SAFE Publications
| Forscher/innen | Titel | Programmbereich | Publiziert | Keywords |
|---|---|---|---|---|
| Nicole Branger, Patrick Konermann, Christoph Meinerding, Christian Schlag |
Equilibrium Asset Pricing in Directed Networks forthcoming in Review of Finance |
Financial Markets, Systemic Risk Lab | 2020 | 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 |
When Brussels meets shadow banking- technical complexity, regulatory agency and the reconstruction of the shadow banking chain Competition & Change |
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 | |
| Christian Schlag, Julian Thimme, Rüdiger Weber |
Implied Volatility Duration: A Measure for the Timing of Uncertainty Resolution forthcoming in Journal of Financial Economics |
Financial Markets | 2020 | Preference for early resolution of uncertainty, implied volatility, cross-section of expected stock returns, asset pricing |
| 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 |
| Hengije Ai, Jun E. Li, Kai Li, Christian Schlag |
The Collateralizability Premium forthcoming in Review of Financial Studies |
Financial Markets | 2020 | |
| Raimond Maurer, Olivia S. Mitchell |
Older Peoples' Willingness to Delay Social Security Claiming forthcoming in 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 | |
| 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 forthcoming in Journal of Financial and Quantitative Analysis |
Financial Markets | 2019 | |
| 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 |
Interbank Networks and Backdoor Bailouts: Benefiting from Other Banks’ Government Guarantees Management Science |
Law and Finance, Systemic Risk Lab | 2019 | bailout, cycle flows, cyclical liabilities, interbank network, leverage |
| Roberto Casarin, Michele Costola |
Structural Changes in Large Economic Datasets: A Nonparametric Homogeneity Test Economics Letters |
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 |
Data Center, Financial Intermediation | 2019 | |
| Holger Kraft, Claus Munk |
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 |
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 |
Can Advertising Investments Counter the Negative Impact of Shareholder Complaints on Firm Value? Journal of Marketing |
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 |
How Do Banks React to Catastrophic Events? Evidence from Hurricane Katrina Review of Finance |
Financial Intermediation | 2019 | catastrophic events, bank regulation, capital ratios, natural experiment |
| 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 |
Denouncing Odious Debts Journal of Business Ethics |
Data Center, Financial Markets | 2018 | Ethics, Odious debt, Repudiation, Financial history, Sovereign debt, Russia |
| Massimiliano Caporin, Luca Corazzini, Michele Costola |
Measuring the Behavioural Component of the S&P 500 and its Relationship to Financial Stress and Aggregated Earnings Surprises British Journal of Management |
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 |
Heterogeneity in the Internationalization of R&D: Implications for Anomalies in Finance and Macroeconomics Finance Research Letters |
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 |
Ensuring Market Integrity and Stability: Circuit Breakers on International Trading Venues Journal of Trading |
Financial Markets | 2017 | |
| Fabrizio Lillo, Loriana Pelizzon, Michael Schneider |
Modelling Illiquidity Spillovers with Hawkes Processes: An Application to the Sovereign Bond Market Quantitative Finance |
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 |
A Discourse Theoretical Approach to Sovereign Debt Restructuring: Towards a Democratic Financial Order German Law Journal |
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 |
Mercantilist Dualization: The Introduction of the Euro, Redistribution of Industry Rents, and Wage Inequality in Germany, 1993–2008 Socio-Economic Review |
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 |
| Holger Kraft, Claus Munk, Sebastian Wagner |
Housing Habits and Their Implications for Life-Cycle Consumption and Investment Review of Finance |
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 |
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 |
Law and Finance, Financial Intermediation | 2018 | - |
| 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 |
Identifying the Valuation Effects and Agency Costs of Corporate Diversification: Evidence from the Geographic Diversification of US Banks Review of Financial Studies |
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 |
Will They Take the Money and Work? An Empirical Analysis of People’s Willingness to Delay Claiming Social Security Benefits for a Lump Sum Journal of Risk and Insurance |
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 |
Add-On Pricing in Retail Financial Markets and the Fallacies of Consumer Education Review of Finance |
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 |
| Shafik Hebous, Alfons J. Weichenrieder |
Toward a Mutualization of European Unemployment Insurance? On Limiting the Downsides of a Fiscal Transfer System for the Eurozone CESifo Economic Studies |
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 |
Systemic Risk Lab, Law and Finance | 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 |
Investor Protection Through Model Case Procedures – Implementing Collective Goals and Individual Rights Under the 2012 Amendment to the German Capital Markets Model Case Act (KapMuG) European Business Organization Law Review |
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 | |
| Jens-Hinrich Binder |
Komplexitätsbewältigung durch Verwaltungsverfahren? Zeitschrift für das gesamte Handels- und Wirtschaftsrecht |
Financial Intermediation | 2015 | |
| Dirk Krueger, Alexander Ludwig |
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, 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 |
The Gender Wage Gap in Austria: Eppur si muove! Empirica |
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 |
| 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 |
Systemic Risk Lab, Financial Intermediation | 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 |
Systemic Risk Lab, Financial Markets, 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 |
Systemic Risk Lab, Macro Finance | 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 |
Systemic Risk Lab, Financial Markets, Macro Finance | 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 |
Systemic Risk Lab, Macro Finance | 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 |
Optimal Asset Allocation for Interconnected Life Insurers in the Low Interest Rate Environment Under Solvency Regulation Journal of Insurance Issues |
Financial Intermediation | 2015 | Basel III, Solvency II, Life Insurance, Interest Rate Guarantees, Asset Allocation, Contagion, Interconnectedness |
| Carlo Ambrogio Favero, Francesco Giavazzi, Andreas Müller |
The Output Effect of Fiscal Consolidation Plans Journal of International Economics |
Macro Finance | 2015 | fiscal adjustment, confidence, investment |
| 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 |
Systemic Risk Lab, Financial Markets | 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 |
Systemic Risk Lab, Financial Markets | 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 | |
| Andreas Hackethal |
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 |