SAFE Publications

Forscher/innenTitelProgrammbereichPubliziertKeywords
Reint Gropp, Andre Guettler Financial Intermediation, Transparency Lab 2018soft information, discretionary lending, relationship lending, competition
Douglas Cumming, Jochen Christian Werth, Yelin Zhang Law and Finance 2017Entrepreneurship, Entrepreneurial Finance, Governance, Technology Park, Incubator, Board of Directors, Venture Capital, Angel
Rainer Haselmann, Vikrant Vig Financial Intermediation 2022capital 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 Household Finance 2022Intermediated work; Multi-level marketing; Gig-economy; Entrepreneurship; Con- sumer financial protection
Kevin Bauer, Oliver Hinz, Moritz von Zahn Financial Intermediation, Experiment Center 2023XAI, 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 2016mood, 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 2020Fiscal policy, austerity, sovereign risk, yield spreads, confidence, panel VAR, local projections, fiscal stress
Giuliano Curatola Financial Intermediation 2021
Jens-Hinrich Binder Financial Intermediation, Law and Finance 2015Banking Union, Single Supervisory Mechanism, Single Resolution Mechanism, Banking Regulation, Bank Corporate Governance
Alperen Afşin Gözlügöl, Wolf-Georg Ringe 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 2023Rational Inattention, Obfuscation, Price Competition, Digitalized Markets
Ilya Dergunov, Christoph Meinerding, Christian Schlag Financial Markets 2023
Peter Andre, Carlo Pizzinelli, Christopher Roth, Johannes Wohlfart2022
Cannon Cloud, Simon Heß, Johannes Kasinger 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 2023Central Clearing, Counterparty Risk, Systematic Risk, OTC markets, Derivatives, Loss Sharing, Collateral, Margin
Deyan Radev Financial Intermediation 2022Banking 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 2016money, coordination, pricing, transactions
Markku Kaustia, Samuli Knüpfer, Sami Torstila Household Finance 2015Stock 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 Financial Intermediation 2017financial 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 2023reverse mortgage, consumption-portfolio decisions, optimal stopping, biometric risks, financial disasters
Felix Noth, Ulrich Schüwer Financial Intermediation, Systemic Risk Lab 2023natural disasters, bank stability, non-performing assets, bank performance
Vincenzo Pezone Law and Finance 2023
Yalin Gündüz, Giorgio Ottonello, Loriana Pelizzon, Michael Schneider, Marti Subrahmanyam Financial Markets, Systemic Risk Lab 2023Corporate 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 Law and Finance 2023
Peter Gomber, Satchit Sagade, Erik Theissen, Moritz Christian Weber, Christian Westheide Financial Markets, Systemic Risk Lab 2023Dark Trading, Fragmentation, Anonymity, Immediacy
Ester Faia, Vincenzo Pezone
The Cost of Wage Rigidity
Review of Economic Studies
Macro Finance 2023Matched employer–employee dataset, Firms’ cost of wage rigidity, Predetermined measure of wage rigidity, High-frequency identification, Heterogeneous wage rigidity
Jan Pieter Krahnen, Christian Wilde Financial Markets 2022Structured 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 Law and Finance 2020
Nikolai Badenhoop, René Smits Law and Finance 2019financial supervision; professional secrecy; access to files; accountability; Banking Union; SSM; ECB
Nikolai Badenhoop, Henning Berger Law and Finance 2018Brexit, Commercial Banking, Clearing, EU passport, GATS, CETA, FTA, Equivalence, Alignment
Victor Klockmann, Marie Claire Villeval, Alicia von Schenk Household Finance, Experiment Center 2023
Fincap Team
Non-Standard Errors
forthcoming in Journal of Finance
Financial Intermediation, Financial Markets 2023non-standard errors, multi-analyst approach, liquidity
Anastasia Kotovskaia, Tobias Tröger Financial Intermediation, Law and Finance, Financial Markets 2023SRB, SRF, bank resolution, banking union, bail-in, ESM, national interest, political economy, bureaucrats’ incentives
Irene Mecatti, Tobias Tröger 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 Law and Finance 2022
Sebastian Steuer Law and Finance 2022
Carsten Bienz, Karin Thorburn, Uwe Walz Financial Intermediation 2023Private equity, leveraged buyouts, incentives, coinvestment, risk taking, wealth
Alessandro Pollastri, Paulo Rodrigues, Christian Schlag, Norman Seeger Financial Markets 2023
Andreas Nölke
EU Economic Governance: Erosion or Integration?
Post-Corona Capitalism: The Alternatives Ahead
Macro Finance 2022
Daniel Mertens, Matthias Thiemann Macro Finance 2022
Sandra Eckert Macro Finance 2022
Katja Langenbucher, Martin Winner Household Finance 2022
Myriam Hadnes, Michael Kosfeld, Björn Vollan 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 Law and Finance 2022
Michele Costola, Oliver Hinz, Michael Nofer, Loriana Pelizzon Financial Markets 2023COVID-19 news, Sentiment Analysis, Stock Markets
Oliver Hinz, Nora Jansen Financial Markets 2022
Oliver Hinz, Cristina Mihale-Wilson, Christof Weinhardt, Wil van der Aalst Financial Markets 2022
Oliver Hinz, Andreas Lanz, Christian Schlereth, Simon Stolz, Michael Weiler Financial Markets 2022
Oliver Hinz Financial Markets 2022
Valerie Carl, Oliver Hinz, Timothy Zilcher Financial Markets 2022
Bernd Freisleben, Oliver Hinz, Katharina Keller, Anja Klein, Bernd Simon, Artur Sterz Financial Intermediation 2023
Andreas Hackethal, Benjamin Loos, Steffen Meyer, Charline Uhr Household Finance 2023
Alperen Afşin Gözlügöl 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 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 Financial Intermediation 2021
Florian Heider, Farzad Saidi, Glenn Schepens Financial Intermediation 2019
Carlos Garcia-de-Andoain, Florian Heider, Simone Manganelli Financial Intermediation 2016
Bruno Biais, Florian Heider, Marie Hoerova Financial Intermediation 2016
Florian Heider, Alexander Ljungqvist Financial Intermediation 2015
Florian Heider, Marie Hoerova, Cornelia Holthausen Financial Intermediation 2015
Vanya Horneff, Raimond Maurer, Olivia S. Mitchell 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 Household Finance 2023
Christine Laudenbach, Michael Ungeheuer, Martin Weber Household Finance 2023
Andreas Hackethal, Michael Kirchler, Christine Laudenbach, Michael Razen, Annika Weber Household Finance 2023Risk Preferences, Incentives, Experimental Economics, Risk Aversion
Jana Eisenkopf, Steffen Juranek, Uwe Walz Financial Intermediation 2023Responsible 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 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 2023Fragmentation, Competition, Liquidity, Price Efficiency
Ulrike M. Malmendier, Vincenzo Pezone, Hui Zheng Law and Finance 2023
Massimiliano Caporin, Michele Costola Financial Markets 2022Granger 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 2022Funding dry-ups Spillovers Money market funds Corporate deposits Dollar funding Banks
Dennis Gram, Pantelis Karapanagiotis, Marius Liebald, Uwe Walz Financial Intermediation, Data Center 2022informational 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 Law and Finance 2022climate 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 2020Vermögen, Kapitalanlage, Financial Investment
Emily C. Haisley, Christine Laudenbach, Martin Weber Household Finance 2013risk taking, asset allocation, risk perception
Christine Laudenbach, Martin Weber Household Finance 2013risk-return, information aggregation, investment decisions
Christian Ehm, Christine Laudenbach, Martin Weber Household Finance 2014volatility, risk attitude, experimental finance, behavioral asset pricing
Christine Laudenbach, Ulrike M. Malmendier, Alexandra Niessen-Ruenzi Household Finance 2019Household 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 Household Finance 2021Individual investors, risk-taking, trading, experiences
Markus Kröll, Devesh Rustagi Law and Finance, Experiment Center 2022Motivation 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 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 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 Financial Intermediation, Law and Finance, Macro Finance 2021
Matthias Goldmann Financial Intermediation, Law and Finance 2021
Ester Faia, Andreas Fuster, Vincenzo Pezone, Basit Zafar Law and Finance 2023Belief 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 Financial Markets, Macro Finance 2022Amplification, business cycle, efficiency, dampening, restricted market participation, risk pooling
Mario Bellia, Loriana Pelizzon, Marti Subrahmanyam, Darya Yuferova Financial Markets, Systemic Risk Lab 2023esignated Market Makers (DMMs), Liquidity Provision
Gianluca Anese, Marco Corazza, Michele Costola, Loriana Pelizzon Financial Markets 2023Public financial news, Stock market, NLP, Dictionary, LSTM neural net- works, Investor sentiment, S&P 500
Alperen Afşin Gözlügöl Law and Finance 2022
Alperen Afşin Gözlügöl Law and Finance 2022
Alperen Afşin Gözlügöl Law and Finance 2022
Alperen Afşin Gözlügöl Law and Finance 2021
Alperen Afşin Gözlügöl Law and Finance 2021
Alperen Afşin Gözlügöl Law and Finance 2020
Vanya Horneff, Raimond Maurer, Olivia S. Mitchell Household Finance 2023
Raimond Maurer 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 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 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 2021Covid-19, Forbearance, Bank Capitalization, Bank Resolution, Supervisory Relief Measures, Financial Stability
Tobias Tröger Law and Finance 2021
Benedikt Happ, Tobias Tröger 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 2023Sovereign Bonds, Term Structure of Interest Rates, Segmentation, Liquidity, Flight-to-safety, Credit Risk, Unconventional Monetary Policy
Nina Biljanovska, Spyridon Palligkinis Household Finance, Macro Finance 2018Self-Control, Household Wealth, Household Finance
Alexander Ludwig, Matthias Schön Household Finance, Macro Finance 2018Dynamic Models, Numerical Solution, Method of Endogenous Gridpoints, Delaunay Interpolation
Shafik Hebous, Tom Zimmermann Macro Finance 2018Narrative Approach, Fiscal Stabilization, Tax Multiplier, Weak Instruments
Iñaki Aldasoro, Iván Alves Macro Finance 2018interbank networks, systemic importance, multiplex networks
Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Tatjana Schimetschek Household Finance 2021Annuity, delayed retirement, lifetime income, pension, early retirement, Social Security
Giovanni Bonaccolto, Massimiliano Caporin, Roberto Panzica Financial Markets 2019Granger causality, quantile causality, multi-layer network, network combination
Michael Donadelli, Patrick Grüning Financial Markets 2021Endogenous growth, Asset pricing, Government, Fiscal policy, Heterogeneous innovation
Andreas Barth, Deyan Radev Financial Intermediation 2022
Tobias Tröger Financial Intermediation 2019MREL, 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 2018Expectation formation; Expectation error; Learning; Extrapolation; Experience
Michael Donadelli, Patrick Grüning, Marcus Jüppner, Renatas Kizys Financial Markets 2021Global 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 2018dynamic 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 2021crowdfunding, crowdsponsoring, crowdlending, crowdinvesting, contract law, conflict of laws, banking regulation, securities regulation
Dirk Krueger, Alexander Ludwig, Sergio Villalvazo Macro Finance 2021Idiosyncratic 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 2019related party transactions, Germany Inc., industrial organization, tunneling, private benefits of control, capital maintenance, group law
Florian Hoffmann, Roman Inderst, Marcus Opp Law and Finance 2021Compensation design, duration of pay, moral hazard, persistence, principal- agent models, informativeness principle
Andreas Hackethal, Steffen Meyer, Charline Uhr Household Finance 2021self-control; portfolio allocation; individual investor; trading behavior
Matthias Thiemann, Tobias Tröger Law and Finance 2020shadow banking, regulatory arbitrage, principles-based regulation, credit funds, prudential supervision, non-bank financial intermediation
Dimitrios Kostopoulos, Steffen Meyer, Charline Uhr Household Finance 2022
Benjamin Clapham, Peter Gomber, Michael Siering Financial Markets 2021
Micha Bender, Benjamin Clapham, Peter Gomber, Jascha-Alexander Koch Financial Markets 2021
Micha Bender, Tino Cestonaro, Peter Gomber, Jascha-Alexander Koch Financial Markets 2021
Gyozo Gyöngyösi, Emil Verner Household Finance 2020
Gyozo Gyöngyösi, Emil Verner Household Finance 2022
Andreas Hackethal, Tobin Hanspal, Dominique Lammer, Kevin Rink Household Finance 2022Bitcoin, Cryptocurrencies, Structured retail products, Retail investors, Household finance, Investor behavior
Monica Billio, Bertrand B. Maillet, Loriana Pelizzon Financial Markets 2022
Monica Billio, Massimiliano Caporin, Lorenzo Frattarolo, Loriana Pelizzon Financial Intermediation, Systemic Risk Lab 2023spatial 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 Financial Intermediation 2023Term 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 Macro Finance 2022Stock market capitalizationEquity issuanceCorporate profitsWealth-to-income ratiosLong-run trends
Dennis Gram, Pantelis Karapanagiotis, Jan Krzyzanowski, Marius Liebald, Uwe Walz Financial Intermediation, Data Center 2021
Michele Costola, Matteo Iacopini, Carlo R.M.A. Santagiustina Financial Markets 2021Meme stocksSocial mediaSocial tradingCointegrationRegime switching
Volker Flögel, Christian Schlag, Claudia Zunft
Momentum-Managed Equity Factors
forthcoming in Journal of Banking and Finance
Financial Markets 2023factor timing, time series momentum, anomalies
Monica Billio, Michele Costola, Loriana Pelizzon, Max Riedel Financial Markets, Systemic Risk Lab 2022Mortgages, 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 Financial Markets, Systemic Risk Lab, Data Center 2022Liquidity Provision; Market Fragility; Flash Crash; Slow-Moving Capital
Johannes Kasinger, Lukas Nöh, Alfons J. Weichenrieder 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 Financial Intermediation, Experiment Center 2021
Can Gao, Ian Martin Financial Markets 2021bubbles, Option prices, sentiment, valuation ratios, volatility
Konstantin Bräuer, Andreas Hackethal, Tobin Hanspal
Consuming Dividends
Review of Financial Studies
Household Finance 2022Consumption, 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 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 Household Finance 2022Financial literacy, online borrowing, Consumer credit, Self-control, FinTech, China
Nicole Branger, Patrick Konermann, Christoph Meinerding, Christian Schlag Financial Markets, Systemic Risk Lab 2021Dynamic Networks, Mutually Exciting Processes, Asset Pricing, General Equilibrium, Recursive Preferences
Christian Schlag, Michael Semenischev, Julian Thimme Financial Markets 2021Asset pricing, cross-section of stock returns, predictability
Monica Billio, Mila Getmansky Sherman, Loriana Pelizzon Financial Markets 2009Hedge Funds, Risk Management, High frequency data
Elena Carletti, Tommaso Oliviero, Marco Pagano, Loriana Pelizzon, Marti Subrahmanyam Financial Markets 2020COVID-19, pandemics, losses, distress, equity, recapitalization.
Vanessa Endrejat, Matthias Thiemann Financial Intermediation, Systemic Risk Lab 2020
Dimitrios Kostopoulos, Steffen Meyer, Charline Uhr Household Finance 2020Individual investorTrading behaviorInvestor sentiment
Vanya Horneff, Raimond Maurer, Olivia S. Mitchell Household Finance 2020Life cycle savingHousehold financeAnnuityLongevity risk401(k) planRetirement
Elsa Massoc Financial Intermediation 2020
Aleksey Kolokolov, Giulia Livieri, Davide Pirino Financial Markets 2020staleness, idle time, liquidity, zero returns, stable convergence
Christian Schlag, Julian Thimme, Rüdiger Weber Financial Markets 2021Preference 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 Household Finance 2020Annuity; labor supply; lump sum; retirement age; social security
Jan Friedrich Financial Intermediation 2019
Vanya Horneff, Raimond Maurer, Olivia S. Mitchell Household Finance 2019
Andrea Bedin, Monica Billio, Michele Costola, Loriana Pelizzon Systemic Risk Lab 2019credit scoring; probability of default; small and medium enterprises; asset-backed securities
Stefano Colonnello, Giuliano Curatola, Alessandro Gioffré Financial Markets 2019
Jannis Bischof, Christian Laux, Christian Leuz Financial Intermediation 2022Banks, 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 2018Foreign direct investment, regulatory power, expropriation, socio-economic rights, linkages
Burkard Eberlein, Sandra Eckert Financial Intermediation 2020
Sandra Eckert Financial Intermediation 2022
Erik Theissen, Christian Westheide Financial Markets 2020
Christian Schlag, Kailin Zeng Financial Markets 2019Connected 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 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 2019Say-on-pay, corporate governance, management compensation
Sascha Baghestanian, Paul Gortner, Joël van der Weele Household Finance, Financial Markets, Experiment Center 2019peer effects, laboratory experiments, risk taking, asset markets
Tim Eisert, Christian Eufinger Law and Finance, Systemic Risk Lab 2019bailout, cycle flows, cyclical liabilities, interbank network, leverage
Roberto Casarin, Michele Costola Systemic Risk Lab 2019
Massimiliano Caporin, Michele Costola Systemic Risk Lab 2019
Viral Acharya, Tim Eisert, Christian Eufinger, Christian Hirsch 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 2019Return 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 2019financing decisions, life-cycle, firm growth, newly founded firms
Monica Billio, Massimiliano Caporin, Roberto Panzica, Loriana Pelizzon Financial Markets, Systemic Risk Lab 2023CAPM, volatility, network, interconnections, systematic risk
Daniel Harenberg, Alexander Ludwig Household Finance, Macro Finance 2019social security, idiosyncratic risk, aggregate risk, welfare
Baptiste Massenot, Yuri Pettinicchi Macro Finance 2019
Holger Kraft, Farina Weiss
Consumption-Portfolio Choice with Preferences for Cash
Journal of Economic Dynamics and Control
Household Finance 2019consumption-portfolio choice, money in the utility function, stock demand, stochastic control
Mila Getmansky Sherman, Giulio Girardi, Stanislava Nikolova, Loriana Pelizzon, Kathleen Weiss Hanley Financial Markets, Systemic Risk Lab 2021Interconnectedness, Asset Liquidation, Similarity, Financial Stability, Insurance Com- panies, SIFI
Nils Grevenbrock, Max Groneck, Alexander Ludwig, Alexander Zimper Macro Finance 2021
Alfons J. Weichenrieder, Fangying Xu 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 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 Law and Finance 2019Inside Debt, Executive Compensation, Corporate Distress
Stefano Colonnello, Giuliano Curatola, Alessandro Gioffré Financial Markets 2019
Massimiliano Caporin, Aleksey Kolokolov, Roberto Renò
Systemic Co-Jumps
Journal of Financial Economics
Financial Markets, Systemic Risk Lab 2017Jumps; Return predictability; Systemic events; Variance risk premium
Marcel Bluhm Financial Intermediation, Systemic Risk Lab 2018Financial fragility, Interbank market, Liquidity, Maturity, Network
Claudia Lambert, Felix Noth, Ulrich Schüwer Financial Intermediation 2019catastrophic events, bank regulation, capital ratios, natural experiment
Jan Friedrich, Matthias Thiemann Financial Intermediation 2016
Fabian Ochsenfeld 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 2017Collusion, Cartels, Legal cartels, Contracts
Helmut Elsinger, Philipp Schmidt-Dengler, Christine Zulehner
Competition in Treasury Auctions
American Economic Journal: Microeconomics
Law and Finance 2019treasury auctions, multi-unit auctions, independent private values, competition, bidder surplus, auction format
Michael Donadelli, Antonio Paradiso, Max Riedel Financial Markets 2019Leading indicator, EU industrial production, Granger causality, Turning points, Forward-looking Taylor rule
Reint Gropp, Thomas Mosk, Steven Ongena, Carlo Wix Financial Intermediation 2019Bank capital ratios, Bank regulation, Credit supply
Michael Brennan, Holger Kraft Financial Markets 2018Capital structure, financing policy, managerial incentives
Tobias Tröger 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 Financial Markets 2017Eelectronic 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 2017Banking networks; Systemic risk; Contagion, Fire sales, Prudential regulation
Iñaki Aldasoro, Ester Faia
Systemic Loops and Liquidity Regulation
Journal of Financial Stability
Macro Finance 2016Bank runs, Liquidity scarcity, Interconnections, Contagion, Phase-in
Steffen Andersen, Tobin Hanspal, Kasper Meisner Nielsen Household Finance 2019Experiences, Risk taking, Financial crisis, Household finance
Patrick Grüning Financial Markets 2018Heterogeneous 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 2018Performance 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 2018Liquidity, Jump detection, Hawkes processes, Government bonds, MTS bond market
Luca Enriques, Tobias Tröger 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 2016systemic 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 Financial Markets, Systemic Risk Lab 2018Asset pricing, Epstein-Zin preferences, jump risk, stochastic volatility, level and slope of implied volatility smile
Juan Pablo Bohoslavsky, Matthias Goldmann Financial Intermediation 2016sovereign debt restructuring, international law, collective action clauses, debt sustainability, legal principles, holdout creditors, holdout litigation
Matthias Goldmann, Silvia Steininger Financial Intermediation 2016democracy, finance, role of law, discourse theory, Habermas, sovereign debt, cleavages
Matthias Goldmann, Ingo Venzke, Armin von Bogdandy Financial Intermediation 2017international 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 2017international investment law, financial regulation, deliberation, monetary policy, sovereign debt
Fabian Ochsenfeld Macro Finance 2018distribution, manufacturing, causal mechanisms, political economy, Germany, Europe
Alexander Bick, Nicola Fuchs-Schündeln Macro Finance 2017Tax Law, Fiscal Policies, Behavior of Economic Agents, Household
Jan Friedrich, Matthias Thiemann Financial Intermediation 2018financial regulation, shadow banking, epistemic authority, private risk-management
Jan Friedrich, Matthias Thiemann Financial Intermediation 2017Capital Markets Union, clearing, regulatory competition, regulatory arbitrage, supervision
Holger Kraft, Claus Munk, Sebastian Wagner Household Finance 2018Habit 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 2017Temperature 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 2018Firm valuation, Real options, Volatility, R&D expenses
Martin Götz
Competition and Bank Stability
Journal of Financial Intermediation
Financial Intermediation 2018Risk, Stability, Competition, Contestability, Entry, Lending
Giuliano Curatola Macro Finance 2017Asset pricing; General equilibrium; heterogeneous investors; interdependent preferences; portfolio choice
Andreas Hubener, Raimond Maurer, Olivia S. Mitchell Household Finance 2016
Giuliano Curatola
Optimal Portfolio Choice with Loss Aversion Over Consumption
Quarterly Review of Economics and Finance
Financial Markets 2017Loss-aversion, Habit-formation, Consumption–portfolio choice
Stefano Colonnello, Giuliano Curatola, Ngoc Giang Hoang Law and Finance 2017Inside Debt, Credit Spreads, Risk-Taking
Jan Pieter Krahnen, Felix Noth, Ulrich Schüwer Financial Intermediation 2017banking, structural reforms, prohibition of proprietary trading, banking separation
Patrick Grüning Financial Markets 2017Innovation, Technology spillover, Endogenous growth, Long-run risk, International finance
Gabriele Camera, Alessandro Gioffré
Asymmetric Social Norms
Economics Letters
Macro Finance 2017cooperation, 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 Financial Markets 2017WHO 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 2016Equity market integration, dynamic correlation, principal components, international diversification benefits
Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Tatjana Schimetschek Household Finance 2018Annuity, lump sum, Social Security, delayed retirement, lifetime income, pension
Florian Hett, Alexander Schmidt Financial Intermediation, Transparency Lab, Experiment Center 2017Bailout, Implicit Guarantees, Too-Big-To-Fail, Market Discipline
Sascha Baghestanian, Paul Gortner, Baptiste Massenot Law and Finance, Experiment Center 2017compensation, liquidity, experimental asset markets, bubbles
Christian Eufinger, Andrej Gill Law and Finance, Transparency Lab, Experiment Center 2017Basel 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 2017consumer education,financial literacy, bounded rationality, competition, regulation
Peter Gomber, Satchit Sagade, Erik Theissen, Moritz Christian Weber, Christian Westheide Financial Markets 2017Competition, Fragmentation, Market Structure, Liquidity, Price Discovery
Holger Kraft, Thomas Seiferling, Frank Thomas Seifried Financial Markets 2017consumption-portfolio choice, asset pricing, stochastic differential utility, incomplete markets, fixed point approach, FBSDE
Emanuel Bayer, Bernd Skiera, Kapil Tuli Law and Finance 2017disclosure, customer metrics, accounting, financial reporting, marketing–finance interface
Shafik Hebous, Alfons J. Weichenrieder Macro Finance 2016EMU, 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 2016Banking 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 Financial Markets 2016http://www.sciencedirect.com/science/article/pii/S0165176516300933
Holger Kraft, Claus Munk, Frank Thomas Seifried, Sebastian Wagner Household Finance 2017Consumption hump, life-cycle utility maximization, habit formation, impatience
Vilen Lipatov, Alfons J. Weichenrieder Macro Finance 2016fiscal federalism, taxing rights, decentralization theorem
Brigitte Haar Law and Finance 2014collective 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 2015private equity, leveraged buyouts, active shareholders, ownership concentration, corporate governance
Adrian Buss, Bernard Dumas, Raman Uppal, Grigory Vilkov Financial Markets 2016Tobin tax, borrowing constraints, short-sale constraints, stock market volatility, incomplete markets, differences of opinion
Jens-Hinrich Binder Financial Intermediation 2023EU 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
Macro Finance 2016Progressive Taxation, Education Subsidy, Transitional Dynamics
Douglas Cumming, Uwe Walz, Jochen Christian Werth Law and Finance 2016Venture governance, entrepreneurship, entrepreneurial spawning, angel finance, venture capital, exit
Ester Faia, Andreas Hackethal, Michael Haliassos, Katja Langenbucher Household Finance, Macro Finance 2015banking union, microprudential regulation, macroprudential regulation, investor protection, borrower protection
Monica Billio, Lorenzo Frattarolo, Loriana Pelizzon Financial Intermediation, Systemic Risk Lab 2014Extra 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 2015Cooperation, Social norms, Grim trigger, Random matching
Andrea Weber, Moritz Christian Weber, Andrea Weber, Christine Zulehner 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 2013Subprime crisis, Collateral, Liquidity, Unconventional monetary policy
Klaus Gugler, Michael Weichselbaumer, Christine Zulehner Law and Finance 2015Construction procurement, First-price auctions, Private values, Economic crisis, Government stimulus
Franz Hackl, Michael Kummer, Rudolf Winter-Ebmer, Christine Zulehner Financial Markets 2014Retailing, Product life cycle, Market structure, Market performance, Markup, Price dispersion
Helmut Mahringer, Christine Zulehner Law and Finance 2013Child-care, Labour supply, Bivariate sample selection, Matched survey and administrative data
René Böheim, Klemens Himpele, Helmut Mahringer, Christine Zulehner Law and Finance 2013gender wage differentials, quantile regressions, decomposition, matched employer-employee data
René Böheim, Klemens Himpele, Helmut Mahringer, Christine Zulehner Law and Finance 2013Gender 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 Household Finance 2014
Giuliano Curatola, Michael Donadelli, Patrick Grüning Financial Markets 2015BRIC countries, Equity risk premium, Long-run risk, Persistence
Giuliano Curatola Financial Markets, Macro Finance 2015Loss-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 2016shadow banking, regulatory arbitrage, prudential supervision
Dirk Hackbarth, Rainer Haselmann, David Schoenherr Financial Intermediation 2015financial distress, law and finance, shareholder recovery, stock returns
Markus Behn, Rainer Haselmann, Paul Wachtel Financial Intermediation 2016capital regulation, credit crunch, financial crisis, pro-cyclicality
Silvia Bressan, Noemi Pace, Loriana Pelizzon Household Finance, Systemic Risk Lab 2014Household portfolios, Health status
Axel Börsch-Supan, Alexander Ludwig Macro Finance 2014
Alexander Ludwig, Alexander Zimper Macro Finance 2014Ambiguity, Non-additive probability measures, Bayesian learning, Truncated normal distribution, Risk-free rate puzzle
Vanya Horneff, Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla Household Finance 2015dynamic 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 2015Corporate 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 Financial Markets 2015Innovation, breakthrough innovation, stock market impact, IPO, marketing-finance interface, consumer packaged goods
Guido Friebel, Matthias Heinz Law and Finance 2014Media 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 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 2015Macro-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 Financial Intermediation, Systemic Risk Lab 2014Financial 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 Financial Intermediation 2016Banking, Bank Regulation, Financial Stability, Risk, Hedging, Business Cycles, Industrial Structuree
Peter Gomber, Satchit Sagade, Erik Theissen, Moritz Christian Weber, Christian Westheide 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 Household Finance, Macro Finance 2016Cumulative 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 2014debt sustainability, fiscal reaction function, euro area
Gabriele Camera, Alessandro Gioffré Macro Finance 2014Social norms, repeated games, cooperation, payment systems
Zeno Adams, Roland Füss, Reint Gropp Financial Intermediation, Systemic Risk Lab 2014Risk spillovers, state-dependent sensitivity value-at-risk (SDSVaR), quantile regression, financial institutions, hedge funds
Holger Kraft, Frank Thomas Seifried Financial Markets 2014stochastic differential utility, recursive utility, convergence, backward stochastic differential equation
Nicole Branger, Holger Kraft, Christoph Meinerding Financial Markets, Systemic Risk Lab, Transparency Lab 2014Asset 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 2014household finance, household debt, social interactions, mortgages, consumer credit, informal loans
Marcel Bluhm, Jan Pieter Krahnen Macro Finance, Systemic Risk Lab 2014systemic risk, systemic risk charge, macroprudential supervision, Shapley value, financial network
Ignazio Angeloni, Ester Faia, Roland C. Winkler
Exit Strategies
European Economic Review
Macro Finance 2014exit strategies, debt consolidation, ?fiscal policy, ?fiscal multipliers, monetary policy, bank runs
Yacine Aït-Sahalia, Roger J. A. Laeven, Loriana Pelizzon Financial Markets, Macro Finance, Systemic Risk Lab 2014CDS, Sovereign risk, Systemic risk, Jumps, Feedback, Hawkes processes, Mutually exciting processes, Impulse-response
Iñaki Aldasoro, Ignazio Angeloni Macro Finance, Systemic Risk Lab 2015banks, input-output, systemic risk, too-interconnected-to-fail, networks, interbank markets
Dirk Bursian, Markus Roth Macro Finance 2014Optimal 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 2014Bank 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 2015Life 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 2015bank 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 2015Central Banking, European Central Bank, Financial Crisis, Fiscal Crisis, Trust
Tobias Tröger Financial Intermediation 2014prudential 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 Household Finance, Macro Finance 2017population 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 2015Experimental Asset Markets, Anchoring, Bubbles
Helmut Gründl, Tobias Niedrig Financial Intermediation 2015Contingent Convertible Capital, CoCo Bond, Basel III, Solvency II, Life Insurance, Interconnectedness
Tobias Niedrig Financial Intermediation 2015Basel 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 2015trust, debt sustainability, fiscal reaction function, euro area, EU
Daniel Harenberg, Alexander Ludwig Household Finance, Macro Finance 2015social security, idiosyncratic risk, aggregate risk, welfare, insurance, crowding out
Tobias Tröger Financial Intermediation 2015banking union, macro-prudential supervision, real estate lending, bail-in, market discipline
Nicole Branger, Christian Schlag, Lue Wu Financial Markets 2015General Equilibrium, Asset Allocation, Learning, Different Beliefs, Over-Confidence
Nicole Branger, Holger Kraft, Christoph Meinerding Financial Markets, Systemic Risk Lab 2016General Equilibrium, Asset Pricing, Recursive Preferences, Long-Run Risk, Disaster Models
Anne-Caroline Hüser Macro Finance 2015Interbank networks, systemic risk, contagion, banking, macro-prudential policy
Marius Ascheberg, Nicole Branger, Holger Kraft, Frank Thomas Seifried Financial Markets 2016Optimal investment, jumps, stochastic volatility, welfare loss
Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio, Jun Uno Financial Markets, Systemic Risk Lab 2016Liquidity, Credit Risk, Euro-zone Government Bonds, Financial Crisis, MTS Bond Market
Christoph Hambel, Holger Kraft, Lorenz Schendel, Mogens Steffensen Household Finance 2017Health shocks, Portfolio choice, Term life insurance, Mortality risk, Labor income risk
Baptiste Massenot, Stéphane Straub 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