Research Projects

Researcher Project Category Project Duration Keywords Project ID Publication Count
Stephanie Collet, Caroline Fohlin Financial History Database: German Stock Market 1900-1930 Data Center 2017 Financial History, German Stock Market, Microstructure, Asset Pricing, Cartels, Great Depression, 1929 Crash, Hyperinflation 22363 0
Patrice Fontaine, Mila Getmansky Sherman, Terrence John Hendershott, Aleksey Kolokolov, Loriana Pelizzon, Peter Sarlin, Jean-Pierre Zigrand Digging into High Frequency Data: Present and Future Risks and Opportunities Systemic Risk Lab, Data Center, Financial Markets 2017 22590 0
Giuliano Curatola, Ilya Dergunov, Roberto Panzica Social Groups, Preference Evolution and Asset Prices Household Finance, Financial Markets 2017 Networks, social interactions, asset prices 21650 0
Nathanael Vellekoop, Mirko Wiederholt Inflation Expectations and Household Consumption Behavior Household Finance 2017 Inflation expectations; household savings; panel data; monetary economics 21623 0
Loriana Pelizzon, Max Riedel EeMAP – Energy Efficient Mortgages Action Plan Systemic Risk Lab 2017 1
Renée Adams, Ferdinand von Siemens Gender Diversity, Decision Rules, and the Risk Appetite of Teams Corporate Finance 2017 Corporate Boards, Gender Diversity, Risk Taking, Banking, Teams 21223 0
Jan Friedrich, Christian Hirsch, Matthias Thiemann Regulatory Competition and the Increasing Fragility of CCPs Financial Institutions 2017 CCPs, Competition, Regulatory Arbitrage, Regulatory Forebearance, Financial Stability 21128 0
Holger Kraft, Christoph Kühn, André Müller Get ahead of the Joneses: Social Status Household Finance 2017 21650 1
Horst Entorf, Jia Hou Equity of opportunities, educational achievement, and financial literacy Household Finance 2017 21670 1
Satchit Sagade, Christian Westheide Competition-enhancing Changes in Secondary Corporate Bond Corporate Finance, Financial Markets 2017 competition, corporate bond, liquidity 21640 0
Martin Götz, Xu Liu, Loriana Pelizzon Contingent Convertible and Subordinated Bonds Issuance Systemic Risk Lab 2017 Financial stability; Corporate finance; Contingent capital; Subordinated debt, Basel III, Bail-in 21003 0
Loriana Pelizzon, Max Riedel, Michael Schmidt Microeconomic assessment of banks' securitization strategies Financial Institutions 2017 Asset-Backed Securities, Bank Holdings, Eligible Assets, Ratings, Securitization Related JEL Codes: G21, G24, G28 21003 0
Tobias Tröger Germany's Reluctance to Regulate Related Party Transactions Corporate Finance 2017 Related Party Transactions, Tunneling, Corporate Governance, Germany 0
Roberto Panzica, Loriana Pelizzon, Tuomas Peltonen Dealer and MM network in the CDS and cash sovereign bond market Systemic Risk Lab 2017 Bond Market, Market Maker, Liquidity Provision, Network Resilience, over-the-counter financial market, liquidity, market quality, network analysis 21003 0
Mario Bellia, Loriana Pelizzon, Tuomas Peltonen, Marti Subrahmanyam Commonality and liquidity spillover in European sovereign bonds: An analysis of cash, futures, repo and CDS contracts Systemic Risk Lab 2017 Price discovery, liquidity, commonality, European sovereign bond market, CDS market, Future market 21003 0
Helmut Gründl, Christian Kubitza, Fabian Regele Systemically relevant business activities of insurance companies Financial Institutions 2017 Systemic Risk, Conditional Shortfall Probability, ΔCoVaR, Marginal Expected Shortfall, Risk Management, Insurance Activities, Financial Stability 21127 0
Yangming Bao, Martin Götz Local Spillover Effects and Corporate Investment Corporate Finance 2017 corporate investment, peer effects, local spillover, urban agglomeration 21224 0
Tobias Tröger, Mark Wahrenburg Credibility of Resolution Regimes without Structural Reform of the Banking Sector Financial Institutions 2017 bank resolution, bail-in, too-big-to-fail, price effects, structured interviews 21126 0
Alexander Ludwig, Jorge Alejandro Quintana, Mirko Wiederholt On the Interactions Between Monetary Policy, Distributions and General Equilibrium Macro Finance 2017 Monetary policy; general equilibrium; distribution; heterogeneous agents; New Keynesian models 21523 0
Christoph Meinerding, Christian Schlag The informational role of inflation for real asset prices Financial Markets 2017 Inflation, recursive preferences, filtering, equilibrium asset pricing 21422 0
Andrej Gill, Florian Hett, Johannes Tischer Financial decision making and present bias Household Finance 2017 financial mistakes, transaction data, household finance, time-inconsistency, present bias, time preferences, online experiment, randomized controlled trial, preference heterogeneity, commitment devices, nudging 21321 0
Mario Bellia, Nicola Mano, Loriana Pelizzon, Matteo Sottocornola The Impact of Quantitative Easing on Stock and CDS Prices of European Insurance Companies Systemic Risk Lab, Financial Institutions 2017 22582 0
Daniel Liebler, Raimond Maurer, Olivia S. Mitchell Assessing the impact of mandatory financial guarantees in individual retirement accounts on saving, work, and retiree wellbeing: The case of German Riester plans Household Finance 2017 Household Finance, Riester Pension Plans, Individual Retirement Accounts, Money-back Guarantees, Pension Regulation, Welfare analysis, Longevity Risk, Annuities, Social Security Claiming, Lifecycle Portfolio Choice 21320 0
Silvia Dalla Fontana, Nicola Mano, Loriana Pelizzon, Anjan Thakor, Calebe de Roure How Does On-line/P2P Lending Fit Into the Consumer Credit Market Household Finance 2017 P2P lending, financial intermediation, consumer credit 21322 0
Andrej Gill, Uwe Walz The Dynamics of (De-)Listing Decisions – The Impact of Regulatory Changes and Economic Policy Events in Germany 1870-1933 Corporate Finance 2017 Corporate Governance, Going Public, Going Private, Historical Data, Regulation 21225 0
Christoph Burchard, Ercan Cömert, Horst Entorf, Dennis Gram Criminal Compliance and Financial Institutions: Conformity effects and cost-effectiveness Corporate Finance 2017 Financial Crimes | Criminal Compliance |Financial Institutions | Differences-in-Differences | Treatment Effect Heterogeneity 21222 0
Dirk Krueger, Alexander Ludwig The Macroeconomic and Distributional Implications of the Refugee Wave Macro Finance 2017 21002 0
Andrej Gill, Florian Hett Measuring Time Inconsistency by using bank account data Corporate Finance 2016 financial mistakes, transaction data, household finance, time-inconsistency, present bias, time preferences 21640 0
Fabian Becker, Dirk Krueger, Alexander Ludwig Optimal Taxation and Education Subsidies Macro Finance, Household Finance 2016 21002 1
Vasso Ioannidou, Jose Liberti, Thomas Mosk, Jason Sturgess On the impact of government credit guarantees programs on firms’ access to credit and performance during the financial crisis Financial Institutions 2016 Access to credit, government guarantees 21923 0
Michael P. Evers, Markus Kontny Solving Nonlinear Expectations Models by Approximating the Stochastic Equilibrium System: Application to Global Solution Methods Macro Finance 2016 Solving stochastic dynamic equilibrium models; Global solution methods; Uncertainty in econcomic modelling; Risk decomposition of the solution 21521 0
Viral Acharya, Tim Eisert, Christian Eufinger, Christian Hirsch Whatever it takes: the real effects of unconventional monetary policy Data Center, Financial Institutions 2016 22390 1
Alexander Hillert, Anja Kunzmann M&A(dvertising) Financial Institutions 2016 mergers and acquisitions, advertising, investor attention, overvaluation, managerial opportunistic behavior 21124 0
Paul Gortner, Joel van der Weele Financial Networks in the Field Household Finance 2016 21650 1
Jun Li, Christoph Meinerding, Lukas Menkhoff, Nikolai Roussanov, Christian Schlag, Ivan Shaliastovich Globalization and International Financial Markets Financial Markets 2016 international trade networks; asset pricing; 21420 0
Mauro Bernardi, Monica Billio, Massimiliano Caporin, Roberto Casarin, Michele Costola, Lorenzo Frattarolo, Shawkat Hammoudeh, Ahmed A. A. Khalifa, Bertrand Maillet, Roberto Panzica, Loriana Pelizzon, Erdem Yenerdag European early warning system for systemic risk – EARLINESS.eu Systemic Risk Lab 2016 Early warning system, systemic risk measures, financial stability, macro-financial linkages, network, sparsity, dynamic quantiles 22581 1
Matthias Goldmann Stability through Deliberation: Finance and Public Law Financial Institutions, Macro Finance 2016 21193 1
Elisabeth Falck, Rainer Haselmann, Michael Kötter, Michael Weber Asset Replacement and Productivity Financial Institutions 2016 Asset replacement, total factor productivity, productivity determinants, quasi-experimental research design 21122 0
Raphael Abiry, Patricia Gallego Granados, Johannes Geyer, Nils Grevenbrock, Peter Haan, Osman Küçüksen, Alexander Ludwig, Holger Lüthen Preparedness for Retirement and Old Age Poverty in Germany Macro Finance 2016 old age poverty, preparedness for retirement, pension reform 21522 0
Rainer Haselmann, Deyan Radev Effect of Capital Regulation on Bank Investment Strategies and Systemic Risk Financial Institutions 2016 Capital regulation, Market Risk, Systemic Risk, Bank Investment Strategies, Basel II.5 21121 0
Michael Donadelli, Max Riedel Climate Change, Business Cycle and Asset Prices Financial Markets 2016 21920 1
Satyajit Dutt, David Love, Henriette Prast, Nathanael Vellekoop How do Households Learn to Use a New Financial Product? Savings Behavior in the Plan, Crowd-Out, and the Role of Social Interactions Household Finance 2016 financial products, household savings, crowd-out, social interactions, administrative data 21921 0
Ryan Riordan, Satchit Sagade, Christian Westheide Exchange Systems and International Comovement of Return and Liquidity Financial Markets 2016 Stock exchange systems, non-fundamental comovement, market integration, excess comovement, commonality, algorithmic trading 21922 0
Luca Enriques, Tobias Tröger The Law and Finance of Related Party Transactions: A Comparative Analysis Corporate Finance 2016 related party transactions, tunneling, controlling shareholders, agency costs, capital market development 21220 0
Rainer Haselmann, Lara Milione, Tobias Tröger The impact of structural reform proposals Corporate Finance 2016 banking separation, Volcker Rule, ring fencing, Liikanen report, event study 21221 0
Mario Bellia, Giulio Girardi, Loriana Pelizzon, Tuomas Peltonen The Demand for Central Clearing – To Clear or Not to Clear? Systemic Risk Lab 2016 Central Clearing, Credit Default Swap 22520 0
Kerstin Bernoth, Monica Billio, Petr Jakubik, Nicola Mano, Loriana Pelizzon, Matteo Sottocornola Impacts of the Quantitative Easing on the European Insurance Industry Systemic Risk Lab 2016 Quantitative Easing, Insurance Company, SIFI 22521 0
Jan Pieter Krahnen, Jun Li, Xu Liu, Loriana Pelizzon, Christian Schlag, Sascha Steffen, Matthias Thiemann Quantitative Easing and Financial (In)Stability Financial Markets, Macro Finance 2016 21480 1
Ivelina Dimitrova, Martin Götz, Dominik Hirschbühl, Theresa Kreft, Tobias Tröger, Gerrit Tönningsen Bail-In Tracker Financial Institutions, Policy Center 2016 21182 1
Peter Gomber, Satchit Sagade, Christian Westheide The impact of introducing intraday auctions on LSE Financial Markets, Financial Institutions 2016 21620 1
Nicole Branger, Liu Liu, Christian Schlag, Ivan Shaliastovich, Dongho Song Macroeconomic bond risks in the presence of the zero lower bound Financial Markets, Macro Finance 2016 Macrofinance, bond pricing, market expectations, inflation, growth 21630 1
Nils Bertschinger, Roberto Panzica, Loriana Pelizzon, Zorka Simon, Tatiana von Landesberger Network representations of interconnections and contagion Financial Markets, Systemic Risk Lab 2016 21610 1
Holger Kraft, Farina Weiss Bequeathing illiquid assets across generations in an aging society Financial Markets, Household Finance 2016 demographic change, overlapping generations, household finance, asset pricing, welfare, life cycle 21660 1
Nicola Fuchs-Schündeln, Hannah Paule-Paludkiewicz, Paul Reimers Tax treatment and inequality in labor market behavior Macro Finance, Household Finance 2016 21670 1
Monica Billio, Massimiliano Caporin, Roberto Panzica, Loriana Pelizzon, Zorka Simon Network Connectivity, Systemic and Systematic Risk Financial Markets, Systemic Risk Lab 2016 21610 1
Alejandro Bernales, Richard Payne, Satchit Sagade, Christian Westheide The role of tick size in market quality and in SME financing Financial Markets 2016 21620 1
Alejandro Bernales, Jasmin Gider, Peter Gomber, Satchit Sagade, Stefan Scharnowski, Erik Theissen, Christian Westheide Innovations in Secondary Markets and Their Impact on Market Quality Corporate Finance, Financial Markets 2016 high frequency trading, competition, intermediation, order anticipation 21640 1
Helmut Gründl, Martin Götz, Holger Kraft, Raimond Maurer Demographic changes, optimal design of life insurance contracts and household welfare Household Finance, Financial Institutions 2016 21660 1
Monica Billio, Massimiliano Caporin, Lorenzo Frattarolo, Loriana Pelizzon, Zorka Simon Network banks exposures and variance spillovers in the euro area Financial Institutions, Systemic Risk Lab 2016 21610 1
Giuliano Curatola, Ilya Dergunov Time-Varying Preferences and International Capital Markets Financial Markets, Household Finance 2016 Asset pricing, general equilibrium, heterogeneous agents, interdependent preferences, portfolio choice 21650 1
Monika Gehde-Trapp, Satchit Sagade, Erik Theissen, Christian Westheide Behavior of designated market makers (DMMs) in electronic limit order markets and their role in enhancing liquidity of SME stocks Financial Markets 2016 21620 1
Loriana Pelizzon, Ryan Riordan, Satchit Sagade, Marti Subrahmanyam, Jun Uno, Christian Westheide An examination of the strategic behavior of high-frequency traders (HFTs) Financial Markets, Systemic Risk Lab 2016 21620 1
Alexander Ludwig, Alexander Monge-Naranjo, Ctirad Slavik, Faisal Sohail Financial Frictions and Inequality Macro Finance, Household Finance 2016 21670 1
Massimiliano Caporin, Loriana Pelizzon, Alberto Plazzi, Roberto Rigobon The impact of unconventional monetary policies on European financial markets Macro Finance, Financial Markets 2016 21630 1
Paul Gortner, Baptiste Massenot Bailouts and financial stability: Experimental evidence Macro Finance, Financial Institutions, Corporate Finance, Financial Markets 2016 21650 1
Olga Goldfayn, Nathanael Vellekoop Social Networks and Informal Lines of Credit Household Finance, Financial Institutions 2016 Personality; Household consumption and Savings 21650 1
Rainer Haselmann, Nora Marija Laurinaityte, Vikrant Vig, Christine Zulehner The Effect of Regulation on Banks’ Market Structure Financial Institutions 2016 bank regulation, model based regulation, bank competition 21600 1
Vanya Horneff, Raimond Maurer, Olivia S. Mitchell Evaluating the benefits of hedging longevity risk using life annuities with liquidity options Household Finance 2016 21660 1
Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio, Jun Uno, Clara Vega The impact of QE interventions on market liquidity and limits to arbitrage Macro Finance, Financial Markets 2016 21630 1
Peter Ockenfels, Christian Wilde Experimental asset markets – Regulation and design of fragmented markets Financial Markets 2016 21620 1
Wenhui Li, Peter Ockenfels, Christian Wilde Financial interactions in the presence of ambiguity Financial Institutions, Financial Markets 2016 21650 1
Ulrich Doraszelski, Alexander Stomper, Christine Zulehner Firms’ Financial Decisions and Product Market Competition Corporate Finance 2016 21640 1
Rainer Haselmann, Vikrant Vig, Shiwei Yu, Christine Zulehner Quantification of the Effect of Regulation on Firms’ Demand for Credits and Banks’ Market Power Corporate Finance 2016 bank regulation, model based regulation, bank competition, structural estimation 21600 1
Jens Gal Legal feasibility of proposed changes to the regulation of life insurance contracts Household Finance, Financial Institutions 2016 21660 1
Alessandro Gioffré, Yuri Pettinicchi Spreading Financial Literacy Among Peers Household Finance 2016 risk-sharing, financial globalisation, aggregate demand, monitoring 21650 1
Paul Gortner, Baptiste Massenot Capital requirements and financial stability: Experimental evidence Macro Finance, Financial Institutions, Corporate Finance, Financial Markets 2016 21650 1
Douglas Cumming, Christian Eufinger, Andrej Gill, Uwe Walz Banking structure and dynamics of small and medium sized enterprises Corporate Finance, Financial Institutions 2016 21640 1
Satchit Sagade, Erik Theissen, Christian Westheide The Effect of EU Short Selling Regulations on Liquidity and Price Efficiency Financial Markets 2016 21620 1
Nicole Branger, Patrick Konermann, Christoph Meinerding, Christian Schlag Network Connectivity and General Equilibrium Asset Prices Financial Markets, Systemic Risk Lab 2016 Asset pricing, general equilibrium, recursive preferences, dynamic networks, mutually exciting processes, directed shocks 21610 1
Edin Ibrocevic, Loriana Pelizzon, Sviataslau Sivagrakau, Matthias Thiemann A Genealogy of Systemic Risk Network Measures adopted by Regulators Financial Institutions, Systemic Risk Lab 2016 21610 1
Nicola Fuchs-Schündeln, Zhao Jin, Alexander Ludwig Inequality and Assortative Matching Macro Finance, Household Finance 2016 21670 1
Yangming Bao, Irina Gemmo, Helmut Gründl, Martin Götz Household liquidity risk management and insurance companies’ investment behavior Household Finance, Financial Institutions 2016 21660 1
Brigitte Haar, Rainer Haselmann, Katharina Pistor, Vikrant Vig, Christine Zulehner Consequences of Changes in the Banking Structure due to Complex Financial Regulation for Financial Stability and Systemic Risk Financial Institutions, Systemic Risk Lab 2016 bank regulation, competition law, too big to fail, financial stability 21600 1
Pedro Magalhães Batista, Iwona Matylda Grandjean, Brigitte Haar, Casimiro Antonio Nigro, Katharina Pistor Challenges for competition law arising from financial stability Financial Institutions 2016 bank regulation, too big to fail, financial stability, bank regulation, model based regulation, bank competition 21600 1
Christoph Hambel, Holger Kraft Non-financial life-cycle decisions and their impact on consumption-portfolio choice with unspanned labor income Household Finance 2016 21392 1
Ulrich Schüwer, Carlo Wix Monetary Policy and Bank Lending: A Natural Experiment from the US Mortgage Market Financial Institutions 2016 Bank lending, monetary policy, credit demand, mortgage market, natural experiment 21123 0
Raphael Abiry, Christian Geppert, Dirk Krueger, Alexander Ludwig Secular Stagnation? Growth, Asset Returns and Welfare in the Next Decades Macro Finance 2016 demographic change; macroeconomics; asset pricing; government debt 21520 1
Adrian Buss, Raman Uppal, Grigory Vilkov Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets Financial Markets 2016 21650 1
Nicoletta Berardi, Marie Lalanne, Paul Seabright Social Networks, Careers and Corporate Governance Corporate Finance 2016 Social networks, board appointments, corporate governance, labor mobility, top management compensation 0
Jeroen Derwall, Arvid Hoffmann, Joost Pennings, Simone Wies How Insider Trading Endorses Firm Product Innovation Household Finance 2016 Firm product innovation, insider trading, abnormal stock returns, signaling 21015 0
Christine Moorman, Simone Wies How to Beat the Post-IPO Innovation Drain Household Finance 2016 Breakthrough innovation, stock market impact, experience, IPO 21015 0
Baptiste Massenot Survey Evidence on Extrapolative Expectations Macro Finance 2016 0
Helmut Gründl, Jan-Hendrik Weinert The Modern Tontine: An Innovative Instrument for Longevity Provision in an Ageing Society Financial Institutions 2015 21192 1
Matthias Thiemann Shadow banking with an implicit government put Financial Institutions 2015 21181 1
Christopher Busch, Christian Geppert, Nils Grevenbrock, Daniel Harenberg, Alexander Ludwig The Welfare Effects of Social Security with Individual and Aggregate Risk: A Macroeconomic Analysis Macro Finance 2015 21592 1
Benjamin Clapham, Peter Gomber, Jascha-Alexander Koch, Sven Panz Management of Market Risks: Regulation and Coordination of Volatility Interruptions in Europe Financial Markets 2015 Circuit Breaker, Volatility Interruption, Volatility, Liquidity, Market Design, Coordination, Market Fragmentation, Volume Migration 21490 1
Nicola Fuchs-Schündeln Entwicklung der Einkommensungleichheit in Deutschland während der Finanzkrise Household Finance 2015 11340 1
Loriana Pelizzon Further development of the platform and the data provision for the Systemic Risk Dashboard Data Center 2015 12128 0
Rainer Haselmann, Melissa Schultheis, Cornelius Veith, Beatrice Weder di Mauro Real Effects of a Bank Liquidity Shock on Bank Lending Decisions and Corporate Investments Financial Institutions 2015 21190 1
Stephanie Collet, Wolfgang König, Uwe Risch, Moritz Christian Weber Historical German Stock Market Database (GOETHE-Project) Data Center 2015 22362 1
Paul Gortner, Joel van der Weele Financial Networks in the Laboratory Household Finance 2015 21650 1
Jaakko Aspara, Arvid Hoffmann, Joost Pennings, Simone Wies Shareholder Complaints and Marketing Investments Household Finance 2015 Shareholder complaints, marketing investments, advertising, spillovers effects, firm value 21912 0
Marie Lalanne Peer Effects in Corporate Policies Corporate Finance 2015 Peer effects, corporate policies 11233 0
Douglas Cumming, Uwe Walz, Jochen Christian Werth, Sijia Zhang Venture Boards - Empirical Evidence from Venture Capital-backed Start-Ups in the U.S. Corporate Finance 2015 Corporate Governance, Entrepreneurial Finance, Board Structure 11229 1
Vanya Horneff, Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla The Influence of Health Risks on the Optimal Portfolio Selection of Private Investors in the Life Cycle Household Finance 2015 health risk, optimal consumption decision, optimal portfolio decision, longevity risk 21391 1
Markus Gangl, Fabian Ochsenfeld Organizational Structure, Technological Change and Rising Wage Inequality in Germany: an Empirical Study Using Linked Employer-Employee Data Corporate Finance 2015 21290 1
Mario Bellia, Loriana Pelizzon, Marti Subrahmanyam, Jun Uno, Darya Yuferova Strategic behavior of High Frequency Traders during the market pre-opening period Financial Markets, Systemic Risk Lab 2014 High Frequency Traders, Order Submission, Order Cancellation, Pre-Opening, Price Discovery, Liquidity Provision 12150 1
Ester Faia, Annalisa Molino Networks of speculative currencies: equilibrium existence and sustainability Macro Finance 2014 money, payment systems, digital currency, dynamic optimization 11529 0
Christoph Hambel, Holger Kraft, Claus Munk, Peter Schwamborn, Sebastian Wagner, Farina Weiss How does lifelong learning influence consumption portfolio choice? Household Finance 2014 Education, Human capital, Consumption, Leisure 11332 1
Giuliano Curatola, Michael Donadelli, Patrick Grüning International Models of Growth Financial Markets 2014 Endogenous Growth, Innovation, Product Market Competition, Long-run Risk, International Finance 11431 1
Monica Billio, Lorenzo Frattarolo, Mila Getmansky Sherman, Dale F. Gray, Andrew Lo, Robert Merton, Loriana Pelizzon, Michael Schmidt Sovereign, bank and insurance credit spread: connectedness and system networks Macro Finance, Systemic Risk Lab 2014 12124 0
Sascha Baghestanian, Baptiste Massenot Fragility of Credit Markets Macro Finance 2014 Experimental Loan Markets, Gambler's Fallacy, House Money Effect, Break Even Effect 11528 1
Victoria Serra-Sastre, Eirini Tatsi, Nathanael Vellekoop Determinants of Young Adults’ Financial Behavior Household Finance 2014 household finance, social interactions, spatial econometrics 11337 0
Mila Getmansky Sherman, Giulio Girardi, Stanislava Nikolova, Loriana Pelizzon, Kathleen Weiss Hanley Interconnectedness of insurance companies Financial Institutions, Systemic Risk Lab 2014 Regulation, Systemic risk, portfolio exposures, networks, Insurance companies 12127 0
Christoph Hambel, Holger Kraft, Claus Munk, Sebastian Wagner, Farina Weiss Household decisions when stocks, labor income and house prices share a common trend Household Finance 2014 Return predictability, house prices, labor income, stock prices, human capital, time-varying expectations, optimal life-cycle consumption and investment, renting vs.owning, intertemporal hedging, stock market participation, welfare loss 11335 1
Jonathan Brogaard, Peter Gomber, Satchit Sagade, Erik Theissen, Moritz Christian Weber, Christian Westheide Why Do Different Stocks Fragment Differently? Financial Markets 2014 Fragmentation, Liquidity, Equitiy Trading, MTF 11429 1
Mario Bellia, Loriana Pelizzon, Max Riedel, Marti Subrahmanyam, Davide Tomio, Jun Uno Limits to arbitrage in sovereign bonds: price and liquidity discovery in high frequency quote driven markets Financial Markets, Systemic Risk Lab 2014 Sovereign bonds, Liquidity, futures markets, ECB interventions, futures-bond basis, arbitrage 12126 1
Shafik Hebous, Alfons Weichenrieder New fiscal institutions for Europe? Macro Finance 2014 Fiscal institutions, Fiscal Union, Fiscal capacity, Asymmetric shocks, Fiscal federalism in Europe 11531 1
Mohamed Aldegwy, Suramya Shukla, Matthias Thiemann Do Basel III and the Dodd-Frank Act reflect the academic debate on macro-prudential regulation Macro Finance 2014 11530 1
Matthias Thiemann The adaptation of off-balance sheet financing techniques in leasing after the financial crisis Financial Institutions 2014 11138 0
Giuliano Curatola, Ilya Dergunov Preference Evolution and Asset Prices Macro Finance 2014 11527 1
Iñaki Aldasoro, Ester Faia, Anne-Caroline Hüser Risk Cascades in Banking Networks and the Measurement of Systemic Risk Macro Finance, Systemic Risk Lab 2014 liquidity hoarding, contagion channels, global games 11591 1
Martin Götz, Dominik Hirschbühl Systemic Financial Risk Platform (SFRP) – A Platform for Presenting and Implementing Research on Systemic Risk Data Center, Systemic Risk Lab, Policy Center 2014 Systemic risk, risk measurement, risk modelling, contagion 22522 1
Holger Kraft The sovereign-bank loop: contagion between sovereign and bank credit markets Financial Institutions 2014 Contagion, Sovereign Debt Crisis, CDS, Panel VAR, Sign Restrictions 11137 0
Yangming Bao, Martin Götz, Dominik Hirschbühl, Luc Laeven, Ross Levine Bank Diversification and Risk Management Financial Institutions 2014 Geographic Corporate Diversification, Bank Risk, Banking, Economies of scope, Diversification Benefits 11131 1
Patrick Konermann, Christoph Meinerding, Christian Schlag Network Connectivity, Self-Exciting Jumps and General Equilibrium Asset Prices Financial Markets 2014 Asset Pricing, General Equilibrium, Recursive Preferences, Dynamic Networks, Mutually Exciting Processes, Jump Processes, Contagion Risk, Network Connectivity 11428 1
Nils Grevenbrock, Max Groneck, Alexander Ludwig, Alexander Zimper Subjective Survival Beliefs and Savings Decisions Macro Finance, Household Finance 2014 21002 1
Christopher Busch, Axel Börsch-Supan, Jesus Fernandez-Villaverde, Klaus Härtl, Dirk Krueger, Alexander Ludwig, Matthias Schön Macroeconomic Effects of Demographic Change Macro Finance 2014 21002 1
David Card, Nathanael Vellekoop Bonus Income and Household Saving Household Finance 2014 household finance, behavioral economics, permanent income hypothesis, household bargaining 11338 0
Reint Gropp, Vahid Saadi Redlining in the US Housing Market and the Early Stage of the Housing Bubble Financial Institutions 2014 Community Reinvestment Act, Mortgage supply, Housing boom, Financial crisis 11140 1
Enzo Cerletti, Ester Faia, Michael Haliassos, Spyridon Palligkinis Housing wealth across cultures, institutional environments, and life cycles Macro Finance, Household Finance 2014 housing investment, status utility, bequest, portfolio decisions, borrowing constraints 11524 0
Reint Gropp, Thomas Mosk, Steven Ongena, Carlo Wix Capital Requirements and Bank Lending Financial Institutions, Transparency Lab 2014 banking, bank capital, capital regulation 11129 1
Elia Berdin, Helmut Gründl The Impact of Interest Rate and Mortality Risks on the Solvency Situation of Life Insurance Companies Financial Institutions 2014 Life Insurers, Interest Rate Guarantees, Risk Assessment, Solvency II, Effects of Monetary Policy 21180 1
Reint Gropp, Rasa Karapandza, Julian Opferkuch Public Soft Information Financial Institutions 2014 transparency, soft information, financial markets, financial institutions 11133 1
Adrian Buss, Raman Uppal, Grigory Vilkov Asset Prices in General Equilibrium with Recursive Utility and Illiquidity Induced by Transactions Costs Financial Markets, Transparency Lab, Systemic Risk Lab 2014 11422 1
Nicole Branger, Patrick Grüning, Max Riedel, Christian Schlag Financialization in Commodity Markets Financial Markets 2014 financialization, commodities, heterogenous agents 11427 1
Christoph Hambel, Holger Kraft, Mogens Steffensen, Sebastian Wagner, Farina Weiss Consumption-portfolio Choice with Critical Illness Household Finance 2014 Health shocks, Health expenses, Labor income risk, Stochastic mortality risk, Portfolio choice 11334 1
Sascha Baghestanian, Paul Gortner, Matthias Heinz, Heiner Schumacher, Joel van der Weele Non-Standard Preferences and Financial Decision Making Corporate Finance, Transparency Lab 2014 Social Preferences, Financial Institutions, Incentives 11223 1
Luca Amorello, Pedro Magalhães Batista, Biljana Biljanovska, Jacob Bonavita, Brigitte Haar, Katharina Pistor, Max Weber GLawFin – Private Contracts and Systemic Risk Corporate Finance, Systemic Risk Lab 2014 Financial Markets, Financial Institutions, Financial Stability, Financial Contracts, Corporate Finance, Corporate Governance, Financial Institutions, Financial Services, Law and Economics, Systemic Risk 12125 1
Stefano Colonnello, Giuliano Curatola, Ngoc Giang Hoang Executive Compensation and Credit Spread Corporate Finance 2014 Compensation Structure, Credit Spread, Risk-Taking, Inside Debt, Business Cycle 11227 1
Jens-Hinrich Binder, Theresa Kreft, Tobias Tröger Single Resolution Mechanism Financial Institutions 2014 Single Resolution Mechanism (SRM), Bank Reorganization, Bail in, Single Resolution Fund, Backstops, Banking Union 11135 1
Vanya Horneff, Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla Households willingness to delay Social Security benefits Household Finance 2014 Life Cycle Portfolio Choice, Asset Allocation, Household Finance, Life Insurance, Social Security 11331 1
Gabriele Camera, Alessandro Gioffré Microfoundations of Money Macro Finance 2014 Social norms, Repeated games, Cooperation, Institutions, Payment systems 11523 1
Sascha Baghestanian, Paul Gortner, Baptiste Massenot Excessive Risk Taking, Compensation Schemes and Financial Market Stability Corporate Finance 2014 Compensation Schemes, Bubbles, Risk Seeking, Liquidity, Experimental Asset Markets 11226 1
Matthias Blonski, Paul Gortner, Heiner Schumacher, Joel van der Weele Non-Standard Preferences in experimental asset markets Corporate Finance 2014 laboratory experiments, experimental asset markets, peer effects, social preferences 11231 0
Christoph Hambel, Holger Kraft, Frank Thomas Seifried, Sebastian Wagner, Farina Weiss The Continuous-time Limit of Recursive Utility Financial Markets 2014 stochastic differential utility, recursive utility, convergence, backward stochastic differential equation 11426 1
Thomas Mosk Bargaining with a Bank Financial Institutions 2014 Bargaining, Financial Contracting 11141 0
Reint Gropp, Felix Noth, Ulrich Schüwer, Carlo Wix Banking market structure and catastrophic risk Financial Institutions 2014 diversification benefits, banking market structure, banking liberalization, catastrophic risk 11132 0
Markus Kröll, Devesh Rustagi Corruption in the Lab and in the Field: Evidence from a Market for Credence Goods Corporate Finance 2014 Corruption, economic experiments, India, Milkmen 11228 1
Adrian Buss, Bernard Dumas, Raman Uppal, Grigory Vilkov Sentiment and the Economy: A General Equilibrium Analysis Financial Markets 2014 11425 1
Markus Gangl, Fabian Ochsenfeld To Have and to Hold: Trends in Industry Rents for Germany Corporate Finance 2013 Wage distribution, wage rents, labor market segmentation, industry effects, multilevel modeling, German Socio-Economic Panel, Labour Force Survey, Germany 11225 1
Kai Jungbluth, Kosmas Kaprinis, Thomas Kelm, Katja Langenbucher, Tobias Tröger Household Finance: Legal and institutional framework Household Finance 2013 Household finance, investor protection, MiFid 11329 1
Reint Gropp, Deyan Radev, Michael Schröder The Internal Organization of Banks and the Transmission of Lending Shocks across Borders Financial Institutions, Systemic Risk Lab 2013 banking, contagion, liquidity shocks, solvency shocks, internal bank organization 11121 1
Peter Gomber, Ilya Gvozdevskiy, Satchit Sagade, Erik Theissen, Moritz Christian Weber, Christian Westheide Determinants of OTC Trading Volume Financial Markets, Transparency Lab, Systemic Risk Lab 2013 OTC Trading, Dark Pools, MiFID 11424 1
Guido Friebel, Marie Lalanne, Bernard Richter, Peter Schwardmann, Paul Seabright Gendered Network Structures and Careers Corporate Finance, Transparency Lab 2013 Professional networks, gender wage gap, executive compensation, social networks, trust 12221 1
Helmut Gründl Basel III and Solvency II - Risks and Side-Effects from their Interplay Financial Institutions, Systemic Risk Lab 2013 11126 1
Thomas Otter Are financial advisors (good) match-makers? Household Finance 2013 financial advice, rule based recommendations, heterogeneity, retirement saving, survey based experiments, Bayesian inference 11327 0
Biljana Biljanovska, Guido Ferrarini, Brigitte Haar, Randall S. Thomas, Tobias Tröger, Uwe Walz, Charles K. Whitehead Corporate Governance of Financial Institutions – Does say-on-pay matter? Corporate Finance, Transparency Lab 2013 Corporate Governance, Financial Institutions, Management Compensation, Moral Hazard, Ownership Structure, Say-on-pay 11224 1
Nicole Branger, Christian Schlag, Ivan Shaliastovich Asset Pricing with Recursive Utility and Heterogenous Investors Financial Markets, Transparency Lab, Systemic Risk Lab 2013 recursive utility, heterogenous investors, differences in beliefs 11421 1
Günter Beck, Robert Beyer, Volker Wieland Monetary Policy under Uncertainty: Money Growth and the Risk-taking Channel Macro Finance 2013 Money growth and monetary policy, Risk taking channel and monetary policy 11521 0
Nicole Branger, Patrick Grüning, Holger Kraft, Christoph Meinerding, Christian Schlag General Equilibrium with Contagion Effects Financial Markets, Transparency Lab, Systemic Risk Lab 2013 General Equilibrium, Contagion Risk, Partial Information, Filtering, Recursive Utility, Asset Pricing, Jump Processes 11423 1
Meguy Kuété Ngouging, Sebastian Schmidt, Fabio Verona, Volker Wieland, Maik Wolters, Jinhyuk Yoo Macroeconomic Modeling after the Financial Crisis: Including Models with Financial Frictions and Forecasting & Policy Evaluation Tools into the Macroeconomic Model Database Macro Finance 2013 Macroeconomic Modeling, Financial Crisis, Financial Frictions, Macroeconomic forecasting, Macroeconomic policy evaluation, Monetary policy 11522 1
Hector Calvo-Pardo, Chryssi Giannitsarou, Andreas Hackethal, Michael Haliassos, Thomas Jansson, Yigitcan Karabulut Implications of financial market imperfections for wealth and debt accumulation in the household sector Household Finance 2013 11390 1
Holger Kraft, Claus Munk, Frank Thomas Seifried, Sebastian Wagner, Farina Weiss Numerical Methods in Life-Cycle Portfolio Choice with Labor Income, Housing and Biometric Risk Household Finance 2013 Labor income risk, Consumption, Portfolio choice, Insurance, Durable good 11323 1
Claudia Lambert, Felix Noth, Ulrich Schüwer Consequences of Adverse Shocks on Bank Behavior Financial Institutions, Systemic Risk Lab 2013 natural disasters, non-performing assets, bank failures 11123 1
Jan Pieter Krahnen, Peter Ockenfels, Christian Wilde Experimental studies on ambiguity and ambiguity aversion Financial Institutions, Transparency Lab 2013 ambiguity, ambiguity aversion, valuation discount, experimental economics 11125 1
Marcel Bluhm, Co-Pierre Georg, Jan Pieter Krahnen On the Determinants of Interbank Networks Financial Institutions, Systemic Risk Lab 2013 Network formation, Financial Fragility, Panel Data Regressions 11127 0
Tim Eisert, Christian Eufinger, Andrej Gill, Christian Hirsch, Uwe Walz Corporate Governance in Banks Corporate Finance, Transparency Lab, Systemic Risk Lab 2013 Corporate Governance, Financial Institutions, Management Compensation, Moral Hazard, Ownership Structure, Risk Shifting 11221 1
Christian Rauch, Uwe Walz Leverage in Private Equity: A Potential Source of Systemic Risk? Corporate Finance, Systemic Risk Lab 2013 Competition, Peers, LBOs, Product Market, Restructuring 11222 1
Nicola Fuchs-Schündeln, Michael Haliassos How Does Household Financial Behavior Respond to Changes in the Economic Environment? Household Finance 2013 household finance, product awareness, natural experiment 11321 1
Michael Haliassos, Thomas Jansson, Yigitcan Karabulut Culture and Household Financial Behavior Household Finance 2013 Household Finance, Culture, Institutions, European Integration 11350 1
Sophie Ahlswede, Andreas Hackethal, Steffen Meyer Portfolio Reporting: How to help individual Investors Learn From Past Mistakes Household Finance 2013 Individual investor decisions, risk perception, risk reportung, financial literacy, peer benchmarking, nudges 11325 1
Andreas Hackethal, Sven-Thorsten Jakusch, Steffen Meyer Revealed Preferences and Risk Aversion in Financial Markets - new Empirical Evidence from a Maximum Likelihood Approach Household Finance 2013 Individual Investment behavior, round trip trades, prospect theory, expected utility, heterogeneity of preferences, time stability of preferences 11326 1
Holger Kraft, A New Approach to Measuring Systemic Risk: Option-implied Tail Risk Dependencies in the Financial Sector Financial Institutions, Systemic Risk Lab 2012 Systemic risk, Value-at-risk, Equity options, Implied volatility 11122 1
Christel Merlin Kuate Kamga, Christian Wilde CDS Markets: Liquidity, Default Risk, and Correlation Risk Financial Institutions, Systemic Risk Lab 2012 CDS, default risk, liquidity premia, financial crisis 11124 1
Giuliano Curatola, Ester Faia, Henning Hesse, Christian Hirsch, Sören Karau, Jan Pieter Krahnen, Valeria Patella, Christian Wilde Debt Market Imperfections and Macroeconomic Implications Macro Finance 2012 11191 1