SAFE Publications

Forscher/innen Titel Publiziert
Florian Hoffmann, Roman Inderst, Marcus Opp Only Time will Tell: A Theory of Deferred Compensation
Review of Economic Studies
May 2021
Christian Schlag,
Julian Thimme, Rüdiger Weber
Implied Volatility Duration: A Measure for the Timing of Uncertainty Resolution
Journal of Financial Economics
Apr 2021
Nicole Branger, Patrick Konermann, Christian Schlag Optimists and Pessimists in (In)Complete Markets
Journal of Financial and Quantitative Analysis
Dec 2020
Aleksey Kolokolov, Giulia Livieri, Davide Pirino Statistical Inferences for Price Staleness
Journal of Econometrics
Sep 2020
Gyozo Gyöngyösi, Emil Verner Household Debt Revaluation and the Real Economy: Evidence from a Foreign Currency Debt Crisis
American Economic Review
Sep 2020
Jan Keil, Karsten Müller Bank Branching Deregulation and the Syndicated Loan Market
Journal of Financial and Quantitative Analysis
Jun 2020
Hengjie Ai, Jun E. Li, Kai Li, Christian Schlag The Collateralizability Premium
Review of Financial Studies
Jun 2020
Darien Huang, Christian Schlag,
Ivan Shaliastovich, Julian Thimme
Volatility-of-Volatility Risk
Journal of Financial and Quantitative Analysis
Dec 2019
Viral Acharya, Tim Eisert, Christian Eufinger, Christian Hirsch Whatever it Takes: The Real Effects of Unconventional Monetary Policy
Review of Financial Studies
Sep 2019
Stefano Colonnello, Giuliano Curatola, Alessandro Gioffré Pricing Sin Stocks: Ethical Preference vs. Risk Aversion
European Economic Review
Sep 2019