Leibniz Institute SAFE

Current Topics

Monetary policy

Finance Blog: Why other central banks should think twice before they consider emulating the US Federal Reserve

Corona & income

News: School closures during the Corona crisis are mainly at the expense of younger children

Artificial Intelligence

Finance Blog: Algorithms for automated decision making bear risks that can lead to a loss of social welfare

Regulatory Radar

Finance Blog: In September, implementation deadlines to mitigate the impact of the Coronacrises have been extended

Policy Web Seminar

News: How globalization and demographic change affect the world economy

Latest Research and Policy Publications

Title	Author/s	Program Area	Source	Published	Keywords
Equilibrium Asset Pricing in Directed Networks	Nicole Branger, Patrick Konermann, Christoph Meinerding, Christian Schlag	Financial Markets, Systemic Risk Lab	forthcoming in Review of Finance, 2020	2020	Dynamic Networks, Mutually Exciting Processes, Asset Pricing, General Equilibrium, Recursive Preferences
Predictability and the Cross-Section of Expected Returns: A Challenge for Asset Pricing Models	Christian Schlag, Michael Semenischev, Julian Thimme	Financial Markets	forthcoming in Management Science, 2020	2020	Asset pricing, cross-section of stock returns, predictability
Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data	Monica Billio, Mila Getmansky Sherman, Loriana Pelizzon	Financial Markets	Journal of Alternative Investments, 2009	2009	Hedge Funds, Risk Management, High frequency data
Beyond Moral Hazard Arguments: The Role of National Deposit Insurance Schemes for Member States’ Preferences on EDIS	Matthias Thiemann, Mario Tümmler	Financial Intermediation	White Paper No. 72, 2020	2020	Banking Union, Deposit Insurance, EDIS
The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy	Elena Carletti, et al.	Financial Markets	The Review of Corporate Finance Studies, 2020	2020	COVID-19, pandemics, losses, distress, equity, recapitalization.

→ All research publications → All policy publications

SAFE Finance Blog

Otmar Issing: Central banks should think long and hard before they consider emulating the Fed, for four technical and political reasons.

Kevin Bauer: Besides great potential, the use of algorithms for automated decision making also bears risks that can lead to a loss of social welfare

Extended implementation deadlines to mitigate the impact of the COVID-19 crisis, new rules for central counterparty colleges, and FSB evaluation of "too big to fail" reforms for systemically important banks

Large-scale household survey shows a constant picture with slight improvements after six months

→ All blog entries

News

16 Oct 2020

Upcoming Events

28 Oct 2020, 10:00

Latest Research and Policy Publications

Equilibrium Asset Pricing in Directed Networks

Predictability and the Cross-Section of Expected Returns: A Challenge for Asset Pricing Models

Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data

Beyond Moral Hazard Arguments: The Role of National Deposit Insurance Schemes for Member States’ Preferences on EDIS

The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy

SAFE Finance Blog

The danger of following the Fed

Algorithmic discrimination in the financial sector

The SAFE Regulatory Radar in September 2020

Stable situation of household incomes during the Corona crisis

News

Demography and globalization put a strain on national economies

SAFE participates again in "Book a Scientist" format of the Leibniz Association

School closures during the Corona crisis are mainly at the expense of younger children

Household incomes in Germany stable despite Corona crisis

Upcoming Events

SAFE Data Web Seminar on Intro to Web Scraping - How to Make Your Own Dataset

Price Currents, Financial Information and Market Transparency Workshop

Conference on Banking & the State

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