Zorka Simon, Ph.D.
Programmbereich:
Financial Markets
Position:
Advanced Researcher
Institution:
SAFEForschungsschwerpunkt (e):
Empirical Finance, Fixed Income Securities, Systemic risk, Funding Markets, Effect of Regulation- SAFE Working Papers
Nr. Forscher/innen Titel Programmbereich 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 Much Ado About Nothing: A Study of Differential Pricing and Liquidity of Short and Long Term Bonds Financial Markets, Systemic Risk Lab 215 Zsuzsa R. Huszar, Zorka Simon The Pricing Implications of Oligopolistic Securities Lending Market: A Beneficial Owner Perspective Systemic Risk Lab 314 Farshid Abdi, Mila Getmansky Sherman, Emily Kormanyos, Loriana Pelizzon, Zorka Simon Market Impact of Government Communication: The Case of Presidential Tweets Financial Markets
- Ongoing Projects
Forscher/innen Projekt Finanziert von Status Projektdauer Publication Count Mila Getmansky Sherman, Xu Liu, Loriana Pelizzon, Martin Scheicher, Zorka Simon, Haoxiang Zhu EMIR and MIFID II Regulatory Reform LOEWE Fortlaufend 2019 1 Farshid Abdi, Mila Getmansky Sherman, Emily Kormanyos, Loriana Pelizzon, Zorka Simon Market Impact of Government Communication: The Case of Presidential Tweets SAFE Fortlaufend 2020 1
- Completed Projects
Forscher/innen Projekt Finanziert von Status Projektdauer Publication Count Monica Billio, Massimiliano Caporin, Aleksey Kolokolov, Roberto Panzica, Loriana Pelizzon, Zorka Simon Network Connectivity, Systemic and Systematic Risk LOEWE Beendet 2016 1 Nils Bertschinger, Aleksey Kolokolov, Roberto Panzica, Loriana Pelizzon, Zorka Simon, Tatiana von Landesberger Network Representations of Interconnections and Contagion LOEWE Beendet 2016 1 Loriana Pelizzon, Zorka Simon Institutional Choice between Funding Markets: Repo vs. Securities Lending LOEWE Beendet 2019 1 Zsuzsa R. Huszar, Zorka Simon The Information Content of Securities Lending Along the Sovereign Risk Spectrum LOEWE Beendet 2018 1 Monica Billio, Massimiliano Caporin, Lorenzo Frattarolo, Aleksey Kolokolov, Loriana Pelizzon, Zorka Simon Network Banks Exposures and Variance Spillovers in the Euro Area LOEWE Beendet 2016 1