Banking and Finance

“Funding Liquidity Risk and Deviations from Interest-Rate Parity During the Financial Crisis of 2007-2009”, International Journal of Finance and Economics, 16: 307–323 (2011). (With Cho-hoi Hui and Tsz-Kin Chung) [LINK]

“Excessive variation of risk factor correlations and volatilities.” Journal of Futures Markets, Vol. 22, No. 12, 2002, pp. 1119–1146. (with T. Bali and S. Neftci)

Banking in Switzerland. (N. Blattner, H. Genberg, and  A. Swoboda, eds.) Heidelberg: Physica-Verlag, 1993.

Competitiveness in Banking. (Niklaus Blattner, Hans Genberg, and Alexander Swoboda, eds.) Heidelberg: Physica-Verlag, 1992.