Zorka Simon

Goethe University Frankfurt - Research Center SAFE

Assistant Professor

(http://www.safe-frankfurt.de)

Theodor-W.-Adorno-Platz 3

Frankfurt am Main, 60323

Germany

Netspar

Junior research fellow

P.O. Box 90153

Tilburg, 5000 LE

Netherlands

SCHOLARLY PAPERS

4

DOWNLOADS

377

SSRN CITATIONS
Rank 42,600

SSRN RANKINGS

Top 42,600

in Total Papers Citations

4

CROSSREF CITATIONS

8

Scholarly Papers (4)

The Missing Piece of the Puzzle: Liquidity Premiums in Inflation-Indexed Markets

Netspar Discussion Paper No. 02/2014-066
Number of pages: 38 Posted: 14 Feb 2015
Joost Driessen, Theo Nijman and Zorka Simon
Tilburg University - Center and Faculty of Economics and Business Administration, Tilburg University - Center and Faculty of Economics and Business Administration and Goethe University Frankfurt - Research Center SAFE
Downloads 113 (246,885)

Abstract:

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Liquidity premium, liquidity risk, TIPS, inflation swaps

The Missing Piece of the Puzzle: Liquidity Premiums in Inflation-Indexed Markets

SAFE Working Paper No. 183
Number of pages: 52 Posted: 26 Sep 2017
Joost Driessen, Theo Nijman and Zorka Simon
Tilburg University - Center and Faculty of Economics and Business Administration, Tilburg University - Center and Faculty of Economics and Business Administration and Goethe University Frankfurt - Research Center SAFE
Downloads 76 (320,619)
Citation 5

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Liquidity premium, liquidity risk, TIPS, inflation swaps, TIPS–Treasury puzzle

2.

Not Risk Free: The Relative Pricing of Euro Area Inflation-Indexed and Nominal Bonds

Netspar Discussion Paper No. 11/2015-074
Number of pages: 46 Posted: 08 Mar 2016
Zorka Simon
Goethe University Frankfurt - Research Center SAFE
Downloads 89 (288,431)

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Inflation-linked bond, breakeven rate, credit risk, liquidity risk, selective default

3.

The Pricing Implications of the Oligopolistic Securities Lending Market: A Beneficial Owner Perspective

SAFE Working Paper No. 215
Number of pages: 56 Posted: 17 Jul 2018
Zsuzsa R. Huszar and Zorka Simon
National University of Singapore and Goethe University Frankfurt - Research Center SAFE
Downloads 56 (372,338)
Citation 2

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4.

Much Ado About Nothing: A Study of Differential Pricing and Liquidity of Short and Long Term Bonds

SAFE Working Paper No. 238
Number of pages: 63 Posted: 11 Dec 2018 Last Revised: 16 Apr 2019
Joost Driessen, Theo Nijman and Zorka Simon
Tilburg University - Center and Faculty of Economics and Business Administration, Tilburg University - Center and Faculty of Economics and Business Administration and Goethe University Frankfurt - Research Center SAFE
Downloads 43 (416,739)

Abstract:

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Sovereign Bonds, Term Structure of Interest Rates, Segmentation, Liquidity, Flight-to-safety, Credit Risk, Unconventional Monetary Policy