Aktuelle Forschungspublikationen
| Christian Schlag, Julian Thimme, Rüdiger Weber |
Implied Volatility Duration: A Measure for the Timing of Uncertainty Resolution forthcoming in Journal of Financial Economics |
2020 |
| Hengije Ai, Jun E. Li, Kai Li, Christian Schlag |
The Collateralizability Premium forthcoming in Review of Financial Studies |
2020 |
| Raimond Maurer, Olivia S. Mitchell |
Older Peoples' Willingness to Delay Social Security Claiming forthcoming in Journal of Pension Economics and Finance |
2020 |
| Darien Huang, Christian Schlag, Ivan Shaliastovich, Julian Thimme |
Volatility-of-Volatility Risk Journal of Financial and Quantitative Analysis |
2019 |
News
Aktuelle SAFE Policy-Publikationen
| Ignazio Angeloni |
Time to address the shortcomings of the banking union Policy Letter No. 77 |
Jan 2020 |
|
Tatiana Farina, Jan Pieter Krahnen, Loriana Pelizzon, Mark Wahrenburg |
What are the main factors for the subdued profitability of significant banks in the Banking Union, and is the ECB’s supervisory response conclusive and exhaustive? White Paper No. 65 |
Jan 2020 |
| Maik Schmeling |
What is Libra? Understanding Facebook´s Currency Policy Letter No. 76 |
Sep 2019 |
| Thomas Huertas |
Completing Banking Union White Paper No. 63 |
Sep 2019 |
