Zoe Tsesmelidakis

Senior Research Fellow

Zoe Tsesmelidakis is a Senior Research Fellow at the Oxford-Man Institute of Quantitative Finance (OMI) in the area of financial economics and affiliated with the Saїd Business School. She is also a Research Fellow at Nuffield College. During her doctoral studies at Goethe University Frankfurt (Germany) she investigated the impact of implicit government guarantees on the pricing of debt. In 2011, she visited Massachusetts Institute of Technology (MIT) and conducted collaborative work with Robert C. Merton on the cost of guarantees that arise through wealth transfers from taxpayers to debt and equity holders. She has presented her work at major conferences in finance and economics and has been awarded several prizes. More recently, one of her papers was covered in Businessweek. She also contributed to a successful ESRC-KTN grant application by the OMI.

Related Events

Comparing different regulatory measures to control stock market volatility: A general equilibrium analysis

Working Paper

Tsesmelidakis, Z. (2013). Are leverage constriants a key to financial stability?.
Tsesmelidakis, Z. (2013). How to become too-big-to-fail - the impact of mergers on credit risk.
Tsesmelidakis, Z. and Merton, R.C. (2012). The value of implicit guarantees.
Schweikhard, F. and Tsesmelidakis, Z. (2012). The impact of government interventions on CDS and equity markets.