Ganna Reshetar

Deloitte AG

Guisan-Quai 38

Zurich, 8002

Switzerland

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

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1.

The Impact of Terrorism on Financial Markets: An Empirical Study

Number of pages: 48 Posted: 28 Mar 2010
Marc Chesney, Mustafa Karaman and Ganna Reshetar
University of Zurich - Department of Banking and Finance, University of Zurich - Swiss Banking Institute (ISB) and Deloitte AG
Downloads 925 (26,857)
Citation 12

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Terrorism, Financial Markets, Event Study, Non-Parametric Methodology, Filtered GARCH-EVT Approach, Portfolio Diversification

2.

Pricing of Multiple-Event Coupon Paying CAT Bond

Number of pages: 45 Posted: 10 Dec 2007 Last Revised: 01 Mar 2008
Ganna Reshetar
Deloitte AG
Downloads 565 (52,339)
Citation 7

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Reinsurance, Multiple-Event CAT Bond

3.

Dependence of Operational Losses and the Capital at Risk

Number of pages: 30 Posted: 07 Jan 2008
Ganna Reshetar
Deloitte AG
Downloads 364 (89,247)

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Operational Risk, Loss Dependence