of the Global Corporate Network. PLoS ONE, 9(8):e104655.

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, online.

Busse, Marc; Dacorogna, Michel; Kratz, Marie (2014). The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio. Risks, 2(3):260-276.

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 S (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, online.

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

Wagner, Alexander (2014). Regulierung von Managervergütung. Der Schweizer Treuhänder, (5):420-424.

Behnk, Sascha; Barreda-Tarrazona, Iván; García-Gallego, Aurora (2014). The role of ex post transparency in information transmission - An experiment. Journal of Economic Behavior & Organization, 101:45-64.

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.

Jimenez, Gabriel; Ongena, Steven; 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; Song, Wei-Ling; Werker, Bas (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.

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.

Ravanelli, Claudia; Svindland, Gregor (2014). Comonotone Pareto optimal allocations for law invariant robust utilities on L 1. Finance and Stochastics, 18(1):249-269.

Leippold, Markus; Strømberg, 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. Bundesbank Discussion Paper 22/2014, Deutsche Bundesbank.

Thul, Matthias; Zhang, Ally Quan (2014). Analytical option pricing under an asymmetrically displaced double gamma jump-diffusion model. SSRN 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: Springer, 357-382.

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

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

Basten, Christoph; Fagereng, Andreas; Telle, Kjetil (2014). Cash-on-hand and the Duration of Job Search: Quasi-experimental Evidence from Norway. Economic Journal, 124(576):540-568.

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.

Christen, Markus; Ineichen, Christian; Tanner, Carmen (2014). How “moral” are the principles of biomedical ethics? – A cross-domain evaluation of the common morality hypothesis. BMC Medical Ethics, 15:47.

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

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

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

Cimini, Giulio; Squartini, Tiziano; Musmeci, Nicolo; Puliga, Michelangelo; Gabrielli, Andrea; Garlaschelli, Diego; Battiston, Stefano; Caldarelli, Guido (2014). Reconstructing Topological Properties of Complex Networks Using the Fitness Model. In: Aiello, Luca Maria; McFarland, Daniel. Social Informatics. Cham: Springer, 323-333.

Gibson, Rajna; Habib, Michel A; 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.

Basten, Christoph; Cathérine, Cathérine (2014). The Counter-Cyclical Capital Buffer of Basel III: Does it affect Mortgage Pricing? In: von der Crone, Hans Caspar; Rochet, Jean-Charles. Finanzstabilität: Status und Perspektiven. Zurich: Schulthess Juristische Medien AG, 337.

Wagner, Alexander; Peters, Florian (2014). The Executive Turnover Risk Premium. Cambridge: Harvard Law School.

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.

Matthys, Felix. Three essays in quantitative finance. 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 : der Aufstieg der Finanzaristokratie und das Versagen der Demokratie. Zürich: Versus Verlag.

2013

Habib, Michel A; 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 (2013). Beyond cash-additive risk measures: When changing the numeraire fails. Finance and Stochastics, 18(1):145-173.

Garcia-Appendini, Emilia (2013). Book review of Fault Lines by Raghuram G. Rajan. Financial markets and portfolio management, 27(4):431-433.

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, 21.

Arping, Stefan; Sautner, Zacharias (2013). Did sox section 404 make firms less opaque? Evidence from cross-listed firms. Contemporary Accounting Research, 30(3):1133-1165.

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, 46.

Glaser, Markus; Lopez-De-Silanes, Florencio; Sautner, Zacharias (2013). Opening the black box: internal capital markets and managerial power. Journal of Finance, 68(4):1577-1631.

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, 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.

Garcia-Appendini, Emilia; Montoriol-Garriga, Judit (2013). Firms as liquidity providers: Evidence from the 2007–2008 financial crisis. Journal of Financial Economics, 190(1):272-291.

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

Janssen, Martin. Zwischen Monstrum und Anlegerschutz. In: Neue Zürcher Zeitung, 26 June 2013, 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 (2013). The shareholder base and payout policy. Journal of Financial and Quantitative Analysis, 48(3):729-760.

Hens, Thorsten; Caliskan, Nilufer (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.

Tai-Leung, Chong Terrence; Lu, Liping; Ongena, Steven (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.

Garcia-Appendini, Emilia (2013). Contracts and returns in private equity investments. Journal of Financial Intermediation, 22(2):201-217.

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, 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; 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.

De Haas, Ralph; Liping, Lu; Ongena, Steven (2013). "Know the Competitor, Know Thyself?" First Evidence from Banks in Emerging Europe. In: Beck, Thorsten; De Haas, Ralph; Ongena, Steven. Understanding Banks in Emerging Markets: Observing, Asking or Experimenting? London: Centre for Economic Policy Research (CEPR), 61-67.

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 Verlag.

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 Verlag, 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.

Basten, Christoph; Betz, Frank (2013). Beyond Work Ethic: Religion, Individual, and Political Preferences. American Economic Journal: Economic Policy, 5(3):67-91.

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 Dynamic 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.

Garcia-Appendini, Emilia (2013). Come sarebbe l'Italia con 1000 imprese quotate. Economia & Management : la rivista di direzione aziendale, 3:95-115.

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.

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

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

Glattfelder, James B (2013). Decoding Complexity: Uncovering Patterns in Economic Networks: Doctoral Thesis accepted by Swiss Federal Institute of Technology (ETH) Zurich, Switzerland. Heidelberg: Springer.

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.

Rochet, Jean-Charles; Biais, Bruno; Mariotti, Thomas (2013). Dynamic Financial Contracting. In: Acemoglu, Daron; Arellano, Manuel; Dekel, Eddie. Advances in Economics and Econometrics. New York: Cambridge University Press, 125-171.

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 Verlag, 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; Selden, 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 returns. 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; Farkas, Walter (2013). Local volatility of volatility for the VIX market. Review of Derivatives Research, 16(3):267-293.

Goldberg, Lisa R; Hayes, Michael Y; Mahmoud, Ola (2013). Minimizing shortfall. Quantitative Finance, 13(10):1533-1545.

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.

Goldberg, Lisa R.; Mahmoud, Ola (2013). Risk without return. The Journal of Investment Strategies, 2(2):111-120.

Duc, Corinne; Hanselmann, Martin; Boesiger, Peter; Tanner, Carmen (2013). Sacred values: Trade-off type matters. Journal of Neuroscience, Psychology and Economics, 6(4):252-263.

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 A; 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; Farkas, Walter (2013). Smooth and Bid-Offer Compliant Volatility Surfaces Under General Dividend Streams. Quantitative Finance, 13(11):1801-1812.

Broda, Simon A; 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. SSRN 2257882, University of Zurich.

Ongena, Steven; Mosk, Thomas (2013). The impact of banking sector deleveraging on investment in the European Union. In: Kolev, Atanas; Tanayama, Tanja; Wagenvoort, Rien. Investment and Investment Finance in Europe. Luxembourg: European Investment Bank, 171-206.

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.

Zaheer, Sajjad; Ongena, Steven; 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; et al (2013). Understanding banks in emerging markets. London: VoxEU, CEPR Policy Portal.

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

Cerqueiro, Geraldo; Degryse, Hans; Ongena, Steven (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 E; Fisher, Adlai J; Leippold, Markus (2013). What's Beneath the Surface? Option Pricing with Multifrequency Latent States. HEC Paris Research Paper 969/2013, University of Zurich.

2012

Chesney, Marc; Dupré, Denis; Taramasco, Ollivier. Arrêtons la cotation en temps continu sur les marchés. In: Le Monde, 26 November 2012, 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, 16.

Brune, Amelie; Hens, Thorsten (2012). Experimental Economics and Financial Market Regulation. In: Internal seminar at the Royal Ministry of Finance, Norway, Oslo, Norway, 24 September 2012.

Cuñat, Vicente; Garcia-Appendini, Emilia (2012). Trade credit and entrepreneurial finance. In: Cumming, Douglas. Oxford Handbook of Entrepreneurial Finance. New York: Oxford University Press, 526-557.

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

Battiston, Stefano; Delli Gatti, Domenico; Gallegati, Mauro; Greenwald, Bruce; Stiglitz, Joseph E (2012). Credit Default Cascades: When Does Risk Diversification Increase Stability? Journal of Financial Stability, 8(3):138-149.

Battiston, Stefano; Delli Gatti, Domenico; Gallegati, Mauro; Greenwald, Bruce; Stiglitz, Joseph E (2012). Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk. Journal of Economic Dynamics and Control, 36(8):1121-1141.

Battiston, Stefano; Bordino, I; Caldarelli, G; Cristelli, M; Ukkonen, A; Weber, I (2012). Web Search Queries Can Predict Stock Market Volumes. PLoS ONE, 7(7):e40014.

Birchler, Urs. Die Gier hat sich ins Herz der Banken hineingefressen. In: NZZ am Sonntag, 15 July 2012, 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, Delia; Jeanblanc, Monique; Nikeghbali, Ashkan (2012). Default times, no-arbitrage conditions and changes of probability measures. Finance and Stochastics, 16(3):513-535.

Coculescu, D; Nikeghbali, Ashkan (2012). Hazard processes and martingale hazard processses. Mathematical Finance, 22(3):519-537.

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

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

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

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

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

Hens, Thorsten. Welcher Risikotyp bin ich? In: Finanz und Wirtschaft, 6 June 2012, 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, 16.

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

Ongena, Steven; Tümer-Alkan, Günseli; von Westernhagen, Natalja (2012). Creditor concentration: An empirical investigation. European Economic Review, 56(4):830-847.

Glattfelder, James B. Decoding Complexity: The Organizing Principles Behind our Economy. In: The Montréal Review, 1 April 2012, online.

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, 40.

Gençay, Ramazan; Xue, Yi (2012). Trading Frequency and Volatility Clustering. Journal of Banking and Finance, 36(3):760-773.

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

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

Paolella, Marc; Hartz, Christoph (2012). Forecasting Financial Time Series: Normal GARCH with Outliers or Heavy Tailed Distribution Assumptions? In: Fifth International Conference of the Thailand Econometric Society, Chiang Mai University, Thailand, 12 January 2012 - 13 January 2012.

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

Giannetti, Mariassunta; Ongena, Steven (2012). "Lending by example": Direct and indirect effects of foreign banks in emerging markets. Journal of International Economics, 86(1):167-180.

Festl-Pell, Diana Brigitte (2012). Applying Macro-prudence in Financial Standard Setting: Systemically Sensitive Prompt Corrective Action. In: Lehner, Othmar M; Losbichler, Heimo. Proceedings in Finance and Risk Perspectives 12. Enns, Austria: ACRN Cambridge Publishing House, 104-121.

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):7'8-715.

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.

Battiston, Stefano; Cincotti, S; Sornette, D; Treleaven, P; Caldarelli, G; Hommes, C; Kirman, A (2012). An economic and financial exploratory. European Physical Journal. Special Topics, 214(1):361-400.

Uhl, Matthias (2012). And Action: TV Sentiment and the US Consumer. Applied Economics Letters, 19(11):1029-1034.

Gençay, Ramazan; Gradojevic, Nikola; Selçuk, Faruk; Whitcher, Brandon (2012). Asymmetry of information flow between volatilities across time scales. Quantitative Finance, 10(8):895-915.

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

Battiston, Stefano; Puliga, M; Kaushik, R; Tasca, P; Caldarelli, G (2012). DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk. Scientific Reports, 2:541.

Böhm, Gisela; Tanner, Carmen (2012). Environmental risk perception. In: Steg, Linda; van den Berg, Agnes E; de Groot, Judith I M. Environmental psychology : an introduction. West Sussex, UK: Wiley-Blackwell, 15-26.

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.

Leippold, Markus; Lohre, Harald (2012). International price and earnings momentum. The 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.

Battiston, Stefano; Walter, F E; Yildirim, M; Schweitzer, F (2012). Moving recommender systems from on-line commerce to retail stores. Information Systems and e-Business Management, 10(3):367-393.

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.

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 (Bücher), 953-984.

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

Delaloye, Francois-Xavier; Habib, Michel A; Ziegler, Alexandre (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.

Battiston, Stefano; König, Michael D; Napoletano, M; Schweitzer, F (2012). The efficiency and stability of R&D networks. Games and Economic Behavior, 75(2):694-713.

Broda, Simon (2012). The expected shortfall of quadratic portfolios with heavy-tailed risk factors. Mathematical Finance, 22(4):710-728.

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 G; Hens, Thorsten (2012). Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence? European financial management, 18(2):163-182.

Barrieu, Pauline; Bensusan, Harry; El Karoui, Nicole; Hillairet, Caroline; Loisel, Stéphane; Ravanelli, Claudia; Salhi, Yahia (2012). Understanding modelling and managing longevity risk: Key issues and main challenges. Scandinavian Actuarial Journal, 2012(3):203-231.

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.

Festl, Michael; Festl-Pell, Diana Brigitte (2012). Wirtschaftsethik - Individualmoral oder Rahmenordnung? Ein Beitrag zum Einfluss der Verhaltensökonomik auf die Wirtschaftsethik. Zeitschrift für Wirtschafts- und Unternehmensethik, 13(2):141-153.

Leippold, Markus (2012). Zeitreihenanalyse in Finanzmärkten : Eine Einführung. Zurich: bookboon.com.

2011

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, 31.

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

Ranaldo, Angelo; Meichle, Mario; Zanetti, Attilio (2011). Do financial variables help predict the state of the business cycle in small open economies? Evidence from Switzerland. Financial markets and portfolio management, 25(4):435-453.

Ongena, Steven; Şendeniz-Yüncü, İlkay (2011). Which firms engage small, foreign, or state banks? And who goes Islamic? Evidence from Turkey. Journal of Banking and Finance, 35(12):3213-3224.

Eugster, Florian; Wagner, Alexander. Value Reporting in Switzerland - status and perspectives. In: The Communications Journal, 1 November 2011, 3-4.

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.

Battiston, Stefano; Glattfelder, James B; Vitali, Stefania (2011). The network of global corporate control. PLoS ONE, 6(10):e25995.

Chesney, Marc. Crise de Dexia: Les véritables stress tests ont été fatals. In: Le Temps, 14 October 2011, 16.

Syz, Jürg M; Vanini, Paolo (2011). Arbitrage Free Price Bounds for Property Derivatives. The Journal of Real Estate Finance and Economics, 43(3):281-298.

Cerqueiro, Geraldo; Degryse, Hans; Ongena, Steven (2011). Rules versus discretion in loan rate setting. Journal of Financial Intermediation, 20(4):503-529.

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

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

Birchler, Urs; Lienhart, Jann. Der Nationalbank sind die Hände gebunden. In: Der Landbote, 2 September 2011, 5.

Gençay, Ramazan; Gradojevic, Nikola (2011). Financial Applications of Nonextensive Entropy. IEEE signal processing magazine, 28(5):116-141.

Hens, Thorsten. Vom Umgang mit Risiken. In: Finanz und Wirtschaft, 31 August 2011, 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, 23.

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

Battiston, Stefano; Napoletano, M; Schweitzer, F; König, Michael D (2011). Recombinant knowledge and the evolution of innovation networks. Journal of Economic Behavior & Organization, 79(3):145-164.

Chesney, Marc. Derivative Finanzinstrumente und ihre Systemrisiken. In: NZZ, 167, 20 July 2011, 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, 9.

Uhl, Matthias W (2011). Explaining US Consumer Behavior with News Sentiment. ACM Transactions on Management Information Systems, 2(2):1-18.

Brown, Martin; Ongena, Steven; Yeşin, Pinar (2011). Foreign currency borrowing by small firms in the transition economies. Journal of Financial Intermediation, 20(3):285-302.

Gençay, Ramazan; In, Francis; Kim, Sangbae (2011). Investment horizon effect on asset allocation between value and growth strategies. Economic Modelling, 28(4):1489-1497.

Birchler, Urs; Gut, Ursula. Der Kanton Zürich und die Nationalbank. In: NZZ, 150, 30 June 2011, 19.

Battiston, Stefano; Vitali, Stefania (2011). Geography versus topology in the european ownership network. New Journal of Physics, 13:063021.

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

De Giorgi, Enrico G; Post, Thierry (2011). Loss Aversion with a State-Dependent Reference Point. Management Science, 57(6):1094-1110.

Ranaldo, Angelo; Christiansen, Charlotte; Söderlind, Paul (2011). The Time-Varying Systematic Risk of Carry Trade Strategies. Journal of Financial and Quantitative Analysis, 46(4):1107-1125.

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

Ongena, Steven; Tümer-Alkan, Günseli; Vermeer, Bram (2011). Corporate choice of banks: Decision factors, decision maker, and decision process - First evidence. Journal of Corporate Finance, 17(2):326-351.

Glattfelder, James B; Dupuis, A; Olsen, R B (2011). Patterns in high-frequency FX data: discovery of 12 empirical scaling laws. Quantitative Finance, 11(4):599-614.

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.

Lammert, Joachim; Watrin, Christoph; Zeisberger, Stefan (2011). Management Guidance - Bevorzugen professionelle Kapitalmarktteilnehmer wirklich Punktprognosen? Zeitschrift für Planung & Unternehmenssteuerung, 21:349-364.

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.

Rosenblatt-Wisch, Rina; Foellmi, Reto; Schenk-Hoppé, Klaus Reiner (2011). Consumption paths under prospect utility in an optimal growth model. Journal of Economic Dynamics and Control, 35(3):273-281.

Coculescu, Delia (2011). Dividends and leverage: How to optimally exploit a non-renewable investment. Journal of Economic Dynamics and Control, 35(3):312-329.

Ongena, Steven; Popov, Alexander (2011). Interbank market integration, loan rates, and firm leverage. Journal of Banking and Finance, 35(3):544-559.

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.

Malmendier, Ulrike; Nagel, Stefan (2011). Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking? Quarterly Journal of Economics, 126(1):373-416.

Forstinger, Christin; Wagner, Alexander (2011). Der Mehr(wert) von wert(e)orientierter Philanthropie. Der Schweizer Treuhänder, (12):1024-1029.

Cremers, K J Martijn; Huang, Rocco; Sautner, Zacharias (2011). Internal capital markets and corporate politics in a banking group. Review of Financial Studies, 24(2):358-401.

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, 35.

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

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

Salvi, Marco. Privileg oder Gemeinnutz? Kosten und Nutzen der Zürcher Wohnbauförderung. In: 1886-2011: 125 Jahre Wohneigentum und Wohnen in Zürich, 1 January 2011, 81-89.

Brown, Martin; Ongena, Steven; Popov, Alexander; Yeşin, Pinar (2011). Who needs credit and who gets credit in Eastern Europe? Economic Policy, 26(65):93-130.

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. Boca Raton: Chapman & Hall, 13.

Gençay, Ramazan; Fagan, Steven (2011). An Introduction to Textual Econometrics. In: Ullah, Aman; Gill, David. Handbook of Empirical Economics and Finance. Boca Raton, US: Taylor & Francis, 133-154.

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.

Ranaldo, Angelo; Fischer, Andreas M (2011). Does FOMC news increase global FX trading? (Global FX Trading & FOMC Deliberations). Journal of Banking and Finance, 35(11):2965-2973.

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.

Gençay, Ramazan; Gradojevic, Nikola (2011). Errors-in-Variables Estimation with Wavelets. Journal of Statistical Computation and Simulation, 81(11):1545-1564.

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

Hens, Thorsten; Amir, Rabah; Evstigneev, I V; 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.

Hörnlein, Lena; Stadelmann, Martin; Brown, Jessica (2011). Fast-start finance to address climate change: what we know at the mid-point. ODI working and discussion papers 2011, University of Zurich.

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.

Lausberg, Elena; Behnk, Sascha; Habschick, Marco (2011). Förderung der privaten Altersvorsorge: Was wir vom Ausland lernen können. Köln: Deutsches Institut für Altersvorsorge.

Tanner, Carmen (2011). Geschützte Werte, Emotionen und moralische Entscheidungen. In: Aerni, Philipp; Grün, Klaus-Jürgen. Moral und Angst : Erkenntnisse aus Moralpsychologie und politischer Theologie. Göttingen: Vandenhoeck & Ruprecht, 117-130.

Syz, Jürg (2011). Green Properties - Sustainable Returns. In: SECA, Swiss Private Equity & Corporate Finance Association. Real Estate Private Equity. Bern: SECA, 1-5.

Ranaldo, Angelo; Favre, Laurent (2011). Hedgefonds-Analyse unter Berücksichtgung alternativer Verteilungen: Vergleich des Zweimoment- und des Viermoment-Ansatzes beim CAPM. In: Busacker, Michael; Kaiser, Dieter G. Handbuch Alternative Investments. Wiesbaden: Gabler Betriebswirtschaftlicher Verlag, 505-529.

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.

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

Behnk, Sascha; Noll, Annette; Evers, Jan (2011). Kreditmediation für Einzelunternehmen in der Gründungsphase und danach. In: Armbruster, Frank; Everling, Oliver; Langen, Rainer. Finanzkommunikation - Chancen durch Kreditmediation. Cologne: Bank-Verlag, 407-421.

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

Evstigneev, Igor V; Hens, Thorsten; 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.

Ongena, Steven; Peydró, José Luis (2011). Loose monetary policy and excessive credit and liquidity risk-taking by banks. In: Beck, Thorsten. The Future of Banking. London: Centre for Economic Policy Research, 21-28.

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

Uhl, Matthias W. Measuring Media Sentiment – Essays on Its Impact on the Economy and the Financial Markets. 2011, ETH Zürich, Faculty of Economics.

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 Papers 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.

Hens, Thorsten (2011). Speculative Bubbles - A Neo Austrian Perspective. In: Leube, Kurt. Economics, Politics, Philosophy, and the Arts. Essays in Honor of H.S.H. Prince Philipp of Liechtenstein. Liechtenstein: van Eck Verlag, 31-40.

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.

Paetzold, Falko (2011). Sustainable Investing in Asia: Uncovering Opportunities and Risks. In: Williams, Geoffrey. Responsible Management in Asia. London: Palgrave Macmillan, 256-276.

Malmendier, Ulrike; Young, Han Lee (2011). The Bidder’s Curse. American Economic Review, 101(2):749-787.

Malmendier, Ulrike; Card, David; DellaVigna, Stefano (2011). The Role of Theory in Field Experiments. Journal of Economic Perspectives, 25(3):39-62.

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 1787370, 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, Tönn (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 1743495, University of Zurich.

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

Syz, Jürg; Salvi, Marco (2011). What Drives "Green Housing" Construction? Evidence from Switzerland. Journal of financial economic policy, 3(1):86-102.

2010

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, 1.

Feng, Zhigang (2010). Numerical simulation of the overlapping generations models with indeterminacy. In: Washington University, St. Louis (US), 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, 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. Enseignement de la finance: la crise a-t-elle eu lieu? In: Le Temps, 18 October 2010, online.

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

Jostarndt, Philipp; Sautner, Zacharias (2010). Out-of-court restructuring versus formal bankruptcy in a non-interventionist bankruptcy setting. Review of Finance, 14(4):623-668.

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.

Ioannidou, Vasso; Ongena, Steven (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.

Gençay, Ramazan; Fan, Yanqin (2010). Unit root tests with wavelets. Econometric theory, 26(5):1305-1331.

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

Fasnacht, Daniel. Neuer «Swissness»-Ansatz hilft punkten. In: Handelszeitung, 15 September 2010, 56.

Beer, Christian; Ongena, Steven; Peter, Marcel (2010). Borrowing in foreign currency: Austrian households as carry traders. Journal of Banking and Finance, 34(9):2198-2211.

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, online.

Ranaldo, Angelo; Söderlind, Paul (2010). Safe Haven Currencies. Review of Finance, 14(3):385-407.

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.

Arping, Stefan; Sautner, Zacharias (2010). Corporate governance and leverage: evidence from a natural experiment. Finance Research Letters, 7(2):127-134.

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

Birchler, Urs; Nyborg, Inke (2010). How Should We Deal with Large Financial Institutions in a Crisis? In: 38th Economics Conference 2010, Vienna, 31 May 2010. Oesterreichische Nationalbank, 161-168.

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

Scopelliti, Alessandro D (2010). Competition And Economic Growth: A Critical Survey Of The Theoretical Literature. Journal of Applied Economic Sciences, 5(11):70-93.

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.

Birchler, Urs. Die SP sieht Gefahr durch Grossbanken: Partei präsentiert eine Analyse zur «Too big to fail»-Problematik. In: NZZ, 13 April 2010, online.

Ranaldo, Angelo; Rossi, Enzo (2010). The reaction of asset markets to Swiss National Bank communication. Journal of International Money and Finance, 29(3):486-503.

Birchler, Urs; Gagliardi, Stefano. Welche Rolle das Bankgeheimnis spielt. In: Handelszeitung, 13, 31 March 2010, 43.

Malmendier, Ulrike; Lerner, Josh (2010). Contractibility and the Design of Research Agreements. American Economic Review, 100(1):214-246.

Gençay, Ramazan; Gradojevic, Nikola (2010). Crash of '87 - Was it expected?: Aggregate market fears and long-range dependence. Journal of Empirical Finance, 17(2):270-282.

Krauss, Annette; Stewart, Kearsley A; Diermeier, Daniel; Kelso, David; Palamountain, Kara M (2010). University Leadership for Innovation in Global Health and HIV/AIDS Diagnostics. Global public health, 5(2):189-196.

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.

Hens, Thorsten. Finanzplatz Schweiz - quo vadis? In: Unijournal: Die Zeitung der Universität Zürich, 1, 1 February 2010, 8.

Chesney, Marc; Weber-Berg, Christoph (2010). Banken ohne moralischen Kompass. UZH magazin: die Wissenschaftszeitschrift:online.

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, 18-19.

Rossi, Enzo; Jordan, Thomas (2010). Inflation und die Geldpolitik der Schweizerischen Nationalbank. Die Volkswirtschaft, 83(1/2):21-25.

Tanner, Carmen; Brugger, Alexander; van Schie, Susan; Lebherz, Carmen (2010). Actions Speak Louder Than Words. Zeitschrift für Psychologie, 218(4):225-233.

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

Ekeland, Ivar; Moreno-Bromberg, Santiago (2010). An algorithm for computing solutions of variational problems with global convexity constraints. Numerische Mathematik, 115(1):45-69.

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, 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.

Roser, Dominic. Ethical perspectives on climate policy and climate economics. 2010, University of Zurich, Faculty of Economics.

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

Syz, Jürg (2010). Housing Risk and Property Derivatives: the Role of Financial Engineering. In: Smith, Susan J; Searle, Beverley A. The Blackwell Companion to the Economics of Housing : The Housing Wealth of Nations. Oxford: Blackwell Publishing, 569-584.

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 R; 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.

Glattfelder, James B. Ownership Networks and Corporate Control: Mapping Economic Power in a Globalized World. 2010, ETH Zurich, Faculty of Economics.

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 N; 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.

Rossi, Enzo; Jordan, Thomas; Peytrignet, Michel (2010). Ten Years' Experience with the Swiss National Bank's Monetary Policy Strategy. Swiss Journal of Economics and Statistics = Schweizerische Zeitschrift für Volkswirtschaft und Statistik, 146:9-90.

Battiston, Stefano; Glattfelder, James B; Garlaschelli, Diego; Lillo, Fabrizio; Caldarelli, Guido (2010). The Structure of Financial Networks. In: Estrada, Ernesto; Fox, Maria; Higham, Desmond; Oppo, Gian-Luca. Network Science: Complexity in Nature and Technology. London: Springer, 131-163.

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.

2009

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.

Malmendier, Ulrike (2009). Law and Finance "at the Origin". Journal of Economic Literature, 47(4):1076-1108.

Ranaldo, Angelo (2009). Segmentation and time-of-day patterns in foreign exchange markets. Journal of Banking and Finance, 33(12):2199-2206.

Malmendier, Ulrike; Tate, Geoffrey (2009). Superstars CEOs. Quarterly Journal of Economics, 124(4):1593-1638.

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

Battiston, Stefano; Walter, Frank E; Schweitzer, Frank (2009). Personalised and Dynamic Trust in Social Networks. In: RecSys '09: Third ACM conference on Recommender systems, New York, 23 October 2009 - 25 October 2009. ACM Digital library, 197-204.

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

Ranaldo, Angelo; Söderlind, Paul (2009). Editorial. Financial markets and portfolio management, 23(4):333-334.

Battiston, Stefano; Lorenz, Jan; Schweitzer, Frank (2009). Systemic risk in a unifying framework for cascading processes on networks. European Physical Journal B : Condensed Matter and Complex Systems, 71(4):441-460.

Ranaldo, Angelo; Jordan, Thomas; Söderlind, Paul (2009). The implementation of SNB monetary policy. Financial markets and portfolio management, 23(4):349-359.

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

Bindseil, Ulrich; Nyborg, Kjell G; Strebulaev, Ilya A (2009). Repo auctions and the market for liquidity. Journal of Money, Credit and Banking, 41(7):1391-1421.

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.

Hens, Thorsten. Wenn Börsianer tratschen. In: NZZ Online, 9 September 2009, 1-2.

Battiston, Stefano; Glattfelder, James B (2009). Backbone of complex networks of corporations: The flow of control. Physical review. E, 80(3):036104.

Hens, Thorsten. Keine Panik in Krisenzeiten. In: Global Investor, 1 September 2009, 27-30.

Ongena, Steven; Penas, María Fabiana (2009). Bondholders’ wealth effects in domestic and cross-border bank mergers. Journal of Financial Stability, 5(3):256-271.

Hens, Thorsten. Bankensystem ohne Banken. In: Finanz und Wirtschaft, 26 August 2009, 1.

Rieger, Marc Oliver (2009). Optionen, Derivate und strukturierte Produkte - Ein Praxisbuch. Zürich: Verlag Neue Zürcher Zeitung.

Syz, Jürg; Vanini, Paolo (2009). Property derivatives and the subprime crisis. Wilmott journal, 1(3):163-166.

Cocca, Teodoro D. Bankgeheimnis im Wandel. In: Finanz und Wirtschaft, 45, 10 June 2009, 25.

Leippold, Markus; Egloff, Daniel (2009). American Options with Stochastic Stopping Time Constraints. Applied Mathematical Finance, 16(3):287-305.

Sautner, Zacharias; Weber, Martin (2009). How do managers behave in stock option plans? Clinical evidence from exercise and survey data. The journal of financial research, 32(2):123-155.

Ranaldo, Angelo; Christiansen, Charlotte (2009). Extreme coexceedances in new EU member states' stock markets. Journal of Banking and Finance, 33(6):1048-1057.

Jeanblanc, Monique; Yor, Marc; Chesney, Marc (2009). Mathematical Methods for Financial Markets. Heidelberg: Springer.

Weber, Rolf H; Grünewald, Seraina (2009). UCITS and the Madoff scandal: liability of depositary banks? Butterworths Journal of International Banking and Financial Law, 24(6):338-341.

Hens, Thorsten. Vertrauensproblem. In: Finanz und Wirtschaft, 27, 8 April 2009, 1.

Giannetti, Mariassunta; Ongena, Steven (2009). Financial Integration and Firm Performance: Evidence from Foreign Bank Entry in Emerging Markets. Review of Finance, 13(2):181-223.

Gençay, Ramazan; Gradojevic, Nikola; Kukolj, Dragan (2009). Option Pricing With Modular Neural Networks. IEEE Transactions on Neural Networks, 20(4):626-637.

Gort, Christoph (2009). Overconfidence and active management: An empirical study across Swiss pension plans. Journal of Behavioral Finance, 10(2):69-80.

Ongena, Steven; Degryse, H; Laeven, L (2009). The Impact of Organizational Structure and Lending Technology on Banking Competition. Review of Finance, 13(2):225-259.

Farkas, Walter. Un besoin de contrôle. In: Le Temps, 30 March 2009, online.

Halla, Martina; Schneider, Friedrich; Wagner, Alexander F (2009). The quality of institutions and satisfaction with democracy in Western Europe — A panel analysis. European Journal of Political Economy, 25(1):30-41.

Hirszowicz, Christine; Schürpf, Thomas; Baches, Zoé. "Jagd auf Steueroasen - ein Kampf gegen Symptome": Bankenexpertin Hirszowicz fordert Zugeständnisse bei Schweizer Rechtshilfe. In: Neue Zürcher Zeitung, 12 March 2009, Online.

Rosenblatt-Wisch, Rina; Schenk-Hoppe, Klaus Reiner (2009). (Un)anticipated Technological Change in an Endogenous Growth Model. Studies in nonlinear dynamics and econometrics, 13(1):1-18.

Cocca, Teodoro D. Wie den Banken-Standort stärken. In: Finanz und Wirtschaft, 15, 25 February 2009, 23.

Cocca, Teodoro D. Strategische Falle. In: Finanz und Wirtschaft, 14, 21 February 2009, 1.

Broda, Simon; Paolella, Marc S (2009). Evaluating the density of ratios of noncentral quadratic forms in normal variables. Computational Statistics and Data Analysis, 53(4):1264-1270.

Geiger, Hans. Finanzgeschäfte bestehen nicht nur aus Mathematik. In: Tages-Anzeiger, 3 February 2009, 27.

Hens, Thorsten. Chance zur Erneuerung. In: Finanz und Wirtschaft, 8, 31 January 2009, 1.

Hens, Thorsten; Steude, Sven C (2009). The leverage effect without leverage. Finance Research Letters, 6(2):83-94.

Haas, Markus; Mittnik, Stefan; Paolella, Marc S (2009). Asymmetric multivariate normal mixture GARCH. Computational Statistics and Data Analysis, 53(6):2129-2154.

Geiger, Hans. Adieu Bankenkommission. In: Tages-Anzeiger, 6 January 2009, 23.

Darbellay, Aline; Wagner, Alexander F; Weber, Rolf H (2009). Pension Fund Governance: Eine rechtlich-ökonomische Analyse des Stiftungsrates und der Anreize in Pensionskassen. Der Schweizer Treuhänder, 83(1-2):54-66.

Cocca, Teodoro D; von Siebenthal, Pablo; Volkart, Rudolf (2009). Schweizer Private Banking Kunden - Eine Kundenbefragung mit speziellem Fokus auf die Kundenberatung im Internet. Zürich: Swiss Banking Institute of the University of Zurich.

Cocca, Teodoro D; von Siebenthal, Pablo; Volkart, Rudolf (2009). Schweizer Private Banking Kunden - Eine Kundenbefragung mit speziellem Fokus auf die Kundenberatung im Internet. Zürich: Swiss Banking Institute of the University of Zurich.

Rieger, Marc Oliver; Zimmer, Johannes (2009). Young measure flow as a model for damage. Zeitschrift für Angewandte Mathematik und Physik (ZAMP), 60(1):1-32.

Gençay, Ramazan; Müller, Ulrich A; Dacorogna, Michel; Olsen, Richard; Pictet, Olivier (2009). An Introduction to High-Frequency Finance. San Diego, USA: Academic Press.

Broda, Simon; Carstensen, Kai; Paolella, Marc S (2009). Assessing and improving the performance of nearly efficient unit root tests in small samples. Econometric Reviews, 28(5):468-494.

Rohner, Philippe. Asset pricing implications of delegated portfolio management and benchmarking. 2009, University of Zurich, Faculty of Economics.

Fünfgeld, Brigitte; Wang, Mei (2009). Attitudes and behaviour in everyday finance: evidence from Switzerland. International Journal of Bank Marketing, 27(2):108-128.

Wang, Mei (2009). Auch in China werden die Schweizer Banken lernen müssen, Nein zu sagen. In: Baumann, C; Pöhner, R. Neustart: 50 Ideen für einen starken Finanzplatz Schweiz. Zurich: NZZ Verlag, 109-114.

Cocca, Teodoro D (2009). Bankgeheimnis - viele Machtinteressen, etwas Ethik und wenig Zukunft. In: Feldbauer-Durstmüller, B; Pernsteiner, H. Betriebswirtschaftslehre und Unternehmensethik. Wien, 401-442.

Broda, Simon; Paolella, Marc S (2009). CHICAGO: A fast and accurate method for portfolio risk calculation. Journal of Financial Econometrics, 7(4):412-436.

El Karoui, Nicole; Ravanelli, Claudia (2009). Cash sub-additive risk measures and interest rate ambiguity. Mathematical Finance, 19(4):561-590.

Bodnaruk, Andriy; Östberg, Per (2009). Does investor recognition predict returns? Journal of Financial Economics, 91(2):208-226.

Tupak, Andreas. Essays in Numerical Evolutionary Finance. 2009, University of Zurich, Faculty of Economics.

Hens, Thorsten; Evstigneev, Igor V; Amir, Rabah; Xu, Le (2009). Evolutionary Finance and Dynamic Games. Swiss Finance Institute Research Paper 09-49, University of Zurich.

Fünfgeld, Brigitte. Financial Behaviour of Individual Investors in Switzerland: Empirical Evidence. 2009, University of Zurich, Faculty of Economics.

Weber, Rolf H; Grünewald, Seraina (2009). Finanzkrise und Wirtschaftspolitik: Herausforderungen für das Europäische Wettbewerbsrecht. Zeitschrift für Europarecht, 11(3):58-67.

Battiston, Stefano; König, Michael D (2009). From Graph Theory to Models of Economic Networks. A Tutorial. In: Naimzada, Ahmad K; Stefani, Silvana; Torriero, Anna. Networks, Topology and Dynamics : Theory and Applications to Economics and Social Systems. Berlin, Heidelberg: Springer, 23-63.

Tanner, Carmen (2009). Geschützte Werte - Fluch oder Segen? Wissenswert, (3):6-9.

Syz, Jürg (2009). Hedging Housing Risk. In: Hammond, Edward; Noyes, Alex D. Housing: Socioeconomic, Availability, and Development Issues. New York: Nova Science Publishers, 175-184.

Hens, Thorsten; Rieger, Marc; Wang, Mei (2009). How Time Preferences Differ: Evidence from 45 Countries. Swiss Finance Institute Research Paper 09-47, University of Zurich.

Daniel, Gilles; Sornette, Didier; Woehrmann, Peter (2009). Look-ahead benchmark bias in portfolio performance evaluation. Journal of Portfolio Management, 36(1):121-130.

Weber, Rolf H (2009). Mapping and structuring international financial regulation – A theoretical approach. European Business Law Review, 20(5):651-688.

Tanner, Carmen; Jonas, Klaus (2009). Mechanismen des psychologischen Kaufzwangs. In: Brunner, A. Konsumentenverhalten (7., vollständig überarbeitete und erw. Aufl. - 2009). Bern: Stämpfli, 105-128.

Degryse, Hans; Moshe, Kim; Ongena, Steven (2009). Microeconometrics of Banking : Methods, Applications, and Results. New York: Oxford University Press.

Gourier, Elise; Abbate, Donato; Farkas, Walter (2009). Operational risk quantification using extreme value theory and copulas: from theory to practice. The Journal of Operational Risk, 4(3):1-24.

Bachmann, Kremena; Woehrmann, Peter (2009). Optimal Guidance by Central Banks. NCCR 242, University of Zurich.

Vo, Thi Quynh Anh (2009). Optimality of prompt corrective action in a continuous - time model with recapitalization possibility. Norges Bank Working Paper 28, University of Zurich.

De Giorgi, Enrico; Hens, Thorsten (2009). Prospect theory and mean-variance analysis: Does it make a difference in wealth management? Investment Management and Financial Innovations, 6(1):122-129.

Tanner, Carmen; Hausmann-Thürig, Daniel (2009). Protected values. In: Kattan, M W. Encyclopedia of Medical Decision Making. Thousand Oaks, CA: SAGE Publications, Inc, 74-77.

Syz, Jürg; Camp, Raphael (2009). Regelungsdefizite bei strukturierten Produkten in der gebundenen Vorsorge 3a. Schweizerische Zeitschrift für Sozialversicherung und berufliche Vorsorge, 53(2):99-115.

Artzner, Philippe; Delbaen, Freddy; Koch-Medina, Pablo (2009). Risk measures and efficient use of capital. ASTIN Bulletin, 39(1):101-116.

Malmendier, Ulrike (2009). Roman Law and the Law-and-Finance Debate. In: Reichard, Ingo; Schermaier, Martin; Altmeppen, Holger. Festschrift für Rolf Knütel zum 70. Geburtstag. Heidelberg: C.F. Müller Verlag, 719-736.

Weber, Rolf H; Grünewald, Seraina (2009). Settlement Finality and Financial Collateral Directives: ignored but crucial in financial turmoil. Butterworths Journal of International Banking and Financial Law, 24(2):70-73.

Weber, Rolf H; Darbellay, Aline (2009). Vers une évolution des marchés financiers au service de la protection de l’environnement. In: Trigo Trindade, Rita; Peter, Henry; Bovet, Christian. Economie Environnement Ethique: De la responsabilité sociale et sociétale: Liber amicorum Anne Petitpierre-Sauvain. Geneva: Schulthess Verlag, 401-407.

2008

Geiger, Hans. Geld kann man nicht essen. In: Tagesanzeiger, 9 December 2008, Online.

King, Gary; Rosen, Ori; Tanner, Martin; Wagner, Alexander F (2008). Ordinary economic voting behavior in the extraordinary election of Adolf Hitler. Journal of Economic History, 68(4):951-996.

Hens, Thorsten; Bachmann, Kremena (2008). Behavioural finance for private banking. Chichester: John Wiley & Sons.

Costeniuc, Marius; Schnetzer, Michaela; Taschini, Luca (2008). Entry and exit decision problem with implementation delay. Journal of Applied Probability, 45(4):1039-1059.

Volkart, Rudolf (2008). Marktwirtschaft quo vadis?: Überlegungen zu alarmierenden Entwicklungen und Befindlichkeiten. Der Schweizer Treuhänder, (12):978-986.

Volkart, Rudolf (2008). Transparenz, Vertrauen und Kommunikation: «In der Kürze liegt die Würze». Der Schweizer Treuhänder, (12):993-994.

Janssen, Martin; Baches, Zoé; Schürpf, Thomas. Ist ein UBS-Konkurs möglich?: Finanzexperte Martin Janssen zu Szenarien für die Schweizer Grossbank. In: Neue Zürcher Zeitung, 21 November 2008, Online.

Geiger, Hans. Deutsches Zuckerbrot. In: Tagesanzeiger, 11 November 2008, Online.

Skaanes, Stephan; Reichlin, Andreas. Neue Anlagevorschriften für Vorsorgewerke bringen weniger Regulierung: mehr Eigenverantwortung für die Stiftungsräte von Schweizer Pensionskassen. In: Neue Zürcher Zeitung, 259, 5 November 2008, 29.

Ait-Sahalia, Yacine; Mancini, Loriano (2008). Out of sample forecasts of quadratic variation. Journal of Econometrics, 147(1):17-33.

Weber, Rolf H; Darbellay, Aline (2008). The regulatory use of credit ratings in bank capital requirement regulations. Journal of banking regulation, 10(1):1-16.

De Giorgi, Enrico; Reimann, Stefan (2008). The α-beauty contest: Choosing numbers, thinking intervals. Games and Economic Behavior, 64(2):470-486.

Vettiger, Thomas; Volkart, Rudolf (2008). Methodische Arbeitsweise sorgt für objektive Unternehmensbewertung. io new management, (11):12-15.

Hens, Thorsten. Was lernt die Lehre aus der Finanzmarktkrise? In: Neue Zürcher Zeitung, Sonder, 29 October 2008, SB 27-SB 27.

Janssen, Martin; Baumann, Claude. Gefährlicher als die UBS. In: Weltwoche, 44, 23 October 2008, 60-63.

Geiger, Hans (2008). Leverage Ratio: gut für den Finanzplatz. Schweizer Bank, (11):46.

Geiger, Hans. Wider das Bankgeheimnis light. In: Tagesanzeiger, 14 October 2008, Online.

Geiger, Hans; Aeberli, Urs (2008). Bankexperte Prof. Hans Geiger: "System hat ernsthafte Defekte". Stocks, (21):14-15.

Rieger, Marc Oliver (2008). Higher dimensional problems with volume constraints— Existence and Gamma-convergence. Interfaces and Free Boundaries, 10(2):155-172.

Geiger, Hans; Habicht, Claudio. Damit wird das Bankgeheimnis eher bestätigt. In: Tages-Anzeiger, 1 October 2008, Online.

Jostarndt, Philipp; Sautner, Zacharias (2008). Financial distress, corporate control, and management turnover. Journal of Banking and Finance, 32(10):2188-2204.

Paolella, Marc S; Taschini, Luca (2008). An econometric analysis of emission allowance prices. Journal of Banking and Finance, 32(10):2022-2032.

Volkart, Rudolf (2008). Handeln zwischen Verstand und Intuition: «Das Herz hat seine Gründe, die der Verstand nicht kennt». Der Schweizer Treuhänder, (10):735-736.

Rosenblatt-Wisch, Rina (2008). Loss aversion in aggregate macroeconomic time series. European Economic Review, 52(7):1140-1159.

Hens, Thorsten. Optimale Beratung. In: Finanz und Wirtschaft, Sonder, October 2008, 42-45.

Geiger, Hans. Havarie des Finanzplatzes. In: Tagesanzeiger, 16 September 2008, 26.

Rieger, Marc Oliver. Kein Wundermittel. In: Frankfurter Allgemeine Zeitung, 212, 10 September 2008, B7.

Volkart, Rudolf; Hegglin, Monica. Starke Massnahme. In: Finanz und Wirtschaft, 72, 10 September 2008, 1.

Hens, Thorsten. Wege aus der Psychofalle. In: Frankfurter Allgemeine Zeitung, 212, 10 September 2008, 1.

Kubler, Felix (2008). Verifying competitive equilibria in dynamic economies. In: CRETA (Center for Research in Economic Theory and Application) Summer Conference 2008, Warwick, GB, 1 September 2008 - 4 September 2008, CRETA.

Volkart, Rudolf (2008). Corporate Finance: Grundlagen von Finanzierung und Investition. Zürich: Versus Verlag.

Cocca, Teodoro D (2008). Markt Österreich. In: Vielhaber, Ralf. Handbuch Wealth Management: das Kompendium für den deutschsprachigen Raum. Wiesbaden: Gabler, 17-21.

Hagedorn, Marcus; Manovskii, Iourii (2008). The cyclical behavior of equilibrium unemployment and vacancies revisited. American Economic Review, 98(4):1692-1706.

Volkart, R (2008). Theorie und Praxis: «Grau ... ist alle Theorie». Der Schweizer Treuhänder, (9):663-664.

Plato-Shinar, Ruth; Weber, Rolf H (2008). Three models of the bank's fiduciary duty. Law and Financial Markets Review, 2(5):422-438.

Rieger, Marc Oliver. Strukturierte Produkte - je einfacher, desto besser. In: Neue Zürcher Zeitung, 198, 26 August 2008, SB 3.

Geiger, Hans; Wünsch, Oliver. Bankenkrise: Kampf dem Kapitalverkehr. In: Weltwoche, 33, 13 August 2008, 13-14.

Horst, Ulrich; Moreno, Santiago (2008). Risk minimization and optimal derivative design in a principal agent game. Mathematics and Financial Economics, 2(1):1-27.

Volkart, Rudolf (2008). Allgegenwart der Finanzen: «Geld regiert die Welt». Der Schweizer Treuhänder, (8):532-533.

Hens, Thorsten. Was heisst denn hier Freiheit? In: Schweizer Monatshefte, 963, August 2008, 67.

Geiger, Hans; Schiller, Christian. Für den Finanzplatz Schweiz bin ich optimistisch. In: Neue Zürcher Zeitung, 172, 25 July 2008, 53.

Volkart, Rudolf; Hegglin, Monica; Padevit, Clifford. Regulierung ist etwas wert, auch wenn sie hart ist. In: Finanz und Wirtschaft, 55, 12 July 2008, 21.

Grammig, Joachim; Kehrle, Kerstin (2008). A new marked point process model for the federal funds rate target: methodology and forecast evaluation. Journal of Economic Dynamics and Control, 32(7):2370-2396.

Gençay, Ramazan; Gradojevic, Nikola (2008). Overnight interest rates and aggregate market expectations. Economics Letters, 100(1):27-30.

Björck, Johan. The persistence of financial performance and the competitive advantage period: an empirical analysis. 2008, University of Zurich, Faculty of Economics.

Malmendier, Ulrike; Tate, Geoffrey (2008). Who Makes Acquisitions? CEO Overconfidence and the Market’s Reaction. Journal of Financial Economics, 89(1):20-43.

Malin, Benjamin; Kubler, Felix; Krüger, Dirk (2008). A smolyak collocation algorithm for an international real business cycle model. In: 14th International Conference on Computing in Economics and Finance (Society for Computational Economics SCE), Paris, 26 June 2008 - 28 June 2008, Cepremap.

von Arx, Urs; Ziegler, Andreas (2008). The effect of CSR on stock performance: new evidence for the USA and Europe. In: 16th Annual Conference 2008 of the European Association of Environmental and Resource Economists (EAERE 2008), Gothenburg, Sweden, 25 June 2008 - 28 June 2008.

Geiger, Hans; Vetterli, Martin. Die UBS muss ihre Bilanz halbieren. In: Tages-Anzeiger, 20 June 2008, 37.

Lange, Andreas; Löschel, Andreas; Vogt, Carsten; Ziegler, Andreas (2008). On the self-serving use of equity in international climate negotiations. In: Monte Verità Conference on Sustainable Resource Use and Economic Dynamics (SURED 2008), Ascona, Switzerland, 2 June 2008 - 5 June 2008.

De Giorgi, Enrico; Post, Thierry (2008). Second-order stochastic dominance, reward-risk portfolio selection, and the CAPM. Journal of Financial and Quantitative Analysis, 43(2):525 -546.

Battiston, Stefano; Lorenz, Jan (2008). Systemic risk in a network fragility model analyzed with probability density evolution of persistent random walks. Networks and heterogeneous media, 3(2):185-200.

Barone-Adesi, Giovanni; Engle, Robert F; Mancini, Loriano (2008). A GARCH option pricing model with filtered historical simulation. Review of Financial Studies, 21(3):1223-1258.

Malmendier, Ulrike; Tate, Geoffrey; Güner, Burak (2008). Financial Expertise of Directors. Journal of Financial Economics, 88(2):323-354.

Evstigneev, Igor V; Hens, Thorsten; Schenk-Hoppé, Klaus Reiner (2008). Globally evolutionarily stable portfolio rules. Journal of Economic Theory, 140(1):197-228.

Monnin, Pierre. Three essays in financial economics. 2008, University of Zurich, Faculty of Economics.

Reshetar, Ganna. Assessing and managing operational risk with a special emphasis on terrorism risk. 2008, University of Zurich, Faculty of Economics.

Peters, Florian S. Essays in corporate finance. 2008, University of Zurich, Faculty of Economics.

De Giorgi, Enrico (2008). Evolutionary Portfolio Selection with Liquidity Shocks. Journal of Economic Dynamics and Control, 32(4):1088-1119.

Taschini, Luca (2008). Leading by example. Trading Carbon, (April):36-37.

Coculescu, Delia; Geman, Hélyette; Jeanblanc, Monique (2008). Valuation of default-sensitive claims under imperfect information. Finance and Stochastics, 12(2):195-218.

Janssen, Martin. Finanzmärkte brauchen eine klarere Sprache: unangemessene Strukturen und unvollständige Informationen. In: Neue Zürcher Zeitung, 68, 22 March 2008, 31.

Hens, Thorsten. Hin und Her macht die Taschen leer. In: Denaris, 2, 17 March 2008, 29-31.

Chesney, Marc; Gibson, Rajna (2008). Stock options and managers’ incentives to cheat. Review of Derivatives Research, 11(1-2):41-59.

Hens, Thorsten; Pamini, Paolo (2008). Grundzüge der analytischen Mikroökonomie. Berlin Heidelberg: Springer.

Fecht, Falko; Nyborg, Kjell G; Rocholl, Jörg (2008). Liquidity management and overnight rate calendar effects: Evidence from German banks. North American Journal of Economics and Finance, 19(1):7-21.

Geiger, Hans; Wünsch, Oliver. Kriegsschauplatz der Neidgesellschaft. In: Weltwoche, 8, 20 February 2008, 11.

Geiger, Hans. Subprime und die Schweiz. In: Finanz und Wirtschaft, 13, 16 February 2008, 1-2.

Oudet, Édouard; Rieger, Marc Oliver (2008). Local minimizers of functionals with multiple volume constraints. ESAIM: Control, Optimisation and Calculus of Variations, 14(4):780-794.

Rieger, Marc Oliver; Wang, Mei (2008). Prospect theory for continuous distributions. Journal of Risk and Uncertainty, 36(1):83-102.

Salvi, Marco (2008). Spatial Estimation of the Impact of Airport Noise on Residential Housing Prices. Swiss Journal of Economics and Statistics = Schweizerische Zeitschrift für Volkswirtschaft und Statistik, 144(4):577-606.

Cocca, Teodoro D; Kepler, Johannes; Berner, Thomas; Schmid, Stefan (2008). Kundenbindung - persönliche Beratung ist Trumpf: Risiken von Mittelabflüssen und einer allgemein sinkenden Kundenloyalität. Denaris, (2):43-45.

Cooper, Ian A; Nyborg, Kjell G (2008). Tax-adjusted discount rates with investor taxes and risky debt. Financial Management, 37(2):365-379.

Rieger, Marc Oliver; Wang, Mei (2008). What is behind the priority heuristic?: a mathematical analysis and comment on Brandstätter, Gigerenzer, and Hertwig (2006). Psychological Review, 115(1):274-280.

Ranaldo, Angelo; Haeberle, Rainer (2008). Wolf in Sheep's Clothing: The Active Investment Strategies behind Index Performance. European financial management, 14(1):55-81.

Battiston, Stefano; Schweitzer, Frank; Walter, Frank E (2008). A Model of a Trust-based Recommendation System in a Social Network. Autonomous agents and multi-agent systems, 16(1):57-74.

Cocca, Teodoro D; von Siebenthal, Pablo; Volkart, Rudolf (2008). Aktienbesitz in der Schweiz 2008. Zürich: Swiss Banking Institute, Universität Zürich.

Cocca, Teodoro D; von Siebenthal, Pablo; Volkart, Rudolf (2008). Aktienbesitz in der Schweiz 2008. Zürich: Swiss Banking Institute, Universität Zürich.

Taschini, Luca. An Empirical and Theoretical Study on Emission Permits. 2008, University of Zurich, Faculty of Economics.

Gort, Christoph; Wang, Mei; Siegrist, Michael (2008). Are pension fund managers overconfident? Journal of Behavioral Finance, 9(3):163-170.

Weber, Rolf H; Darbellay, Aline (2008). Combating market abuse: the new Swiss circular on market behavior: regulatory challenges for fair financial markets. Schweizerische Zeitschrift für Wirtschafts- und Finanzmarktrecht (SZW):299-312.

Kübler, Felix (2008). Computation of general equilibria (new developments). In: Durlauf, Steven N; Blume, Lawrence E. The New Palgrave Dictionary of Economics (Vol. 5). Basingstoke: Palgrave Macmillan, Published online.

Kubler, Felix; Brown, D J (2008). Computational aspects of general equilibrium theory: refutable theories of value. Berlin: Springer.

Wünsch, Oliver. Das Paradox der Geldwäschereibekämpfung: eine ökonomische Analyse. 2008, University of Zurich, Faculty of Economics.

Cocca, Teodoro D; Zoklits, Gertrud (2008). Das Rationale und das Irrationale. Bestbanking: Fachmagazin für das österreichische Bankenmanagement, (3/4):31-33.

Geiger, Hans; Mauchle, Stefan; Schaller, Alexandra; Wünsch, Oliver (2008). Der Finanzplatz Zürich 2008. Zürich: Swiss Banking Institute, Universität Zürich / Verband Zürcherischer Kreditinstitute.

Salvi, Marco; Schellenbauer, Patrik (2008). Die Baugenossenschaften in der Stadt der Ökonomen. In: Stadt, Zürich. Wohnen morgen: Standortbestimmung und Perspektiven des gemeinnützigen Wohnungsbaus. Zürich: Neue Zürcher Zeitung Verlag, 160-171.

Leippold, Markus (2008). Drawdown. In: Gregoriou, Greg N. Encylopedia of Alternative Investments. Boca Raton: Chapman & Hall, 153-154.

Wenk, Christoph; Madlener, Reinhard (2008). Efficient Investment Portfolios for the Swiss Electricity Supply Sector. FCN Working Paper 2, University of Zurich.

de Ruijter Korver, Martijn; Ongena, Steven (2008). European mezzanine. Applied Financial Economics, 18(20):1613-1622.

Wang, Mei; Fischbeck, Paul S (2008). Evaluating lotteries, risks, and risk-mitigation programs. Journal of Risk Research, 11(6):775-795.

Iseli, Thomas (2008). Führungsorganisation im Aktien-, Banken- und Versicherungsrecht: Ausgestaltung, Aufgaben und Abrenzungen von Verwaltungsrat und Geschäftsleitung, aktuelle Entwicklungen und Corporate Governance. Zürich: Schulthess Verlag.

Fichter, Christian. Image effects: how brand images change consumers' product ratings. 2008, University of Zurich, Faculty of Arts.

Leippold, Markus (2008). Information Ratio. In: Gregoriou, Greg N. Encylopedia of Alternative Investments. Boca Raton: Chapman & Hall, 237.

Ranaldo, Angelo (2008). Intraday Market Dynamics Around Public Information Arrivals. In: Gregoriou, Greg N; Lhabitant, Francois-Serge. Stock Market Liquidity: Implications for Market Microstructure and Asset Prices. Hoboken, NJ: Wiley, 187-225.

Volkart, Rudolf (2008). Kapitalkosten und Risiko: Cost of Capital als zentrales Element der betrieblichen Finanzpolitik. Zürich: Versus Verlag.

Leippold, Markus; Vanini, Paolo; Trojani, Fabio (2008). Learning and Asset Pricing under Uncertainty. Review of Financial Studies, 21(6):2565-2597.

Leippold, Markus (2008). Manager Skills. In: Gregoriou, Greg N. Encylopedia of Alternative Investments. Boca Raton: Chapman & Hall, 284-285.

Kubler, Felix; Krüger, Dirk (2008). Markov equilibria in macroeconomics. In: Durlauf, Steven N; Blume, Lawrence E. The New Palgrave Dictionary of Economics (Vol. 5). Basingstoke: Palgrave Macmillan, 339-342.

Cocca, Teodoro D (2008). Markt Schweiz. In: Vielhaber, Ralf. Handbuch Wealth Management: das Kompendium für den deutschsprachigen Raum. Wiesbaden: Gabler, 21-25.

Cocca, Teodoro D (2008). Modernes Private Banking: zehn Thesen zu Entwicklung und Perspektiven der Vermögensverwaltung. In: Pernsteiner, H. Finanzmanagement aktuell: Unternehmensfinanzierung, Wertpapiermanagement/Kapitalmarkt, Bank/Versicherung. Wien: Linde Verlag, 681-712.

Nyborg, Kjell G; Bindseil, Ulrich (2008). Monetary Policy Implementation. In: Freixas, Xavier; Hartmann, Philipp. Handbook of European Financial Markets and Institutions. Cambridge: Oxford University Press, 742-778.

Battiston, Stefano; Napoletano, Mauro; Schweitzer, Frank; Michael D, König (2008). On Algebraic Graph Theory and the Dynamics of Innovation Networks. Networks and heterogeneous media, 3(2):201-219.

Klöti, Lorenz. Personalrisiken. 2008, University of Zurich, Faculty of Economics.

Bretschger, Lucas; Geiger, Hans; Kappel, Vivien; Kuster, Laura; Schaller, Alexandra; Wünsch, Oliver (2008). Portrait des Finanzplatzes Schweiz: Schlussbericht 2007. Zürich: Swiss Financial Center Watch / Swiss Banking Institute, Universität Zürich.

Syz, Jürg; Salvi, Marco; Vanini, Paolo (2008). Property Derivatives and Index-Linked Mortgages. The Journal of Real Estate Finance and Economics, 36(1):23-35.

Syz, Jürg (2008). Property Derivatives: Pricing, Hedging and Applications. Berlin: Wiley-Blackwell Publishing, Inc..

Paolella, Marc S; Steude, Sven C (2008). Risk Prediction: A DWARF-like Approach. The Journal of Risk Model Validation, 2(1):25-43.

Cocca, Teodoro D (2008). Size effects and integrated business models in private banking. Journal of Financial Transformation, 23:26-30.

Wilding, Benjamin; Volkart, Rudolf; Affolter, Beat; Lautenschlager, Peter (2008). Strukturierte Produkte in der Schweiz 2008: eine repräsentative Studie aus Anlegersicht. Zürich: Institut für schweizerisches Bankwesen, Universität Zürich.

Hens, Thorsten; Rieger, Marc O (2008). The Dark Side of the Moon: Structured Products from the Customers' Perspective. NCCR FINRISK Working Paper 459, University of Zurich.

Geiger, Hans; Bretschger, Lucas; Kappel, Vivien; Kruse, Christian; Kuster, Laura; Ortner, Alessia; Schaller, Alexandra; Wünsch, Oliver; Graff, Michael; Sturm, Jan-Egbert; Luell, Jonas (2008). The Swiss Financial Center as a value added system 2007: Monitoring report. Zürich: Swiss Financial Center Watch (SFCW) / Institut für schweizerisches Bankwesen, Universität Zürich.

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

Geiger, Hans; Schaller, Alexandra; Luginbühl, Andreas (2008). Umfang und Bedeutung des durch die Post abgewickelten Zahlungsverkehrs in der Schweiz. Zürich: Institut für schweizerisches Bankwesen, Universität Zürich.

Butler, Ronald W; Paolella, Marc S (2008). Uniform saddlepoint approximations for ratios of quadratic forms. Bernoulli, 14(1):140-154.

Leippold, Markus (2008). Value at Risk. In: Gregoriou, Greg N. Encylopedia of Alternative Investments. Boca Raton: Chapman & Hall, 499-501.

Geiger, Hans (2008). Vertrauen und Systemstabilität. In: Strebel-Aerni, Brigitte. Standards für nachhaltige Finanzmärkte. Zürich: Schulthess Verlag, 181-194.

Weber, Rolf H; Iseli, Thomas (2008). Vertriebsträger im Finanzmarktrecht: Aufsicht, Selbstregulierung, Vertragsverhältnisse. Zürich: Schulthess Verlag.

Geiger, Hans (2008). Vorwort zu "UBS am Rande des Abgrunds: wie das Imperium der Drei Schlüssel seine Wette verlor". In: UBS am Rande des Abgrunds: wie das Imperium der Drei Schlüssel seine Wette verlor. Altstätten: Tobler Verlag, 7-11.

Geiger, Hans; Juri, Gabriel; Gsponer, André (2008). Was bringt die Zukunft im Zahlungsverkehr der Post? ClearIT: die Schweizer Fachzeitschrift für den Zahlungsverkehr, (38):4-8.

2007

Battiston, Stefano; Weisbuch, G (2007). From production networks to geographical economics. Journal of Economic Behavior & Organization, 64(3-4):448-469.

Widmer, Marcel; Bührer, Christian; Blümke, Andreas (2007). Deutsche Abgeltungsteuer: absoluter Kapitalschutz ohne Steuernachteil. In: Vielhaber, R. Anlagechance 2008: die besten Investments- weltweit / mit Top-Thema Abgeltungsteuer. Berlin: FUCHSBRIEFE, 331-334.

Egloff, Daniel; Leippold, Markus; Vanini, Paolo (2007). A simple model of credit contagion. Journal of Banking and Finance, 31(8):2475-2492.

Malmendier, Ulrike; Shanthikumar, Devin (2007). Are Small Investors Naïve About Incentives? Journal of Financial Economics, 85(2):457-489.

Iseli, Thomas; Wagner, Alexander F; Weber, Rolf H (2007). Legal and economic aspects of best execution in the context of the Markets in Financial Instruments Directive (MiFID). Law and Financial Markets Review, 1(4):313-325.

Degryse, Hans; Ongena, Steven (2007). The impact of competition on bank orientation. Journal of Financial Intermediation, 16(3):399-424.

Battiston, Stefano; Delli Gatti, D; Gallegati, M; Greenwald, B; Stiglitz, J E (2007). Credit chains and bankruptcy propagation in production networks. Journal of Economic Dynamics and Control, 31(6):2061-2084.

De Giorgi, Enrico; Mayer, János; Hens, Thorsten (2007). Computational aspects of prospect theory with asset pricing applications. Computational Economics, 29(3-4):267-281.

Woehrmann, Peter; Hens, Thorsten (2007). Strategic asset allocation and market timing: a reinforcement learning approach. Computational Economics, 29(3-4):369-381.

Ranaldo, Angelo; Christiansen, Charlotte (2007). Realized bond-stock correlation: Macroeconomic announcement effects. Journal of Futures Markets, 27(5):439-469.

Broda, Simon; Paolella, Marc S; Carstensen, Kai (2007). Bias-adjusted estimation in the ARX(1) model. Computational Statistics and Data Analysis, 51(7):3355-3367.

Hens, Thorsten. Keeping risk in mind (He who dares wins). In: UBS Wealth Management Magazine, 7 March 2007, 4-8.

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

Gençay, Ramazan; Gibson, Rajna (2007). Model risk for European-style stock index options. IEEE Transactions on Neural Networks, 18(1):193-202.

Dumas, Bernard; Syz, Jürg (2007). Perspectives: Why not trade pension claims? Financial Analysts Journal, 63(1):46-54.

Syz, Jürg; Leippold, Markus (2007). Trend derivatives: pricing, hedging, and application to executive stock options. Journal of Futures Markets, 27(2):151-186.

Chemla, Gilles; Ljungqvist, Alexander; Habib, Michel A (2007). An Analysis of Shareholder Agreements. Journal of the European Economic Association, 5(1):93-121.

Farkas, Walter; Reich, N; Schwab, C (2007). Anisotropic stable Levy copula processes-analytical and numerical aspects. Mathematical Models and Methods in Applied Sciences, 17(9):1405-1443.

Kübler, Felix (2007). Approximate generalizations and computational experiments. Econometrica, 75(4):967-992.

Malmendier, Ulrike; Camerer, Colin F (2007). Behavioral Economics of Organizations. In: Diamond, Peter; Vartiainen, Hannu. Behavioral Economics and Its Applications. New Jersey: Princeton University Press, 235-280.

Gort, Christoph. Behavioral Finance und Schweizer Pensionskassen. 2007, University of Zurich, Faculty of Economics.

De Giorgi, Enrico; Audrino, Francesco (2007). Beta Regimes for the Yield Curve. Journal of Financial Econometrics, 5(3):456-490.

Birchler, Urs; Facchinetti, Matteo (2007). Can bank supervisors rely on market data? A critical assessment from a Swiss perspective. Swiss Journal of Economics and Statistics = Schweizerische Zeitschrift für Volkswirtschaft und Statistik, 143(2):95-132.

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

Leippold, Markus; Wu, Liuren (2007). Design and estimation of multi-currency quadratic models. Review of Finance, 11(2):167-207.

Vlcek, Martin. Individual Trading Behavior: The Disposition Effect. 2007, University of Zurich, Faculty of Economics.

Paolella, Marc S (2007). Intermediate Probability : A Computational Approach. West Sussex, England: John Wiley & Sons.

Büttler, Hans-Jürg (2007). Least-Squares Filter versus Hodrick-Prescott Filter. Economic & financial modelling, 14(4):153-198.

Pristas, Georg. Limit order book dynamics and asset liquidity. 2007, University of Zurich, Faculty of Economics.

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

Leippold, Markus (2007). Modeling business dependencies for credit portfolios. In: Satchell, Stephen. Quantitative Financial Risk Management : Fundamentals, Models and Techniques. London: [s.n.], online.

Mella-Barral, Pierre; Habib, Michel A (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.

Hens, Thorsten; Schenk-Hoppe, Klaus Reiner; Vogt, Bodo (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.

Salvi, Marco; Magnago Lampugnani, Vittorio; Häussermann, Hartmut; Keller, Thomas; Schmid, Christian; Bieri, Stefan; Hagmann, Hans; Hofer, Martin; Baumberger, Jörg (2007). Vom Nutzen der Nähe: Urbane Dichte und städtisches Wachstum. In: Magnago Lampugnani, Vittorio; Keller, Thomas; Buser, Benjamin. Städtische Dichte. Zürich: Neue Zürcher Zeitung Verlag, 1-180.

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

Ziegler, Alexandre; Habib, Michel A (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.

2006

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

Huang, Jimmy; Fasnacht, Daniel; Starkey, Ken; Tempest, Sue (2006). The Development of Architectural Ambidexterity: Information Technology in an Age of Hypercompetition. Academy of Management. Proceedings, 2006(1):E1-E6.

Gençay, Ramazan; Selçuk, Faruk (2006). Intraday dynamics of stock market returns and volatility. Physica A: Statistical Mechanics and its Applications, 367:375-387.

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