Markus Hertrich

30.05.2017

Research Interests

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 Ad-vanced 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.

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. (2010), Empirische Analyse der Abhängigkeiten zwischen Realen und Finanzwirtschaftlichen Schocks.
Hertrich, M. (2009), Inflationsindexierte Anleihen, Hamburg: Igel Verlag Fachbuch, ISBN-13: 978-3868150971.

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