SAFE Publications
| Forscher/innen | Titel | Programmbereich | Publiziert | Keywords |
|---|---|---|---|---|
| Monica Billio, Michele Costola, Loriana Pelizzon, Max Riedel | Buildings' Energy Efficiency and the Probability of Mortgage Default: The Dutch Case
forthcomig in Journal of Real Estate Finance and Economics | Financial Markets, Systemic Risk Lab | 2021 | Mortgages, Energy Eciency, Credit Risk |
| Monica Billio, Michele Costola, Iva Hristova, Carmelo Latino, Loriana Pelizzon | Inside the ESG Ratings: (Dis)agreement and Performance
forthcoming in Corporate Social Responsibility and Environmental Management | Financial Markets | 2021 | |
| Mila Getmansky Sherman, Ravi Jagannathan, Loriana Pelizzon, Ernst Schaumburg, Darya Yuferova | Recovery from Fast Crashes: Role of Mutual Funds
forthcoming in Journal of Financial Markets | Financial Markets, Systemic Risk Lab, Data Center | 2021 | Liquidity Provision; Market Fragility; Flash Crash; Slow-Moving Capital |
| Johannes Kasinger, Lukas Nöh, Alfons J. Weichenrieder | Zinsänderungsrisiken und langfristige Zinsbindung vor dem Hintergrund der hessischen Zinsswaps
Perspektiven der Wirtschaftspolitik | Macro Finance | 2019 | |
| Kunka Petkova, Alfons J. Weichenrieder | Macro Finance | 2020 | ||
| Theresa Kreft | Law and Finance | 2019 | ||
| Kevin Bauer, Oliver Hinz, Christof Weinhardt, Wil van der Aalst | Expl(AI)n It to Me – Explainable AI and Information Systems Research
Business & Information Systems Engineering | Financial Intermediation, Experiment Center | 2021 | |
| Can Gao, Ian Martin | Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment
forthcoming in Journal of Finance | Financial Markets | 2021 | bubbles, Option prices, sentiment, valuation ratios, volatility |
| Andreas Nölke | Capitalist Diversity in Europe
The Routledge Handbook of Critical European Studies (Routledge Taylor & Francis Group) | Macro Finance | 2021 | |
| Vincent R. Lindner | Conflict or Cooperation? Explaining the European Commission’s and Social Partners’ Preferences for Low-Level Social Dialogue
forthcoming in The Role of Social Partners in Managing Europe’s Great Recession Crisis Corporatism or Corporatism in Crisis? (Routledge Taylor & Francis Group) | Macro Finance | 2021 | |
| Kardelen Günaydin, Daniel Mertens | Macro Finance | 2020 | ||
| Elsa Massoc | Financial Intermediation | 2020 | ||
| Daniel Mertens, Matthias Thiemann, Peter Volberding | Financial Intermediation | 2021 | ||
| Tim Alexander Kroencke, Maik Schmeling, Andreas Schrimpf | The FOMC Risk Shift
Journal of Monetary Economics | Financial Markets | 2021 | |
| Christoph Hambel, Holger Kraft, Eduardo S. Schwartz | Optimal Carbon Abatement in a Stochastic Equilibrium Model with Climate Change
European Economic Review | Macro Finance, Systemic Risk Lab | 2020 | |
| Stephanie Collet, Caroline Fohlin | From Liberalism to Fascism and Back Again: Law, Politics and the Evolution of Corporate Governance in Germany (1850-1950)
The Emergence of Corporate Governance - People, Power and Performance (Routledge Taylor & Francis Group) | Law and Finance, Data Center | 2021 | |
| Di Bu, Tobin Hanspal, Yin Liao, Yong Liu | Cultivating Self-Control in FinTech: Evidence from a Field Experiment on Online Consumer Borrowing
forthcoming in Journal of Financial and Quantitative Analysis | Household Finance | 2020 | Financial literacy, online borrowing, Consumer credit, Self-control, FinTech, China |
| Mila Getmansky Sherman, Giulio Girardi, Stanislava Nikolova, Loriana Pelizzon, Kathleen Weiss Hanley | Portfolio Similarity and Asset Liquidation in the Insurance Industry
forthcoming in Journal of Financial Economics | Financial Intermediation, Systemic Risk Lab | 2020 | Interconnectedness, Asset Liquidation, Similarity, Financial Stability, Insurance Com- panies, SIFI |
| Nicole Branger, Patrick Konermann, Christoph Meinerding, Christian Schlag | Equilibrium Asset Pricing in Directed Networks
Review of Finance | Financial Markets, Systemic Risk Lab | 2021 | Dynamic Networks, Mutually Exciting Processes, Asset Pricing, General Equilibrium, Recursive Preferences |
| Christian Schlag, Michael Semenischev, Julian Thimme | Predictability and the Cross-Section of Expected Returns: A Challenge for Asset Pricing Models
forthcoming in Management Science | Financial Markets | 2020 | Asset pricing, cross-section of stock returns, predictability |
| Monica Billio, Mila Getmansky Sherman, Loriana Pelizzon | Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data
Journal of Alternative Investments | Financial Markets | 2009 | Hedge Funds, Risk Management, High frequency data |
| Elena Carletti, Tommaso Oliviero, Marco Pagano, Loriana Pelizzon, Marti Subrahmanyam | The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy
The Review of Corporate Finance Studies | Financial Markets | 2020 | COVID-19, pandemics, losses, distress, equity, recapitalization. |
| Vanessa Endrejat, Matthias Thiemann | Financial Intermediation, Systemic Risk Lab | 2020 | ||
| Dimitrios Kostopoulos, Steffen Meyer, Charline Uhr | Google Search Volume and Individual Investor Trading
Journal of Financial Markets | Household Finance | 2020 | Individual investorTrading behaviorInvestor sentiment |
| Vanya Horneff, Raimond Maurer, Olivia S. Mitchell | Putting the Pension Back in 401(k) Plans: Optimal versus Default Longevity Income Annuities
Journal of Banking and Finance | Household Finance | 2020 | Life cycle savingHousehold financeAnnuityLongevity risk401(k) planRetirement |
| Elsa Massoc | Politics of Banking in Europe: Global Banks and Domestic Institutional Legacies
E-International Relations | Financial Intermediation | 2020 | |
| Aleksey Kolokolov, Giulia Livieri, Davide Pirino | Statistical Inferences for Price Staleness
Journal of Econometrics | Financial Markets | 2020 | staleness, idle time, liquidity, zero returns, stable convergence |
| Christian Schlag, Julian Thimme, Rüdiger Weber | Implied Volatility Duration: A Measure for the Timing of Uncertainty Resolution
Journal of Financial Economics | Financial Markets | 2021 | Preference for early resolution of uncertainty, implied volatility, cross-section of expected stock returns, asset pricing |
| Hengjie Ai, Jun E. Li, Kai Li, Christian Schlag | The Collateralizability Premium
Review of Financial Studies | Financial Markets | 2020 | |
| Raimond Maurer, Olivia S. Mitchell | Older Peoples' Willingness to Delay Social Security Claiming
Journal of Pension Economics and Finance | Household Finance | 2020 | Annuity; labor supply; lump sum; retirement age; social security |
| Jan Friedrich | The Effect of Academic Literature on Accounting Regulation: Evidence from Leases in Germany
Accounting History Review | Financial Intermediation | 2019 | |
| Vanya Horneff, Raimond Maurer, Olivia S. Mitchell | How will Persistent Low Expected Returns Shape Household Economic Behavior?
Journal of Pension Economics & Finance | Household Finance | 2019 | |
| Andrea Bedin, Monica Billio, Michele Costola, Loriana Pelizzon | Credit Scoring in SME Asset-Backed Securities: An Italian Case Study. Journal of Risk and Financial Management
Journal of Risk and Financial Management | Systemic Risk Lab | 2019 | credit scoring; probability of default; small and medium enterprises; asset-backed securities |
| Stefano Colonnello, Giuliano Curatola, Alessandro Gioffré | Pricing Sin Stocks: Ethical Preference vs. Risk Aversion
European Economic Review | Financial Markets | 2019 | |
| Jannis Bischof, Christian Laux, Christian Leuz | Accounting for Financial Stability: Lessons from the Financial Crisis and Future Challenges
forthcoming in Journal of Financial Economics | Financial Intermediation | 2021 | Banks, Financial crisis, Financial stability, Disclosure, Loan loss accounting, Expected credit losses, Incurred loss model, Prudential filter, Fair value accounting |
| Matthias Goldmann | Foreign Investment, Sovereign Debt, and Human Rights
Sovereign Debt and Human Rights (Oxford University Press) | Financial Intermediation | 2018 | Foreign direct investment, regulatory power, expropriation, socio-economic rights, linkages |
| Burkard Eberlein, Sandra Eckert | Private Authority in Tackling Cross-border Issues. The Hidden Path of Integrating European Energy Markets
Journal of European Integration | Financial Intermediation | 2020 | |
| Erik Theissen, Christian Westheide | Call of Duty: Designated Market Maker Participation in Call Auctions
Journal of Financial Markets | Financial Markets | 2020 | |
| Christian Schlag, Kailin Zeng | Horizontal Industry Relationships and Return Predictability
Journal of Empirical Finance | Financial Markets | 2019 | Connected industries, information flow, return predictability |
| Darien Huang, Christian Schlag, Ivan Shaliastovich, Julian Thimme | Volatility-of-Volatility Risk
Journal of Financial and Quantitative Analysis | Financial Markets | 2019 | |
| Nicole Branger, Patrick Konermann, Christian Schlag | Optimists and Pessimists in (In)Complete Markets
Journal of Financial and Quantitative Analysis | Financial Markets | 2020 | |
| Katja Langenbucher | Interdisziplinäre Forschung im Unternehmensrecht – Auf dem Weg zu einer Cognitive Corporate Governance?
Zeitschrift für Unternehmens- und Gesellschaftsrecht | Law and Finance | 2019 | |
| Tobias Tröger, Uwe Walz | Does Say on Pay Matter? Evidence from Germany
European Company and Financial Law Review | Law and Finance, Transparency Lab | 2019 | Say-on-pay, corporate governance, management compensation |
| Sascha Baghestanian, Paul Gortner, Joël van der Weele | Peer Effects and Risk Sharing in Experimental Asset Markets
European Economic Review | Household Finance, Financial Markets, Experiment Center | 2019 | peer effects, laboratory experiments, risk taking, asset markets |
| Tim Eisert, Christian Eufinger | Law and Finance, Systemic Risk Lab | 2019 | bailout, cycle flows, cyclical liabilities, interbank network, leverage | |
| Roberto Casarin, Michele Costola | Systemic Risk Lab | 2019 | ||
| Massimiliano Caporin, Michele Costola | Asymmetry and Leverage in GARCH Models: A News Impact Curve Perspective
Applied Economics | Systemic Risk Lab | 2019 | |
| Viral Acharya, Tim Eisert, Christian Eufinger, Christian Hirsch | Whatever it Takes: The Real Effects of Unconventional Monetary Policy
Review of Financial Studies | Financial Intermediation, Data Center | 2019 | |
| Holger Kraft, Claus Munk, Farina Weiss | Predictors and Portfolios Over the Life Cycle
Journal of Banking and Finance | Household Finance | 2019 | Return predictability, human capital, housing, investments, welfare |
| Julia Hirsch, Uwe Walz | The Financing Dynamics of Newly Founded Firms
Journal of Banking and Finance | Law and Finance | 2019 | financing decisions, life-cycle, firm growth, newly founded firms |
| Daniel Harenberg, Alexander Ludwig | Idiosyncratic Risk, Aggregate Risk, and the Welfare Effects of Social Security
International Economic Review | Household Finance, Macro Finance | 2019 | social security, idiosyncratic risk, aggregate risk, welfare |
| Holger Kraft, Farina Weiss | Consumption-Portfolio Choice with Preferences for Cash
Journal of Economic Dynamics and Control | Household Finance | 2019 | consumption-portfolio choice, money in the utility function, stock demand, stochastic control |
| Peter Gomber, Ilya Gvozdevskiy | Dark Trading under MiFID II
Regulation of the EU Financial Markets: MiFID II and MiFIR (Oxford University Press) | Financial Markets | 2017 | |
| Jaakko Aspara, Arvid Hoffmann, Joost Pennings, Simone Wies | Household Finance | 2019 | ||
| Massimiliano Caporin, Aleksey Kolokolov, Roberto Renò | Systemic Co-Jumps
Journal of Financial Economics | Financial Markets, Systemic Risk Lab | 2017 | Jumps; Return predictability; Systemic events; Variance risk premium |
| Marcel Bluhm | Persistent Liquidity Shocks and Interbank Funding
Journal of Financial Stability | Financial Intermediation, Systemic Risk Lab | 2018 | Financial fragility, Interbank market, Liquidity, Maturity, Network |
| Claudia Lambert, Felix Noth, Ulrich Schüwer | Financial Intermediation | 2019 | catastrophic events, bank regulation, capital ratios, natural experiment | |
| Jan Friedrich, Matthias Thiemann | Financial Intermediation | 2016 | ||
| Fabian Ochsenfeld | The Relational Nature of Employment Dualization: Evidence from Subcontracting Establishments
European Sociological Review | Law and Finance | 2018 | |
| Vasso Ioannidou, Jose Liberti, Thomas Mosk, Jason Sturgess | Intended and Unintended Consequences of Government Credit Guarantee Programs
Finance and Investment: The European Case (Oxford University Press) | Financial Intermediation | 2018 | |
| Nikolaus Fink, Philipp Schmidt-Dengler, Konrad Stahl, Christine Zulehner | Registered Cartels in Austria: An Overview
European Journal of Law and Economics | Law and Finance | 2017 | Collusion, Cartels, Legal cartels, Contracts |
| Helmut Elsinger, Philipp Schmidt-Dengler, Christine Zulehner | Competition in Treasury Auctions
American Economic Journal: Microeconomics | Law and Finance | 2019 | treasury auctions, multi-unit auctions, independent private values, competition, bidder surplus, auction format |
| Michael Donadelli, Antonio Paradiso, Max Riedel | A Quasi Real-Time Leading Indicator for the EU Industrial Production
The Manchester School | Financial Markets | 2019 | Leading indicator, EU industrial production, Granger causality, Turning points, Forward-looking Taylor rule |
| Reint Gropp, Thomas Mosk, Steven Ongena, Carlo Wix | Bank Response to Higher Capital Requirements: Evidence from a Quasi-Natural Experiment
Review of Financial Studies | Financial Intermediation | 2019 | Bank capital ratios, Bank regulation, Credit supply |
| Michael Brennan, Holger Kraft | Leaning Against the Wind: Debt Financing in the Face of Adversity
Financial Management | Financial Markets | 2018 | Capital structure, financing policy, managerial incentives |
| Tobias Tröger | Too Complex to Work – A Critical Assessment of the Bail-in Tool under the European Bank Recovery and Resolution Regime
Journal of Financial Regulation | Financial Intermediation | 2018 | |
| Massimiliano Caporin, Loriana Pelizzon, Francesco Ravazzolo, Roberto Rigobon | Measuring Sovereign Contagion in Europe
Journal of Financial Stability | Financial Markets, Systemic Risk Lab | 2018 | |
| Stephanie Collet, Kim Oosterlinck | Le Concept de Dettes Odieuses
Revue d´économie Financière | Data Center | 2019 | |
| Stephanie Collet, Kim Oosterlinck | Denouncing Odious Debts
Journal of Business Ethics | Financial Markets, Data Center | 2018 | Ethics, Odious debt, Repudiation, Financial history, Sovereign debt, Russia |
| Massimiliano Caporin, Luca Corazzini, Michele Costola | Financial Markets, Systemic Risk Lab | 2019 | ||
| Brigitte Haar | Too-big-to-fail im Spannungsfeld von Wettbewerb und Regulierung
Festschrift für Theodor Baums zum siebzigsten Geburtstag (Mohr Siebeck) | Financial Intermediation | 2017 | |
| Martin Haferkorn | High-Frequency Trading and its Role in Fragmented Markets
Journal of Information Technology | Financial Markets | 2017 | Eelectronic market hypothesis, High-frequency trading, Market efficiency, Regulation, Securities trading |
| Markus Gangl | Lohnbildung und Lohnverteilung
Arbeitsmarktsoziologie: Probleme, Theorien, empirische Befunde (Springer) | Law and Finance | 2018 | |
| Iñaki Aldasoro, Domenico Delli Gatti, Ester Faia | Bank Networks: Contagion, Systemic Risk and Prudential Policy
Journal of Economic Behavior and Organization | Macro Finance | 2017 | Banking networks; Systemic risk; Contagion, Fire sales, Prudential regulation |
| Iñaki Aldasoro, Ester Faia | Systemic Loops and Liquidity Regulation
Journal of Financial Stability | Macro Finance | 2016 | Bank runs, Liquidity scarcity, Interconnections, Contagion, Phase-in |
| Steffen Andersen, Tobin Hanspal, Kasper Meisner Nielsen | Once Bitten, Twice Shy: The Power of Personal Experiences in Risk Taking
Journal of Financial Economics | Household Finance | 2019 | Experiences, Risk taking, Financial crisis, Household finance |
| Patrick Grüning | Financial Markets | 2018 | Heterogeneous innovation; Technology spillover; Endogenous growth; Creative destruction; International finance | |
| Massimiliano Caporin, Michele Costola, Gregory Jannin, Bertrand B. Maillet | On the (Ab)use of Omega?
Journal of Empirical Finance | Systemic Risk Lab | 2018 | Performance measure Omega Return distribution Risk Stochastic dominance |
| Benjamin Clapham, Peter Gomber, Martin Haferkorn, Paul Jentsch, Sven Panz | Financial Markets | 2017 | ||
| Fabrizio Lillo, Loriana Pelizzon, Michael Schneider | Financial Markets, Systemic Risk Lab | 2018 | Liquidity, Jump detection, Hawkes processes, Government bonds, MTS bond market | |
| Luca Enriques, Tobias Tröger | The Law and Finance of Related Party Transactions
Cambridge University Press | Law and Finance | 2019 | |
| Monica Billio, Michele Costola, Roberto Panzica, Loriana Pelizzon | Systemic Risk and Financial Interconnectedness: Network Measures and the Impact of the Indirect Effect
Systemic Risk Tomography: Signals, Measurement and Transmission Channels (ISTE Press - Elsevier) | Financial Intermediation, Systemic Risk Lab | 2016 | systemic measures, connectedness measures, financial network, financial institutions, hedge funds, loss measures, quantile regressions, CoVaR, global network measures, local network measures, loss prediction, Settore SECS-P/05 - Econometria |
| 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 | Asset pricing, Epstein-Zin preferences, jump risk, stochastic volatility, level and slope of implied volatility smile |
| Juan Pablo Bohoslavsky, Matthias Goldmann | Sovereign Debt Sustainability as a Principle of Public International Law: An Incremental Approach to Sovereign Debt Restructuring
Yale Journal of International Law | Financial Intermediation | 2016 | sovereign debt restructuring, international law, collective action clauses, debt sustainability, legal principles, holdout creditors, holdout litigation |
| Matthias Goldmann, Silvia Steininger | Financial Intermediation | 2016 | democracy, finance, role of law, discourse theory, Habermas, sovereign debt, cleavages | |
| Matthias Goldmann, Ingo Venzke, Armin von Bogdandy | From Public International to International Public Law: Translating World Public Opinion into International Public Authority
European Journal of International Law | Financial Intermediation | 2017 | international organizations, global governance, world public opinion, public authority, soft law |
| Matthias Goldmann | International Investment Law and Financial Regulation: Towards a Deliberative Approach
International Investment Law and the Global Financial Architecture (Edward Elgar) | Financial Intermediation | 2017 | international investment law, financial regulation, deliberation, monetary policy, sovereign debt |
| Fabian Ochsenfeld | Macro Finance | 2018 | distribution, manufacturing, causal mechanisms, political economy, Germany, Europe | |
| Alexander Bick, Nicola Fuchs-Schündeln | Quantifying the Disincentive Effects of Joint Taxation on Married Women’s Labor Supply
American Economic Review: Papers & Proceedings | Macro Finance | 2017 | Tax Law, Fiscal Policies, Behavior of Economic Agents, Household |
| Jan Friedrich, Matthias Thiemann | Much Ado about Nothing? Macro-Prudential Ideas and the Post-Crisis Regulation of Shadow Banking
Kölner Zeitschrift für Soziologie und Sozialpsychologie | Financial Intermediation | 2018 | financial regulation, shadow banking, epistemic authority, private risk-management |
| Jan Friedrich, Matthias Thiemann | Capital Markets Union: The Need for Common Laws and Common Supervision
DIW-Vierteljahreshefte zur Wirtschaftsforschung | Financial Intermediation | 2017 | Capital Markets Union, clearing, regulatory competition, regulatory arbitrage, supervision |
| Holger Kraft, Claus Munk, Sebastian Wagner | Household Finance | 2018 | Habit formation, life-cycle household decisions, housing expenditure share, consumption hump, stock market participation, renting vs. owning home, human capital | |
| Michael Donadelli, Marcus Jüppner, Max Riedel, Christian Schlag | Temperature Shocks and Welfare Costs
Journal of Economic Dynamics and Control | Financial Markets | 2017 | Temperature shocks, long-run growth, asset prices, welfare costs, adaptation |
| Holger Kraft, Eduardo S. Schwartz, Farina Weiss | Growth Options and Firm Valuation
European Financial Management | Financial Markets | 2018 | Firm valuation, Real options, Volatility, R&D expenses |
| Martin Götz | Competition and Bank Stability
Journal of Financial Intermediation | Financial Intermediation | 2018 | Risk, Stability, Competition, Contestability, Entry, Lending |
| Giuliano Curatola | Portfolio Choice and Asset Prices when Preferences are Interdependent
Journal of Economic Behavior & Organization | Macro Finance | 2017 | Asset pricing; General equilibrium; heterogeneous investors; interdependent preferences; portfolio choice |
| Andreas Hubener, Raimond Maurer, Olivia S. Mitchell | How Family Status and Social Security Claiming Options Shape Optimal Life Cycle Portfolios
Review of Financial Studies | Household Finance | 2016 | |
| Giuliano Curatola | Optimal Portfolio Choice with Loss Aversion Over Consumption
Quarterly Review of Economics and Finance | Financial Markets | 2017 | Loss-aversion, Habit-formation, Consumption–portfolio choice |
| Stefano Colonnello, Giuliano Curatola, Ngoc Giang Hoang | Direct and Indirect Risk-Taking Incentives of Inside Debt
Journal of Corporate Finance | Law and Finance | 2017 | Inside Debt, Credit Spreads, Risk-Taking |
| Jan Pieter Krahnen, Felix Noth, Ulrich Schüwer | Structural Reforms in Banking: The Role of Trading
Journal of Financial Regulation | Financial Intermediation | 2017 | banking, structural reforms, prohibition of proprietary trading, banking separation |
| Patrick Grüning | International Endogenous Growth, Macro Anomalies, and Asset Prices
Journal of Economic Dynamics and Control | Financial Markets | 2017 | Innovation, Technology spillover, Endogenous growth, Long-run risk, International finance |
| Gabriele Camera, Alessandro Gioffré | Asymmetric Social Norms
Economics Letters | Money and Finance | 2017 | cooperation, repeated games, social dilemmas |
| Rainer Haselmann, David Schoenherr, Vikrant Vig | Rent-Seeking in Elite Networks
Journal of Political Economy | Financial Intermediation, Law and Finance | 2018 | - |
| Monica Billio, Loriana Pelizzon | Systemic Risk Tomography
Systemic Risk Tomography: Signals, Measurement and Transmission Channels (ISTE Press - Elsevier) | Systemic Risk Lab | 2016 | |
| Michael Donadelli, Renatas Kizys, Max Riedel | Dangerous Infectious Diseases: Bad News for Main Street, Good News for Wall Street?
Journal of Financial Markets | Financial Markets | 2017 | WHO alerts, investor sentiment, pharmaceutical industry, trading strategies |
| Martin Götz, Luc Laeven, Ross Levine | Financial Intermediation | 2013 | ||
| Brigitte Haar | "Comply or Explain" im Spannungsfeld von Law and Finance
100 Jahre Rechtswissenschaft in Frankfurt (Vittorio Klostermann) | Law and Finance | 2014 | |
| Monica Billio, Michael Donadelli, Antonio Paradiso, Max Riedel | Which Market Integration Measure?
Journal of Banking and Finance | Financial Markets | 2016 | Equity market integration, dynamic correlation, principal components, international diversification benefits |
| Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Tatjana Schimetschek | Household Finance | 2018 | Annuity, lump sum, Social Security, delayed retirement, lifetime income, pension | |
| Florian Hett, Alexander Schmidt | Bank Rescues and Bailout Expectations: The Erosion of Market Discipline During the Financial Crisis
Journal of Financial Economics | Financial Intermediation, Transparency Lab, Experiment Center | 2017 | Bailout, Implicit Guarantees, Too-Big-To-Fail, Market Discipline |
| Sascha Baghestanian, Paul Gortner, Baptiste Massenot | Compensation Schemes, Liquidity Provision, and Asset Prices: An Experimental Analysis
Experimental Economics | Law and Finance, Experiment Center | 2017 | compensation, liquidity, experimental asset markets, bubbles |
| Christian Eufinger, Andrej Gill | Incentive-Based Capital Requirements
Management Science | Law and Finance, Transparency Lab, Experiment Center | 2017 | Basel III, capital regulation, compensation, leverage, risk |
| Tomaso Aste, Loriana Pelizzon, Nicolas Perony, Paolo Tasca | Banking Beyond Banks and Money. A Guide to Banking Services in the Twenty-First Century
Banking Beyond Banks and Money: A Guide to Banking Services in the Twenty-First Century (Springer) | Financial Intermediation, Systemic Risk Lab | 2016 | |
| Michael Kosfeld, Ulrich Schüwer | Household Finance, Experiment Center | 2017 | consumer education,financial literacy, bounded rationality, competition, regulation | |
| Peter Gomber, Satchit Sagade, Erik Theissen, Moritz Christian Weber, Christian Westheide | Competition Between Equity Markets: A Review of the Consolidation Versus Fragmentation Debate
Journal of Economic Surveys | Financial Markets | 2017 | Competition, Fragmentation, Market Structure, Liquidity, Price Discovery |
| Holger Kraft, Thomas Seiferling, Frank Thomas Seifried | Optimal Consumption and Investment with Epstein-Zin Recursive Utility
Finance and Stochastics | Financial Markets | 2017 | consumption-portfolio choice, asset pricing, stochastic differential utility, incomplete markets, fixed point approach, FBSDE |
| Emanuel Bayer, Bernd Skiera, Kapil Tuli | Do Disclosures of Customer Metrics Lower Investors’ and Analysts’ Uncertainty, But Hurt Firm Performance?
Journal of Marketing Research | Law and Finance | 2017 | disclosure, customer metrics, accounting, financial reporting, marketing–finance interface |
| Shafik Hebous, Alfons J. Weichenrieder | Macro Finance | 2016 | EMU, Eurozone, European unemployment insurance, fiscal transfers | |
| Mohamed Aldegwy, Matthias Thiemann | Von mikro- zu makroprudenzieller Regulierung
Die Innenwelt der Ökonomie: Wissen, Macht und Performativität in der Wirtschaftswissenschaft (Springer) | Macro Finance | 2016 | Banking Regulation, Systemic Risk, Formalism, Equilibrium Thinking, Discourse, Citation Network Analysis |
| Brigitte Haar | Freedom of Contract and Financial Stability
European Business Organization Law Review | Law and Finance, Systemic Risk Lab | 2016 | |
| Michael Donadelli, Patrick Grüning | Labor Market Dynamics, Endogenous Growth and Asset Prices
Economics Letters | Financial Markets | 2016 | http://www.sciencedirect.com/science/article/pii/S0165176516300933 |
| Holger Kraft, Claus Munk, Frank Thomas Seifried, Sebastian Wagner | Consumption Habits and Humps
Economic Theory | Household Finance | 2017 | Consumption hump, life-cycle utility maximization, habit formation, impatience |
| Vilen Lipatov, Alfons J. Weichenrieder | A Decentralization Theorem of Taxation
CESifo Economic Studies | Macro Finance | 2016 | fiscal federalism, taxing rights, decentralization theorem |
| Brigitte Haar | Law and Finance | 2014 | collective litigation, investor protection, test cases, German Capital Markets Model Case Act (KapMuG) | |
| Andrej Gill, Nikolai Visnjic | Performance Benefits of Tight Control
The Journal of Private Equity | Law and Finance, Transparency Lab, Experiment Center | 2015 | private equity, leveraged buyouts, active shareholders, ownership concentration, corporate governance |
| Adrian Buss, Bernard Dumas, Raman Uppal, Grigory Vilkov | The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis
Journal of Monetary Economics | Financial Markets | 2016 | Tobin tax, borrowing constraints, short-sale constraints, stock market volatility, incomplete markets, differences of opinion |
| Jens-Hinrich Binder | To Ring-Fence or Not, and How? Strategic Questions for Post-Crisis Banking Reform in Europe
forthcoming in European Banking Regulation (CH Beck) | Financial Intermediation | 2018 | EU banking regulation, Liikanen Report, ring-fencing, structural bank reform, Vickers Commission, Volcker Rule |
| Jens-Hinrich Binder | Komplexitätsbewältigung durch Verwaltungsverfahren?
Zeitschrift für das gesamte Handels- und Wirtschaftsrecht | Financial Intermediation | 2015 | |
On the Optimal Provision of Social Insurance: Progressive Taxation versus Education Subsidies in General Equilibrium
Journal of Monetary Economics, Vol 77, pp. 72-98 | Macro Finance | 2016 | Progressive Taxation, Education Subsidy, Transitional Dynamics | |
| Douglas Cumming, Uwe Walz, Jochen Christian Werth | Entrepreneurial Spawning: Experience, Education, and Exit
Financial Review | Law and Finance | 2016 | Venture governance, entrepreneurship, entrepreneurial spawning, angel finance, venture capital, exit |
| Ester Faia, Andreas Hackethal, Michael Haliassos, Katja Langenbucher | Financial Regulation: A Transatlantic Perspective
Book Volume - published by Cambridge University Press | Household Finance, Macro Finance | 2015 | banking union, microprudential regulation, macroprudential regulation, investor protection, borrower protection |
| Monica Billio, Lorenzo Frattarolo, Loriana Pelizzon | A Time Varying Performance Evaluation of Hedge Fund Strategies through Aggregation
Bankers, Markets and Investors | Financial Intermediation, Systemic Risk Lab | 2014 | Extra performances, Hedge funds, Markov switching models, Financial crises |
| Tobias Tröger | A Political Economy Perspective on Common Supervision in the Eurozone
Financial Regulation: A Transatlantic Perspective (Cambridge University Press) | Financial Intermediation | 2015 | |
| Gabriele Camera, Alessandro Gioffré | A Tractable Analysis of Contagious Equilibria
Journal of Mathematical Economics | Macro Finance | 2015 | Cooperation, Social norms, Grim trigger, Random matching |
| Andrea Weber, Moritz Christian Weber, Andrea Weber, Christine Zulehner | Competition and Gender Prejudice: Are Discriminatory Employers Doomed to Fail?
Journal of the European Economic Association | Law and Finance | 2014 | |
| Jan Pieter Krahnen, Laura Moretti | Bail-In Clauses
Financial Regulation: A Transatlantic Perspective (Cambridge University Press) | Financial Intermediation | 2015 | |
| Loriana Pelizzon, Domenico Sartore | Deciphering the Libor and Euribor Spreads during the Subprime Crisis
North American Journal of Economics and Finance | Financial Intermediation, Systemic Risk Lab | 2013 | Subprime crisis, Collateral, Liquidity, Unconventional monetary policy |
| Klaus Gugler, Michael Weichselbaumer, Christine Zulehner | Competition in the Economic Crisis: Analysis of Procurement Auctions
European Economic Review | Law and Finance | 2015 | Construction procurement, First-price auctions, Private values, Economic crisis, Government stimulus |
| Franz Hackl, Michael Kummer, Rudolf Winter-Ebmer, Christine Zulehner | Market Structure and Market Performance in E-Commerce
European Economic Review | Financial Markets | 2014 | Retailing, Product life cycle, Market structure, Market performance, Markup, Price dispersion |
| Helmut Mahringer, Christine Zulehner | Child-Care Costs and Mothers’ Employment Rates: An Empirical Analysis for Austria
Review of Economics of the Household | Law and Finance | 2013 | Child-care, Labour supply, Bivariate sample selection, Matched survey and administrative data |
| René Böheim, Klemens Himpele, Helmut Mahringer, Christine Zulehner | The Distribution of the Gender Pay Gap in Austria: Evidence from Matched Employer-Employee Data and Tax Records
Journal for Labour Market Research | Law and Finance | 2013 | gender wage differentials, quantile regressions, decomposition, matched employer-employee data |
| René Böheim, Klemens Himpele, Helmut Mahringer, Christine Zulehner | Law and Finance | 2013 | Gender wage differentials, Wage inequality, Decomposition, Matched employer-employee data | |
| Ester Faia, Isabel Schnabel | The road from micro-prudential to macro-prudential regulation
Financial Regulation: A Transatlantic Perspective (Cambridge University Press) | Macro Finance | 2015 | |
| Kosmas Kaprinis, Katja Langenbucher | Private Enforcement of Investor Protection – Is Private Law up for the Challenge? A Glance at the United Kingdom
100 Jahre Rechtswissenschaft in Frankfurt (Vittorio Klostermann) | Household Finance | 2014 | |
| Giuliano Curatola, Michael Donadelli, Patrick Grüning | Matching the BRIC equity premium: A structural approach
Emerging Markets Review | Financial Markets | 2015 | BRIC countries, Equity risk premium, Long-run risk, Persistence |
| Giuliano Curatola | Loss aversion, habit formation and the term structures of equity and interest rates
Journal of Economic Dynamics and Control | Financial Markets, Macro Finance | 2015 | Loss-aversion, Habit formation, Yield curve, Dividend strips, General equilibrium |
| Tobias Tröger | How Special Are They? Targeting Systemic Risk by Regulating Shadow Banks
Reshaping Markets Economic Governance, the Global Financial Crisis and Liberal Utopia (Cambridge University Press) | Financial Intermediation | 2016 | shadow banking, regulatory arbitrage, prudential supervision |
| Dirk Hackbarth, Rainer Haselmann, David Schoenherr | Financial Distress, Stock Returns, and the 1978 Bankruptcy Reform Act
Review of Financial Studies | Financial Intermediation | 2015 | financial distress, law and finance, shareholder recovery, stock returns |
| Markus Behn, Rainer Haselmann, Paul Wachtel | Pro-Cyclical Capital Regulation and Lending
The Journal of Finance | Financial Intermediation | 2016 | capital regulation, credit crunch, financial crisis, pro-cyclicality |
| Silvia Bressan, Noemi Pace, Loriana Pelizzon | Health Status and Portfolio Choice: Is Their Relationship Economically Relevant?
International Review of Financial Analysis | Household Finance, Systemic Risk Lab | 2014 | Household portfolios, Health status |
| Axel Börsch-Supan, Alexander Ludwig | Aging in Europe: Reforms, International Diversification, and Behavioral Reactions
American Economic Review Papers and Proceedings | Macro Finance | 2014 | |
| Alexander Ludwig, Alexander Zimper | Biased Bayesian Learning with an Application to the Risk-Free Rate Puzzle
Journal of Economic Dynamics and Control | Macro Finance | 2014 | Ambiguity, Non-additive probability measures, Bayesian learning, Truncated normal distribution, Risk-free rate puzzle |
| Vanya Horneff, Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla | Optimal Life Cycle Portfolio Choice with Variable Annuities Offering Liquidity and Investment Downside Protection
Insurance: Mathematics and Economics | Household Finance | 2015 | dynamic portfolio choice; longevity risk; variable annuity; money-back guarantee; liquidity; retirement income |
| Tobias Tröger | Corporate Groups – A German’s European Perspective
German and Nordic Perspectives on Company Law and Capital Markets Law (Mohr Siebeck) | Law and Finance | 2015 | Corporate Groups, Related Party Transactions, Tunneling, Corporate Governance, E.U. Corporate Law, Shareholder Rights Directive, Group Interesterest, Minority Shareholder Protection, Creditor Protection |
| Christine Moorman, Simone Wies | Going Public: How Stock Market Participation Changes Firm Innovation Behavior
Journal of Marketing Research | Financial Markets | 2015 | Innovation, breakthrough innovation, stock market impact, IPO, marketing-finance interface, consumer packaged goods |
| Guido Friebel, Matthias Heinz | Media Slant Against Foreign Owners: Downsizing
Journal of Public Economics | Law and Finance | 2014 | Media economics, Globalization, Economic xenophobia, Multi-national enterprises, Foreign direct investment |
| Michael Haliassos | Keeping Households out of Financial Trouble
Financial Regulation: A Transatlantic Perspective (Cambridge University Press) | Household Finance | 2015 | |
| Charles N. Noussair, Stefan T. Trautmann, Nathanael Vellekoop, Gijs van de Kuilen | Risk Aversion and Religion
Journal of Risk and Uncertainty | Household Finance | 2013 | |
| Tobias Tröger | Vertragsrechtliche Fragen negativer Zinsen auf Einlagen
Neue Juristische Wochenschrift | Financial Intermediation | 2015 | |
| Guglielmo Maria Caporale, Michael Donadelli, Alessia Varani | International Capital Markets Structure, Preferences and Puzzles: A US-China World
Journal of International Financial Markets, Institutions and Money | Financial Markets | 2015 | Macro-anomalies, Financial autarky, Complete markets, Long-run innovations, Home bias |
| Andreas Hackethal | Financial Advice
Financial Regulation: A Transatlantic Perspective (Cambridge University Press) | Household Finance | 2015 | |
| Brigitte Haar | European Financial Regulation – Cross-Border Capital Flows, Systemic Risk and the European Banking Union as Reference Points for EU Financial Market Integration
The Oxford Handbook of Financial Regulation (Oxford University Press) | Financial Intermediation, Systemic Risk Lab | 2014 | Financial regulation, systemic risk, microprudential supervision, European Banking Authority, macroprudential supervision, European Systemic Risk Board, European Banking Union, Single Supervisory Mechanism |
| Katja Langenbucher | Household Finance and the Law – A Case Study on Economic Transplants
Financial Regulation: A Transatlantic Perspective (Cambridge University Press) | Household Finance | 2015 | |
| Martin Götz, Luc Laeven, Ross Levine | Does the Geographic Expansion of Bank Assets Reduce Risk?
Journal of Financial Economics | Financial Intermediation | 2016 | Banking, Bank Regulation, Financial Stability, Risk, Hedging, Business Cycles, Industrial Structuree |
| Peter Gomber, Satchit Sagade, Erik Theissen, Moritz Christian Weber, Christian Westheide | The State of Play in European Over-the-Counter Equities Trading
Journal of Trading | Financial Markets | 2015 | |
| Peter Gomber, Benedikt Thomas Jaeger | MiFID: Eine systematische Analyse der Zielerreichung
Zeitschrift für Bankrecht und Bankwirtschaft | Financial Markets | 2014 | |
| Max Groneck, Alexander Ludwig, Alexander Zimper | A Life-Cycle Model with Ambiguous Survival Beliefs
Journal of Economic Theory | Household Finance, Macro Finance | 2016 | Cumulative prospect theory, Choquet expected utility, Dynamic inconsistency, Life-cycle hypothesis, Saving puzzles |
| Alfons J. Weichenrieder, Jochen Zimmer | Euro Membership and Fiscal Reaction Functions
International Tax and Public Finance | Macro Finance | 2014 | debt sustainability, fiscal reaction function, euro area |
| Gabriele Camera, Alessandro Gioffré | Game-Theoretic Foundations of Monetary Equilibrium
Journal of Monetary Economics | Money and Finance | 2014 | Social norms, repeated games, cooperation, payment systems |
| 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 | Financial Intermediation, Systemic Risk Lab | 2014 | Risk spillovers, state-dependent sensitivity value-at-risk (SDSVaR), quantile regression, financial institutions, hedge funds |
| Holger Kraft, Frank Thomas Seifried | Stochastic Differential Utility as the Continuous-Time Limit of Recursive Utility
Journal of Economic Theory | Financial Markets | 2014 | stochastic differential utility, recursive utility, convergence, backward stochastic differential equation |
| Nicole Branger, Holger Kraft, Christoph Meinerding | Partial Information about Contagion Risk, Self-Exciting Processes and Portfolio Optimization
Journal of Economic Dynamics and Control | Financial Markets, Systemic Risk Lab, Transparency Lab | 2014 | Asset Allocation, Contagion, Nonlinear Filtering, Hidden State, Self-exciting Processes |
| Dimitris Georgarakos, Michael Haliassos, Giacomo Pasini | Household Debt and Social Interactions
Review of Financial Studies | Household Finance | 2014 | household finance, household debt, social interactions, mortgages, consumer credit, informal loans |
| Marcel Bluhm, Jan Pieter Krahnen | Systemic Risk in an Interconnected Banking System with Endogenous Asset Markets
Journal of Financial Stability | Macro Finance, Systemic Risk Lab | 2014 | systemic risk, systemic risk charge, macroprudential supervision, Shapley value, financial network |
| Ignazio Angeloni, Ester Faia, Roland C. Winkler | Exit Strategies
European Economic Review | Macro Finance | 2014 | exit strategies, debt consolidation, ?fiscal policy, ?fiscal multipliers, monetary policy, bank runs |
| Yacine Aït-Sahalia, Roger J. A. Laeven, Loriana Pelizzon | Mutual Excitation in Eurozone Sovereign CDS
Journal of Econometrics | Financial Markets, Macro Finance, Systemic Risk Lab | 2014 | CDS, Sovereign risk, Systemic risk, Jumps, Feedback, Hawkes processes, Mutually exciting processes, Impulse-response |
| Iñaki Aldasoro, Ignazio Angeloni | Input-Output-Based Measures of Systemic Importance
Quantitative Finance | Macro Finance, Systemic Risk Lab | 2015 | banks, input-output, systemic risk, too-interconnected-to-fail, networks, interbank markets |
| Dirk Bursian, Markus Roth | Optimal Policy and Taylor Rule Cross-Checking Under Parameter Uncertainty
The B.E. Journal of Macroeconomics | Macro Finance | 2014 | Optimal monetary policy, parameter uncertainty, Taylor rule |
| Fabio Castiglionesi, Fabio Feriozzi, Gyöngyi Lóránth, Loriana Pelizzon | Liquidity Coinsurance and Bank Capital
Journal of Money, Credit and Banking | Financial Intermediation, Systemic Risk Lab | 2014 | Bank Capital, Interbank Markets, Liquidity Coinsurance |
| Elia Berdin, Helmut Gründl | The Effects of a Low Interest Rate Environment on Life Insurers
The Geneva Papers on Risk and Insurance: Issues and Practice | Financial Intermediation | 2015 | Life Insurers, Interest Rate Guarantees, Risk Assessment, Solvency II |
| Ignazio Angeloni, Ester Faia, Marco Lo Duca | Monetary Policy and Risk Taking
Journal of Economic Dynamics and Control | Macro Finance | 2015 | bank runs, risk taking, monetary policy |
| Dirk Bursian, Sven Fürth | Trust Me! I am a European Central Banker
Journal of Money, Credit and Banking | Macro Finance, Systemic Risk Lab | 2015 | Central Banking, European Central Bank, Financial Crisis, Fiscal Crisis, Trust |
| Tobias Tröger | The Single Supervisory Mechanism – Panacea or Quack Banking Regulation?
European Business Organization Law Review | Financial Intermediation | 2014 | prudential supervision, banking union, regulatory capture, political economy of bureaucracy, Single Supervisory Mechanism (SSM), European Central Bank (ECB), European Banking Authority (EBA) |
| Axel Börsch-Supan, Alexander Ludwig, Edgar Vogel | Aging and Pension Reform: Extending the Retirement Age and Human Capital Formation
Journal of Pension Economics & Finance | Household Finance, Macro Finance | 2017 | population aging, human capital, welfare, pension reform, retirement age, open economy |
| Sascha Baghestanian, Todd B. Walker | Anchoring in Experimental Asset Markets
Journal of Economic Behavior & Organization | Financial Markets, Experiment Center | 2015 | Experimental Asset Markets, Anchoring, Bubbles |
| Helmut Gründl, Tobias Niedrig | The Effects of Contingent Convertible (CoCo) Bonds on Insurers’ Capital Requirements under Solvency II
The Geneva Papers on Risk and Insurance: Issues and Practice | Financial Intermediation | 2015 | Contingent Convertible Capital, CoCo Bond, Basel III, Solvency II, Life Insurance, Interconnectedness |
| Tobias Niedrig | Financial Intermediation | 2015 | Basel III, Solvency II, Life Insurance, Interest Rate Guarantees, Asset Allocation, Contagion, Interconnectedness | |
| Dirk Bursian, Alfons J. Weichenrieder, Jochen Zimmer | Trust in Government and Fiscal Adjustments
International Tax and Public Finance | Macro Finance, Systemic Risk Lab | 2015 | trust, debt sustainability, fiscal reaction function, euro area, EU |
| Daniel Harenberg, Alexander Ludwig | Social Security in an Analytically Tractable Overlapping Generations Model with Aggregate and Idiosyncratic Risk
International Tax and Public Finance | Household Finance, Macro Finance | 2015 | social security, idiosyncratic risk, aggregate risk, welfare, insurance, crowding out |
| Tobias Tröger | Regulatory Influence on Market Conditions in the Banking Union
European Business Organization Law Review | Financial Intermediation | 2015 | banking union, macro-prudential supervision, real estate lending, bail-in, market discipline |
| 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 | General Equilibrium, Asset Allocation, Learning, Different Beliefs, Over-Confidence |
| Nicole Branger, Holger Kraft, Christoph Meinerding | The Dynamics of Crises and the Equity Premium
Review of Financial Studies | Financial Markets, Systemic Risk Lab | 2016 | General Equilibrium, Asset Pricing, Recursive Preferences, Long-Run Risk, Disaster Models |
| Anne-Caroline Hüser | Too Interconnected to Fail: A Survey of the Interbank Networks Literature
Journal of Network Theory in Finance | Macro Finance | 2015 | Interbank networks, systemic risk, contagion, banking, macro-prudential policy |
| Marius Ascheberg, Nicole Branger, Holger Kraft, Frank Thomas Seifried | When Do Jumps Matter for Portfolio Optimization?
Quantitative Finance | Financial Markets | 2016 | Optimal investment, jumps, stochastic volatility, welfare loss |
| Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio, Jun Uno | Sovereign Credit Risk, Liquidity, and ECB Intervention: Deus Ex Machina?
Journal of Financial Economics | Financial Markets, Systemic Risk Lab | 2016 | Liquidity, Credit Risk, Euro-zone Government Bonds, Financial Crisis, MTS Bond Market |
| Christoph Hambel, Holger Kraft, Lorenz Schendel, Mogens Steffensen | Life Insurance Demand under Health Shock Risk
Journal of Risk and Insurance | Household Finance | 2017 | Health shocks, Portfolio choice, Term life insurance, Mortality risk, Labor income risk |
| Baptiste Massenot, Stéphane Straub | Informal Sector and Economic Growth: The Credit Supply Channel
Economic Inquiry | Macro Finance | 2016 | |
Financial Advice
E. Faia, A. Hackethal, M. Haliassos, K. Langenbucher (Eds.), Financial Regulation: A Transatlantic Perspective (Cambridge University Press), pp. 245-270 | Household Finance | 2015 |
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