Zorka Simon, Ph.D.

Zorka Simon, Ph.D.

Program Area:

Financial Markets

Position:

Advanced Researcher

Institution:

SAFE

Key Research Topic(s):

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

SAFE Working Papers

No.	Author/s	Title	Program 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	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

Researcher	Project	Funded by	Status	Project Duration	Publication Count
Mila Getmansky Sherman, Xu Liu, Loriana Pelizzon, Martin Scheicher, Zorka Simon, Haoxiang Zhu	EMIR and MIFID II Regulatory Reform	LOEWE	Ongoing	2019	1
Farshid Abdi, Mila Getmansky Sherman, Emily Kormanyos, Loriana Pelizzon, Zorka Simon	Market Impact of Government Communication: The Case of Presidential Tweets	SAFE	Ongoing	2020	1

Completed Projects

Researcher	Project	Funded by	Status	Project Duration	Publication Count
Monica Billio, Massimiliano Caporin, Aleksey Kolokolov, Roberto Panzica, Loriana Pelizzon, Zorka Simon	Network Connectivity, Systemic and Systematic Risk	LOEWE	Completed	2016	1
Nils Bertschinger, Aleksey Kolokolov, Roberto Panzica, Loriana Pelizzon, Zorka Simon, Tatiana von Landesberger	Network Representations of Interconnections and Contagion	LOEWE	Completed	2016	1
Loriana Pelizzon, Zorka Simon	Institutional Choice between Funding Markets: Repo vs. Securities Lending	LOEWE	Completed	2019	1
Zsuzsa R. Huszar, Zorka Simon	The Information Content of Securities Lending Along the Sovereign Risk Spectrum	LOEWE	Completed	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	Completed	2016	1

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