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Contributions
Urs Birchler, Jann Lienhart, Der Nationalbank sind die Hände gebunden, In: Der Landbote, p. 5, 2 September 2011. (Newspaper Article) Gestern hat der Schweizer Franken wieder sprunghaft an Wert zugelegt. Damit erhält die Forderung nach der Festsetzung eines Wechselkursziels neuen Auftrieb. Urs Birchler, ein ehemaliges Mitglied der Nationalbank, hält dies jedoch für zu riskant.
Christoph Bischofberger, Rückvergleich von nachrichtenbasierten Anlagestrategien, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2011. (Master's Thesis) null
Zoladz-Sondervan Esther, Bank restructuring: What can we learn from the ABN AMRO case?, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2011. (Master's Thesis) null
Thomas Müller, Economic Forces, the APT and the Swiss Stock Market, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2011. (Bachelor's Thesis) null
Rahel Diener, Innovative Financial Mechanisms to Conserve Biodiversity, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2011. (Master's Thesis) null
Fidan Shkodra, Vergleich verschiedener technischer und fundamentaler Vorhersagemodelle für Wechselkurse, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2011. (Master's Thesis) null
Adrian Ryser, Trading with the irrational behaviour of investors related to incoming news, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2011. (Bachelor's Thesis) null
Hans-Jörg Morath, Exchange Traded Funds 2011 - Eine Europäische Marktstudie im Sinne der Anleger, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2011. (Bachelor's Thesis) null
Michael Bonifazi, Forecasting Intraday Liquidity in the Corporate Bond Markets, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2011. (Bachelor's Thesis) This thesis pioneers the access to high frequency intraday corporate bonds data and evaluates the quality of the data received. Furthermore this work describes how to extract intraday corporate bond data. The most important stylized facts of the United States' corporate bond market are calculated to present the location, spread, shape, and dependence of the data packages. In dependence on Engle's News Impact Curve, a new measurement of the inuence of bond liquidities on bid prices, called Spread Impact Curve (SIC), is introduced. It is statistically shown, that the liquidities' impact on the bid prices is greater than on the ask prices. Finally a liquidity forecast model, based on Generalized Autoregressive Conditional Heteroskedastic (GARCH) models, is designed and adopted in order to forecast liquidity in the corporate bond markets.
Marco Helfenberger, Commodity ETFs from an Investor's Perspective, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2011. (Bachelor's Thesis) This study tries to exhibit today's new term structure of commodity futures prices and how it affects long only passive investment products, especially Exchange Traded Commodities. Therefore, trying to replicate the nature of ETCs, a long only commodity futures index was computed and analyzed over the time period from 2006 up until 2011, confirming the new negative trend of returns on long only commodity futures strategies. After highlighting the benefits and risks of commodity investing, we focused on the analysis of the three return components of commodity futures indexes, especially the roll yield, which turned out to be the main reason for ETCs underperforming the spot prices of commodities.
Christian Raemy, Prediction of derivatives prices using Greeks, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2011. (Master's Thesis) null
Sascha Marco Moser, Code of Conduct - Analyse des Verhaltens- und Ethik-Kodexes der UBS, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2011. (Bachelor's Thesis) null
Kristina Hohl, Financial Crisis, Systemic Risk and Contagion in Financial Systems, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2011. (Bachelor's Thesis) null
Giuseppe Bartucca, The Performance of Value Investing Strategies on the Swiss Stock Market, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2011. (Bachelor's Thesis) null
Darko Miodragovic, Einsatz und Preisbestimmung von Wetterderivaten, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2011. (Bachelor's Thesis) null
Mathias Winzeler, Informed Trading Activities: Aktueller Forschungsstand unter besonderer Berücksichtigung von Optionsmärkten, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2011. (Bachelor's Thesis) null
Marcel Krieger, Insider Trading in Optionsmärkten: Aktueller Stand der wissenschaftlichen Literatur und illustrierende Case Studies, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2011. (Bachelor's Thesis) null
Brian Buchmann, SNB FX Markt Interventionen und deren Einfluss auf Aktienrenditen von in der Schweiz und Deutschland kotierten Firmen, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2011. (Bachelor's Thesis) null
Ahmetcan Salepci, The Performance of Pairs Trading Strategies on the Swiss Stock Market, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2011. (Bachelor's Thesis) null
William Isenring, Die Treiber der Edelmetallpreise: Untersuchung des Einflusses diverser Faktoren auf die Edelmetallpreise anhand statistischer Modelle, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2011. (Bachelor's Thesis) null

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