Abgeschlossene Forschungsprojekte

Forscher/innenProjektKategorieFinanziert vonProjektdauerKeywordsProjekt IDPublication Count
Ester Faia, Nora Franken, Henning Hesse, Sören Karau, Jan Pieter Krahnen, Valeria PatellaDebt Market Imperfections and Macroeconomic Implications Macro Finance DFG201211191 1
Christel Merlin Kuate Kamga, Christian WildeCDS Markets: Liquidity, Default Risk, and Correlation Risk Financial Intermediation, Systemic Risk Lab LOEWE2012CDS, default risk, liquidity premia, financial crisis11124 1
A New Approach to Measuring Systemic Risk: Option-implied Tail Risk Dependencies in the Financial Sector Financial Intermediation, Systemic Risk Lab LOEWE2012Systemic risk, Value-at-risk, Equity options, Implied volatility11122 1
Consequences of Adverse Shocks on Bank Behavior Financial Intermediation, Systemic Risk Lab LOEWE2013natural disasters, non-performing assets, bank failures11123 1
Jan Pieter KrahnenExperimental Studies on Ambiguity and Ambiguity Aversion Financial Intermediation, Transparency Lab, Experiment Center LOEWE2013ambiguity, ambiguity aversion, valuation discount, experimental economics11125 1
Jan Pieter KrahnenOn the Determinants of Interbank Networks Financial Intermediation, Systemic Risk Lab LOEWE2013Network formation, Financial Fragility, Panel Data Regressions11127 1
Marie Lalanne, Uwe WalzCorporate Governance in Banks Financial Intermediation, Systemic Risk Lab, Transparency Lab, Experiment Center LOEWE2013Corporate Governance, Financial Institutions, Management Compensation, Moral Hazard, Ownership Structure, Risk Shifting11221 1
Leverage in Private Equity: A Potential Source of Systemic Risk? Financial Intermediation, Systemic Risk Lab LOEWE2013Competition, Peers, LBOs, Product Market, Restructuring11222 1
How Does Household Financial Behavior Respond to Changes in the Economic Environment? Household Finance LOEWE2013household finance, product awareness, natural experiment11321 1
Culture and Household Financial Behavior Household Finance LOEWE2013Household Finance, Culture, Institutions, European Integration11350 1
Andreas HackethalPortfolio Reporting: How to Help individual Investors Learn from Past Mistakes Household Finance LOEWE2013Individual investor decisions, risk perception, risk reportung, financial literacy, peer benchmarking, nudges11325 1
Andreas Hackethal, Sven-Thorsten JakuschRevealed Preferences and Risk Aversion in Financial Markets - New Empirical Evidence from a Maximum Likelihood Approach Household Finance LOEWE2013Individual Investment behavior, round trip trades, prospect theory, expected utility, heterogeneity of preferences, time stability of preferences11326 1
Numerical Methods in Life-Cycle Portfolio Choice with Labor Income, Housing and Biometric Risk Household Finance LOEWE2013Labor income risk, Consumption, Portfolio choice, Insurance, Durable good11323 1
Michael Haliassos, Orcun KayaImplications of Financial Market Imperfections for Wealth and Debt Accumulation in the Household Sector Household Finance DFG201311390 1
General Equilibrium with Contagion Effects Financial Markets, Systemic Risk Lab, Transparency Lab LOEWE2013General Equilibrium, Contagion Risk, Partial Information, Filtering, Recursive Utility, Asset Pricing, Jump Processes11423 1
Biljana BiljanovskaCorporate Governance of Financial Institutions – Does say-on-pay matter? Law and Finance, Transparency Lab LOEWE2013Corporate Governance, Financial Institutions, Management Compensation, Moral Hazard, Ownership Structure, Say-on-pay11224 1
Christopher Scheins, Christian SchlagAsset Pricing with Recursive Utility and Heterogenous Investors Financial Markets, Systemic Risk Lab, Transparency Lab LOEWE2013recursive utility, heterogenous investors, differences in beliefs11421 1
Basel III and Solvency II - Risks and Side-Effects from their Interplay Financial Intermediation, Systemic Risk Lab LOEWE201311126 1
Bernard RichterGendered Network Structures and Careers Law and Finance, Transparency Lab LOEWE2013Professional networks, gender wage gap, executive compensation, social networks, trust 12221 1
Peter Gomber, Erik Theissen, Moritz Christian WeberDeterminants of OTC Trading Volume Financial Markets, Systemic Risk Lab, Transparency Lab LOEWE2013OTC Trading, Dark Pools, MiFID11424 1
The Internal Organization of Banks and the Transmission of Lending Shocks across Borders Financial Intermediation, Systemic Risk Lab LOEWE2013banking, contagion, liquidity shocks, solvency shocks, internal bank organization11121 1
Markus GanglTo Have and to Hold: Trends in Industry Rents for Germany Law and Finance LOEWE2013Wage distribution, wage rents, labor market segmentation, industry effects, multilevel modeling, German Socio-Economic Panel, Labour Force Survey, Germany11225 1
Kosmas Kaprinis, Katja Langenbucher, Tobias TrögerHousehold Finance: Legal and Institutional Framework Household Finance LOEWE2013Household finance, investor protection, MiFid11329 1
Alfons J. WeichenriederAusterity and Economic Growth - Concepts for Europe Macro Finance LOEWE2013 1
Paul GortnerNon-Standard Preferences and Financial Decision Making Household Finance, Transparency Lab, Experiment Center LOEWE2014Social Preferences, Financial Institutions, Incentives11223 1
Luca Amorello, Pedro Magalhães Batista, Biljana Biljanovska, Jacob Bonavita, Grygoriy Pustovit, Max WeberGLawFin – Private Contracts and Systemic Risk Law and Finance, Systemic Risk Lab LOEWE2014Financial Markets, Financial Institutions, Financial Stability, Financial Contracts, Corporate Finance, Corporate Governance, Financial Institutions, Financial Services, Law and Economics, Systemic Risk12125 1
Executive Compensation and Credit Spread Law and Finance LOEWE2014Compensation Structure, Credit Spread, Risk-Taking, Inside Debt, Business Cycle11227 1
Single Resolution Mechanism Financial Intermediation LOEWE2014Single Resolution Mechanism (SRM), Bank Reorganization, Bail in, Single Resolution Fund, Backstops, Banking Union11135 1
Raimond MaurerHouseholds Willingness to Delay Social Security Benefits Household Finance LOEWE2014Life Cycle Portfolio Choice, Asset Allocation, Household Finance, Life Insurance, Social Security11331 1
Paul GortnerExcessive Risk Taking, Compensation Schemes and Financial Market Stability Financial Markets, Experiment Center LOEWE2014Compensation Schemes, Bubbles, Risk Seeking, Liquidity, Experimental Asset Markets11226 1
Matthias Blonski, Paul GortnerNon-Standard Preferences in Experimental Asset Markets Financial Markets, Experiment Center LOEWE2014laboratory experiments, experimental asset markets, peer effects, social preferences11231 1
Holger Kraft, The Continuous-Time Limit of Recursive Utility Financial Markets LOEWE2014stochastic differential utility, recursive utility, convergence, backward stochastic differential equation11426 1
Thomas MoskBargaining with a Bank Financial Intermediation LOEWE2014Bargaining, Financial Contracting11141 1
Markus KröllCorruption in the Lab and in the Field: Evidence from a Market for Credence Goods Law and Finance, Experiment Center LOEWE2014Corruption, economic experiments, India, Milkmen11228 1
Grigory VilkovSentiment and the Economy: A General Equilibrium Analysis Financial Markets LOEWE201411425 1
Consumption-portfolio Choice with Critical Illness Household Finance LOEWE2014Health shocks, Health expenses, Labor income risk, Stochastic mortality risk, Portfolio choice11334 1
Helmut GründlThe Impact of Interest Rate and Mortality Risks on the Solvency Situation of Life Insurance Companies Financial Intermediation DVfVW2014Life Insurers, Interest Rate Guarantees, Risk Assessment, Solvency II, Effects of Monetary Policy21180 1
Public Soft Information Financial Intermediation LOEWE2014transparency, soft information, financial markets, financial institutions11133 1
Grigory Vilkov, Kailin ZengAsset Prices in General Equilibrium with Recursive Utility and Illiquidity Induced by Transactions Costs Financial Markets, Systemic Risk Lab, Transparency Lab LOEWE201411422 1
Patrick GrüningFinancialization in Commodity Markets Financial Markets LOEWE2014financialization, commodities, heterogenous agents11427 1
Capital Requirements and Bank Lending Financial Intermediation, Transparency Lab LOEWE2014banking, bank capital, capital regulation11129 1
Vahid Saadi, Vahid SaadiRedlining in the US Housing Market and the Early Stage of the Housing Bubble Financial Intermediation LOEWE2014Community Reinvestment Act, Mortgage supply, Housing boom, Financial crisis11140 1
Enzo Cerletti, Ester Faia, Michael Haliassos, Spyridon PalligkinisHousing Wealth Across Cultures, Institutional Environments, and Life Cycles Household Finance, Macro Finance LOEWE2014housing investment, status utility, bequest, portfolio decisions, borrowing constraints11524 1
Nils Grevenbrock, Max Groneck, Alexander Ludwig, Alexander ZimperSubjective Survival Beliefs and Savings Decisions Macro Finance LOEWE2014Subjective expecations; survival beliefs; non-linear probability weighting functions; dynamic inconsistency21528 1
Bank Diversification and Risk Management Financial Intermediation LOEWE2014Geographic Corporate Diversification, Bank Risk, Banking, Economies of scope, Diversification Benefits11131 1
Network Connectivity, Self-Exciting Jumps and General Equilibrium Asset Prices Financial Markets LOEWE2014Asset Pricing, General Equilibrium, Recursive Preferences, Dynamic Networks, Mutually Exciting Processes, Jump Processes, Contagion Risk, Network Connectivity11428 1
Iñaki Aldasoro, Ester FaiaRisk Cascades in Banking Networks and the Measurement of Systemic Risk Macro Finance, Systemic Risk Lab FIRM2014liquidity hoarding, contagion channels, global games11591 1
Holger Kraft, The Sovereign-Bank Loop: Contagion Between Sovereign and Bank Credit Markets Financial Intermediation LOEWE2014Contagion, Sovereign Debt Crisis, CDS, Panel VAR, Sign Restrictions11137 1
Giuliano Curatola, Ilya DergunovPreference Evolution and Asset Prices Macro Finance LOEWE201411527 1
Fragility of Credit Markets Macro Finance, Experiment Center LOEWE2014Experimental Loan Markets, Gambler's Fallacy, House Money Effect, Break Even Effect11528 1
Ian Gould, Evelyne LepronEmotion-Driven Risk Preferences Financial Markets LOEWE2014dynamic decision making, anxiety, experimental economics, bubbles, risk aversion11339 1
Loriana PelizzonInterconnectedness of Insurance Companies Financial Intermediation, Systemic Risk Lab LOEWE2014Regulation, Systemic risk, portfolio exposures, networks, Insurance companies12127 1
Holger KraftHousehold Decisions when Stocks, Labor Income and House Prices Share a Common Trend Household Finance LOEWE2014Return 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 loss11335 1
Peter Gomber, Moritz Christian WeberWhy Do Different Stocks Fragment Differently? Financial Markets LOEWE2014Fragmentation, Liquidity, Equitiy Trading, MTF11429 1
Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio, Jun UnoLimits to Arbitrage in Sovereign Bonds: Price and Liquidity Discovery in High Frequency Quote Driven Markets Financial Markets, Systemic Risk Lab LOEWE2014Sovereign bonds, Liquidity, futures markets, ECB interventions, futures-bond basis, arbitrage12126 1
Alfons J. WeichenriederNew Fiscal Institutions for Europe? Macro Finance LOEWE2014Fiscal institutions, Fiscal Union, Fiscal capacity, Asymmetric shocks, Fiscal federalism in Europe11531 1
Matthias ThiemannDo Basel III and the Dodd-Frank Act Reflect the Academic Debate on Macro-Prudential Regulation Macro Finance LOEWE201411530 1
Matthias ThiemannThe Adaptation of Off-Balance Sheet Financing Techniques in Leasing after the Financial Crisis Financial Intermediation LOEWE201411138 1
Holger KraftHow Does Lifelong Learning Influence Consumption Portfolio Choice? Household Finance LOEWE2014Education, Human capital, Consumption, Leisure11332 1
Michael Donadelli, Alessandro Gioffré, Christian SchlagInternational Models of Growth Financial Markets LOEWE2014Endogenous Growth, Innovation, Product Market Competition, Long-run Risk, International Finance11431 1
Mario Bellia, Loriana Pelizzon, Marti Subrahmanyam, Jun Uno, Darya YuferovaStrategic Behavior of High Frequency Traders During the Market Pre-Opening Period Financial Markets, Systemic Risk Lab Europlace2014High Frequency Traders, Order Submission, Order Cancellation, Pre-Opening, Price Discovery, Liquidity Provision12150 1
Venture Boards - Empirical Evidence from Venture Capital-backed Start-Ups in the U.S. Financial Intermediation LOEWE2015Corporate Governance, Entrepreneurial Finance, Board Structure11229 1
Vanya Horneff, Raimond Maurer, Olivia S. Mitchell, Ralph RogallaThe Influence of Health Risks on the Optimal Portfolio Selection of Private Investors in the Life Cycle Household Finance DFG2015health risk, optimal consumption decision, optimal portfolio decision, longevity risk21391 1
Markus GanglOrganizational Structure, Technological Change and Rising Wage Inequality in Germany: an Empirical Study Using Linked Employer-Employee Data Macro Finance DFG201521290 1
Michael Donadelli, Renatas Kizys, Max RiedelGlobally Dangerous Diseases: Bad News for Main Street, Good News for Wall Street? Financial Markets LOEWE2015 1
Monica Billio, Michael Donadelli, Antonio Paradiso, Max RiedelWhich Market Integration Measure? Financial Markets LOEWE2015 1
Giuliano Curatola, Michael Donadelli, Patrick Grüning, Christoph MeinerdingInvestment-Specific Shocks, Business Cycles and Asset Prices Financial Markets LOEWE2015 1
Jaakko Aspara, Arvid Hoffmann, Joost Pennings, Simone WiesShareholder Complaints and Marketing Investments Household Finance LOEWE2015Shareholder complaints, marketing investments, advertising, spillovers effects, firm value21912 1
Rainer Haselmann, Melissa Schultheis, Cornelius VeithReal Effects of a Bank Liquidity Shock on Bank Lending Decisions and Corporate Investments Financial Intermediation DFG201521190 1
Stephanie Collet, Christian Hirsch, Wolfgang König, Uwe Risch, Moritz Christian WeberHistorical German Stock Market Database (GOETHE-Project) Data Center LOEWE201522362 1
Helge Braun, Alexander LudwigThe Welfare Effects of Social Security with Individual and Aggregate Risk: A Macroeconomic Analysis Macro Finance DFG201521592 1
Benjamin Clapham, Peter Gomber, Jascha-Alexander Koch, Sven PanzManagement of Market Risks: Regulation and Coordination of Volatility Interruptions in Europe Financial Markets FIRM2015Circuit Breaker, Volatility Interruption, Volatility, Liquidity, Market Design, Coordination, Market Fragmentation, Volume Migration21490 1
Nicola Fuchs-SchündelnEntwicklung der Einkommensungleichheit in Deutschland während der Finanzkrise Household Finance LOEWE201511340 1
Helmut Gründl, Jan-Hendrik WeinertThe Modern Tontine: An Innovative Instrument for Longevity Provision in an Ageing Society Financial Intermediation DVfVW201521192 1
Matthias ThiemannShadow Banking with an Implicit Government Put Financial Intermediation INET201521181 1
Klaus Gugler, Michael Weichselbaumer, Christine ZulehnerCrisis, Competition and Firms’ Workforce: Evidence from Procurement Auctions Financial Intermediation LOEWE201621004 1
Mario Lackner, Christine ZulehnerRent Sharing and Gender Discrimination in Collegiate Athletics Law and Finance LOEWE201621004 1
Yangming Bao, Irina Gemmo, Helmut Gründl, Martin GötzHousehold Liquidity Risk Management and Insurance Companies’ Investment Behavior Financial Intermediation LOEWE2016Demographic Change, Emergency Fund Hypothesis, Interest Rate Hypothesis, Life Insurance, Liquidity Risk Management, Surrender21137 1
Ivelina Dimitrova, Martin Götz, Dominic Hirschbühl, Theresa Kreft, Tobias Tröger, Gerrit TönningsenBail-In Tracker Financial Intermediation, Policy Center Volkswagen Stiftung201621182 1
Nils Bertschinger, Aleksey Kolokolov, Roberto Panzica, Loriana Pelizzon, Zorka Simon, Tatiana von LandesbergerNetwork Representations of Interconnections and Contagion Financial Markets, Systemic Risk Lab LOEWE201621610 1
Holger Kraft, Farina WeissBequeathing Illiquid Assets across Generations in an Aging Society Household Finance, Financial Markets LOEWE2016demographic change, overlapping generations, household finance, asset pricing, welfare, life cycle21660 1
Nicola Fuchs-Schündeln, Hannah Paule-Paludkiewicz, Paul ReimersTax Treatment and Inequality in Labor Market Behavior Household Finance, Macro Finance LOEWE201621670 1
Monica Billio, Massimiliano Caporin, Aleksey Kolokolov, Roberto Panzica, Loriana Pelizzon, Zorka SimonNetwork Connectivity, Systemic and Systematic Risk Financial Markets, Systemic Risk Lab LOEWE201621610 1
Helmut Gründl, Martin Götz, Holger Kraft, Raimond MaurerDemographic Changes, Optimal Design of Life Insurance Contracts and Household Welfare Financial Intermediation, Household Finance LOEWE201621660 1
Monica Billio, Massimiliano Caporin, Lorenzo Frattarolo, Aleksey Kolokolov, Loriana Pelizzon, Zorka SimonNetwork Banks Exposures and Variance Spillovers in the Euro Area Financial Intermediation, Systemic Risk Lab LOEWE201621610 1
Giuliano Curatola, Ilya DergunovTime-Varying Preferences and International Capital Markets Household Finance, Financial Markets LOEWE2016Asset pricing, general equilibrium, heterogeneous agents, interdependent preferences, portfolio choice 21650 1
Massimiliano Caporin, Loriana Pelizzon, Alberto Plazzi, Roberto RigobonThe Impact of Unconventional Monetary Policies on European Financial Markets (T4) Financial Markets, Systemic Risk Lab LOEWE201621630 1
Rainer Haselmann, Nora Marija Laurinaityte, Katharina Petricevic, Vikrant Vig, Christine ZulehnerThe Effect of Regulation on Banks’ Market Structure Financial Intermediation LOEWE2016bank regulation, model based regulation, bank competition 21600 1
Vanya Horneff, Raimond Maurer, Olivia S. MitchellEvaluating the Benefits of Hedging Longevity Risk Using Life Annuities with Liquidity Options Household Finance LOEWE201621660 1
Loriana Pelizzon, Michael Schneider, Marti Subrahmanyam, Davide Tomio, Jun Uno, Clara VegaThe Impact of QE Interventions on Market Liquidity and Limits to Arbitrage Financial Markets, Systemic Risk Lab LOEWE201621630 1
Rainer Haselmann, Vikrant Vig, Shiwei Yu, Christine ZulehnerQuantification of the Effect of Regulation on Firms’ Demand for Credits and Banks’ Market Power Financial Intermediation LOEWE2016bank regulation, model based regulation, bank competition, structural estimation 21600 1
Paul Gortner, Baptiste MassenotCapital Requirements and Financial Stability: Experimental Evidence Financial Intermediation, Law and Finance, Financial Markets, Macro Finance, Experiment Center LOEWE201621650 1
Edin Ibrocevic, Holger Lüthen, Loriana Pelizzon, Sviataslau Sivagrakau, Matthias ThiemannA Genealogy of Systemic Risk Network Measures adopted by Regulators Financial Intermediation, Systemic Risk Lab LOEWE201621610 1
Pedro Magalhães Batista, Iwona Matylda Grandjean, Brigitte Haar, Casimiro Antonio Nigro, Katharina PistorChallenges for Competition Law arising from Financial Stability Law and Finance LOEWE2016bank regulation, too big to fail, financial stability, bank regulation, model based regulation, bank competition 21600 1
Christoph Hambel, Holger Kraft, Peter SchwambornNon-Financial Life-Cycle Decisions and their Impact on Consumption-Portfolio Choice with Unspanned Labor Income Household Finance DFG201621392 1
Raphael Abiry, Christian Geppert, Dirk Krueger, Philipp Krüger, Alexander LudwigSecular Stagnation? Growth, Asset Returns and Welfare in the Next Decades Macro Finance LOEWE2016Demographic change; asset returns; secular stagnation; growth; welfare; equity premium21520 1
Adrian Buss, Raman Uppal, Grigory VilkovWhere Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets Financial Markets LOEWE201621650 1
Zhiwu Hong, LinLin Niu, Loriana Pelizzon, Marti Subrahmanyam, Reiko Tobe, Davide Tomio, Jun UnoThe Impact of QE Interventions on Sovereign Bond Market Microstructure Financial Markets, Macro Finance Volkswagen Stiftung201621480 1
Nicole Branger, Jun E. Li, Loriana Pelizzon, Christian Schlag, Ivan Shaliastovich, Dongho SongMacroeconomic Asset Price Risks in the Presence of the Zero Lower Bound Financial Markets, Macro Finance Volkswagen Stiftung201621480 1
Viral Acharya, Loriana PelizzonQE, Foreigner Behavior and Market Fragility in the Indian NSE Electronic Equity Order Book Markets Financial Markets, Macro Finance Volkswagen Stiftung201621480 1
Mucai Lin, LinLin NiuSignalling and Portfolio Balance Effects of QE Announcements on China’s Yield Curve Financial Markets, Macro Finance Volkswagen Stiftung201621480 1
Allan Davids, Co-Pierre Georg, Tina Koziol, Jesper RiedlerQuantitative Easing and Channels of Systemic Risk Financial Markets, Macro Finance Volkswagen Stiftung201621480 1
Vanessa Endrejat, Jan Pieter Krahnen, Matthias Max Nagel, Christian Resch, Matthias ThiemannThe Regulatory Debate Regarding Quantitative Easing and Systemic Risk Financial Markets, Macro Finance Volkswagen Stiftung201621480 1
Viral Acharya, Diane Pierret, Sascha SteffenPrivate Short Term Funding and ECB Unconventional Monetary Policies Financial Markets, Macro Finance Volkswagen Stiftung201621480 1
Co-Pierre Georg, Tina Koziol, Jesper RiedlerUnconventional Monetary Policy, International Spillovers, and Systemic Risk Financial Markets, Macro Finance Volkswagen Stiftung201621480 1
Co-Pierre Georg, Jan Pieter KrahnenThe topology of the South Africa interbank network Financial Markets, Macro Finance Volkswagen Stiftung201621480 1
Massimiliano Caporin, Xu Liu, Loriana Pelizzon, Alberto Plazzi, Max RiedelThe Impact of Unconventional Monetary Policies on European Financial Markets Financial Markets, Macro Finance Volkswagen Stiftung201621480 1
Marcel Bluhm, Co-Pierre Georg, Jan Pieter Krahnen, Jun E. Li, Xu Liu, Loriana Pelizzon, Mihaela-Simina Puscasu, Christian Schlag, Sascha Steffen, Marti Subrahmanyam, Matthias Thiemann, Jun UnoQuantitative Easing and Financial (In)Stability Financial Markets, Macro Finance, Systemic Risk Lab Volkswagen Stiftung201621480 1
Mario Bellia, Mila Getmansky Sherman, Giulio Girardi, Christian Kubitza, Craig Lewis, Roberto Panzica, Loriana Pelizzon, Tuomas A. PeltonenThe Demand for Central Clearing – To Clear or Not to Clear? Systemic Risk Lab LOEWE2016Central Clearing, Credit Default Swap22520 1
Kerstin Bernoth, Monica Billio, Petr Jakubik, Nicola Mano, Loriana Pelizzon, Matteo SottocornolaImpacts of the Quantitative Easing on the European Insurance Industry Systemic Risk Lab LOEWE2016Quantitative Easing, Insurance Company, SIFI22521 1
Rainer Haselmann, Katharina Petricevic, Deyan Radev, Vikrant VigEffect of Capital Regulation on Bank Investment Strategies and Systemic Risk Financial Intermediation LOEWE2016Capital regulation, Market Risk, Systemic Risk, Bank Investment Strategies, Basel II.521121 1
Michael Donadelli, Patrick Grüning, Renatas Kizys, Max Riedel, Christian SchlagClimate Change, Business Cycle and Asset Prices Financial Markets LOEWE201621920 1
Mauro Bernardi, Monica Billio, Massimiliano Caporin, Roberto Casarin, Michele Costola, Lorenzo Frattarolo, Shawkat Hammoudeh, Ahmed Khalifa, Bertrand B. Maillet, Roberto Panzica, Loriana Pelizzon, Erdem YenerdagEuropean Early Warning System for Systemic Risk – EARLINESS.eu Systemic Risk Lab EU-Horizion 20202016Early warning system, systemic risk measures, financial stability, macro-financial linkages, network, sparsity, dynamic quantiles22581 1
Paul Gortner, Joël van der WeeleFinancial Networks in the Field Household Finance, Experiment Center LOEWE201621650 1
Vasso Ioannidou, Jose Liberti, Thomas Mosk, Hélène Rey, Jason SturgessOn the Impact of Government Credit Guarantees Programs on Firms' Access to Credit and Performance during the Financial Crisis Financial Intermediation LOEWE2016Access to credit, government guarantees21923 1
Viral Acharya, Tim Eisert, Christian Eufinger, Christian HirschWhatever it Takes: The Real Effects of Unconventional Monetary Policy Financial Intermediation, Data Center Friedrich Flick Förderungsstiftung201622390 1
Fabian Becker, Dirk Krueger, Alexander Ludwig, Faisal SohailOptimal Taxation and Education Subsidies Macro Finance LOEWE2016Education subsidies; progressive income taxes; macroeconomic model; optimal Ramsey policy; welfare21527 1
Andrej Gill, Florian HettMeasuring Time Inconsistency by Using Bank Account Data Financial Intermediation, Experiment Center LOEWE2016financial mistakes, transaction data, household finance, time-inconsistency, present bias, time preferences21640 1
Rafael Lalive, Armin Schmutzler, Christine ZulehnerBenefits of Procurement Auctions: Competitive Pressure vs. Selection of Efficient Suppliers Financial Intermediation LOEWE201621004 1
Klaus Gugler, Michael Weichselbaumer, Christine ZulehnerEffects of Government Spending on Employment: Evidence from Winners and Runners-up in Procurement Auctions Macro Finance LOEWE201621004 1
Nikolaus Fink, Philipp Schmidt-Dengler, Konrad Stahl, Christine ZulehnerRegistered Cartels in Austria Law and Finance LOEWE201621004 1
Klaus Gugler, Michael Weichselbaumer, Christine ZulehnerEvaluation of Bidding Groups in First-Price Auctions Financial Markets LOEWE201621004 1
Christine ZulehnerEntry Behavior in a Regulated Industry: Impact on Labor Demand Macro Finance LOEWE201621004 1
Franz Hackl, Rudolf Winter-Ebmer, Christine ZulehnerFirm Behavior in E-Commerce Law and Finance LOEWE201621004 1
Klaus Gugler, Michael Weichselbaumer, Christine ZulehnerAnalysis of Mergers in First-Price Auctions Financial Intermediation LOEWE201621004 1
Holger Kraft, Christoph Kühn, André Meyer-WehmannGet ahead of the Joneses: Social Status Household Finance LOEWE201721650 1
Horst Entorf, Jia HouEquity of Opportunities, Educational Achievement, and Financial Literacy Household Finance LOEWE201721670 1
Helmut Gründl, Christian Kubitza, Fabian RegeleSystemically Relevant Business Activities of Insurance Companies Financial Intermediation LOEWE2017Systemic Risk, Conditional Shortfall Probability, ΔCoVaR, Marginal Expected Shortfall, Risk Management, Insurance Activities, Financial Stability21127 1
Yangming Bao, Martin GötzLocal Spillover Effects and Corporate Investment Financial Intermediation LOEWE2017corporate investment, peer effects, local spillover, urban agglomeration21224 1
Mario Bellia, Nicola Mano, Loriana Pelizzon, Matteo SottocornolaThe Impact of Quantitative Easing on Stock and CDS Prices of European Insurance Companies Financial Intermediation, Systemic Risk Lab DVfVW201722582 1
Tanja Baccega, Andrea Bedin, Silvia Dalla Fontana, Nicola Mano, Loriana Pelizzon, Paolo Tasca, Anjan Thakor, Calebe de RoureHow Does On-line/P2P Lending Fit Into the Consumer Credit Market Household Finance, Systemic Risk Lab LOEWE2017P2P lending, financial intermediation, consumer credit21322 1
Christoph Burchard, Ercan Cömert, Horst Entorf, Dennis GramCriminal Compliance and Financial Institutions: Conformity Effects and Cost Effectiveness Financial Intermediation LOEWE2017Financial Crimes | Criminal Compliance |Financial Institutions | Differences-in-Differences | Treatment Effect Heterogeneity21222 1
Jan Friedrich, Christian Hirsch, Andreas Nölke, Matthias ThiemannRegulatory Competition and the Increasing Fragility of CCPs Financial Intermediation LOEWE2017CCPs, Competition, Regulatory Arbitrage, Regulatory Forebearance, Financial Stability21128 1
Tanja Baccega, Andrea Bedin, Luca Bertalot, Monica Billio, Michele Costola, James Drinkwater, Xu Liu, Marco Marijewycz, Christian Mücke, Loriana Pelizzon, Max Riedel, Zsolt TothEeMAP – Energy Efficient Mortgages Action Plan Systemic Risk Lab EU-Horizion 2020201722591 1
Giuliano Curatola, Ilya Dergunov, Alessandro Gioffré, Roberto PanzicaPreference Heterogeneity, Non-Price-Taking Behavior and Asset Prices Household Finance, Financial Markets LOEWE2017Networks, social interactions, asset prices 21650 1
Stephanie Collet, Caroline FohlinFinancial History Database: German Stock Market 1900-1930 Data Center LOEWE2017Financial History, German Stock Market, Microstructure, Asset Pricing, Cartels, Great Depression, 1929 Crash, Hyperinflation22363 1
Rainer Haselmann, Jan Pieter Krahnen, Tobias Tröger, Mark WahrenburgEvaluierung gesamt- und finanzwirtschaftlicher Effekte der Reformen europäischer Finanzmarktregulierung im deutschen Finanzsektor seit der Finanzkrise Financial Intermediation BMF201721183 1
David Heller, Jan Krzyzanowski, Uwe WalzFinancing Innovation in Europe Financial Intermediation European Patent Office (EPO) 201721280 1
Zsuzsa R. Huszar, Zorka SimonThe Information Content of Securities Lending Along the Sovereign Risk Spectrum Systemic Risk Lab LOEWE2018Securities lending, Sovereign risk, Convenience yield, Collateral, Information revelation, Funding liquidity22523 1
Baptiste Massenot, Giang Nghiem, Nathanael VellekoopMacroeconomic Experience and Precautionary Savings Macro Finance LOEWE2018Macroeconomic experience, Reinforcement learning, Precautionary savings21525 1
Claes Bäckman, Tobin HanspalSocial Capital, Economic Opportunity, and Multi-Level Marketing Household Finance LOEWE2018Consumer financial protection, Household finance, Entrepreneurship, Multi-level marketing, Ponzi scheme, Pyramid scheme21328 1
Konstantin Bräuer, Andreas Hackethal, Christine Laudenbach, Steffen Meyer, Thomas Pauls, Annika WeberInvestor Characteristics and Long-Term Financial Decision Making Household Finance LOEWE2018RCTs on administrative panel dataset, stock market participation, role of financial advice21324 1
Florian Hett, Felix SchmidtHeterogeneity in the Sensitivity to Dynamic Incentives Household Finance, Experiment Center LOEWE2018Peer Effects, Laboratory Experiments, Experimental Finance, Tournaments, Behavioral Finance, Rank Incentives21329 1
Roman InderstThe Impact of Boni Regulation - A Theoretical Analysis Law and Finance LOEWE2018boni, regulation21217 1
Florian Deuflhard, Roman InderstHow to Reduce Inertia of Private Investors? Household Finance LOEWE2018private investor inertia21330 1
Jannis BischofThe Regulation of Loan Loss Provisioning and Banks' Real Activities Financial Intermediation LOEWE2018Financial Reporting, Financial Stability, Financial Institutions, Loan Loss Provisions, Incurred Loss Model, Expected Loss Model, Credit Risk, IAS 39, IFRS 921130 1
Marco Angheben, Andrea Bedin, Luca Bertalot, Monica Billio, Stella Fumarola, Iva Hristova, Vincent Mathieu, Christian Mücke, Matthias Neumann, Loriana Pelizzon, Max RiedelEeDaPP - Energy Efficiency Data Protocol and Portal Systemic Risk Lab EU-Horizion 2020201822592 1
Nan Hu, Tim Alexander Kroencke, Maik Schmeling, Andreas SchrimpfThe FOMC Risk Shift Financial Markets LOEWE201821426 1
Stefano Colonnello, Giuliano Curatola, Alessandro GioffréPricing Sin Stocks: Ethical Preference vs. Risk Aversion Financial Markets LOEWE2018Asset Pricing, General Equilibrium, Sin Stocks, ethical preferences21429 1
Benjamin Clapham, Peter Gomber, Olga Klein, Jens Lausen, Sven Panz, Satchit Sagade, Christian Westheide, Christian WildeFee-Based Competition between Trading Venues Financial Markets LOEWE201821620 1
Iñaki Aldasoro, Florian Balke, Andreas Barth, Egemen ErenBank Competition for Wholesale Funding: Evidence from Corporate Deposits Financial Intermediation LOEWE2019global banks, dollar funding, US money market fund reform, corporate deposits21133 1
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