Zorka Simon, Ph.D.

Area:

Financial Markets

Position:

Institution:

Morgan Stanley

Key Research Topic(s):

Empirical Finance, Fixed Income Securities, Systemic risk, Funding Markets, Effect of Regulation

Selected Publications

Author/s	Title	Area	Published
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

No.	Author/s	Title	Area
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

Researcher	Project	Funded by
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

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