SAFE Publications
Forscher/innen | Titel | Programmbereich | Publiziert | Keywords |
---|---|---|---|---|
Reint Gropp, Andre Guettler | Financial Intermediation, Transparency Lab | 2018 | soft information, discretionary lending, relationship lending, competition | |
Douglas Cumming, Jochen Christian Werth, Yelin Zhang | Governance in Entrepreneurial Ecosystems: Venture Capitalists vs. Technology Parks
Small Business Economics | Law and Finance | 2017 | Entrepreneurship, Entrepreneurial Finance, Governance, Technology Park, Incubator, Board of Directors, Venture Capital, Angel |
Rainer Haselmann, Vikrant Vig | Financial Intermediation | 2022 | capital regulation, internal ratings, Basel regulation | |
Alessandro Di Nola, Leo Kaas, Haomin Wang | Rescue Policies for Small Businesses in the COVID-19 Recession
forthcoming in Review of Economic Dynamics | Macro Finance | 2023 | |
Claes Bäckman, Tobin Hanspal | Participation and Losses in Multi-Level Marketing: Evidence from an FTC Settlement
Finance Planning Review | Household Finance | 2022 | Intermediated work; Multi-level marketing; Gig-economy; Entrepreneurship; Con- sumer financial protection |
Kevin Bauer, Oliver Hinz, Moritz von Zahn | Expl(AI)ned: The Impact of Explainable Artificial Intelligence on Users' Information Processing
forthcoming in Information Systems Research | Financial Intermediation, Experiment Center | 2023 | XAI, explainable machine learning, Information Processing, Belief up-dating, algorithmic transparency |
Markku Kaustia, Elias Rantapuska | Does Mood Affect Trading Behavior?
Journal of Financial Markets | Household Finance | 2016 | mood, seasonal affective disorder (SAD), weather, trading behavior, stock market |
Benjamin Born, Gernot J. Müller, Johannes Pfeifer | Does Austerity Pay Off?
The Review of Economics and Statistics | Macro Finance | 2020 | Fiscal policy, austerity, sovereign risk, yield spreads, confidence, panel VAR, local projections, fiscal stress |
Giuliano Curatola | Debt Holder Monitoring and Implicit Guarantees: Did the BRRD Improve Market Discipline?
Journal of Financial Stability | Financial Intermediation | 2021 | |
Jens-Hinrich Binder | Banking Union and the Governance of Credit Institutions - A Legal Perspective
European Business Organization Law Review | Financial Intermediation, Law and Finance | 2015 | Banking Union, Single Supervisory Mechanism, Single Resolution Mechanism, Banking Regulation, Bank Corporate Governance |
Alperen Afşin Gözlügöl, Wolf-Georg Ringe | Net-Zero Transition and M&A Transactions of Carbon-Intensive Assets
UC Davis Law Review | Law and Finance | 2023 | |
Claes Bäckman, Chandler Lutz | The Impact of Interest-Only Loans on Affordability
Regional Science and Urban Economics | Household Finance | 2020 | |
Aljoscha Janssen, Johannes Kasinger | Obfuscation and Rational Inattention
forthcoming in The Journal of Industrial Economics | Financial Intermediation, Financial Markets | 2023 | Rational Inattention, Obfuscation, Price Competition, Digitalized Markets |
Ilya Dergunov, Christoph Meinerding, Christian Schlag | Extreme Inflation and Time-Varying Expected Consumption Growth
Management Science | Financial Markets | 2023 | |
Peter Andre, Carlo Pizzinelli, Christopher Roth, Johannes Wohlfart | Subjective Models of the Macroeconomy: Evidence From Experts and Representative Samples
The Review of Economic Studies | 2022 | ||
Cannon Cloud, Simon Heß, Johannes Kasinger | Shared E-Scooter Services and Road Safety: Evidence from Six European Countries
European Economic Review | Financial Markets | 2023 | |
Mila Getmansky Sherman, Christian Kubitza, Loriana Pelizzon | Loss Sharing in Central Clearinghouses: Winners and Losers
forthcoming in Review of Asset Pricing Studies | Financial Markets, Systemic Risk Lab | 2023 | Central Clearing, Counterparty Risk, Systematic Risk, OTC markets, Derivatives, Loss Sharing, Collateral, Margin |
Deyan Radev | Assessing Systemic Fragility – A Probabilistic Perspective
Journal of Risk | Financial Intermediation | 2022 | Banking Stability, Financial Distress, Tail Risk, Contagion |
Stefania Bortolotti, Gabriele Camera, Marco Casari | An Experiment on Retail Payments Systems
Journal of Money, Credit and Banking | Macro Finance | 2016 | money, coordination, pricing, transactions |
Markku Kaustia, Samuli Knüpfer, Sami Torstila | Stock Ownership and Political Behavior: Evidence from Demutualization
Management Science | Household Finance | 2015 | Stock ownership, political behavior, salience, attention, identity |
Abigail Hurwitz, Olivia S. Mitchell, Orly Sade | Testing Methods to Enhance Longevity Awareness
Journal of Economic Behavior and Organization | Household Finance | 2022 | |
Claudia Lambert, Felix Noth, Ulrich Schüwer | How do Insured Deposits Affect Bank Risk? Evidence from the 2008 Emergency Economic Stabilization Act
Journal of Financial Intermediation | Financial Intermediation | 2017 | financial crisis, deposit insurance, bank regulation |
Christoph Hambel, Holger Kraft, André Meyer-Wehmann | When Should Retirees Tap Their Home Equity?
fortcoming in Journal of Banking & Finance | Household Finance | 2023 | reverse mortgage, consumption-portfolio decisions, optimal stopping, biometric risks, financial disasters |
Felix Noth, Ulrich Schüwer | Natural Disaster and Bank Stability: Evidence from the U.S. Financial System
Journal of Environmental Economics and Management | Financial Intermediation, Systemic Risk Lab | 2023 | natural disasters, bank stability, non-performing assets, bank performance |
Vincenzo Pezone | The Real Effects of Judicial Enforcement
Review of Finance | Law and Finance | 2023 | |
Yalin Gündüz, Giorgio Ottonello, Loriana Pelizzon, Michael Schneider, Marti Subrahmanyam | Lighting up the Dark: Liquidity in the German Corporate Bond Market
Journal of Fixed Income | Financial Markets, Systemic Risk Lab | 2023 | Corporate Bonds, WpHG, Liquidity, Transparency, OTC markets |
Nikolai Badenhoop | Restitution Claims – EU Consumer Law Principles and the Mortgage Credit Directive as an Overarching Value Model
forthcoming in Unfair Contract Terms and Restitution in European Private Law - the National and ECJ Litigation on House Loans Indexed in a Foreign Currency (Cambridge) | Law and Finance | 2023 | |
Nikolai Badenhoop, Stefan Grundmann | Foreign Currency Loans and the Foundations of European Contract Law – A Case for Financial and Contractual Crisis?
European Review of Contract Law | Law and Finance | 2023 | |
Peter Gomber, Satchit Sagade, Erik Theissen, Moritz Christian Weber, Christian Westheide | Spoilt for choice: Determinants of market shares in fragmented equity markets
Journal of Financial Markets | Financial Markets, Systemic Risk Lab | 2023 | Dark Trading, Fragmentation, Anonymity, Immediacy |
Ester Faia, Vincenzo Pezone | The Cost of Wage Rigidity
Review of Economic Studies | Macro Finance | 2023 | Matched employer–employee dataset, Firms’ cost of wage rigidity, Predetermined measure of wage rigidity, High-frequency identification, Heterogeneous wage rigidity |
Jan Pieter Krahnen, Christian Wilde | Skin-in-the-Game in ABS Transactions: A Critical Review of Policy Options
Journal of Financial Stability | Financial Markets | 2022 | Structured finance, ABS, STS (simple, transparent, and standardized securitizations), regulation, retention, Dodd-Frank Act |
Nikolai Badenhoop | Europäische Bankenregulierung und private Haftung
Schriften zum Unternehmens- und Kapitalmarktrecht | Law and Finance | 2020 | |
Nikolai Badenhoop | Private Law Duties Deriving From EU Banking Regulation and its Individual Protection Goals
European Review of Contract Law | Law and Finance | 2020 | |
Nikolai Badenhoop, René Smits | Law and Finance | 2019 | financial supervision; professional secrecy; access to files; accountability; Banking Union; SSM; ECB | |
Nikolai Badenhoop, Henning Berger | Financial Services and Brexit: Navigating towards Future Market Access
European Business Organization Law Review | Law and Finance | 2018 | Brexit, Commercial Banking, Clearing, EU passport, GATS, CETA, FTA, Equivalence, Alignment |
Victor Klockmann, Marie Claire Villeval, Alicia von Schenk | Artificial Intelligence, Ethics, and Intergenerational Responsibility
Journal of Economic Behavior & Organization | Household Finance, Experiment Center | 2023 | |
Fincap Team | Non-Standard Errors
forthcoming in Journal of Finance | Financial Intermediation, Financial Markets | 2023 | non-standard errors, multi-analyst approach, liquidity |
Anastasia Kotovskaia, Tobias Tröger | National Interests and Supranational Resolution in the European Banking Union
European Business Law Review | Financial Intermediation, Law and Finance, Financial Markets | 2023 | SRB, SRF, bank resolution, banking union, bail-in, ESM, national interest, political economy, bureaucrats’ incentives |
Irene Mecatti, Tobias Tröger | Who Should Hold Bail-Inable Debt and How can Regulators Police Holding Restrictions Effectively?
forthcoming in Rivista Italiana di Diritto Pubblico Comunitario | Law and Finance | 2023 | |
Tobias Tröger | Impfung statt Schlangenöl
Juristische Arbeitsblätter | Law and Finance | 2022 | |
Tobias Tröger | Capital Buffers for Systemically Important Banks and Systemic Risk Buffer
Oxford EU Financial Regulation (Oxford University Press) | Law and Finance | 2022 | |
Tobias Tröger | Qualitative Capital Requirements and their Relationship with MREL/TLAC
Oxford EU Financial Regulation (Oxford University Press) | Law and Finance | 2022 | |
Tobias Tröger | Die fehlerhafte Gesellschaft
Handbuch der Personengesellschaften (Dr. Otto Schmidt KG) | Law and Finance | 2022 | |
Sebastian Steuer | Grundlagen des freiwilligen Kohlenstoffhandels
Zeitschrift für Umweltrecht | Law and Finance | 2022 | |
Sebastian Steuer | Grüne Transparenz und nachhaltige Verwirrung – Die produktbezogenen Informationsvorschriften der SFDR
Zeitschrift für Bankrecht und Bankwirtschaft | Law and Finance | 2022 | |
Carsten Bienz, Karin Thorburn, Uwe Walz | Fund Ownership, Wealth, and Risk-Taking: Evidence on Private Equity Managers
Journal of Financial Intermediation | Financial Intermediation | 2023 | Private equity, leveraged buyouts, incentives, coinvestment, risk taking, wealth |
Alessandro Pollastri, Paulo Rodrigues, Christian Schlag, Norman Seeger | A Jumping Index of Jumping Stocks? An MCMC Analysis of Continuous-Time Models for Individual Stocks
Journal of Empirical Finance | Financial Markets | 2023 | |
Andreas Nölke | EU Economic Governance: Erosion or Integration?
Post-Corona Capitalism: The Alternatives Ahead | Macro Finance | 2022 | |
Daniel Mertens, Matthias Thiemann | Investing in the Single Market? Core-Periphery Dynamics and the Hybrid Governance of Supranational Investment Policies
Journal of European Integration | Macro Finance | 2022 | |
Sandra Eckert | Macro Finance | 2022 | ||
Katja Langenbucher, Martin Winner | Wirecard und Commerzialbank Mattersburg - Compliance, Kontrollversagen und die Folgen für den Gesetzgeber
Zeitschrift für Finanzmarktrecht | Household Finance | 2022 | |
Myriam Hadnes, Michael Kosfeld, Björn Vollan | Fetters of the Sib’ in an Uncertain Business Environment - An Experimental Study in Burkina Faso
Entrepreneurship & Regional Development | Household Finance, Experiment Center | 2023 | |
Andrea Essl, Michael Kosfeld, Markus Kröll, Frauke von Bieberstein | Social Preferences and Sales Performance
Journal of Economics & Management Strategy | Household Finance, Experiment Center | 2023 | |
Nikolai Badenhoop | Balancing Confidentiality and Transparency: The ECSPR Professional Secrecy Standard in Light of Cross-Sectoral EU Financial Regulation and ECJ Case Law
Regulation on European Crowdfunding Service Providers for Business | Law and Finance | 2022 | |
Michele Costola, Oliver Hinz, Michael Nofer, Loriana Pelizzon | Machine Learning Sentiment Analysis, COVID-19 News and Stock Market Reactions
Research in International Business and Finance | Financial Markets | 2023 | COVID-19 news, Sentiment Analysis, Stock Markets |
Oliver Hinz, Nora Jansen | Inferring Opinion Leadership from Digital Footprints
Journal of Business Research | Financial Markets | 2022 | |
Oliver Hinz, Cristina Mihale-Wilson, Christof Weinhardt, Wil van der Aalst | Corporate Digital Responsibility - Relevance and Opportunities for Business and Information Systems Engineering
Business & Information Systems Engineering | Financial Markets | 2022 | |
Oliver Hinz, Andreas Lanz, Christian Schlereth, Simon Stolz, Michael Weiler | Social Capital Accumulation Through Social Media Networks: Evidence from a Randomized Field Experiment and Individual-Level Panel Data
Management Information Systems Quarterly (MISQ) | Financial Markets | 2022 | |
Oliver Hinz | How Do Recommender Systems Lead to Consumer Purchases? A Causal Mediation Analysis of a Field Experiment
Information Systems Research | Financial Markets | 2022 | |
Valerie Carl, Oliver Hinz, Timothy Zilcher | Corporate Digital Responsibility and the Current Corporate Social Responsibility Standard: An Analysis of Applicability
Open Identity Summit 2022. Bonn: Gesellschaft für Informatik e.V.. | Financial Markets | 2022 | |
Bernd Freisleben, Oliver Hinz, Katharina Keller, Anja Klein, Bernd Simon, Artur Sterz | A Multi-Stakeholder Modeling Framework for the Techno-Economic Analysis of Telecommunication Networks
IEEE Communications Magazine | Financial Intermediation | 2023 | |
Andreas Hackethal, Benjamin Loos, Steffen Meyer, Charline Uhr | Switching from Commissions on Mutual Funds to Flat-Ffees: How are Advisory Clients Affected?
Journal of Economic Behavior and Organization | Household Finance | 2023 | |
Alperen Afşin Gözlügöl | Private Companies: The Missing Link on The Path to Net Zero
Journal of Corporate Law Studies | Law and Finance | 2023 | |
Nikolai Badenhoop | The Individual Protection Goals in EU Banking Regulation - A Process Towards Private Law Enforcement
forthcoming in European Contract Law in the Banking and Financial Union | Law and Finance | 2023 | |
Nikolai Badenhoop | Greening Supply Chains and Their Financing under EU Law
forthcoming in Contracts for Responsible and Sustainable Supply Chains: Model Clauses, Legal Analysis, and Practical Discussion | Law and Finance | 2023 | |
Konstantin Egorov, Dmitry Mukhin | Optimal Policy under Dollar Pricing
American Economic Review | Macro Finance | 2023 | |
Riccardo Calcagno, Florian Heider | Stock-Based Pay, Liquidity, and the Role of Market Making
Journal of Economic Theory | Financial Intermediation | 2021 | |
Florian Heider, Farzad Saidi, Glenn Schepens | Banks and Negative Interest Rates
Annual Review of Financial Economics | Financial Intermediation | 2021 | |
Bruno Biais, Florian Heider, Marie Hoerova | Variation Margins, Fire Sales, and Information-constrained Optimality
Review of Economic Studies | Financial Intermediation | 2021 | |
Florian Heider, Farzad Saidi, Glenn Schepens | Life Below Zero: Bank Lending Under Negative Policy Rates
Review of Financial Studies | Financial Intermediation | 2019 | |
Carlos Garcia-de-Andoain, Florian Heider, Simone Manganelli | Lending-of-Last-Resort is as Lending-of-Last-Resort Does: Central Bank Liquidity Provision and Interbank Market Functioning in the Euro Area
Journal of Financial Intermediation | Financial Intermediation | 2016 | |
Bruno Biais, Florian Heider, Marie Hoerova | Risk-Sharing or Risk-Taking? Counterparty Risk, Incentives, and Margins
Journal of Finance | Financial Intermediation | 2016 | |
Florian Heider, Alexander Ljungqvist | As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from State Tax Changes
Journal of Financial Economics | Financial Intermediation | 2015 | |
Florian Heider, Marie Hoerova, Cornelia Holthausen | Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk
Journal of Financial Economics | Financial Intermediation | 2015 | |
Vanya Horneff, Raimond Maurer, Olivia S. Mitchell | How Would 401(k) ‘Rothification’ Alter Saving, Retirement Security, and Inequality?
Journal of Pension Economics & Finance | Financial Markets | 2023 | |
Monica Billio, Michele Costola, Loriana Pelizzon, Max Riedel | Creditworthiness and Buildings’ Energy Efficiency in the Italian Mortgage Market
Climate Investing: New Strategies and Implementation Challenges | Financial Markets | 2023 | |
Christine Laudenbach, Stephan Siegel | Personal Communication in an Automated World: Evidence from Loan Repayments
forthcoming in Journal of Finance | Household Finance | 2023 | |
Christine Laudenbach, Michael Ungeheuer, Martin Weber | How to Alleviate Correlation Neglect in Investment Decisions
Management Science | Household Finance | 2023 | |
Andreas Hackethal, Michael Kirchler, Christine Laudenbach, Michael Razen, Annika Weber | On the Role of Monetary Incentives in Risk Preference Elicitation Experiments
Journal of Risk and Uncertainty | Household Finance | 2023 | Risk Preferences, Incentives, Experimental Economics, Risk Aversion |
Jana Eisenkopf, Steffen Juranek, Uwe Walz | Responsible Investment and Stock Market Shocks: Short-Term Insurance and Persistent Outperformance Post-Crisis?
British Journal of Management | Financial Intermediation | 2023 | Responsible investment, ESG, stock market crisis, persistence |
Matteo Bagnara | Asset Pricing and Machine Learning: A Critical Review
forthcoming in Journal of Economic Surveys | Financial Markets | 2023 | |
Sandra Eckert | European Administrative Networks, Private Networks and Agencies: Coexisting, Cooperating or Competing?
Journal of European Public Policy | Financial Intermediation | 2022 | |
Alejandro Bernales, Nicolas Garrido, Satchit Sagade, Marcela Valenzuela, Christian Westheide | Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk
forthcoming in Journal of Financial and Quantitative Analysis | Financial Markets | 2023 | Fragmentation, Competition, Liquidity, Price Efficiency |
Ulrike M. Malmendier, Vincenzo Pezone, Hui Zheng | Managerial Duties and Managerial Biases
Management Science | Law and Finance | 2023 | |
Massimiliano Caporin, Michele Costola | Financial Markets | 2022 | Granger Causality, Hong test, DCC-GARCH, Oil market, COVID-19 | |
Iñaki Aldasoro, Florian Balke, Andreas Barth, Egemen Eren | Spillovers of Funding Dry-ups
Journal of International Economics | Financial Intermediation | 2022 | Funding dry-ups Spillovers Money market funds Corporate deposits Dollar funding Banks |
Dennis Gram, Pantelis Karapanagiotis, Marius Liebald, Uwe Walz | Design and Implementation of a Historical German Firm-level Financial Database
Journal of Data and Information Quality | Financial Intermediation, Data Center | 2022 | informational systems, database design, database models, economic history, financial data, cliometrics, |
Sebastian Steuer, Tobias Tröger | The Role of Disclosure in Green Finance
Journal of Financial Regulation | Law and Finance | 2022 | |
Alperen Afşin Gözlügöl | The Clash of ‘E’ and ‘S’ of ESG: Just Transition on the Path to Net Zero and the Implications for Sustainable Corporate Governance and Finance
Journal of World Energy Law & Business | Law and Finance | 2022 | climate change, sustainability, ESG, employees, workforce, net zero transition, corporate governance, institutional investors, green finance |
Heiko Jacobs, Christine Laudenbach, Sebastian Müller, Philipp Schreiber, Martin Weber | Household Finance | 2020 | Vermögen, Kapitalanlage, Financial Investment | |
Emily C. Haisley, Christine Laudenbach, Martin Weber | Household Finance | 2013 | risk taking, asset allocation, risk perception | |
Christine Laudenbach, Martin Weber | Sometimes Less is More - the Influence of Information Aggregation on Investment Decisions
Journal of Economic Behavior & Organization | Household Finance | 2013 | risk-return, information aggregation, investment decisions |
Christian Ehm, Christine Laudenbach, Martin Weber | Household Finance | 2014 | volatility, risk attitude, experimental finance, behavioral asset pricing | |
Christine Laudenbach, Ulrike M. Malmendier, Alexandra Niessen-Ruenzi | Emotional Tagging and Belief Formation: The Long-Lasting Effects of Experiencing Communism
AEA Papers and Proceedings | Household Finance | 2019 | Household Finance, Emotional Tagging, Communism |
Tobias Tröger | Capital and Liquidity Requirements for European Banks
Oxford EU Financial Regulation (Oxford University Press) | Law and Finance | 2022 | |
Christine Laudenbach, Benjamin Loos, Jenny Pirschel, Johannes Wohlfart | The Trading Response of Individual Investors to Local Bankruptcies
Journal of Financial Economics | Household Finance | 2021 | Individual investors, risk-taking, trading, experiences |
Markus Kröll, Devesh Rustagi | Measuring Honesty and Explaining Adulteration in Naturally Occurring Markets
Journal of Development Economics | Law and Finance, Experiment Center | 2022 | Motivation for honesty, asymmetric information, cheating, informal markets, die game, milk, India |
Alexander Hillert, Heiko Jacobs, Sebastian Müller | Media Makes Momentum
Review of Financial Studies | Financial Markets, Data Center | 2014 | |
Alexander Hillert, Heiko Jacobs | Alphabetic Bias, Investor Recognition, and Trading Behavior
Review of Finance | Financial Markets, Data Center | 2015 | |
Maug Ernst, Alexander Hillert, Stefan Obernberger | Stock Repurchases and Liquidity
Journal of Financial Economics | Financial Markets, Data Center | 2016 | |
Alexander Hillert, Heiko Jacobs, Sebastian Müller | Journalist Disagreement
Journal of Financial Markets | Financial Markets, Data Center | 2018 | |
Patrick Behr, Alejandro H. Drexler, Reint Gropp, Andre Guettler | Financial Incentives and Loan Officer Behavior: Multitasking and Allocation of Effort Under an Incomplete Contract
Journal of Financial and Quantitative Analysis | Financial Intermediation, Systemic Risk Lab | 2019 | |
Matthias Goldmann | Contesting Austerity in the 1970s and 1980s - When Human Rights Went Missing
Contingency in International Law: On the Possibility of Different Legal Histories | Financial Intermediation, Macro Finance | 2021 | |
Matthias Goldmann, Ingo Venzke, Armin von Bogdandy | Gemeinwohl im Völkerrecht. Eine Theorie internationaler öffentlicher Gewalt
Normative Ordnungen (Suhrkamp) | Financial Intermediation, Law and Finance, Macro Finance | 2021 | |
Matthias Goldmann | Financial Intermediation, Law and Finance | 2021 | ||
Ester Faia, Andreas Fuster, Vincenzo Pezone, Basit Zafar | Biases in Information Selection and Processing: Survey Evidence from the Pandemic
forthcoming in The Review of Economics and Statistics | Law and Finance | 2023 | Belief updating, confirmatory biases, endogenous informa- tion acquisition, media polarization, source dependence, COVID-19 |
Mariano Massimiliano Croce, Tatyana Marchuk, Christian Schlag | The Leading Premium
Review of Financial Studies | Financial Markets | 2023 | |
Pietro Dindo, Andrea Modena, Loriana Pelizzon | Risk Pooling, Intermediation Efficiency, and the Business Cycle
Journal of Economic Dynamics & Control | Financial Markets, Macro Finance | 2022 | Amplification, business cycle, efficiency, dampening, restricted market participation, risk pooling |
Mario Bellia, Loriana Pelizzon, Marti Subrahmanyam, Darya Yuferova | Market Liquidity and Competition Among Designated Market Makers
forthcoming in Management Science | Financial Markets, Systemic Risk Lab | 2023 | esignated Market Makers (DMMs), Liquidity Provision |
Gianluca Anese, Marco Corazza, Michele Costola, Loriana Pelizzon | Impact of Public News Sentiment on Stock Market Index Return and Volatility
Computational Management Science | Financial Markets | 2023 | Public financial news, Stock market, NLP, Dictionary, LSTM neural net- works, Investor sentiment, S&P 500 |
Alperen Afşin Gözlügöl | Controlling Shareholders and Intra-Group Transactions: A Special Framework
University of Bologna Law Review | Law and Finance | 2022 | |
Alperen Afşin Gözlügöl | Law and Finance | 2022 | ||
Alperen Afşin Gözlügöl | Blinded by Fairness: Why We Need (Strong) Procedural Safeguards in Screening Self-Dealing and Obtaining A Fair Price Is Not the Answer
European Business Organization Law Review | Law and Finance | 2022 | |
Alperen Afşin Gözlügöl | Related Party Transactions by Directors/Managers in Public Companies: A Data-Supported Analysis
Journal of Corporate Law Studies | Law and Finance | 2021 | |
Alperen Afşin Gözlügöl | Majority of the Minority Approval of Related Party Transactions: The Analysis of Institutional Shareholder Voting
European Company and Financial Law Review | Law and Finance | 2021 | |
Alperen Afşin Gözlügöl | The Political Economy of the Related Party Transactions Regulation in the Shareholders’ Rights Directive II
Yearbook of European Law (Oxford University Press) | Law and Finance | 2020 | |
Vanya Horneff, Raimond Maurer, Olivia S. Mitchell | Do Required Minimum Distribution 401(k) Rules Matter, and for Whom? Insights from a Lifecycle Model
Journal of Banking & Finance | Household Finance | 2023 | |
Raimond Maurer | Chancen und Risiken der kapitalgedeckten Alterssicherung
Vermögensbildungspolitik (Springer) | Household Finance | 2021 | |
Andreas Nölke | For a Plurality of Economic and Social Models! Against a Monolithic Euro State!
Key Controversies in European Integration (Bloomsbury Publishing) | Macro Finance | 2021 | |
Andreas Nölke | In Search of Institutional Complementarities: Comparative Capitalism and Economic Policy Reform
Journal of Economic Policy Reform | Macro Finance | 2021 | |
Andreas Nölke | The Deformation of the Core by Dependency Relations: The Case of Germany in Europe
Dependent Capitalisms in Contemporary Latin America and Europe. International Political Economy Series (Springer) | Macro Finance | 2021 | |
Sandra Eckert | The European Green Deal and the EU’s Regulatory Power in Times of Crisis
The JCMS Annual Review of the European Union in 2020 | Macro Finance | 2021 | |
Benedikt Happ, Tobias Tröger | Beschlussmängelrecht nach dem MoPeG: Bestandsaufnahme, Kritik und Fortentwicklung
Zeitschrift für Wirtschaftsrecht | Law and Finance | 2021 | |
Rainer Haselmann, Tobias Tröger | When and How to Unwind COVID-Support Measures to the Banking System?
Financial Stability amidst the Pandemic Crisis: On Top of the Wave | Law and Finance | 2021 | Covid-19, Forbearance, Bank Capitalization, Bank Resolution, Supervisory Relief Measures, Financial Stability |
Tobias Tröger | Personelle Reichweite aktienrechtlicher Stimmverbote bei Aktionärsgruppen mit einheitlicher Interessenausrichtung
Festschrift für Barbara Grunewald | Law and Finance | 2021 | |
Benedikt Happ, Tobias Tröger | Unzulängliche Institutionenbildung im Beschlussmängelrecht der Personengesellschaft
Neue Zeitschrift für Gesellschaftsrecht | Law and Finance | 2021 | |
Loriana Pelizzon, Max Riedel, Zorka Simon, Marti Subrahmanyam | Collateral Eligibility of Corporate Debt in the Euro-system
forthcoming in Journal of Financial Economics | Financial Markets, Macro Finance, Systemic Risk Lab | 2023 | |
Joost Driessen, Theo E. Nijman, Zorka Simon | A Simple Approach to Estimate Long-Term Interest Rates
forthcoming in Journal of Pension Economics and Finance | Financial Markets, Systemic Risk Lab | 2023 | Sovereign Bonds, Term Structure of Interest Rates, Segmentation, Liquidity, Flight-to-safety, Credit Risk, Unconventional Monetary Policy |
Nina Biljanovska, Spyridon Palligkinis | Control Thyself: Self-Control Failure and Household Wealth
Journal of Banking & Finance | Household Finance, Macro Finance | 2018 | Self-Control, Household Wealth, Household Finance |
Alexander Ludwig, Matthias Schön | Endogenous Grids in Higher Dimensions: Delaunay Interpolation and Hybrid Methods
Computational Economics (Springer) | Household Finance, Macro Finance | 2018 | Dynamic Models, Numerical Solution, Method of Endogenous Gridpoints, Delaunay Interpolation |
Shafik Hebous, Tom Zimmermann | Revisiting the Narrative Approach of Estimating Tax Multipliers
The Scandinavian Journal of Economics | Macro Finance | 2018 | Narrative Approach, Fiscal Stabilization, Tax Multiplier, Weak Instruments |
Iñaki Aldasoro, Iván Alves | Multiplex Interbank Networks and Systemic Importance: An Application to European Data
Journal of Financial Stability | Macro Finance | 2018 | interbank networks, systemic importance, multiplex networks |
Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Tatjana Schimetschek | Optimal Social Security Claiming Behavior under Lump Sum Incentives: Theory and Evidence
Journal of Risk and Insurance | Household Finance | 2021 | Annuity, delayed retirement, lifetime income, pension, early retirement, Social Security |
Giovanni Bonaccolto, Massimiliano Caporin, Roberto Panzica | Estimation and Model-Based Combination of Causality Networks
Journal of Empirical Finance | Financial Markets | 2019 | Granger causality, quantile causality, multi-layer network, network combination |
Michael Donadelli, Patrick Grüning | Innovation Dynamics and Fiscal Policy: Implications for Growth, Asset Prices, and Welfare
The North American Journal of Economics and Finance | Financial Markets | 2021 | Endogenous growth, Asset pricing, Government, Fiscal policy, Heterogeneous innovation |
Andreas Barth, Deyan Radev | Integration Culture of Global Banks and the Transmission of Lending Shocks
Journal of Banking & Finance | Financial Intermediation | 2022 | |
Tobias Tröger | Financial Intermediation | 2019 | MREL, TLAC, G-SIB, bail-in, bank resolution | |
Baptiste Massenot, Yuri Pettinicchi | Can Firms See into the Future? Survey Evidence from Germany
Journal of Economic Behavior & Organization | Macro Finance | 2018 | Expectation formation; Expectation error; Learning; Extrapolation; Experience |
Michael Donadelli, Patrick Grüning, Marcus Jüppner, Renatas Kizys | Global Temperature, R&D Expenditure, and Growth
Energy Economics | Financial Markets | 2021 | Global Temperature, R&D, Welfare Costs |
Vanya Horneff, Raimond Maurer, Olivia S. Mitchell | How Persistent Low Expected Returns Alter Optimal Life Cycle Saving, Investment, and Retirement Behavior
How Persistent Low Returns Will Shape Saving and Retirement (University Press Scholarship Online) | Household Finance | 2018 | dynamic portfolio choice; 401(k) plan; saving; Social Security claiming age; retirement income; minimum distribution requirements; tax |
Tobias Tröger | Regulation of Crowdfunding in Germany
Legal Aspects of Crowdfunding. In: Ius Comparatum - Global Studies in Comparative Law (Springer) | Law and Finance | 2021 | crowdfunding, crowdsponsoring, crowdlending, crowdinvesting, contract law, conflict of laws, banking regulation, securities regulation |
Dirk Krueger, Alexander Ludwig, Sergio Villalvazo | Optimal Taxes on Capital in the OLG Model with Uninsurable Idiosyncratic Income Risk
Journal of Public Economics | Macro Finance | 2021 | Idiosyncratic riskTaxation of capitalOverlapping generationsPrecautionary savingPecuniary externalities |
Luca Enriques, Tobias Tröger | Germany’s Reluctance to Regulate Related Party Transactions: An Industrial Organization Perspective
The Law and Finance of Related Party Transactions (Cambridge University Press) | Law and Finance | 2019 | related party transactions, Germany Inc., industrial organization, tunneling, private benefits of control, capital maintenance, group law |
Florian Hoffmann, Roman Inderst, Marcus Opp | Only Time will Tell: A Theory of Deferred Compensation
The Review of Economic Studies | Law and Finance | 2021 | Compensation design, duration of pay, moral hazard, persistence, principal- agent models, informativeness principle |
Andreas Hackethal, Steffen Meyer, Charline Uhr | Smoking Hot Portfolios? Overtrading from Self-Control Failure
Journal of Empirical Finance | Household Finance | 2021 | self-control; portfolio allocation; individual investor; trading behavior |
Matthias Thiemann, Tobias Tröger | Detecting Tail Risks to Preclude Regulatory Arbitrage - The Case for a Normatively Charged Approach to Regulating Shadow Banking
Accounting, Economics, and Law: A Convivium | Law and Finance | 2020 | shadow banking, regulatory arbitrage, principles-based regulation, credit funds, prudential supervision, non-bank financial intermediation |
Dimitrios Kostopoulos, Steffen Meyer, Charline Uhr | Ambiguity About Volatility and Investor Behavior
Journal of Financial Economics | Household Finance | 2022 | |
Benjamin Clapham, Peter Gomber, Michael Siering | Financial Markets | 2021 | ||
Micha Bender, Benjamin Clapham, Peter Gomber, Jascha-Alexander Koch | To Bundle or Not to Bundle? A Review of Soft Commissions and Research Unbundling
Financial Analysts Journal | Financial Markets | 2021 | |
Micha Bender, Tino Cestonaro, Peter Gomber, Jascha-Alexander Koch | Financial Markets | 2021 | ||
Gyozo Gyöngyösi, Emil Verner | Household Debt Revaluation and the Real Economy: Evidence from a Foreign Currency Debt Crisis
American Economic Review | Household Finance | 2020 | |
Gyozo Gyöngyösi, Emil Verner | Financial Crisis, Creditor-Debtor Conflict, and Populism
Journal of Finance | Household Finance | 2022 | |
Andreas Hackethal, Tobin Hanspal, Dominique Lammer, Kevin Rink | Household Finance | 2022 | Bitcoin, Cryptocurrencies, Structured retail products, Retail investors, Household finance, Investor behavior | |
Monica Billio, Bertrand B. Maillet, Loriana Pelizzon | A Meta-Measure of Performance Related to Both Investors and Investments Characteristics
Annals of Operations Research | Financial Markets | 2022 | |
Monica Billio, Massimiliano Caporin, Lorenzo Frattarolo, Loriana Pelizzon | Networks in Risk Spillovers: A Multivariate GARCH Perspective
Econometrics and Statistics | Financial Intermediation, Systemic Risk Lab | 2023 | spatial GARCH; network; risk spillover; nancial spillover |
Katja Langenbucher, Loriana Pelizzon | Short Selling – On Ethics, Politics, and Culture
Zeitschrift für Bankrecht und Bankwirtschaft | Financial Markets | 2021 | |
Alexandre Corhay, Thilo Kind, Howard Kung, Gonzalo Morales | Discount Rates, Debt Maturity, and the Fiscal Theory
Journal of Finance | Financial Intermediation | 2023 | Term structure of interest rates, Fiscal theory of the price level, Bond risk premia, Government debt, DSGE models, Nonlinear solution methods |
Dmitry Kuvshinov, Niklas Kaspar Zimmermann | The Big Bang: Stock Market Capitalization in the Long Run
Journal of Financial Economics | Macro Finance | 2022 | Stock market capitalizationEquity issuanceCorporate profitsWealth-to-income ratiosLong-run trends |
Dennis Gram, Pantelis Karapanagiotis, Jan Krzyzanowski, Marius Liebald, Uwe Walz | An Extensible Model for Historical Financial Data with an Application to German Company and Stock Market Data
In Proceedings of the ICTeSSH 2021 conference | Financial Intermediation, Data Center | 2021 | |
Michele Costola, Matteo Iacopini, Carlo R.M.A. Santagiustina | On the “Mementum” of Meme Stocks
Economics Letters | Financial Markets | 2021 | Meme stocksSocial mediaSocial tradingCointegrationRegime switching |
Volker Flögel, Christian Schlag, Claudia Zunft | Momentum-Managed Equity Factors
forthcoming in Journal of Banking and Finance | Financial Markets | 2023 | factor timing, time series momentum, anomalies |
Monica Billio, Michele Costola, Loriana Pelizzon, Max Riedel | Buildings' Energy Efficiency and the Probability of Mortgage Default: The Dutch Case
Journal of Real Estate Finance and Economics | Financial Markets, Systemic Risk Lab | 2022 | Mortgages, Energy Eciency, Credit Risk |
Monica Billio, Michele Costola, Iva Hristova, Carmelo Latino, Loriana Pelizzon | Inside the ESG Ratings: (Dis)agreement and Performance
Corporate Social Responsibility and Environmental Management, Special Issue on Environmental, Social, Governance: Implications for Businesses and Effects for Stakeholders | Financial Markets | 2021 | |
Mila Getmansky Sherman, Ravi Jagannathan, Loriana Pelizzon, Ernst Schaumburg, Darya Yuferova | Recovery from Fast Crashes: Role of Mutual Funds
Journal of Financial Markets | Financial Markets, Systemic Risk Lab, Data Center | 2022 | 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 | Bankenstrukturreformen in Deutschland und dem Vereinigten Königreich
Schriften zum Unternehmens- und Kapitalmarktrecht 68 (Mohr Siebeck) | 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 | Financial Markets | 2021 | bubbles, Option prices, sentiment, valuation ratios, volatility | |
Konstantin Bräuer, Andreas Hackethal, Tobin Hanspal | Consuming Dividends
Review of Financial Studies | Household Finance | 2022 | Consumption, Stock market wealth, Dividends, Excess sensitivity, Self-control, Household finance, Retail investor |
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
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 | ||
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
Journal of Financial and Quantitative Analysis | Household Finance | 2022 | Financial literacy, online borrowing, Consumer credit, Self-control, FinTech, China |
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 | Financial Markets | 2021 | 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 | 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: Bank disclosure and loss recognition in the financial crisis
Journal of Financial Economics | Financial Intermediation | 2022 | 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 | |
Sandra Eckert | Financial Intermediation | 2022 | ||
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 | |
Marie Lalanne | Law and Finance | 2023 | ||
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 |
Monica Billio, Massimiliano Caporin, Roberto Panzica, Loriana Pelizzon | The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification
International Review of Economics & Finance | Financial Markets, Systemic Risk Lab | 2023 | CAPM, volatility, network, interconnections, systematic risk |
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 |
Baptiste Massenot, Yuri Pettinicchi | Can Households See into the Future? Survey Evidence from the Netherlands
Journal of Economic Behavior and Organization | Macro Finance | 2019 | |
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 |
Mila Getmansky Sherman, Giulio Girardi, Stanislava Nikolova, Loriana Pelizzon, Kathleen Weiss Hanley | Portfolio Similarity and Asset Liquidation in the Insurance Industry
Journal of Financial Economics | Financial Markets, Systemic Risk Lab | 2021 | Interconnectedness, Asset Liquidation, Similarity, Financial Stability, Insurance Com- panies, SIFI |
Nils Grevenbrock, Max Groneck, Alexander Ludwig, Alexander Zimper | Cognition, Optimism and the Formation of Age-Dependent Survival Beliefs
International Economic Review | Macro Finance | 2021 | |
Alfons J. Weichenrieder, Fangying Xu | Are Tax Havens Good? Implications of the Crackdown on Secrecy
Journal of Economics | Macro Finance | 2019 | |
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 | |
Loriana Pelizzon, Anjan Thakor, Calebe de Roure | P2P Lenders versus Banks: Cream Skimming or Bottom Fishing?
The Review of Corporate Finance Studies | Household Finance | 2022 | |
Claes Bäckman, Tobin Hanspal | Household Finance | 2022 | ||
Jaakko Aspara, Arvid Hoffmann, Joost Pennings, Simone Wies | Household Finance | 2019 | ||
Domenico Rocco Cambrea, Stefano Colonnello, Giuliano Curatola, Giulia Fantini | CEO Investment of Deferred Compensation Plans and Firm Performance
Journal of Business Finance & Accounting | Law and Finance | 2019 | Inside Debt, Executive Compensation, Corporate Distress |
Stefano Colonnello, Giuliano Curatola, Alessandro Gioffré | Pricing Sin Stocks: Ethical Preference vs. Risk Aversion
European Economic Review | Financial Markets | 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 | Financial Intermediation, 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 | Macro 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 Al Degwy, 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 | 2023 | 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
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 | Macro 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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