SAFE Publications

Forscher/innen Titel Publiziert
Gabriele Camera, Alessandro Gioffré Game-Theoretic Foundations of Monetary Equilibrium
Journal of Monetary Economics
Jan 2014
Zeno Adams, Roland Füss, Reint Gropp Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach
Journal of Financial and Quantitative Analysis
Jan 2014
Holger Kraft, Frank Thomas Seifried Stochastic Differential Utility as the Continuous-Time Limit of Recursive Utility
Journal of Economic Theory
Jan 2014
Nicole Branger, Holger Kraft, Christoph Meinerding Partial Information about Contagion Risk, Self-Exciting Processes and Portfolio Optimization
Journal of Economic Dynamics and Control
Jan 2014
Dimitris Georgarakos, Michael Haliassos, Giacomo Pasini Household Debt and Social Interactions
Review of Financial Studies
Jan 2014
Marcel Bluhm, Jan Pieter Krahnen Systemic Risk in an Interconnected Banking System with Endogenous Asset Markets
Journal of Financial Stability
Jan 2014
Ignazio Angeloni, Ester Faia, Roland C. Winkler Exit Strategies
European Economic Review
Jan 2014
Giuliano Curatola, Michael Donadelli, Alessandro Gioffré, Patrick Grüning Austerity, Fiscal Uncertainty, and Economic Growth: Insights from Fiscally Weak EU Countries
SAFE Working Paper No. 56
Jan 2014
Yacine Aït-Sahalia, Roger J. A. Laeven, Loriana Pelizzon Mutual Excitation in Eurozone Sovereign CDS
Journal of Econometrics
Jan 2014
Brigitte Haar Financial Regulation in the EU – Cross-Border Capital Flows, Systemic Risk and the European Banking Union as Reference Points for EU Financial Market Integration
SAFE Working Paper No. 57
Jan 2014