Vincent Wolff

I am a PhD candidate in the Department of Banking & Finance at the University of Zurich. My doctoral supervisors are Prof. Dr. Marc Chesney and Prof. Dr. Jean-Charles Rochet

Research focus: my research interests combine financial markets, systemic risk and market structure. Currently, I am working on:

1) the empirical estimation of the taxable base for a payment system tax and the theoretical link between intended financial trading barriers and market quality. Keywords: Payment Systems, Market Microstructure, Financial Transactions Tax, Optimal Taxation, Efficiency, Tax Avoidance In collaboration with Prof. Dr. Marc Chesney and Prof. Dr. Jean-Charles Rochet

2) execution costs and trading activity of HFT, liquidity trader, market maker and institutional investors around price-driven tick size changes. Keywords: Information and Market Efficiency, Transaction Costs, Tick Size, Market Quality, Market Microstructure

3) the relation of stock market liquidity, monetary policy and the business cycle Keywords: Financial Markets and the Macroeconomy, Financial Forecasting and Simulation, Business Cycles

4) a book “Asset Pricing – Financial Derivatives and Systemic Risk”. It describes parallel the pricing of financial derivatives like options, futures and other derivatives and the associated systemic risks which have manifested themselves so clearly during the great financial crisis.

Short bio: Before I enrolled in the PhD program in September 2018, I studied at the University of Zurich Banking and Finance and at the Graduate Institute Geneva (IHEID) International Economics with the specialization in International Finance and Macroeconomics.

Further I worked in the consultancy and insurance sector and together with the Swiss National Bank (SNB) on a joint research project.

Current employment: I am employed as an assistant to Prof. Dr. Marc Chesney at the Chair of Quantitative Finance. Additionally, I am a private lecturer at the Swiss Finance Institute (SFI) and a board member of a Swiss pension fund.