Completed Research Projects

Researcher Project Research Area Project Duration Keywords Project ID Publication Count
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
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
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, 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
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
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
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
Helmut Gründl Basel III and Solvency II - Risks and Side-Effects from their Interplay Financial Institutions, Systemic Risk Lab 2013 11126 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
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
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
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
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
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
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
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
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
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
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
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
Giuliano Curatola, Ilya Dergunov Preference Evolution and Asset Prices Macro Finance 2014 11527 1
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
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
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
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
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
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
Raimond Maurer, Olivia S. Mitchell 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
Nicola Fuchs-Schündeln Entwicklung der Einkommensungleichheit in Deutschland während der Finanzkrise Household Finance 2015 11340 1
Ivelina Dimitrova, Martin Götz, Dominik Hirschbühl, Theresa Kreft, Tobias Tröger, Gerrit Tönningsen Bail-In Tracker Financial Institutions, Policy Center 2016 21182 1