Dr. Orcun Kaya

Dr. Orcun Kaya
ZHAW
School of Management and Law
Center for Corporate Finance and Capital Markets
Gertrudstrasse 8
8400 Winterthur
Work at ZHAW
Position at the ZHAW
Senior Lecturer/Project Manager for Corporate Finance
Education and Continuing education
Professional milestones
Economist (Vice President) Deutsche Bank Research, 2017-2020
Economist Deutsche Bank Research, 2012-2016
Program Manager of the Masters Program in Money and Finance, 2010-2012, Goethe University Frankfurt
Research Assistant, Goethe University Frankfurt 2008-2010
Guest Researcher, Deutsche Bundesbank 2010-2012
Educational background
Ph.D. in Economics, Goethe University Frankfurt, 2007-2012
(summa cum laude, Dissertation:Essays on Household Finance and Sovereign Debt)
M.Sc. in Financial Mathematics, METU and University of Copenhagen, 2005-2007
Projects
- Neue Generation Nowcasting und Forecasting Solvency Indices für Schweizer KMU / Project leader / Project ongoing
- Enabling investment analysis in the Swiss Para-Banking Sector / Project co-leader / Project ongoing
- Tech4SDG – Guiding Swiss Asset Managers towards High-Impact SMEs / Deputy project leader / Project completed
- Nowcasting SME Insolvency Risk / Project leader / Project completed
- Analyst Indexing Platform Service / Project co-leader / Project completed
- Zero Carbon Footprint / ESG for the Asset Management Industry / Project leader / Project completed
- Feeder Structure for the Swiss Social Exchange / Project co-leader / Project completed
Publications
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Kaya, Orcun,
2022.
Determinants and consequences of SME insolvency risk during the pandemic.
Economic Modelling.
115(105958).
Available from: https://doi.org/10.1016/j.econmod.2022.105958
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Kaya, Orcun; Mostowfi, Mehdi,
2021.
Low-volatility strategies for highly liquid cryptocurrencies.
Finance Research Letters.
46(102422).
Available from: https://doi.org/10.1016/j.frl.2021.102422
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Kaya, Orcun,
2017.
CDS spreads in the aftermath of central clearing.
International Journal of Financial Markets and Derivatives.
6(2), pp. 75-101.
Available from: https://doi.org/10.1504/IJFMD.2017.087958
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Kaya, Orcun,
2021.
Insolvency risk of European SMEs during pandemic [paper].
In:
21st EURAM Annual Conference, Montréal, Canada (online), 16-18 June 2021.
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Schweizer, Andreas; Danko, Fabian; Streichenberg, Urs; Hüfner, Annika; Kaya, Orcun; Affolter, Beat; Bittel, Andreas; Camenisch, Jan,
2022.
Zürcher Kantonalbank.
Available from: https://www.zkb.ch/media/zkb/dokumente/publikationen/kmu-zh-monitor-2022.pdf
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Kaya, Orcun,
2021.
Insolvency risk of European SMEs [poster].
In:
Qatar Centre for Global Banking and Finance Annual Conference 2021 : Challenges Facing Central Banks in the 2020s, Online, 17-18 May 2021.
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Kaya, Orcun,
2021.
Insolvency risk of European SMEs during pandemic [paper].
In:
37th International Conference of the French Finance Association (AFFI), online, 26-28 May 2021.
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Kaya, Orcun,
2021.
Insolvency risk of European SMEs during pandemic [paper].
In:
5th Entrepreneurial Finance (ENTFIN) Association Annual Meeting, virtual, 25-26 June 2021.
-
Kaya, Orcun,
2021.
Insolvency risk of European SMEs during pandemic [paper].
In:
European Economics and Finance Society Annual Conference, online, 23-25 June 2021.
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Schweizer, Andreas; Affolter, Beat; Danko, Fabian; Hüfner, Annika; Kaya, Orcun; Streichenberg, Urs,
2021.
Zürcher Kantonalbank.
Available from: https://www.zkb.ch/media/dokumente/publikationen/kmu-zh-monitor-2021.pdf
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Kaya, Orcun,
2020.
Financial resilience of German households to Corona triggered income shock.
SUERF Policy Briefs.
(17).
Available from: https://www.suerf.org/suer-policy-brief/15165/financial-resilience-of-german-households-to-corona-triggered-income-shock
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Kaya, Orcun; Mai, Heike,
2020.
Cost of negative interest rates to German households.
Deutsche Bank Research.
Available from: https://www.dbresearch.com/PROD/RPS_EN-PROD/PROD0000000000506314/Cost_of_negative_interest_rates_to_German_househol.pdf
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Kaya, Orcun; von Martens, Tobias,
2020.
German robo-advisors : march of the machines driving passive investments.
Deutsche Bank Research.
Available from: https://www.dbresearch.com/PROD/RPS_EN-PROD/PROD0000000000505172/German_robo-advisors%A3_March_of_the_machines_drivin.pdf
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Kaya, Orcun,
2020.
Kunden- und prozessorientierte Lösungen : wo Banken bereits KI nutzen
.
In:
Künstliche Intelligenz für Kreditinstitute : Anwendungsbeispiele und Methoden.
Köln:
Bank-Verlag.
pp. 33-44.
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Kaya, Orcun,
2022.
Late payments to SMEs : a factor that affects their access to finance.
In:
22nd EURAM Annual Conference, Winterthur, Switzerland, 15-17 June 2022.
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Kaya, Orcun,
2022.
Late payments to SMEs : a factor that affects their access to finance.
In:
European Financial Management Association Annual Meeting, Rome, Italy, 29 June - 2 July 2022.
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Thompson, Mark James; Orpiszewski, Tomasz; Laube, Patrick; Kaya, Orcun,
2022.
TECH4SDG : guiding Swiss asset managers towards high-impact SMEs.
In:
SSF/ZHAW Novel Data Solutions: Big Data and AI for Sustainable Investing - from Biodiversity Risks to Sustainable Gold, Zurich, Switzerland, 2 November 2022.
Publications before appointment at the ZHAW
1) Is perceived financial inadequacy persistent?,Review of Income and Wealth, 2014, Vol. 60, pp. 636-654
2) Impacts of the Financial Crisis on Eurozone Sovereign CDS Spreads,(with Yalin Gunduz) Journal of International Money and Finance, 2014, Vol. 49, pp. 425-442
3) OTC Derivatives Markets Regulation and Commodity Derivatives, Oxford Energy Forum, 2015, Issue 103, pp.13-16
4) The Role of Bank Lending Tightening on Corporate Bond Issuance in the Eurozone,(with Lulu Wang), Quarterly Review of Economics and Finance, 2016, vol 60, pp.1-11, Lead Article
5) SME Financing and Securitization: Firm-level Evidence from the Euro Area, (with Oliver Masetti), Economic Inquiry, 2019, 7, vol 1, pp. 391-409