Dr. Markus Hertrich

Dr Markus Hertrich

  • Asset Pricing and Financial Econometrics
  • Empirical Banking and Financial Intermediation
  • Financial Markets and International Economics
  • Monetary and Financial Stability
  • Real Estate Finance and Economics
  • Risk Management in Banking

Refereed Publications
Hertrich, M. and H. Zimmermann (2017), On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective, Journal of Money, Credit and Banking, Vol. 49(2-3), 567-578.
Hertrich, M. (2016), The Costs of Implementing a Unilateral One-Sided Exchange Rate Target Zone, Review of Economics, Vol. 67(1), 91-120.
Hertrich, M. (2016), The Distribution of Exchange Rates under a Minimum Exchange Rate Regime, Journal of Applied Economics, Vol. 19(2), 351-361.
Hertrich, M. (2016), A Note on Credit Spread Forwards, Journal of Advanced Studies in Finance, Vol. 7(1(13)), 77-81.
Hertrich, M. (2015), A Cautionary Note on the Put-Call Parity under an Asset Pricing Model with a Lower Reflecting Barrier, Swiss Journal of Economics and Statistics, Vol. 151(3), 227-260.
Hertrich, M. (2015), Does Credit Risk Impact Liquidity Risk? Evidence from Credit Default Swap Markets, International Journal of Applied Economics, Vol. 12(2), 1-46.
Hertrich, M. and D. Veestraeten (2013), Valuing Stock Options when Prices are Subject to a Lower Boundary: A Correction, Journal of Futures Markets, Vol. 33(9), 889-890.

Other Working Papers and Publications (Selection)
Hertrich, M. and H. Zimmermann (2015), On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective, WWZ Working Paper 2015/09.
Hertrich, M. (2013), Financial Time Series Forecasting using Wavelets.
Hertrich, M. (2013), Multi-Moment Capital Asset Pricing Models for the Swiss Stock Market.
Hertrich, M. (2012), The Dynamics of Liquidity and Credit Risk.
Hertrich, M. (2009), Inflationsindexierte Anleihen, Hamburg: Igel Verlag Fachbuch, ISBN-13: 978-3868150971.

Refereeing (Selection)

  • Journal of Money, Credit and Banking
  • Journal of International Money and Finance
  • Journal of Futures Markets
  • Journal of Risk
  • Swiss Journal of Economics and Statistics
  • Swiss National Bank Working Paper

Teaching Experience (Selection)

  • Banking (German, 2014-2016)
  • Credit Risk Management 1 and 2 (English, 2014-2016)
  • Econometrics (German, 2010-2013)
  • Finance (English and German, 2010-2013, 2015-2016)
  • Management Accounting (German, 2014)
  • Swiss Banking (English, 2015-2016)

Awards

Best Master’s Thesis of the Year 2008 Award

Young Scientist Award of the Year 2008 (2. Prize) of the Basel Private Bankers for Outstanding Master’s Theses

In the Media

“Der Tiger ist los”, Prof. H. Zimmermann in Die Weltwoche (January 29, 2015), www.weltwoche.ch/ausgaben/2015-05/essay-der-tiger-ist-los-die-weltwoche-ausgabe-052015.html

·         “La fin du taux plancher n’était pas une surprise”, E. Garessus in Le Temps (February 11, 2015), www.letemps.ch/economie/2015/02/11/fin-taux-plancher-etait-une-surprise

·         “Franc fort : preuve est faite que la fin du cours plancher n’était pas une surprise”, E. Garessus in Le Temps (February 10, 2015), www.letemps.ch/economie/2015/02/10/franc-fort-preuve-faite-fin-cours-plancher-etait-une-surprise

·         “¿Es tiempo de soltar las amarras al franco ?”, A. Ornelas in Swissinfo (December 20, 2013), www.swissinfo.ch/spa/crisis-del-euro_-es-tiempo-de-soltar-las-amarras-al-franco-/37535082

 

Aktuelle Publikationen

Hertrich, Markus und Heinz Zimmermann. 2017 ”On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective”. Journal of Money, Credit, and Banking 49 (2-3): S. 567-578. edoc
Hertrich, Markus. 2016 ”A Note on Credit Spread Forwards”. Journal of Advanced Studies in Finance 7 (1(13)): S. 77-81. edoc, URL
Hertrich, Markus. 2016 ”The Costs of Implementing a Unilateral One-Sided Exchange Rate Target Zone”. Review of Economics 67 (1): S. 91-120. edoc (Open Access)

> Alle Publikationen

Letzte Änderung: 13.06.2017



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