Zorka Simon, Ph.D.

• Selected Publications

  Forscher/innen	Titel	Bereich	Publiziert
  Joost Driessen, Theo E. Nijman, Zorka Simon	A Simple Approach to Estimate Long-Term Interest Rates Journal of Pension Economics & Finance	Financial Markets	2024
  Loriana Pelizzon, Max Riedel, Zorka Simon, Marti Subrahmanyam	Collateral Eligibility of Corporate Debt in the Eurosystem Journal of Financial Economics	Financial Markets, Macro Finance	2024

• SAFE Working Papers

  Nr.	Forscher/innen	Titel	Bereich
  275	Loriana Pelizzon, Max Riedel, Zorka Simon, Marti Subrahmanyam	Collateral Eligibility of Corporate Debt in the Eurosystem	Financial Markets, Macro Finance, Systemic Risk Lab
  183	Joost Driessen, Theo E. Nijman, Zorka Simon	The Missing Piece of the Puzzle: Liquidity Premiums in Inflation-Indexed Markets	Financial Markets
  238	Joost Driessen, Theo E. Nijman, Zorka Simon	A Simple Approach to Estimate Long-Term Interest Rates	Financial Markets
  215	Zsuzsa R. Huszar, Zorka Simon	The Pricing Implications of Oligopolistic Securities Lending Market: A Beneficial Owner Perspective	Financial Markets
  314	Farshid Abdi, Mila Getmansky Sherman, Emily Kormanyos, Loriana Pelizzon, Zorka Simon	The President Reacts to News Channel of Government Communication	Financial Markets

• Completed Projects

  Forscher/innen	Projekt	Finanziert von
  Monica Billio, Massimiliano Caporin, Aleksey Kolokolov, Roberto Panzica, Loriana Pelizzon, Zorka Simon	Network Connectivity, Systemic and Systematic Risk	LOEWE
  Nils Bertschinger, Aleksey Kolokolov, Roberto Panzica, Loriana Pelizzon, Zorka Simon, Tatiana von Landesberger	Network Representations of Interconnections and Contagion	LOEWE
  Loriana Pelizzon, Zorka Simon	Institutional Choice between Funding Markets: Repo vs. Securities Lending	LOEWE
  Zsuzsa R. Huszar, Zorka Simon	The Information Content of Securities Lending Along the Sovereign Risk Spectrum	LOEWE
  Monica Billio, Massimiliano Caporin, Lorenzo Frattarolo, Aleksey Kolokolov, Loriana Pelizzon, Zorka Simon	Network Banks Exposures and Variance Spillovers in the Euro Area	LOEWE
  Farshid Abdi, Mila Getmansky Sherman, Emily Kormanyos, Loriana Pelizzon, Zorka Simon	Market Impact of Government Communication: The Case of Presidential Tweets	SAFE