Prof. Dr. Christian Schlag

Prof. Dr. Christian Schlag
Programmbereich:
Financial Markets
Position:
Program Director "Financial Markets – Trading and Pricing", Professor
Institution:
Goethe University Frankfurt
Telefon:
+49 69 798 33699
E-Mail:
schlag@finance.uni-frankfurt.de
Raum:
HoF 2.59
Webseite
Autor(en) Titel Forschungs­bereich Publiziert
Nicole Branger, Paulo Rodrigues, Christian Schlag Level and Slope of Volatility Smiles in Long-Run Risk Models
Journal of Economic Dynamics and Control
Financial Markets, Systemic Risk Lab 2018
Nicole Branger, Patrick Konermann, Christian Schlag Optimists and Pessimists in (In)Complete Markets
forthcoming in Journal of Financial and Quantitative Analysis
Financial Markets 2019
Nicole Branger, Christian Schlag, Lue Wu "Nobody is Perfect": Asset Pricing and Long-Run Survival When Heterogeneous Investors Exhibit Different Kinds of Filtering Errors
Journal of Economic Dynamics and Control
Financial Markets 2015
Darien Huang, Christian Schlag, Ivan Shaliastovich, Julian Thimme Volatility-of-Volatility Risk
forthcoming in Journal of Financial and Quantitative Analysis
Financial Markets 2018
Christian Schlag, Kailin Zeng Horizontal Industry Relationships and Return Predictability
Journal of Empirical Finance
Financial Markets 2019
Michael Donadelli, Marcus Jüppner, Max Riedel, Christian Schlag Temperature Shocks and Welfare Costs
Journal of Economic Dynamics and Control
Financial Markets 2017
Forscher Projekt Finanziert von Status Projektdauer Publication Count
Patrick Konermann, Christoph Meinerding, Christian Schlag Network Connectivity, Self-Exciting Jumps and General Equilibrium Asset Prices LOEWE Beendet 2014 1
Ilya Dergunov, Christoph Meinerding, Christian Schlag The Informational Role of Inflation for Real Asset Prices LOEWE Fortlaufend 2017 0
Nicole Branger, Patrick Konermann, Christoph Meinerding, Christian Schlag Network Connectivity and General Equilibrium Asset Prices LOEWE Fortlaufend 2016 1
Nicole Branger, Patrick Grüning, Max Riedel, Christian Schlag Financialization in Commodity Markets LOEWE Beendet 2014 1
Nicole Branger, Liu Liu, Christian Schlag, Ivan Shaliastovich, Dongho Song Macroeconomic Bond Risks in the Presence of the Zero Lower Bound LOEWE Fortlaufend 2016 1
Nicole Branger, Patrick Grüning, Holger Kraft, Christoph Meinerding, Christian Schlag General Equilibrium with Contagion Effects LOEWE Beendet 2013 1
Nicole Branger, Christopher Scheins, Christian Schlag, Ivan Shaliastovich Asset Pricing with Recursive Utility and Heterogenous Investors LOEWE Fortlaufend 2013 1
Jan Pieter Krahnen, Jun Li, Xu Liu, Loriana Pelizzon, Mihaela-Simina Puscasu, Christian Schlag, Sascha Steffen, Matthias Thiemann Quantitative Easing and Financial (In)Stability Volkswagen Stiftung Fortlaufend 2016 1
Michael Donadelli, Patrick Grüning, Marcus Jüppner, Renatas Kizys, Max Riedel, Christian Schlag Climate Change, Business Cycle and Asset Prices LOEWE Beendet 2016 1
Milad Goodarzi, Christian Schlag, Rüdiger Weber Information in Option Prices LOEWE Fortlaufend 2018 1
Christoph Meinerding, Nikolai Roussanov, Christian Schlag, Ivan Shaliastovich Globalization and International Financial Markets LOEWE Fortlaufend 2016 0
Constantin Hanenberg, Christian Schlag, Ivan Shaliastovich, Amir Yaron A New Look at Market Volatility and Market Risk Premia LOEWE Fortlaufend 2019 0
Giuliano Curatola, Ilya Dergunov, Christian Schlag Optimism, Pessimism, Disagreement and Stock Returns LOEWE Fortlaufend 2018 0
Zurück