Zorka Simon


University of Mannheim
Chair of International Finance
L9, 1-2, Room 308
D-68161 Mannheim

Phone: +49 (0)621 181 1669
Email: zsimon(at)mail.uni-mannheim.de

Office hours: on appointment

 


Current Position

  • Postdoctoral Researcher at the Chair of International Finance at the University of Mannheim

Research Interests

  • Empirical asset pricing
  • Sovereign bond pricing
  • Liquidity and credit risk

Work in Progress

"The Liquidity Implications of the Securities Lending Market for Treasuries: An Analysis of the European Debt Crisis"

“Not risk free: The relative pricing of euro area inflation-indexed and nominal bonds” 

“The missing piece of the puzzle: Liquidity premiums in inflation-indexed markets” with Joost Driessen and Theo Nijman

“Looking into the distance: Evidence on the long end of the European term structure” with Joost Driessen and Theo Nijman

 

Education

2016

TILBURG UNIVERSITY, CentER Graduate School
PhD in Finance
Supervisors: Joost Driessen and Theo Nijman

2015 April-June

UNIVERSITY OF BRITISH COLUMBIA, Sauder School of Business
Visiting Scholar

2012

TILBURG UNIVERSITY, CentER Graduate School
ResMSc in Finance

2010

UNIVERSITY OF PÉCS, Faculty of Business and Economics
BA in Management and Business Administration

 

Detailed CV and more information on my research can be found on my personal website: www.zorkasimon.com