| Reint Gropp, Andre Guettler | Hidden Gems and Borrowers with Dirty Little Secrets: Investment in Soft Information, Borrower Self-selection and Competition
Journal of Banking & Finance
| Feb 2018 |
Research Publications
|
Financial Intermediation,
| 2018 | soft information, discretionary lending, relationship lending, competition |
Gropp, Reint
Guettler, Andre
| 1517439600 | Published Paper | |
Douglas Cumming,
Jochen Christian Werth, Yelin Zhang | Governance in Entrepreneurial Ecosystems: Venture Capitalists vs. Technology Parks
Small Business Economics
| Dec 2017 |
Research Publications
|
Law and Finance
| 2017 | Entrepreneurship, Entrepreneurial Finance, Governance, Technology Park, Incubator, Board of Directors, Venture Capital, Angel |
Zhang, Yelin
Cumming, Douglas
Werth, Jochen Christian
| 1512082800 | Published Paper | |
Florian Heider,
Jonas Schlegel,
Tobias Tröger,
Mark Wahrenburg | Do "white knights" make excessive profits in bank resolution?
White Paper No. 98
| Nov 2023 |
White Paper
|
Financial Markets
| 2023 | Bank Resolution, Bank Acquisition, Auctions, "Event Study" |
Tröger, Tobias
Heider, Florian
Schlegel, Jonas
Wahrenburg, Mark
| 1698793200 | Policy Paper | |
Rainer Haselmann,
Vikrant Vig | The Limits of Model-Based Regulation
| Jun 2022 |
Research Publications
|
Financial Intermediation
| 2022 | capital regulation, internal ratings, Basel regulation |
Vig, Vikrant
Haselmann, Rainer
| 1654034400 | Published Paper | |
Alessandro Di Nola, Leo Kaas,
Haomin Wang | Rescue Policies for Small Businesses in the COVID-19 Recession
forthcoming in Review of Economic Dynamics
| Jun 2023 |
Research Publications
|
Macro Finance
| 2023 | |
Wang, Haomin
Kaas, Leo
Di Nola, Alessandro
| 1685570400 | Published Paper | |
Claes Bäckman,
Tobin Hanspal | Participation and Losses in Multi-Level Marketing: Evidence from an FTC Settlement
Finance Planning Review
| Mar 2022 |
Research Publications
|
Household Finance
| 2022 | Intermediated work; Multi-level marketing; Gig-economy; Entrepreneurship; Con- sumer financial protection |
Bäckman, Claes
Hanspal, Tobin
| 1646089200 | Published Paper | |
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
| Mar 2023 |
Research Publications
|
Financial Intermediation,
| 2023 | XAI, explainable machine learning, Information Processing, Belief up-dating, algorithmic transparency |
von Zahn, Moritz
Bauer, Kevin
Hinz, Oliver
| 1677625200 | Published Paper |
Senior Researcher,
|
| Markku Kaustia, Elias Rantapuska | Does Mood Affect Trading Behavior?
Journal of Financial Markets
| Jan 2016 |
Research Publications
|
Household Finance
| 2016 | mood, seasonal affective disorder (SAD), weather, trading behavior, stock market |
Kaustia, Markku
Rantapuska, Elias
| 1451602800 | Published Paper | |
| Benjamin Born, Gernot J. Müller, Johannes Pfeifer | Does Austerity Pay Off?
The Review of Economics and Statistics
| May 2020 |
Research Publications
|
Macro Finance
| 2020 | Fiscal policy, austerity, sovereign risk, yield spreads, confidence, panel VAR, local projections, fiscal stress |
Müller, Gernot J.
Born, Benjamin
Pfeifer, Johannes
| 1588284000 | Published Paper | |
| Giuliano Curatola | Debt Holder Monitoring and Implicit Guarantees: Did the BRRD Improve Market Discipline?
Journal of Financial Stability
| Jun 2021 |
Research Publications
|
Financial Intermediation
| 2021 | |
Curatola, Giuliano
| 1622498400 | Published Paper | |
| Jens-Hinrich Binder | Banking Union and the Governance of Credit Institutions - A Legal Perspective
European Business Organization Law Review
| Oct 2015 |
Research Publications
|
Financial Intermediation,
Law and Finance
| 2015 | Banking Union, Single Supervisory Mechanism, Single Resolution Mechanism, Banking Regulation, Bank Corporate Governance |
Binder, Jens-Hinrich
| 1443650400 | Published Paper | |
| Alperen Afşin Gözlügöl, Wolf-Georg Ringe | Net-Zero Transition and M&A Transactions of Carbon-Intensive Assets
UC Davis Law Review
| May 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Ringe, Wolf-Georg
Gözlügöl, Alperen Afşin
| 1682892000 | Published Paper | |
Claes Bäckman,
Chandler Lutz | The Impact of Interest-Only Loans on Affordability
Regional Science and Urban Economics
| Jan 2020 |
Research Publications
|
Household Finance
| 2020 | |
Bäckman, Claes
Lutz, Chandler
| 1577833200 | Published Paper | |
| Aljoscha Janssen, Johannes Kasinger | Obfuscation and Rational Inattention
forthcoming in The Journal of Industrial Economics
| Jan 2023 |
Research Publications
|
Financial Intermediation,
Financial Markets
| 2023 | Rational Inattention, Obfuscation, Price Competition, Digitalized Markets |
Kasinger, Johannes
Janssen, Aljoscha
| 1672527600 | Published Paper | |
Ilya Dergunov, Christoph Meinerding,
Christian Schlag | Extreme Inflation and Time-Varying Expected Consumption Growth
Management Science
| May 2023 |
Research Publications
|
Financial Markets
| 2023 | |
Meinerding, Christoph
Dergunov, Ilya
Schlag, Christian
| 1682892000 | Published Paper |
Senior Researcher,
|
Peter Andre,
Carlo Pizzinelli, Christopher Roth, Johannes Wohlfart | Subjective Models of the Macroeconomy: Evidence From Experts and Representative Samples
The Review of Economic Studies
| Nov 2022 |
Research Publications
| | 2022 | |
Andre, Peter
Roth, Christopher
Wohlfart, Johannes
Pizzinelli, Carlo
| 1667257200 | Published Paper | |
| Michele Costola, Matteo Iacopini, Casper Wichers | Bayesian SAR Model with Stochastic Volatility and Multiple Time-Varying Weights
SAFE Working Paper No. 407
| Nov 2023 |
Working Paper
|
Financial Markets
| 2023 | |
Costola, Michele
Iacopini, Matteo
Wichers, Casper
| 1698793200 | SAFE Working Paper | |
Cannon Cloud,
Simon Heß, Johannes Kasinger | Shared E-Scooter Services and Road Safety: Evidence from Six European Countries
European Economic Review
| Nov 2023 |
Research Publications
|
Financial Markets
| 2023 | |
Cloud, Cannon
Heß, Simon
Kasinger, Johannes
| 1698793200 | Published Paper | |
| Peter Andre | Shallow Meritocracy
SAFE Working Paper No. 405
| Oct 2023 |
Working Paper
|
Household Finance,
| 2023 | |
Andre, Peter
| 1696111200 | SAFE Working Paper | |
| Mila Getmansky Sherman, Christian Kubitza, Loriana Pelizzon | Loss Sharing in Central Clearinghouses: Winners and Losers
forthcoming in Review of Asset Pricing Studies
| Oct 2023 |
Research Publications
|
Financial Markets,
| 2023 | Central Clearing, Counterparty Risk, Systematic Risk, OTC markets, Derivatives, Loss Sharing, Collateral, Margin |
Kubitza, Christian
Pelizzon, Loriana
Getmansky Sherman, Mila
| 1696111200 | Published Paper |
Senior Researcher,
|
Peter Andre,
Philipp Schirmer,
Johannes Wohlfart | Mental Models of the Stock Market
SAFE Working Paper No. 406
| Nov 2023 |
Working Paper
|
Household Finance,
Financial Markets,
| 2023 | |
Andre, Peter
Schirmer, Philipp
Wohlfart, Johannes
| 1698793200 | SAFE Working Paper | |
Christian Alemán-Pericón, Christopher Busch,
Alexander Ludwig,
Raül Santaeulàlia-Llopis | Stage-Based Identification of Policy Effects
SAFE Working Paper No. 404
| Oct 2023 |
Working Paper
|
Macro Finance
| 2023 | |
Alemán-Pericón, Christian
Ludwig, Alexander
Santaeulàlia-Llopis, Raül
Busch, Christopher
| 1696111200 | SAFE Working Paper | |
| Katja Langenbucher | Gruppendenken und Corporate Governance – illustriert am Beispiel des Wirecard Skandals
White Paper No.97
| Nov 2023 |
White Paper
|
Law and Finance
| 2023 | Group Think, Corporate Governance, Wirecard |
Langenbucher, Katja
| 1698793200 | Policy Paper |
Senior Researcher,
|
| Monica Billio, Roberto Casarin, Michele Costola | Learning from Experts: Energy Efficiency in Residential Buildings
SAFE Working Paper No. 403
| Oct 2023 |
Working Paper
|
Financial Markets
| 2023 | Energy efficiency, Energy Performance Certificate, Machine learning, Tree-based models, big data |
Costola, Michele
Billio, Monica
Casarin, Roberto
| 1696111200 | SAFE Working Paper | |
| Julian Detemple, Michael Kosfeld | Fairness and Inequality in Institution Formation
SAFE Working Paper No. 402
| Sep 2023 |
Working Paper
|
Household Finance,
| 2023 | |
Detemple, Julian
Kosfeld, Michael
| 1693519200 | SAFE Working Paper |
Senior Researcher,
|
| Enrico Perotti | A Safe Core Mandate
Policy Letter No. 103
| Sep 2023 |
Policy Letter
|
Financial Markets
| 2023 | Lender of Last Resort, Central Banks, Money Market Funds |
Perotti, Enrico
| 1693519200 | Policy Paper | |
Kevin Bauer, Oliver Hinz,
Michael Kosfeld,
Lena Liebich | Decoding GPT’s Hidden ‘Rationality’ of Cooperation
SAFE Working Paper No. 401
| Sep 2023 |
Working Paper
|
Household Finance,
| 2023 | large language models, cooperation, goal orientation, economic rationality |
Bauer, Kevin
Liebich, Lena
Hinz, Oliver
Kosfeld, Michael
| 1693519200 | SAFE Working Paper |
Senior Researcher,
Senior Researcher,
Junior Researcher,
|
| Konstantin Egorov | Why Did Russian Economy not Collapse under Sanctions: Pre-War Evidence
Policy Letter No. 102
| Sep 2023 |
Policy Letter
|
Financial Markets
| 2023 | Sanctions, Russian Economy, Commodities |
Egorov, Konstantin
| 1693519200 | Policy Paper | |
Andreas Hackethal,
Philip Schnorpfeil, Michael Weber | Households’ Response to the Wealth Effects of Inflation
SAFE Working Paper No. 400
| Sep 2023 |
Working Paper
|
Household Finance
| 2023 | |
Schnorpfeil, Philip
Weber, Michael
Hackethal, Andreas
| 1693519200 | SAFE Working Paper |
Senior Researcher,
|
Raimond Maurer,
Sehrish Usman | Dynamics of Life Course Family Transitions in Germany: Exploring Patterns, Process and Relationships
SAFE Working Paper No. 399
| Sep 2023 |
Working Paper
|
Household Finance
| 2023 | |
Maurer, Raimond
Usman, Sehrish
| 1693519200 | SAFE Working Paper | |
| Deyan Radev | Assessing Systemic Fragility – A Probabilistic Perspective
Journal of Risk
| Nov 2022 |
Research Publications
|
Financial Intermediation
| 2022 | Banking Stability, Financial Distress, Tail Risk, Contagion |
Radev, Deyan
| 1667257200 | Published Paper | |
| Stefania Bortolotti, Gabriele Camera, Marco Casari | An Experiment on Retail Payments Systems
Journal of Money, Credit and Banking
| Apr 2016 |
Research Publications
|
Macro Finance
| 2016 | money, coordination, pricing, transactions |
Camera, Gabriele
Bortolotti, Stefania
Casari, Marco
| 1459461600 | Published Paper | |
| Markku Kaustia, Samuli Knüpfer, Sami Torstila | Stock Ownership and Political Behavior: Evidence from Demutualization
Management Science
| Jun 2015 |
Research Publications
|
Household Finance
| 2015 | Stock ownership, political behavior, salience, attention, identity |
Kaustia, Markku
Knüpfer, Samuli
Torstila, Sami
| 1433109600 | Published Paper | |
Abigail Hurwitz, Olivia S. Mitchell,
Orly Sade | Testing Methods to Enhance Longevity Awareness
Journal of Economic Behavior and Organization
| Dec 2022 |
Research Publications
|
Household Finance
| 2022 | |
Hurwitz, Abigail
Mitchell, Olivia S.
Sade, Orly
| 1669849200 | Published Paper | |
| 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
| Jan 2017 |
Research Publications
|
Financial Intermediation
| 2017 | financial crisis, deposit insurance, bank regulation |
Noth, Felix
Lambert, Claudia
Schüwer, Ulrich
| 1483225200 | Published Paper | |
Pantelis Karapanagiotis,
Marius Liebald | Entity Matching with Similarity Encoding: A Supervised Learning Recommendation Framework for Linking (Big) Data
SAFE Working Paper No. 398
| Aug 2023 |
Working Paper
|
Law and Finance,
| 2023 | |
Liebald, Marius
Karapanagiotis, Pantelis
| 1690840800 | SAFE Working Paper | |
| Katja Langenbucher | KI in der Leitungsentscheidung des Vorstands der Aktiengesellschaft
White Paper No. 96
| Aug 2023 |
White Paper
|
Financial Markets
| 2023 | Künstliche Intelligenz (KI), Leitungsentscheidungen, Mensch und Maschine |
Langenbucher, Katja
| 1690840800 | Policy Paper |
Senior Researcher,
|
| Gerrit von Zedlitz | Mind the Gap?! The Current State of Biodiversity Reporting
White Paper No.95
| Aug 2023 |
White Paper
|
Financial Markets
| 2023 | Biodiversity, Disclosure Framework, Reporting Standards |
von Zedlitz, Gerrit
| 1690840800 | Policy Paper | |
Christoph Hambel, Holger Kraft,
André Meyer-Wehmann | When Should Retirees Tap Their Home Equity?
fortcoming in Journal of Banking & Finance
| Jan 2023 |
Research Publications
|
Household Finance
| 2023 | reverse mortgage, consumption-portfolio decisions, optimal stopping, biometric risks, financial disasters |
Kraft, Holger
Hambel, Christoph
Meyer-Wehmann, André
| 1672527600 | Published Paper | |
Matteo Bagnara,
Milad Goodarzi | Clustering-Based Sector Investing
SAFE Working Paper No. 397
| Aug 2023 |
Working Paper
|
Financial Markets
| 2023 | Empirical Asset Pricing, Risk Premium, Machine Learning, Industry Clas-sification, Clustering |
Bagnara, Matteo
Goodarzi, Milad
| 1690840800 | SAFE Working Paper |
Junior Researcher,
|
Nils Grevenbrock, Alexander Ludwig,
Nawid Siassi | Homeownership Rates, Housing Policies, and Co-Residence Decisions
SAFE Working Paper No. 396
| Jul 2023 |
Working Paper
|
Macro Finance
| 2023 | |
Grevenbrock, Nils
Ludwig, Alexander
Siassi, Nawid
| 1688162400 | SAFE Working Paper | |
| Jan Pieter Krahnen | Welche Rolle spielt die Finanzwirtschaft im Angesicht des Klimawandels?
Policy Letter No. 101
| Jul 2023 |
Policy Letter
|
Financial Markets
| 2023 | Grüne Transformation, Finanzsystem, Regulierung |
Krahnen, Jan Pieter
| 1688162400 | Policy Paper |
Senior Researcher,
|
Kevin Bauer, Oliver Hinz,
Moritz von Zahn | Please Take Over: XAI, Delegation of Authority, and Domain Knowledge
SAFE Working Paper No. 394
| Jul 2023 |
Working Paper
|
Financial Intermediation,
| 2023 | |
Bauer, Kevin
von Zahn, Moritz
Hinz, Oliver
| 1688162400 | SAFE Working Paper |
Senior Researcher,
|
Michael Kosfeld,
Zahra Sharafi | The Preference Survey Module: Evidence on Social Preferences from Tehran
SAFE Working Paper No. 393
| Jul 2023 |
Working Paper
|
Household Finance,
| 2023 | |
Sharafi, Zahra
Kosfeld, Michael
| 1688162400 | SAFE Working Paper |
Senior Researcher,
|
| Christian Mücke | Bank Dividend Restrictions and Banks’ Institutional Investors
SAFE Working Paper No. 392
| Jul 2023 |
Working Paper
|
Financial Markets
| 2023 | |
Mücke, Christian
| 1688162400 | SAFE Working Paper |
Junior Researcher,
|
Carmelo Latino,
Loriana Pelizzon,
Max Riedel | How to Green the European Auto ABS Market? A Literature Survey
SAFE Working Paper No. 391
| Jun 2023 |
Working Paper
|
Financial Markets
| 2023 | |
Latino, Carmelo
Pelizzon, Loriana
Riedel, Max
| 1685570400 | SAFE Working Paper |
Junior Researcher,
Senior Researcher,
|
| Kamelia Kosekova, Angela Maddaloni, Melina Papoutsi, Fabiano Schivardi | Firm-Bank Relationships: A Cross-Country Comparison
SAFE Working Paper No. 390
| Jun 2023 |
Working Paper
|
Financial Markets
| 2023 | |
Papoutsi, Melina
Maddaloni, Angela
Schivardi, Fabiano
Kosekova, Kamelia
| 1685570400 | SAFE Working Paper | |
Tobias Berg, Elena Carletti, Stijn Claessens,
Jan Pieter Krahnen,
Irene Monasterolo, Marco Pagano | Climate regulation and financial risk: The challenge of policy uncertainty
Policy Letter No. 100
| May 2023 |
Policy Letter
|
Financial Markets
| 2023 | Climate Change, Financial Regulation and Banking |
Berg, Tobias
Carletti, Elena
Claessens, Stijn
Krahnen, Jan Pieter
Monasterolo, Irene
Pagano, Marco
| 1682892000 | Policy Paper | |
| Felix Noth, Ulrich Schüwer | Natural Disaster and Bank Stability: Evidence from the U.S. Financial System
Journal of Environmental Economics and Management
| Jun 2023 |
Research Publications
|
Financial Intermediation,
| 2023 | natural disasters, bank stability, non-performing assets, bank performance |
Noth, Felix
Schüwer, Ulrich
| 1685570400 | Published Paper | |
| Vincenzo Pezone | The Real Effects of Judicial Enforcement
Review of Finance
| May 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Pezone, Vincenzo
| 1682892000 | Published Paper | |
Nikolai Badenhoop,
Angelina Hackmann,
Christian Mücke,
Loriana Pelizzon | Quo Vadis Sustainable Funds? Sustainability and taxonomy-aligned disclosure in Germany under the SFDR
White Paper No.94
| Jun 2023 |
White Paper
|
Financial Markets
| 2023 | SFDR, Sustainabilty, Taxonomie, Disclosure, Sustainable Investments |
Pelizzon, Loriana
Mücke, Christian
Badenhoop, Nikolai
Hackmann, Angelina
| 1685570400 | Policy Paper |
Junior Researcher,
Senior Researcher,
|
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
| Jul 2023 |
Research Publications
|
Financial Markets,
| 2023 | Corporate Bonds, WpHG, Liquidity, Transparency, OTC markets |
Pelizzon, Loriana
Gündüz, Yalin
Ottonello, Giorgio
Subrahmanyam, Marti
Schneider, Michael
| 1688162400 | Published Paper |
Senior Researcher,
|
Stefan Goldbach, Philipp Harms, Axel Jochem,
Volker Nitsch, Alfons J. Weichenrieder | Retained Earnings and Foreign Portfolio Ownership: Implications for the Current Account Debate
SAFE Working Paper No. 389
| May 2023 |
Working Paper
|
Macro Finance
| 2023 | |
Harms, Philipp
Jochem, Axel
Goldbach, Stefan
Weichenrieder, Alfons J.
Nitsch, Volker
| 1682892000 | SAFE Working Paper | |
| Gill Segal, Ivan Shaliastovich | Uncertainty, Risk, and Capital Growth
SAFE Working Paper No. 388
| May 2023 |
Working Paper
|
Financial Markets
| 2023 | |
Segal, Gill
Shaliastovich, Ivan
| 1682892000 | SAFE Working Paper | |
| Michele Costola, Katia Vozian | Pricing Climate Transition Risk: Evidence from European Corporate CDS
SAFE Working Paper No. 387
| May 2023 |
Working Paper
|
Financial Markets
| 2023 | |
Costola, Michele
Vozian, Katia
| 1682892000 | SAFE Working Paper | |
| Alperen Afşin Gözlügöl, Wolf-Georg Ringe | Net-Zero Transition and Divestments of Carbon-Intensive Assets
SAFE Working Paper No. 386
| May 2023 |
Working Paper
|
Law and Finance
| 2023 | |
Ringe, Wolf-Georg
Gözlügöl, Alperen Afşin
| 1682892000 | SAFE Working Paper | |
| Ignazio Angeloni | The digital euro: A precautionary device, not a deus ex machina
Policy Letter No. 99
| May 2023 |
Policy Letter
|
Financial Markets
| 2023 | Digital, Euro, Financial Stability, Monetary Policy, Central Bank, CBDC, Banks |
Angeloni, Ignazio
| 1682892000 | Policy Paper | |
| 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)
| Jan 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Badenhoop, Nikolai
| 1672527600 | Published Paper | |
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
| May 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Badenhoop, Nikolai
Grundmann, Stefan
| 1682892000 | Published Paper | |
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
| Jan 2023 |
Research Publications
|
Financial Markets,
| 2023 | Dark Trading, Fragmentation, Anonymity, Immediacy |
Theissen, Erik
Sagade, Satchit
Gomber, Peter
Weber, Moritz Christian
Westheide, Christian
| 1672527600 | Published Paper | |
| Ester Faia, Vincenzo Pezone | The Cost of Wage Rigidity
Review of Economic Studies
| Oct 2023 |
Research Publications
|
Macro Finance
| 2023 | Matched employer–employee dataset, Firms’ cost of wage rigidity, Predetermined measure of wage rigidity, High-frequency identification, Heterogeneous wage rigidity |
Pezone, Vincenzo
Faia, Ester
| 1696111200 | Published Paper | |
Jan Pieter Krahnen,
Christian Wilde | Skin-in-the-Game in ABS Transactions: A Critical Review of Policy Options
Journal of Financial Stability
| Jun 2022 |
Research Publications
|
Financial Markets
| 2022 | Structured finance, ABS, STS (simple, transparent, and standardized securitizations), regulation, retention, Dodd-Frank Act |
Krahnen, Jan Pieter
Wilde, Christian
| 1654034400 | Published Paper |
Senior Researcher,
|
Florian Heider,
Jan Pieter Krahnen,
Loriana Pelizzon,
Jonas Schlegel,
Tobias Tröger | European lessons from Silicon Valley Bank resolution: A plea for a comprehensive demand deposit protection scheme (CDDPS)
Policy Letter No. 98
| Mar 2023 |
Policy Letter
|
Financial Intermediation,
Financial Markets
| 2023 | European Deposit protection scheme |
Pelizzon, Loriana
Schlegel, Jonas
Krahnen, Jan Pieter
Heider, Florian
Tröger, Tobias
| 1677625200 | Policy Paper |
Senior Researcher,
Senior Researcher,
Senior Researcher,
Senior Researcher,
|
Julian Greth,
Alperen Afşin Gözlügöl, Tobias Tröger | The Oscillating Domains of Public and Private Markets
SAFE Working Paper No. 384
| Mar 2023 |
Working Paper
|
Law and Finance
| 2023 | corporate finance, capital markets, public markets, private markets, private equity, securities regulation, financial regulation |
Gözlügöl, Alperen Afşin
Tröger, Tobias
Greth, Julian
| 1677625200 | SAFE Working Paper |
Junior Researcher,
Senior Researcher,
|
| Nikolai Badenhoop | Europäische Bankenregulierung und private Haftung
Schriften zum Unternehmens- und Kapitalmarktrecht
| Jan 2020 |
Research Publications
|
Law and Finance
| 2020 | |
Badenhoop, Nikolai
| 1577833200 | Published Paper | |
| Nikolai Badenhoop | Private Law Duties Deriving From EU Banking Regulation and its Individual Protection Goals
European Review of Contract Law
| Jun 2020 |
Research Publications
|
Law and Finance
| 2020 | |
Badenhoop, Nikolai
| 1590962400 | Published Paper | |
Nikolai Badenhoop,
René Smits | Towards a Single Standard of Professional Secrecy for Financial Sector Supervisory Authorities: A Reform Proposal
European Law Review
| Mar 2019 |
Research Publications
|
Law and Finance
| 2019 | financial supervision; professional secrecy; access to files; accountability; Banking Union; SSM; ECB |
Smits, René
Badenhoop, Nikolai
| 1551394800 | Published Paper | |
Nikolai Badenhoop,
Henning Berger | Financial Services and Brexit: Navigating towards Future Market Access
European Business Organization Law Review
| Oct 2018 |
Research Publications
|
Law and Finance
| 2018 | Brexit, Commercial Banking, Clearing, EU passport, GATS, CETA, FTA, Equivalence, Alignment |
Badenhoop, Nikolai
Berger, Henning
| 1538344800 | Published Paper | |
| Victor Klockmann, Marie Claire Villeval, Alicia von Schenk | Artificial Intelligence, Ethics, and Intergenerational Responsibility
Journal of Economic Behavior & Organization
| Feb 2023 |
Research Publications
|
Household Finance,
| 2023 | |
Klockmann, Victor
von Schenk, Alicia
Villeval, Marie Claire
| 1675206000 | Published Paper | |
| Angela Maddaloni | Liquidity Support and Distress Resilience in Bank-Affiliated Mutual Funds
SAFE Working Paper No. 385
| Mar 2023 |
Working Paper
|
Financial Intermediation
| 2023 | |
Maddaloni, Angela
| 1677625200 | SAFE Working Paper | |
| Satyajit Dutt, Jan Wedigo Radermacher | Age, Wealth, and the MPC in Europe - A Supervised Machine Learning Approach
SAFE Working Paper No. 383
| Feb 2023 |
Working Paper
|
Household Finance
| 2023 | |
Dutt, Satyajit
Radermacher, Jan Wedigo
| 1675206000 | SAFE Working Paper | |
| Jan Wedigo Radermacher | Mamma Mia! Revealing Hidden Heterogeneity by PCA-Biplot - MPC Puzzle for Italy’s Elderly Poor
SAFE Working Paper No. 382
| Feb 2023 |
Working Paper
|
Household Finance
| 2023 | |
Radermacher, Jan Wedigo
| 1675206000 | SAFE Working Paper | |
| Fincap Team | Non-Standard Errors
forthcoming in Journal of Finance
| Jan 2023 |
Research Publications
|
Financial Intermediation,
Financial Markets
| 2023 | non-standard errors, multi-analyst approach, liquidity |
Fincap Team,
| 1672527600 | Published Paper | |
Alexander Hillert,
Alexandra Niessen-Ruenzi, Stefan Ruenzi | Mutual Fund Shareholder Letters: Flows, Performance, and Managerial Behavior
SAFE Working Paper No. 380
| Feb 2023 |
Working Paper
|
Financial Markets,
| 2023 | |
Hillert, Alexander
Niessen-Ruenzi, Alexandra
Ruenzi, Stefan
| 1675206000 | SAFE Working Paper |
Senior Researcher,
|
| Anastasia Kotovskaia, Tobias Tröger | National Interests and Supranational Resolution in the European Banking Union
European Business Law Review
| Aug 2023 |
Research Publications
|
Financial Intermediation,
Law and Finance,
Financial Markets
| 2023 | SRB, SRF, bank resolution, banking union, bail-in, ESM, national interest, political economy, bureaucrats’ incentives |
Tröger, Tobias
Kotovskaia, Anastasia
| 1690840800 | Published Paper |
Senior Researcher,
|
| 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
| Jan 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Mecatti, Irene
Tröger, Tobias
| 1672527600 | Published Paper |
Senior Researcher,
|
| Irene Mecatti, Tobias Tröger | Who Should Hold Bail-Inable Debt and How can Regulators Police Holding Restrictions Effectively?
SAFE Working Paper No. 379
| Jan 2023 |
Working Paper
|
Law and Finance
| 2023 | |
Mecatti, Irene
Tröger, Tobias
| 1672527600 | SAFE Working Paper |
Senior Researcher,
|
| Tobias Tröger | Impfung statt Schlangenöl
Juristische Arbeitsblätter
| Jan 2022 |
Research Publications
|
Law and Finance
| 2022 | |
Tröger, Tobias
| 1640991600 | Published Paper |
Senior Researcher,
|
| Tobias Tröger | Capital Buffers for Systemically Important Banks and Systemic Risk Buffer
Oxford EU Financial Regulation (Oxford University Press)
| Jan 2022 |
Research Publications
|
Law and Finance
| 2022 | |
Tröger, Tobias
| 1640991600 | Published Paper |
Senior Researcher,
|
| Tobias Tröger | Qualitative Capital Requirements and their Relationship with MREL/TLAC
Oxford EU Financial Regulation (Oxford University Press)
| Jan 2022 |
Research Publications
|
Law and Finance
| 2022 | |
Tröger, Tobias
| 1640991600 | Published Paper |
Senior Researcher,
|
| Tobias Tröger | Die fehlerhafte Gesellschaft
Handbuch der Personengesellschaften (Dr. Otto Schmidt KG)
| Jan 2022 |
Research Publications
|
Law and Finance
| 2022 | |
Tröger, Tobias
| 1640991600 | Published Paper |
Senior Researcher,
|
| Sebastian Steuer | Grundlagen des freiwilligen Kohlenstoffhandels
Zeitschrift für Umweltrecht
| Jan 2022 |
Research Publications
|
Law and Finance
| 2022 | |
Steuer, Sebastian
| 1640991600 | Published Paper | |
| Sebastian Steuer | Grüne Transparenz und nachhaltige Verwirrung – Die produktbezogenen Informationsvorschriften der SFDR
Zeitschrift für Bankrecht und Bankwirtschaft
| Jan 2022 |
Research Publications
|
Law and Finance
| 2022 | |
Steuer, Sebastian
| 1640991600 | Published Paper | |
| Sabine Bernard, Benjamin Loos, Martin Weber | How Speculative Asset Characteristics Shape Retail Investors’ Selling Behavior
SAFE Working Paper No. 378
| Jan 2023 |
Working Paper
|
Household Finance
| 2023 | Selling Behavior, Disposition Effect, Retail Investor, Speculation, Higher Moments of Return, Realization Utility |
Weber, Martin
Bernard, Sabine
Loos, Benjamin
| 1672527600 | SAFE Working Paper | |
Carsten Bienz,
Karin Thorburn, Uwe Walz | Fund Ownership, Wealth, and Risk-Taking: Evidence on Private Equity Managers
Journal of Financial Intermediation
| Apr 2023 |
Research Publications
|
Financial Intermediation
| 2023 | Private equity, leveraged buyouts, incentives, coinvestment, risk taking, wealth |
Thorburn, Karin
Walz, Uwe
Bienz, Carsten
| 1680300000 | Published Paper |
Senior Researcher,
|
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
| Jan 2023 |
Research Publications
|
Financial Markets
| 2023 | |
Schlag, Christian
Pollastri, Alessandro
Seeger, Norman
Rodrigues, Paulo
| 1672527600 | Published Paper |
Senior Researcher,
|
| Andreas Nölke | EU Economic Governance: Erosion or Integration?
Post-Corona Capitalism: The Alternatives Ahead
| Oct 2022 |
Research Publications
|
Macro Finance
| 2022 | |
Nölke, Andreas
| 1664575200 | Published Paper | |
| Daniel Mertens, Matthias Thiemann | Investing in the Single Market? Core-Periphery Dynamics and the Hybrid Governance of Supranational Investment Policies
Journal of European Integration
| Feb 2022 |
Research Publications
|
Macro Finance
| 2022 | |
Mertens, Daniel
Thiemann, Matthias
| 1643670000 | Published Paper | |
| Sandra Eckert | Sectoral Governance under the EU's Bilateral Agreements and the Limits of Joint Institutional Frameworks: Insights from EU-Swiss Bilateralism for Post-Brexit Relations with the UK
Journal of Common Market Studies
| Jul 2022 |
Research Publications
|
Macro Finance
| 2022 | |
Eckert, Sandra
| 1656626400 | Published Paper | |
Katja Langenbucher,
Martin Winner | Wirecard und Commerzialbank Mattersburg - Compliance, Kontrollversagen und die Folgen für den Gesetzgeber
Zeitschrift für Finanzmarktrecht
| Mar 2022 |
Research Publications
|
Household Finance
| 2022 | |
Winner, Martin
Langenbucher, Katja
| 1646089200 | Published Paper |
Senior Researcher,
|
Myriam Hadnes, Michael Kosfeld,
Björn Vollan | Fetters of the Sib’ in an Uncertain Business Environment - An Experimental Study in Burkina Faso
Entrepreneurship & Regional Development
| May 2023 |
Research Publications
|
Household Finance,
| 2023 | |
Vollan, Björn
Hadnes, Myriam
Kosfeld, Michael
| 1682892000 | Published Paper |
Senior Researcher,
|
Andrea Essl, Michael Kosfeld,
Markus Kröll, Frauke von Bieberstein | Social Preferences and Sales Performance
Journal of Economics & Management Strategy
| Nov 2023 |
Research Publications
|
Household Finance,
| 2023 | |
Essl, Andrea
von Bieberstein, Frauke
Kosfeld, Michael
Kröll, Markus
| 1698793200 | Published Paper |
Senior Researcher,
|
| Konstantin Egorov | Optimal Policy under Dollar Pricing
SAFE Working Paper No. 377
| Jan 2023 |
Working Paper
|
Macro Finance
| 2023 | |
Egorov, Konstantin
| 1672527600 | SAFE Working Paper | |
| 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
| Aug 2022 |
Research Publications
|
Law and Finance
| 2022 | |
Badenhoop, Nikolai
| 1659304800 | Published Paper | |
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
| Jan 2023 |
Research Publications
|
Financial Markets
| 2023 | COVID-19 news, Sentiment Analysis, Stock Markets |
Costola, Michele
Nofer, Michael
Hinz, Oliver
Pelizzon, Loriana
| 1672527600 | Published Paper |
Senior Researcher,
Senior Researcher,
|
Ruggero Jappelli,
Loriana Pelizzon,
Marti Subrahmanyam | Quantitative Easing, the Repo Market, and the Term Structure of Interest Rates
SAFE Working Paper No. 395
| Jul 2023 |
Working Paper
|
Financial Markets
| 2023 | |
Jappelli, Ruggero
Pelizzon, Loriana
Subrahmanyam, Marti
| 1688162400 | SAFE Working Paper |
Junior Researcher,
Senior Researcher,
|
Oliver Hinz,
Nora Jansen | Inferring Opinion Leadership from Digital Footprints
Journal of Business Research
| Feb 2022 |
Research Publications
|
Financial Markets
| 2022 | |
Jansen, Nora
Hinz, Oliver
| 1643670000 | Published Paper |
Senior Researcher,
|
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
| Mar 2022 |
Research Publications
|
Financial Markets
| 2022 | |
Mihale-Wilson, Cristina
Hinz, Oliver
Weinhardt, Christof
van der Aalst, Wil
| 1646089200 | Published Paper |
Senior Researcher,
|
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)
| Jun 2022 |
Research Publications
|
Financial Markets
| 2022 | |
Stolz, Simon
Weiler, Michael
Lanz, Andreas
Schlereth, Christian
Hinz, Oliver
| 1654034400 | Published Paper |
Senior Researcher,
|
| Oliver Hinz | How Do Recommender Systems Lead to Consumer Purchases? A Causal Mediation Analysis of a Field Experiment
Information Systems Research
| Jun 2022 |
Research Publications
|
Financial Markets
| 2022 | |
Hinz, Oliver
| 1654034400 | Published Paper |
Senior Researcher,
|
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..
| Jan 2022 |
Research Publications
|
Financial Markets
| 2022 | |
Carl, Valerie
Zilcher, Timothy
Hinz, Oliver
| 1640991600 | Published Paper |
Senior Researcher,
|
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
| Feb 2023 |
Research Publications
|
Financial Intermediation
| 2023 | |
Hinz, Oliver
Simon, Bernd
Keller, Katharina
Klein, Anja
Sterz, Artur
Freisleben, Bernd
| 1675206000 | Published Paper |
Senior Researcher,
|
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
| May 2023 |
Research Publications
|
Household Finance
| 2023 | |
Meyer, Steffen
Uhr, Charline
Hackethal, Andreas
Loos, Benjamin
| 1682892000 | Published Paper |
Senior Researcher,
|
| Alperen Afşin Gözlügöl | Private Companies: The Missing Link on The Path to Net Zero
Journal of Corporate Law Studies
| Apr 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Gözlügöl, Alperen Afşin
| 1680300000 | Published Paper | |
| 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
| Jan 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Badenhoop, Nikolai
| 1672527600 | Published Paper | |
| 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
| Jan 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Badenhoop, Nikolai
| 1672527600 | Published Paper | |
| Konstantin Egorov, Dmitry Mukhin | Optimal Policy under Dollar Pricing
American Economic Review
| Jan 2023 |
Research Publications
|
Macro Finance
| 2023 | |
Egorov, Konstantin
Mukhin, Dmitry
| 1672527600 | Published Paper | |
| Riccardo Calcagno, Florian Heider | Stock-Based Pay, Liquidity, and the Role of Market Making
Journal of Economic Theory
| Oct 2021 |
Research Publications
|
Financial Intermediation
| 2021 | |
Heider, Florian
Calcagno, Riccardo
| 1633039200 | Published Paper |
Senior Researcher,
|
Florian Heider,
Farzad Saidi, Glenn Schepens | Banks and Negative Interest Rates
Annual Review of Financial Economics
| Nov 2021 |
Research Publications
|
Financial Intermediation
| 2021 | |
Schepens, Glenn
Saidi, Farzad
Heider, Florian
| 1635721200 | Published Paper |
Senior Researcher,
|
Bruno Biais, Florian Heider,
Marie Hoerova | Variation Margins, Fire Sales, and Information-constrained Optimality
Review of Economic Studies
| Nov 2021 |
Research Publications
|
Financial Intermediation
| 2021 | |
Heider, Florian
Hoerova, Marie
Biais, Bruno
| 1635721200 | Published Paper |
Senior Researcher,
|
Florian Heider,
Farzad Saidi, Glenn Schepens | Life Below Zero: Bank Lending Under Negative Policy Rates
Review of Financial Studies
| Jan 2019 |
Research Publications
|
Financial Intermediation
| 2019 | |
Schepens, Glenn
Saidi, Farzad
Heider, Florian
| 1546297200 | Published Paper |
Senior Researcher,
|
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
| Jan 2016 |
Research Publications
|
Financial Intermediation
| 2016 | |
Garcia-de-Andoain, Carlos
Manganelli, Simone
Heider, Florian
| 1451602800 | Published Paper |
Senior Researcher,
|
Bruno Biais, Florian Heider,
Marie Hoerova | Risk-Sharing or Risk-Taking? Counterparty Risk, Incentives, and Margins
Journal of Finance
| Jan 2016 |
Research Publications
|
Financial Intermediation
| 2016 | |
Hoerova, Marie
Heider, Florian
Biais, Bruno
| 1451602800 | Published Paper |
Senior Researcher,
|
Florian Heider,
Alexander Ljungqvist | As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from State Tax Changes
Journal of Financial Economics
| Jan 2015 |
Research Publications
|
Financial Intermediation
| 2015 | |
Ljungqvist, Alexander
Heider, Florian
| 1420066800 | Published Paper |
Senior Researcher,
|
Florian Heider,
Marie Hoerova, Cornelia Holthausen | Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk
Journal of Financial Economics
| Jan 2015 |
Research Publications
|
Financial Intermediation
| 2015 | |
Heider, Florian
Hoerova, Marie
Holthausen, Cornelia
| 1420066800 | Published Paper |
Senior Researcher,
|
Raphael Abiry, Marien Ferdinandusse, Alexander Ludwig,
Carolin Nerlich | Climate Change Mitigation: How Effective is Green Quantitative Easing?
SAFE Working Paper No. 376
| Dec 2022 |
Working Paper
|
Macro Finance
| 2022 | |
Nerlich, Carolin
Ferdinandusse, Marien
Ludwig, Alexander
Abiry, Raphael
| 1669849200 | SAFE Working Paper | |
Abigail Hurwitz, Olivia S. Mitchell,
Orly Sade | Testing Methods to Enhance Longevity Awareness
SAFE Working Paper No. 375
| Dec 2022 |
Working Paper
|
Household Finance
| 2022 | |
Sade, Orly
Hurwitz, Abigail
Mitchell, Olivia S.
| 1669849200 | SAFE Working Paper | |
| Franco Fiordelisi, Giulia Fusi, Angela Maddaloni, David Marqués-Ibáñez | Pandemic Lending: Micro and Macro Effects of Model-Based Regulation
SAFE Working Paper No. 374
| Dec 2022 |
Working Paper
|
Financial Intermediation
| 2022 | |
Marqués-Ibáñez, David
Fiordelisi, Franco
Fusi, Giulia
Maddaloni, Angela
| 1669849200 | SAFE Working Paper | |
Andreas Hackethal,
Tobin Hanspal, Emily Kormanyos | Do Gamblers Invest in Lottery Stocks?
SAFE Working Paper No. 373
| Dec 2022 |
Working Paper
|
Household Finance
| 2022 | |
Kormanyos, Emily
Hanspal, Tobin
Hackethal, Andreas
| 1669849200 | SAFE Working Paper |
Senior Researcher,
|
Vanya Horneff, Raimond Maurer,
Olivia S. Mitchell | How Would 401(k) ‘Rothification’ Alter Saving, Retirement Security, and Inequality?
Journal of Pension Economics & Finance
| Jan 2023 |
Research Publications
|
Financial Markets
| 2023 | |
Horneff, Vanya
Mitchell, Olivia S.
Maurer, Raimond
| 1672527600 | Published Paper | |
Alessandro Pollastri, Paulo Rodrigues, Christian Schlag,
Norman Seeger | A Jumping Index of Jumping Stocks? An MCMC Analysis of Continuous-Time Models for Individual Stocks
SAFE Working Paper No. 372
| Dec 2022 |
Working Paper
|
Financial Markets
| 2022 | Jump-diffusion models; individual stocks; Markov Chain Monte Carlo |
Pollastri, Alessandro
Rodrigues, Paulo
Schlag, Christian
Seeger, Norman
| 1669849200 | SAFE Working Paper |
Senior Researcher,
|
| Mariano Massimiliano Croce, Tatyana Marchuk, Christian Schlag | The Leading Premium
SAFE Working Paper No. 371
| Dec 2022 |
Working Paper
|
Financial Markets
| 2022 | |
Croce, Mariano Massimiliano
Marchuk, Tatyana
Schlag, Christian
| 1669849200 | SAFE Working Paper |
Senior Researcher,
|
Benjamin M. Abdel-Karim, Kevin Bauer, Oliver Hinz,
Michael Nofer | The Effects of Discontinuing Machine Learning Decision Support
SAFE Working Paper No. 370
| Dec 2022 |
Working Paper
|
Financial Intermediation,
| 2022 | |
Bauer, Kevin
Nofer, Michael
Abdel-Karim, Benjamin M.
Hinz, Oliver
| 1669849200 | SAFE Working Paper |
Senior Researcher,
|
| Katja Langenbucher | Consumer Credit in The Age of AI – Beyond Anti-Discrimination Law
SAFE Working Paper No. 369
| Dec 2022 |
Working Paper
|
Law and Finance
| 2022 | |
Langenbucher, Katja
| 1669849200 | SAFE Working Paper |
Senior Researcher,
|
Vanya Horneff, Raimond Maurer,
Olivia S. Mitchell | How Would 401(k) ‘Rothification’ Alter Saving, Retirement Security, and Inequality?
SAFE Working Paper No. 368
| Dec 2022 |
Working Paper
|
Financial Markets
| 2022 | |
Horneff, Vanya
Maurer, Raimond
Mitchell, Olivia S.
| 1669849200 | SAFE Working Paper | |
Micha Bender, Benjamin Clapham, Peter Gomber,
Jens Lausen | Drivers and Effects of Stock Market Fragmentation - Insights on SME Stocks
SAFE Working Paper No. 367
| Dec 2022 |
Working Paper
|
Financial Markets
| 2022 | Market Microstructure, Market Fragmentation, Securities Market Regulation, Market Quality, SME Trading |
Lausen, Jens
Clapham, Benjamin
Gomber, Peter
Bender, Micha
| 1669849200 | SAFE Working Paper | |
Thorsten Beck, Jan Pieter Krahnen,
Philippe Martin, Franz Mayer, Jean Pisani-Ferry, Tobias Tröger,
Nicolas Véron, Beatrice Weder di Mauro,
Jeromin Zettelmeyer | Completing the banking union: Economic requirements and legal conditions
White Paper No. 93
| Nov 2022 |
White Paper
|
Financial Markets
| 2022 | Banking Union, Legal Reforms |
Krahnen, Jan Pieter
Tröger, Tobias
Weder di Mauro, Beatrice
Martin, Philippe
Mayer, Franz
Pisani-Ferry, Jean
Véron, Nicolas
Zettelmeyer, Jeromin
Beck, Thorsten
| 1667257200 | Policy Paper | |
| Satchit Sagade, Stefan Scharnowski, Christian Westheide | Broker Colocation and the Execution Costs of Customer and Proprietary Orders
SAFE Working Paper No. 366
| Dec 2022 |
Working Paper
|
Financial Markets
| 2022 | |
Sagade, Satchit
Scharnowski, Stefan
Westheide, Christian
| 1669849200 | SAFE Working Paper | |
Caroline Fohlin,
Zhikun Lu, Nan Zhou | Short Sale Bans May Improve Market Quality During Crises: New Evidence from the 2020 Covid Crash
SAFE Working Paper No. 365
| Dec 2022 |
Working Paper
|
Financial Markets,
| 2022 | |
Fohlin, Caroline
Lu, Zhikun
Zhou, Nan
| 1669849200 | SAFE Working Paper | |
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
| Jan 2023 |
Research Publications
|
Financial Markets
| 2023 | |
Riedel, Max
Costola, Michele
Pelizzon, Loriana
Billio, Monica
| 1672527600 | Published Paper |
Senior Researcher,
|
Tatiana Farina,
Jan Pieter Krahnen,
Irene Mecatti, Loriana Pelizzon,
Jonas Schlegel,
Tobias Tröger | Is there a ‘retail challenge’ to banks’ resolvability? What do we know about the holders of bail-inable securities in the Banking Union?
White Paper No. 92
| Nov 2022 |
White Paper
|
Financial Markets
| 2022 | Banking Union, Bailin, Retail Challenge |
Krahnen, Jan Pieter
Mecatti, Irene
Pelizzon, Loriana
Tröger, Tobias
Farina, Tatiana
Schlegel, Jonas
| 1667257200 | Policy Paper |
Senior Researcher,
Senior Researcher,
Senior Researcher,
|
Jannis Bischof,
Rainer Haselmann,
Tobias Tröger | Monitoring Complex Financial Instruments in Banks’ Balance Sheets
White Paper No. 91
| Nov 2022 |
White Paper
|
Financial Markets
| 2022 | Bank's Balance Sheets, Complex Financial Instruments |
Bischof, Jannis
Haselmann, Rainer
Tröger, Tobias
| 1667257200 | Policy Paper |
Senior Researcher,
|
Christine Laudenbach,
Stephan Siegel | Personal Communication in an Automated World: Evidence from Loan Repayments
forthcoming in Journal of Finance
| Jan 2023 |
Research Publications
|
Household Finance
| 2023 | |
Laudenbach, Christine
Siegel, Stephan
| 1672527600 | Published Paper |
Senior Researcher,
|
Christine Laudenbach,
Michael Ungeheuer, Martin Weber | How to Alleviate Correlation Neglect in Investment Decisions
Management Science
| Jan 2023 |
Research Publications
|
Household Finance
| 2023 | |
Laudenbach, Christine
Ungeheuer, Michael
Weber, Martin
| 1672527600 | Published Paper |
Senior Researcher,
|
| Rachel Nam | Open Banking and Customer Data Sharing: Implications for FinTech Borrowers
SAFE Working Paper No. 364
| Dec 2022 |
Working Paper
|
Financial Markets
| 2022 | |
Nam, Rachel
| 1669849200 | SAFE Working Paper |
Junior Researcher,
|
Tabea Bucher-Koenen, Andreas Hackethal,
Johannes Kasinger, Christine Laudenbach | Disparities in Financial Literacy, Pension Planning, and Saving Behavior
SAFE Working Paper No. 362
| Oct 2022 |
Working Paper
|
Household Finance
| 2022 | |
Bucher-Koenen, Tabea
Hackethal, Andreas
Kasinger, Johannes
Laudenbach, Christine
| 1664575200 | SAFE Working Paper |
Senior Researcher,
Senior Researcher,
|
| Ata Can Bertay, José Gabo Carreño Bustos, Harry Huizinga, Burak Uras, Nathanael Vellekoop | Technological Change and the Finance Wage Premium
SAFE Working Paper No. 361
| Oct 2022 |
Working Paper
|
Macro Finance
| 2022 | wage premium, worker-firm panels, skill-biased technological change |
Bertay, Ata Can
Carreño Bustos, José Gabo
Huizinga, Harry
Uras, Burak
Vellekoop, Nathanael
| 1664575200 | SAFE Working Paper | |
| Alfons J. Weichenrieder | A Note on the Role of Monetary Policy When Natural Gas Supply Is Inelastic
SAFE Working Paper No. 360
| Sep 2022 |
Working Paper
|
Macro Finance
| 2022 | energy crisis, monetary policy, natural gas |
Weichenrieder, Alfons J.
| 1661983200 | SAFE Working Paper | |
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
| Jan 2023 |
Research Publications
|
Household Finance
| 2023 | Risk Preferences, Incentives, Experimental Economics, Risk Aversion |
Hackethal, Andreas
Kirchler, Michael
Laudenbach, Christine
Razen, Michael
Weber, Annika
| 1672527600 | Published Paper |
Senior Researcher,
Senior Researcher,
|
| Jana Eisenkopf, Steffen Juranek, Uwe Walz | Responsible Investment and Stock Market Shocks: Short-Term Insurance and Persistent Outperformance Post-Crisis?
British Journal of Management
| Jul 2023 |
Research Publications
|
Financial Intermediation
| 2023 | Responsible investment, ESG, stock market crisis, persistence |
Eisenkopf, Jana
Juranek, Steffen
Walz, Uwe
| 1688162400 | Published Paper |
Senior Researcher,
|
| Matteo Bagnara | Asset Pricing and Machine Learning: A Critical Review
forthcoming in Journal of Economic Surveys
| Jan 2023 |
Research Publications
|
Financial Markets
| 2023 | |
Bagnara, Matteo
| 1672527600 | Published Paper |
Junior Researcher,
|
| Huynh Sang Truong, Uwe Walz | Spillovers of PE Investments
SAFE Working Paper No. 357
| Sep 2022 |
Working Paper
|
Financial Intermediation
| 2022 | LBO spillovers, peer effects, IV approach |
Sang Truong, Huynh
Walz, Uwe
| 1661983200 | SAFE Working Paper |
Senior Researcher,
|
| Markus Eyting | Why do we Discriminate? The Role of Motivated Reasoning
SAFE Working Paper No. 356
| Sep 2022 |
Working Paper
|
Household Finance,
| 2022 | |
Eyting, Markus
| 1661983200 | SAFE Working Paper | |
| Sandra Eckert | European Administrative Networks, Private Networks and Agencies: Coexisting, Cooperating or Competing?
Journal of European Public Policy
| Sep 2022 |
Research Publications
|
Financial Intermediation
| 2022 | |
Eckert, Sandra
| 1661983200 | Published Paper | |
| 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
| Jan 2023 |
Research Publications
|
Financial Markets
| 2023 | Fragmentation, Competition, Liquidity, Price Efficiency |
Bernales, Alejandro
Garrido, Nicolas
Sagade, Satchit
Valenzuela, Marcela
Westheide, Christian
| 1672527600 | Published Paper | |
| Stephan Jank, Emanuel Moench, Michael Schneider | Safe Asset Shortage and Collateral Reuse
SAFE Working Paper No. 355
| Jul 2022 |
Working Paper
|
Financial Markets
| 2022 | |
Jank, Stephan
Moench, Emanuel
Schneider, Michael
| 1656626400 | SAFE Working Paper | |
| Sebastian Steuer | Common Ownership and the (Non-)Transparency of Institutional Shareholdings: An EU-US Comparison
SAFE Working Paper No. 354
| Jul 2022 |
Working Paper
|
Law and Finance
| 2022 | |
Steuer, Sebastian
| 1656626400 | SAFE Working Paper | |
Raimond Maurer,
Hans-Peter Schwintowski | Die Generationenrente ab Geburt: Vorschlag für eine Altersarmut vermeidende ergänzende kapitalgedeckte Alterssicherung
White Paper No. 90
| Aug 2022 |
White Paper
|
Household Finance
| 2022 | Generationenrente, kapitalgedeckte Alterssicherung |
Schwintowski, Hans-Peter
Maurer, Raimond
| 1659304800 | Policy Paper | |
Olga Balakina,
Claes Bäckman,
Andreas Hackethal,
Tobin Hanspal, Dominique Lammer | Personal Recommendations and Portfolio Quality
SAFE Working Paper No. 353
| Jul 2022 |
Working Paper
|
Household Finance
| 2022 | Household nance, investment decisions, investment behavior, peer eects, social networks |
Hackethal, Andreas
Hanspal, Tobin
Bäckman, Claes
Lammer, Dominique
Balakina, Olga
| 1656626400 | SAFE Working Paper |
Senior Researcher,
|
| Anastasia Kotovskaia, Nicola Meier | BigTech Cryptocurrencies – European regulatory solutions in sight
Policy Letter No. 97
| Jul 2022 |
Policy Letter
|
Law and Finance
| 2022 | Cryptocurrencies, Big Techs, MiCA, DMA, DSA, European Commision |
Kotovskaia, Anastasia
Meier, Nicola
| 1656626400 | Policy Paper | |
Monica Billio, Michele Costola, Loriana Pelizzon,
Max Riedel | Creditworthiness and buildings’ energy efficiency in the Italian mortgage market
SAFE Working Paper No. 352
| Jun 2022 |
Working Paper
|
Financial Markets
| 2022 | |
Riedel, Max
Pelizzon, Loriana
Billio, Monica
Costola, Michele
| 1654034400 | SAFE Working Paper |
Senior Researcher,
|
| Andreas Nölke | The weaponization of global payment infrastructures: A strategic dilemma
White Paper No. 89
| Jun 2022 |
White Paper
|
Financial Markets,
| 2022 | Ukraine, Russia, Sanctions, SWIFT |
Nölke, Andreas
| 1654034400 | Policy Paper | |
| Ulrike M. Malmendier, Vincenzo Pezone, Hui Zheng | Managerial Duties and Managerial Biases
Management Science
| Aug 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Zheng, Hui
Malmendier, Ulrike M.
Pezone, Vincenzo
| 1690840800 | Published Paper | |
| Markus Dertwinkel-Kalt, Johannes Kasinger, Dmitrij Schneider | Skewness Preferences: Evidence from Online Poker
SAFE Working Paper No. 351
| Jun 2022 |
Working Paper
|
Financial Intermediation
| 2022 | Online Poker; Risk Attitudes; Risk Preferences; Choice under Risk |
Schneider, Dmitrij
Kasinger, Johannes
Dertwinkel-Kalt, Markus
| 1654034400 | SAFE Working Paper | |
| Massimiliano Caporin, Michele Costola | Time-Varying Granger Causality Tests for Applications in Global Crude Oil Markets: A Study on the DCC-MGARCH Hong Test
Energy Economics
| Jul 2022 |
Research Publications
|
Financial Markets
| 2022 | Granger Causality, Hong test, DCC-GARCH, Oil market, COVID-19 |
Costola, Michele
Caporin, Massimiliano
| 1656626400 | Published Paper | |
Ruggero Jappelli,
Konrad Lucke,
Loriana Pelizzon | Price and Liquidity Discovery in European Sovereign Bonds and Futures
SAFE Working Paper No. 350
| Apr 2022 |
Working Paper
|
Financial Markets
| 2022 | Fixed Income, Limits to Arbitrage, Market Liquidity |
Pelizzon, Loriana
Lucke, Konrad
Jappelli, Ruggero
| 1648764000 | SAFE Working Paper |
Junior Researcher,
Junior Researcher,
Senior Researcher,
|
| Iñaki Aldasoro, Florian Balke, Andreas Barth, Egemen Eren | Spillovers of Funding Dry-ups
Journal of International Economics
| Jul 2022 |
Research Publications
|
Financial Intermediation
| 2022 | Funding dry-ups Spillovers Money market funds Corporate deposits Dollar funding Banks |
Barth, Andreas
Balke, Florian
Eren, Egemen
Aldasoro, Iñaki
| 1656626400 | Published Paper | |
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
| Jun 2022 |
Research Publications
|
Financial Intermediation,
| 2022 | informational systems, database design, database models, economic history, financial data, cliometrics, |
Liebald, Marius
Walz, Uwe
Gram, Dennis
Karapanagiotis, Pantelis
| 1654034400 | Published Paper |
Junior Researcher,
Senior Researcher,
|
Sebastian Steuer,
Tobias Tröger | The Role of Disclosure in Green Finance
Journal of Financial Regulation
| Apr 2022 |
Research Publications
|
Law and Finance
| 2022 | |
Tröger, Tobias
Steuer, Sebastian
| 1648764000 | Published Paper |
Senior Researcher,
|
| 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
| Jan 2022 |
Research Publications
|
Law and Finance
| 2022 | climate change, sustainability, ESG, employees, workforce, net zero transition, corporate governance, institutional investors, green finance |
Gözlügöl, Alperen Afşin
| 1640991600 | Published Paper | |
Rainer Haselmann,
Jan Pieter Krahnen,
Tobias Tröger,
Mark Wahrenburg | Institutional Protection Schemes: What are their differences, strengths, weaknesses, and track records?
White Paper No. 88
| Apr 2022 |
White Paper
|
Financial Intermediation
| 2022 | IPS, deposit guarantee scheme, savings banks |
Tröger, Tobias
Haselmann, Rainer
Wahrenburg, Mark
Krahnen, Jan Pieter
| 1648764000 | Policy Paper |
Senior Researcher,
Senior Researcher,
|
| Fabian Nemeczek, Jan Wedigo Radermacher | Personality-Augmented MPC: Linking Survey and Transaction Data to Explain MPC Heterogeneity by Big Five Personality Traits
SAFE Working Paper No. 348
| Apr 2022 |
Working Paper
|
Household Finance
| 2022 | Marginal Propensity to Consume, Big Five Personality, Survey Data, Transaction Data |
Nemeczek, Fabian
Radermacher, Jan Wedigo
| 1648764000 | SAFE Working Paper | |
Heiko Jacobs, Christine Laudenbach,
Sebastian Müller, Philipp Schreiber, Martin Weber | Die genial einfache Vermögensstrategie - so gelingt die finanzielle Unabhängigkeit
Campus Verlag
| Apr 2020 |
Research Publications
|
Household Finance
| 2020 | Vermögen, Kapitalanlage, Financial Investment |
Weber, Martin
Schreiber, Philipp
Laudenbach, Christine
Müller, Sebastian
Jacobs, Heiko
| 1585692000 | Published Paper |
Senior Researcher,
|
Emily C. Haisley, Christine Laudenbach,
Martin Weber | The Role of Experience Sampling and Graphical Displays on One's Investment Risk Appetite
Management Science
| Feb 2013 |
Research Publications
|
Household Finance
| 2013 | risk taking, asset allocation, risk perception |
Weber, Martin
Haisley, Emily C.
Laudenbach, Christine
| 1359673200 | Published Paper |
Senior Researcher,
|
Christine Laudenbach,
Martin Weber | Sometimes Less is More - the Influence of Information Aggregation on Investment Decisions
Journal of Economic Behavior & Organization
| Nov 2013 |
Research Publications
|
Household Finance
| 2013 | risk-return, information aggregation, investment decisions |
Laudenbach, Christine
Weber, Martin
| 1383260400 | Published Paper |
Senior Researcher,
|
Christian Ehm, Christine Laudenbach,
Martin Weber | Volatility Inadaptability: Investors Care About Risk, but Cannot Cope with Volatility
Review of Finance
| Jul 2014 |
Research Publications
|
Household Finance
| 2014 | volatility, risk attitude, experimental finance, behavioral asset pricing |
Weber, Martin
Laudenbach, Christine
Ehm, Christian
| 1404165600 | Published Paper |
Senior Researcher,
|
Christine Laudenbach,
Ulrike M. Malmendier, Alexandra Niessen-Ruenzi | Emotional Tagging and Belief Formation: The Long-Lasting Effects of Experiencing Communism
AEA Papers and Proceedings
| May 2019 |
Research Publications
|
Household Finance
| 2019 | Household Finance, Emotional Tagging, Communism |
Laudenbach, Christine
Malmendier, Ulrike M.
Niessen-Ruenzi, Alexandra
| 1556661600 | Published Paper |
Senior Researcher,
|
Andrej Gill,
Florian Hett,
Johannes Tischer | Time Inconsistency and Overdraft Use: Evidence from Transaction Data and Behavioral Measurement Experiments
SAFE Working Paper No. 347
| Apr 2022 |
Working Paper
|
Household Finance,
| 2022 | Household Finance, Paycheck Sensitivity, Fintech, Time Inconsistency, Time Preferences, Experiment, Behavioral Measurement |
Hett, Florian
Tischer, Johannes
Gill, Andrej
| 1648764000 | SAFE Working Paper | |
| Alfons J. Weichenrieder | Russia Today – The Russian Invasion of Ukraine and Russia’s Public Finances
Policy Letter No. 96
| Mar 2022 |
Policy Letter
|
Macro Finance
| 2022 | Ukraine, Russia, Invasion, Public Finance, Energy Embargo |
Weichenrieder, Alfons J.
| 1646089200 | Policy Paper | |
| Roman Inderst, Marcus Opp | Socially Optimal Sustainability Standards with Non-Consequentialist ("Warm Glow") Investors
SAFE Working Paper No. 346
| Mar 2022 |
Working Paper
|
Financial Intermediation,
Law and Finance,
Household Finance
| 2022 | Sustainability; ESG; green financing; labelling; |
Opp, Marcus
Inderst, Roman
| 1646089200 | SAFE Working Paper | |
Florian Heider,
Roman Inderst | A Corporate Finance Perspective on Environmental Policy
SAFE Working Paper No. 345
| Mar 2022 |
Working Paper
|
Financial Intermediation,
Law and Finance,
Household Finance
| 2022 | |
Heider, Florian
Inderst, Roman
| 1646089200 | SAFE Working Paper |
Senior Researcher,
|
| Steffen Eibelshäuser, Fabian Smetak | Frequent Batch Auctions and Informed Trading
SAFE Working Paper No. 344
| Mar 2022 |
Working Paper
|
Household Finance,
Financial Markets
| 2022 | |
Eibelshäuser, Steffen
Smetak, Fabian
| 1646089200 | SAFE Working Paper |
Junior Researcher,
|
Alessandro Di Nola, Leo Kaas,
Haomin Wang | Rescue Policies for Small Businesses in the COVID-19 Recession
SAFE Working Paper No. 343
| Mar 2022 |
Working Paper
|
Macro Finance
| 2022 | |
Di Nola, Alessandro
Kaas, Leo
Wang, Haomin
| 1646089200 | SAFE Working Paper | |
| Alperen Afşin Gözlügöl, Wolf-Georg Ringe | Private Companies: The Missing Link on The Path to Net Zero
SAFE Working Paper No. 342
| Mar 2022 |
Working Paper
|
Law and Finance
| 2022 | private companies, net zero transition, sustainability disclosures, brown-spinning, climate change, private equity |
Gözlügöl, Alperen Afşin
Ringe, Wolf-Georg
| 1646089200 | SAFE Working Paper | |
Ignazio Angeloni, Christopher Daase, Nicole Deitelhoff, Matthias Goldmann, Jan Pieter Krahnen,
Stefan Kroll, Carl-Georg Luft, Andreas Nölke,
Anton Peez, Loriana Pelizzon | Designing a rational sanctioning strategy
Policy Letter No. 95
| Feb 2022 |
Policy Letter
|
Financial Markets
| 2022 | SWIFT, Russian Sanctions |
Pelizzon, Loriana
Daase, Christopher
Deitelhoff, Nicole
Luft, Carl-Georg
Nölke, Andreas
Angeloni, Ignazio
Krahnen, Jan Pieter
Goldmann, Matthias
Peez, Anton
Kroll, Stefan
| 1643670000 | Policy Paper |
Senior Researcher,
Senior Researcher,
|
| Sandra Eckert | The Limits of Joint-Institutional Frameworks for Sectoral Governance in EU-Swiss Bilateral Relations: Lessons for Future Relations with the UK
SAFE Working Paper No. 341
| Feb 2022 |
Working Paper
|
Financial Intermediation
| 2022 | |
Eckert, Sandra
| 1643670000 | SAFE Working Paper | |
| Tobias Tröger | Capital and Liquidity Requirements for European Banks
Oxford EU Financial Regulation (Oxford University Press)
| Mar 2022 |
Research Publications
|
Law and Finance
| 2022 | |
Tröger, Tobias
| 1646089200 | Published Paper |
Senior Researcher,
|
Christine Laudenbach,
Benjamin Loos, Jenny Pirschel, Johannes Wohlfart | The Trading Response of Individual Investors to Local Bankruptcies
Journal of Financial Economics
| Nov 2021 |
Research Publications
|
Household Finance
| 2021 | Individual investors, risk-taking, trading, experiences |
Laudenbach, Christine
Loos, Benjamin
Pirschel, Jenny
Wohlfart, Johannes
| 1635721200 | Published Paper |
Senior Researcher,
|
| Markus Kröll, Devesh Rustagi | Measuring Honesty and Explaining Adulteration in Naturally Occurring Markets
Journal of Development Economics
| May 2022 |
Research Publications
|
Law and Finance,
| 2022 | Motivation for honesty, asymmetric information, cheating, informal markets, die game, milk, India |
Rustagi, Devesh
Kröll, Markus
| 1651356000 | Published Paper | |
Alexander Hillert,
Heiko Jacobs, Sebastian Müller | Media Makes Momentum
Review of Financial Studies
| Dec 2014 |
Research Publications
|
Financial Markets,
| 2014 | |
Hillert, Alexander
Jacobs, Heiko
Müller, Sebastian
| 1417388400 | Published Paper |
Senior Researcher,
|
Alexander Hillert,
Heiko Jacobs | Alphabetic Bias, Investor Recognition, and Trading Behavior
Review of Finance
| Dec 2015 |
Research Publications
|
Financial Markets,
| 2015 | |
Hillert, Alexander
Jacobs, Heiko
| 1448924400 | Published Paper |
Senior Researcher,
|
Maug Ernst, Alexander Hillert,
Stefan Obernberger | Stock Repurchases and Liquidity
Journal of Financial Economics
| Jan 2016 |
Research Publications
|
Financial Markets,
| 2016 | |
Ernst, Maug
Hillert, Alexander
Obernberger, Stefan
| 1451602800 | Published Paper |
Senior Researcher,
|
Alexander Hillert,
Heiko Jacobs, Sebastian Müller | Journalist Disagreement
Journal of Financial Markets
| Nov 2018 |
Research Publications
|
Financial Markets,
| 2018 | |
Hillert, Alexander
Jacobs, Heiko
Müller, Sebastian
| 1541026800 | Published Paper |
Senior Researcher,
|
| Anastasia Kotovskaia, Tobias Tröger | National Interests and Supranational Resolution in the European Banking Union
SAFE Working Paper No. 340
| Feb 2022 |
Working Paper
|
Financial Intermediation,
Law and Finance,
Financial Markets
| 2022 | SRB, SRF, bank resolution, banking union, bail-in, ESM, national interest, political economy, bureaucrats’ incentives |
Tröger, Tobias
Kotovskaia, Anastasia
| 1643670000 | SAFE Working Paper |
Senior Researcher,
|
Kevin Bauer, Oliver Hinz,
Johanna Jagow, Cristina Mihale-Wilson, Maximilian Speicher, Moritz von Zahn | The Smart Green Nudge: Reducing Product Returns through Enriched Digital Footprints & Causal Machine Learning
SAFE Working Paper No. 363
| Oct 2022 |
Working Paper
|
Financial Intermediation,
| 2022 | |
von Zahn, Moritz
Bauer, Kevin
Mihale-Wilson, Cristina
Jagow, Johanna
Speicher, Maximilian
Hinz, Oliver
| 1664575200 | SAFE Working Paper |
Senior Researcher,
|
| 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
| Apr 2019 |
Research Publications
|
Financial Intermediation,
| 2019 | |
Behr, Patrick
Drexler, Alejandro H.
Gropp, Reint
Guettler, Andre
| 1554069600 | Published Paper | |
| Roman Inderst, Stefan Thomas | Nachhaltigkeit und Wettbewerb: Zu einer Reform des Wettbewerbsrechts für die Erreichung von Nachhaltigkeitszielen
Policy Letter No. 94
| Jan 2022 |
Policy Letter
|
Law and Finance
| 2022 | Nachhaltigkeit, ESG, Wettbewerbsrecht |
Inderst, Roman
Thomas, Stefan
| 1640991600 | Policy Paper | |
| Maximilian Lubda, Elsa Massoc | Social Media, Polarization and Democracy: A Multi-Methods Analysis of Polarized Users’ Interactions on Reddit’s r/WallStreetBets
SAFE Working Paper No. 337
| Jan 2022 |
Working Paper
|
Law and Finance
| 2022 | social media, polarization, democracy, investment forum |
Lubda, Maximilian
Massoc, Elsa
| 1640991600 | SAFE Working Paper | |
| Victor Klockmann, Marie Claire Villeval, Alicia von Schenk | Artificial Intelligence, Ethics, and Intergenerational Responsibility
SAFE Working Paper No. 335
| Jan 2022 |
Working Paper
|
Household Finance,
| 2022 | |
von Schenk, Alicia
Klockmann, Victor
Villeval, Marie Claire
| 1640991600 | SAFE Working Paper | |
| 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
| Apr 2021 |
Research Publications
|
Financial Intermediation,
Macro Finance
| 2021 | |
Goldmann, Matthias
| 1617228000 | Published Paper | |
| Matthias Goldmann, Ingo Venzke, Armin von Bogdandy | Gemeinwohl im Völkerrecht. Eine Theorie internationaler öffentlicher Gewalt
Normative Ordnungen (Suhrkamp)
| Jan 2021 |
Research Publications
|
Financial Intermediation,
Law and Finance,
Macro Finance
| 2021 | |
von Bogdandy, Armin
Goldmann, Matthias
Venzke, Ingo
| 1609455600 | Published Paper | |
| Matthias Goldmann | Finanzverfassung und kommunaler Finanzausgleich - Zum Begriff der Finanzkraftreihenfolge bei interkommunalen Umlagen
Die Öffentliche Verwaltung
| Jan 2021 |
Research Publications
|
Financial Intermediation,
Law and Finance
| 2021 | |
Goldmann, Matthias
| 1609455600 | Published Paper | |
| 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
| Jan 2023 |
Research Publications
|
Law and Finance
| 2023 | Belief updating, confirmatory biases, endogenous informa- tion acquisition, media polarization, source dependence, COVID-19 |
Fuster, Andreas
Zafar, Basit
Faia, Ester
Pezone, Vincenzo
| 1672527600 | Published Paper | |
| Mariano Massimiliano Croce, Tatyana Marchuk, Christian Schlag | The Leading Premium
Review of Financial Studies
| Aug 2023 |
Research Publications
|
Financial Markets
| 2023 | |
Marchuk, Tatyana
Schlag, Christian
Croce, Mariano Massimiliano
| 1690840800 | Published Paper |
Senior Researcher,
|
Monica Billio, Michele Costola, Iva Hristova, Carmelo Latino,
Loriana Pelizzon | Sustainable Finance: A journey toward ESG and climate risk
SAFE Working Paper No. 349
| Apr 2022 |
Working Paper
|
Financial Markets
| 2022 | Environmental, social, and governance factors (ESG); credit risk; debt cost; equity cost; sovereign bonds; portfolio management |
Pelizzon, Loriana
Hristova, Iva
Latino, Carmelo
Costola, Michele
Billio, Monica
| 1648764000 | SAFE Working Paper |
Junior Researcher,
Senior Researcher,
|
Matteo Bagnara,
Ruggero Jappelli | Liquidity Derivatives
SAFE Working Paper No. 358
| Sep 2022 |
Working Paper
|
Financial Markets
| 2022 | Asset Pricing, Market Liquidity, Liquidity Risk. |
Bagnara, Matteo
Jappelli, Ruggero
| 1661983200 | SAFE Working Paper |
Junior Researcher,
Junior Researcher,
|
| Pietro Dindo, Andrea Modena, Loriana Pelizzon | Risk Pooling, Intermediation Efficiency, and the Business Cycle
Journal of Economic Dynamics & Control
| Nov 2022 |
Research Publications
|
Financial Markets,
Macro Finance
| 2022 | Amplification, business cycle, efficiency, dampening, restricted market participation, risk pooling |
Dindo, Pietro
Modena, Andrea
Pelizzon, Loriana
| 1667257200 | Published Paper |
Senior Researcher,
|
Mario Bellia, Loriana Pelizzon,
Marti Subrahmanyam,
Darya Yuferova | Market Liquidity and Competition Among Designated Market Makers
forthcoming in Management Science
| Jan 2023 |
Research Publications
|
Financial Markets,
| 2023 | esignated Market Makers (DMMs), Liquidity Provision |
Pelizzon, Loriana
Yuferova, Darya
Bellia, Mario
Subrahmanyam, Marti
| 1672527600 | Published Paper |
Senior Researcher,
|
| Gianluca Anese, Marco Corazza, Michele Costola, Loriana Pelizzon | Impact of Public News Sentiment on Stock Market Index Return and Volatility
Computational Management Science
| Dec 2023 |
Research Publications
|
Financial Markets
| 2023 | Public financial news, Stock market, NLP, Dictionary, LSTM neural net- works, Investor sentiment, S&P 500 |
Costola, Michele
Pelizzon, Loriana
Corazza, Marco
Anese, Gianluca
| 1701385200 | Published Paper |
Senior Researcher,
|
| Alperen Afşin Gözlügöl | Controlling Shareholders and Intra-Group Transactions: A Special Framework
University of Bologna Law Review
| Jul 2022 |
Research Publications
|
Law and Finance
| 2022 | |
Gözlügöl, Alperen Afşin
| 1656626400 | Published Paper | |
| Alperen Afşin Gözlügöl | Controlling Tunnelling Through Lending Arrangements: The Disciplining Effect of Lending Arrangements on Value-Diversion, Its Limits and Implications
European Business Law Review
| Dec 2022 |
Research Publications
|
Law and Finance
| 2022 | |
Gözlügöl, Alperen Afşin
| 1669849200 | Published Paper | |
| 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
| Apr 2022 |
Research Publications
|
Law and Finance
| 2022 | |
Gözlügöl, Alperen Afşin
| 1648764000 | Published Paper | |
| Alperen Afşin Gözlügöl | Related Party Transactions by Directors/Managers in Public Companies: A Data-Supported Analysis
Journal of Corporate Law Studies
| Jul 2021 |
Research Publications
|
Law and Finance
| 2021 | |
Gözlügöl, Alperen Afşin
| 1625090400 | Published Paper | |
| Alperen Afşin Gözlügöl | Majority of the Minority Approval of Related Party Transactions: The Analysis of Institutional Shareholder Voting
European Company and Financial Law Review
| Dec 2021 |
Research Publications
|
Law and Finance
| 2021 | |
Gözlügöl, Alperen Afşin
| 1638313200 | Published Paper | |
| 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)
| Feb 2020 |
Research Publications
|
Law and Finance
| 2020 | |
Gözlügöl, Alperen Afşin
| 1580511600 | Published Paper | |
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
| Sep 2023 |
Research Publications
|
Household Finance
| 2023 | |
Maurer, Raimond
Mitchell, Olivia S.
Horneff, Vanya
| 1693519200 | Published Paper | |
| Raimond Maurer | Chancen und Risiken der kapitalgedeckten Alterssicherung
Vermögensbildungspolitik (Springer)
| Jan 2021 |
Research Publications
|
Household Finance
| 2021 | |
Maurer, Raimond
| 1609455600 | Published Paper | |
Ilya Dergunov, Christoph Meinerding,
Christian Schlag | Extreme Inflation and Time-Varying Expected Consumption Growth
SAFE Working Paper No. 334
| Jan 2022 |
Working Paper
|
Financial Markets
| 2022 | |
Schlag, Christian
Meinerding, Christoph
Dergunov, Ilya
| 1640991600 | SAFE Working Paper |
Senior Researcher,
|
Sandra Eckert,
Vincent R. Lindner,
Andreas Nölke | Political Science Research on the Reasons for the (non) Adoption and (non) Implementation of EMU Reform Proposals: The State of the Art
SAFE Working Paper No. 339
| Jan 2022 |
Working Paper
|
Macro Finance
| 2022 | |
Lindner, Vincent R.
Eckert, Sandra
Nölke, Andreas
| 1640991600 | SAFE Working Paper | |
| Andreas Nölke | For a Plurality of Economic and Social Models! Against a Monolithic Euro State!
Key Controversies in European Integration (Bloomsbury Publishing)
| Mar 2021 |
Research Publications
|
Macro Finance
| 2021 | |
Nölke, Andreas
| 1614553200 | Published Paper | |
| Andreas Nölke | In Search of Institutional Complementarities: Comparative Capitalism and Economic Policy Reform
Journal of Economic Policy Reform
| Sep 2021 |
Research Publications
|
Macro Finance
| 2021 | |
Nölke, Andreas
| 1630447200 | Published Paper | |
| 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)
| Jan 2021 |
Research Publications
|
Macro Finance
| 2021 | |
Nölke, Andreas
| 1609455600 | Published Paper | |
| 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
| Sep 2021 |
Research Publications
|
Macro Finance
| 2021 | |
Eckert, Sandra
| 1630447200 | Published Paper | |
| Vincent R. Lindner | Solidarity without Conditionality. Comparing the EU Covid-19 Safety Nets SURE, Pandemic Crisis Support, and European Guarantee Fund
SAFE Working Paper No. 333
| Jan 2022 |
Working Paper
|
Macro Finance
| 2022 | |
Lindner, Vincent R.
| 1640991600 | SAFE Working Paper | |
| Benedikt Happ, Tobias Tröger | Beschlussmängelrecht nach dem MoPeG: Bestandsaufnahme, Kritik und Fortentwicklung
Zeitschrift für Wirtschaftsrecht
| Jan 2021 |
Research Publications
|
Law and Finance
| 2021 | |
Happ, Benedikt
Tröger, Tobias
| 1609455600 | Published Paper |
Senior Researcher,
|
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
| Jul 2021 |
Research Publications
|
Law and Finance
| 2021 | Covid-19, Forbearance, Bank Capitalization, Bank Resolution, Supervisory Relief Measures, Financial Stability |
Haselmann, Rainer
Tröger, Tobias
| 1625090400 | Published Paper |
Senior Researcher,
|
| Tobias Tröger | Personelle Reichweite aktienrechtlicher Stimmverbote bei Aktionärsgruppen mit einheitlicher Interessenausrichtung
Festschrift für Barbara Grunewald
| Aug 2021 |
Research Publications
|
Law and Finance
| 2021 | |
Tröger, Tobias
| 1627768800 | Published Paper |
Senior Researcher,
|
| Benedikt Happ, Tobias Tröger | Unzulängliche Institutionenbildung im Beschlussmängelrecht der Personengesellschaft
Neue Zeitschrift für Gesellschaftsrecht
| Jan 2021 |
Research Publications
|
Law and Finance
| 2021 | |
Happ, Benedikt
Tröger, Tobias
| 1609455600 | Published Paper |
Senior Researcher,
|
| Victor Klockmann, Marie Claire Villeval, Alicia von Schenk | Artificial Intelligence, Ethics, and Pivotality
SAFE Working Paper No. 336
| Jan 2022 |
Working Paper
|
Household Finance,
| 2022 | Artificial Intelligence, Big Data, Pivotality, Ethics, Experiment |
Klockmann, Victor
von Schenk, Alicia
Villeval, Marie Claire
| 1640991600 | SAFE Working Paper | |
Loriana Pelizzon,
Max Riedel,
Zorka Simon, Marti Subrahmanyam | Collateral Eligibility of Corporate Debt in the Euro-system
forthcoming in Journal of Financial Economics
| Jan 2023 |
Research Publications
|
Financial Markets,
Macro Finance,
| 2023 | |
Pelizzon, Loriana
Riedel, Max
Simon, Zorka
Subrahmanyam, Marti
| 1672527600 | Published Paper |
Senior Researcher,
|
| Joost Driessen, Theo E. Nijman, Zorka Simon | A Simple Approach to Estimate Long-Term Interest Rates
forthcoming in Journal of Pension Economics and Finance
| Jan 2023 |
Research Publications
|
Financial Markets,
| 2023 | Sovereign Bonds, Term Structure of Interest Rates, Segmentation, Liquidity, Flight-to-safety, Credit Risk, Unconventional Monetary Policy |
Driessen, Joost
Nijman, Theo E.
Simon, Zorka
| 1672527600 | Published Paper | |
Alexander Ludwig,
Matthias Schön | Endogenous Grids in Higher Dimensions: Delaunay Interpolation and Hybrid Methods
Computational Economics (Springer)
| Mar 2018 |
Research Publications
|
Household Finance,
Macro Finance
| 2018 | Dynamic Models, Numerical Solution, Method of Endogenous Gridpoints, Delaunay Interpolation |
Ludwig, Alexander
Schön, Matthias
| 1519858800 | Published Paper | |
| Shafik Hebous, Tom Zimmermann | Revisiting the Narrative Approach of Estimating Tax Multipliers
The Scandinavian Journal of Economics
| Apr 2018 |
Research Publications
|
Macro Finance
| 2018 | Narrative Approach, Fiscal Stabilization, Tax Multiplier, Weak Instruments |
Hebous, Shafik
Zimmermann, Tom
| 1522533600 | Published Paper | |
| Iñaki Aldasoro, Iván Alves | Multiplex Interbank Networks and Systemic Importance: An Application to European Data
Journal of Financial Stability
| Apr 2018 |
Research Publications
|
Macro Finance
| 2018 | interbank networks, systemic importance, multiplex networks |
Aldasoro, Iñaki
Alves, Iván
| 1522533600 | Published Paper | |
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
| Mar 2021 |
Research Publications
|
Household Finance
| 2021 | Annuity, delayed retirement, lifetime income, pension, early retirement, Social Security |
Maurer, Raimond
Mitchell, Olivia S.
Rogalla, Ralph
Schimetschek, Tatjana
| 1614553200 | Published Paper | |
| Andreas Barth, Deyan Radev | Integration Culture of Global Banks and the Transmission of Lending Shocks
Journal of Banking & Finance
| Jan 2022 |
Research Publications
|
Financial Intermediation
| 2022 | |
Barth, Andreas
Radev, Deyan
| 1640991600 | Published Paper | |
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)
| Oct 2018 |
Research Publications
|
Household Finance
| 2018 | dynamic portfolio choice; 401(k) plan; saving; Social Security claiming age; retirement income; minimum distribution requirements; tax |
Horneff, Vanya
Maurer, Raimond
Mitchell, Olivia S.
| 1538344800 | Published Paper | |
Dirk Krueger, Alexander Ludwig,
Sergio Villalvazo | Optimal Taxes on Capital in the OLG Model with Uninsurable Idiosyncratic Income Risk
Journal of Public Economics
| Sep 2021 |
Research Publications
|
Macro Finance
| 2021 | Idiosyncratic riskTaxation of capitalOverlapping generationsPrecautionary savingPecuniary externalities |
Krueger, Dirk
Ludwig, Alexander
Villalvazo, Sergio
| 1630447200 | Published Paper | |
Andreas Hackethal,
Steffen Meyer, Charline Uhr | Smoking Hot Portfolios? Overtrading from Self-Control Failure
Journal of Empirical Finance
| Sep 2021 |
Research Publications
|
Household Finance
| 2021 | self-control; portfolio allocation; individual investor; trading behavior |
Uhr, Charline
Meyer, Steffen
Hackethal, Andreas
| 1630447200 | Published Paper |
Senior Researcher,
|
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
| Jul 2020 |
Research Publications
|
Law and Finance
| 2020 | shadow banking, regulatory arbitrage, principles-based regulation, credit funds, prudential supervision, non-bank financial intermediation |
Thiemann, Matthias
Tröger, Tobias
| 1593554400 | Published Paper |
Senior Researcher,
|
| Dimitrios Kostopoulos, Steffen Meyer, Charline Uhr | Ambiguity About Volatility and Investor Behavior
Journal of Financial Economics
| Jul 2022 |
Research Publications
|
Household Finance
| 2022 | |
Kostopoulos, Dimitrios
Meyer, Steffen
Uhr, Charline
| 1656626400 | Published Paper | |
| Tobias Tröger | Bewertung des Vorschlags der BaFin für eine Richtlinie für nachhaltige Investmentvermögen
Policy Letter No. 93
| Dec 2021 |
Policy Letter
|
Law and Finance
| 2021 | Sustainable Finance, Regulierung, Nachhaltigkeit, Offenlegungspflichten, BaFin |
Tröger, Tobias
| 1638313200 | Policy Paper | |
Benjamin Clapham, Peter Gomber,
Michael Siering | Popular News Are Relevant News! How Investor Attention Affects Algorithmic Decision-Making and Decision Support in Financial Markets
Information Systems Frontiers
| Nov 2021 |
Research Publications
|
Financial Markets
| 2021 | |
Clapham, Benjamin
Siering, Michael
Gomber, Peter
| 1635721200 | Published Paper | |
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
| Jun 2021 |
Research Publications
|
Financial Markets
| 2021 | |
Bender, Micha
Clapham, Benjamin
Gomber, Peter
Koch, Jascha-Alexander
| 1622498400 | Published Paper | |
Micha Bender, Tino Cestonaro, Peter Gomber,
Jascha-Alexander Koch | Research Unbundling and COVID-19: Will Europe's Capital Markets Recovery Package Help?
Journal of Investing
| Dec 2021 |
Research Publications
|
Financial Markets
| 2021 | |
Bender, Micha
Cestonaro, Tino
Gomber, Peter
Koch, Jascha-Alexander
| 1638313200 | Published Paper | |
| Hoang Ha Nguyen Thi, Alfons J. Weichenrieder | C and S Corporation Banks: Did Trump’s Tax Reform Lead to Differential Effects?
SAFE Working Paper No. 328
| Dec 2021 |
Working Paper
|
Macro Finance
| 2021 | Tax Cuts and Jobs Act, corporate taxation, S corporations, C corporations, banks |
Nguyen Thi, Hoang Ha
Weichenrieder, Alfons J.
| 1638313200 | SAFE Working Paper | |
| Otmar Issing | Central Banks – independent or almighty?
Policy Letter No. 92
| Nov 2021 |
Policy Letter
|
Macro Finance
| 2021 | Central banks |
Issing, Otmar
| 1635721200 | Policy Paper | |
Wenhui Li, Peter Ockenfels,
Christian Wilde | The Effect of Ambiguity on Price Formation and Trading Behavior in Financial Markets
SAFE Working Paper No. 326
| Nov 2021 |
Working Paper
|
Financial Markets,
| 2021 | ambiguity, financial market, market price, volatility, trading activity, bid- ask spread, market-based measure of ambiguity, laboratory experiment |
Li, Wenhui
Ockenfels, Peter
Wilde, Christian
| 1635721200 | SAFE Working Paper | |
| Gyozo Gyöngyösi, Emil Verner | Household Debt Revaluation and the Real Economy: Evidence from a Foreign Currency Debt Crisis
American Economic Review
| Sep 2020 |
Research Publications
|
Household Finance
| 2020 | |
Gyöngyösi, Gyozo
Verner, Emil
| 1598911200 | Published Paper | |
| Gyozo Gyöngyösi, Emil Verner | Financial Crisis, Creditor-Debtor Conflict, and Populism
Journal of Finance
| Aug 2022 |
Research Publications
|
Household Finance
| 2022 | |
Gyöngyösi, Gyozo
Verner, Emil
| 1659304800 | Published Paper | |
Andreas Hackethal,
Tobin Hanspal, Dominique Lammer, Kevin Rink | The Characteristics and Portfolio Behavior of Bitcoin Investors: Evidence from Indirect Cryptocurrency Investments
Review of Finance
| Jul 2022 |
Research Publications
|
Household Finance
| 2022 | Bitcoin, Cryptocurrencies, Structured retail products, Retail investors, Household finance, Investor behavior |
Hackethal, Andreas
Hanspal, Tobin
Lammer, Dominique
Rink, Kevin
| 1656626400 | Published Paper |
Senior Researcher,
|
| Monica Billio, Bertrand B. Maillet, Loriana Pelizzon | A Meta-Measure of Performance Related to Both Investors and Investments Characteristics
Annals of Operations Research
| Jan 2022 |
Research Publications
|
Financial Markets
| 2022 | |
Billio, Monica
Pelizzon, Loriana
Maillet, Bertrand B.
| 1640991600 | Published Paper |
Senior Researcher,
|
| Monica Billio, Massimiliano Caporin, Lorenzo Frattarolo, Loriana Pelizzon | Networks in Risk Spillovers: A Multivariate GARCH Perspective
Econometrics and Statistics
| Oct 2023 |
Research Publications
|
Financial Intermediation,
| 2023 | spatial GARCH; network; risk spillover; nancial spillover |
Billio, Monica
Pelizzon, Loriana
Caporin, Massimiliano
Frattarolo, Lorenzo
| 1696111200 | Published Paper |
Senior Researcher,
|
Katja Langenbucher,
Loriana Pelizzon | Short Selling – On Ethics, Politics, and Culture
Zeitschrift für Bankrecht und Bankwirtschaft
| Oct 2021 |
Research Publications
|
Financial Markets
| 2021 | |
Pelizzon, Loriana
Langenbucher, Katja
| 1633039200 | Published Paper |
Senior Researcher,
Senior Researcher,
|
Jan Pieter Krahnen,
Jörg Rocholl, Marcel Thum | A primer on green finance: From wishful thinking to marginal impact
White Paper No. 87
| Oct 2021 |
White Paper
|
Financial Markets
| 2021 | Green Finance, Climate Change, Sustainability, Taxonomy, ESG |
Rocholl, Jörg
Thum, Marcel
Krahnen, Jan Pieter
| 1633039200 | Policy Paper |
Senior Researcher,
|
| Alexandre Corhay, Thilo Kind, Howard Kung, Gonzalo Morales | Discount Rates, Debt Maturity, and the Fiscal Theory
Journal of Finance
| Dec 2023 |
Research Publications
|
Financial Intermediation
| 2023 | Term structure of interest rates, Fiscal theory of the price level, Bond risk premia, Government debt, DSGE models, Nonlinear solution methods |
Kind, Thilo
Morales, Gonzalo
Corhay, Alexandre
Kung, Howard
| 1701385200 | Published Paper | |
| Alexandre Corhay, Thilo Kind, Howard Kung, Gonzalo Morales | Discount Rates, Debt Maturity, and the Fiscal Theory
SAFE Working Paper No. 323
| Oct 2021 |
Working Paper
|
Macro Finance
| 2021 | Term structure of interest rates, Fiscal theory of the price level, Bond risk premia, Government debt, DSGE models, Nonlinear solution methods |
Corhay, Alexandre
Kind, Thilo
Kung, Howard
Morales, Gonzalo
| 1633039200 | SAFE Working Paper | |
| Dmitry Kuvshinov, Niklas Kaspar Zimmermann | The Big Bang: Stock Market Capitalization in the Long Run
Journal of Financial Economics
| Aug 2022 |
Research Publications
|
Macro Finance
| 2022 | Stock market capitalizationEquity issuanceCorporate profitsWealth-to-income ratiosLong-run trends |
Zimmermann, Niklas Kaspar
Kuvshinov, Dmitry
| 1659304800 | Published Paper | |
| Prioritäten für die Bundestagswahl 2021 im Finanzbereich
Policy Letter No. 91
| Sep 2021 |
Policy Letter
|
Financial Markets
| 2021 | Klimawandel, Green Finance, Digitalisierung, Finanzstabilität, Bankenunion, Kapitalmarktunion, Altersversorgung | | 1630447200 | Policy Paper | |
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
| Jul 2021 |
Research Publications
|
Financial Intermediation,
| 2021 | |
Gram, Dennis
Karapanagiotis, Pantelis
Krzyzanowski, Jan
Liebald, Marius
Walz, Uwe
| 1625090400 | Published Paper |
Junior Researcher,
Senior Researcher,
|
Erik Theissen,
Christian Westheide | Call of Duty: Designated Market Maker Participation in Call Auctions
SAFE Working Paper No. 319
| Aug 2021 |
Working Paper
|
Financial Markets
| 2021 | |
Theissen, Erik
Westheide, Christian
| 1627768800 | SAFE Working Paper | |
| Michele Costola, Matteo Iacopini, Carlo R.M.A. Santagiustina | On the “Mementum” of Meme Stocks
Economics Letters
| Aug 2021 |
Research Publications
|
Financial Markets
| 2021 | Meme stocksSocial mediaSocial tradingCointegrationRegime switching |
Costola, Michele
Iacopini, Matteo
Santagiustina, Carlo R.M.A.
| 1627768800 | Published Paper | |
Kevin Bauer, Michael Kosfeld,
Ferdinand von Siemens | Incentives, Self-Selection, and Coordination of Motivated Agents for the Production of Social Goods
SAFE Working Paper No. 318
| Jan 2021 |
Working Paper
|
Financial Intermediation,
| 2021 | |
Bauer, Kevin
Kosfeld, Michael
von Siemens, Ferdinand
| 1609455600 | SAFE Working Paper |
Senior Researcher,
|
Volker Flögel, Christian Schlag,
Claudia Zunft | Momentum-Managed Equity Factors
forthcoming in Journal of Banking and Finance
| Jan 2023 |
Research Publications
|
Financial Markets
| 2023 | factor timing, time series momentum, anomalies |
Flögel, Volker
Schlag, Christian
Zunft, Claudia
| 1672527600 | Published Paper |
Senior Researcher,
|
Volker Flögel, Christian Schlag,
Claudia Zunft | Momentum-Managed Equity Factors
SAFE Working Paper No. 317
| Jul 2021 |
Working Paper
|
Financial Markets
| 2021 | factor timing, time series momentum, anomalies |
Flögel, Volker
Schlag, Christian
Zunft, Claudia
| 1625090400 | SAFE Working Paper |
Senior Researcher,
|
Rainer Haselmann,
Tobias Tröger | What are the main differences between the practice of supervising large banks in the UK and in the euro area, and what are the main risks of regulatory divergence?
White Paper No. 86
| Jul 2021 |
White Paper
|
Law and Finance
| 2021 | Bank Supervision, Economic Governance, Banking Union, Brexit |
Tröger, Tobias
Haselmann, Rainer
| 1625090400 | Policy Paper |
Senior Researcher,
|
Christian Mücke,
Loriana Pelizzon,
Vincenzo Pezone, Anjan Thakor | The Carrot and the Stick: Bank Bailouts and the Disciplining Role of Board Appointments
SAFE Working Paper No. 316
| Jul 2021 |
Working Paper
|
Financial Markets
| 2021 | Bank Bailout, TARP, Capital Purchase Program, Dividend Pay- ments, Board Appointments, Bank Recapitalization |
Mücke, Christian
Thakor, Anjan
Pezone, Vincenzo
Pelizzon, Loriana
| 1625090400 | SAFE Working Paper |
Junior Researcher,
Senior Researcher,
|
| Barbara Kaschützke, Raimond Maurer | Staatliche Sicherung und Eigenvorsorge in der Sozialen Marktwirtschaft der Bundesrepublik Deutschland
Policy Letter No. 90
| May 2021 |
Policy Letter
|
Household Finance
| 2021 | Soziale Marktwirtschaft, staatliche Sozialversicherung, private Vermögensbildung, demographischer Wandel |
Kaschützke, Barbara
Maurer, Raimond
| 1619820000 | Policy Paper | |
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
| May 2022 |
Research Publications
|
Financial Markets,
| 2022 | Mortgages, Energy Eciency, Credit Risk |
Riedel, Max
Pelizzon, Loriana
Billio, Monica
Costola, Michele
| 1651356000 | Published Paper |
Senior Researcher,
|
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
| Oct 2021 |
Research Publications
|
Financial Markets
| 2021 | |
Billio, Monica
Hristova, Iva
Latino, Carmelo
Pelizzon, Loriana
Costola, Michele
| 1633039200 | Published Paper |
Junior Researcher,
Senior Researcher,
|
Mila Getmansky Sherman, Ravi Jagannathan, Loriana Pelizzon,
Ernst Schaumburg, Darya Yuferova | Recovery from Fast Crashes: Role of Mutual Funds
Journal of Financial Markets
| Jun 2022 |
Research Publications
|
Financial Markets,
| 2022 | Liquidity Provision; Market Fragility; Flash Crash; Slow-Moving Capital |
Yuferova, Darya
Schaumburg, Ernst
Jagannathan, Ravi
Getmansky Sherman, Mila
Pelizzon, Loriana
| 1654034400 | Published Paper |
Senior Researcher,
|
Farshid Abdi, Mila Getmansky Sherman, Emily Kormanyos, Loriana Pelizzon,
Zorka Simon | The President Reacts to News Channel of Government Communication
SAFE Working Paper No. 314
| May 2021 |
Working Paper
|
Financial Markets
| 2021 | Market efficiency, Social media, Twitter, High-frequency event study, Machine learning, ETFs. |
Simon, Zorka
Kormanyos, Emily
Getmansky Sherman, Mila
Pelizzon, Loriana
Abdi, Farshid
| 1619820000 | SAFE Working Paper |
Senior Researcher,
|
| Thomas Huertas | Reset required: The euro area crisis management and deposit insurance framework
White Paper No. 85
| Apr 2021 |
White Paper
|
Financial Intermediation
| 2021 | Deposit Insurance, Crisis Management, BRRD, Resolution |
Huertas, Thomas
| 1617228000 | Policy Paper | |
| Kunka Petkova, Alfons J. Weichenrieder | The Relevance of Depreciation Allowances as a Fiscal Policy Instrument: A Hybrid Approach to CCCTB?
Empirica
| Aug 2020 |
Research Publications
|
Macro Finance
| 2020 | |
Petkova, Kunka
Weichenrieder, Alfons J.
| 1596232800 | Published Paper | |
| Elsa Massoc | Fifty Shades of Hatred and Discontent - Varieties of Anti-finance Discourses on the European Twitter (France, Germany, Italy, Spain and the UK)
SAFE Working Paper No. 338
| Jan 2022 |
Working Paper
|
Law and Finance
| 2022 | finance, opinion, social media, discourse analysis |
Massoc, Elsa
| 1640991600 | SAFE Working Paper | |
| Theresa Kreft | Bankenstrukturreformen in Deutschland und dem Vereinigten Königreich
Schriften zum Unternehmens- und Kapitalmarktrecht 68 (Mohr Siebeck)
| Jan 2019 |
Research Publications
|
Law and Finance
| 2019 | |
Kreft, Theresa
| 1546297200 | Published Paper | |
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
| Feb 2021 |
Research Publications
|
Financial Intermediation,
| 2021 | |
Bauer, Kevin
Hinz, Oliver
Weinhardt, Christof
van der Aalst, Wil
| 1612134000 | Published Paper |
Senior Researcher,
|
| Can Gao, Ian Martin | Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment
Journal of Finance
| Jul 2021 |
Research Publications
|
Financial Markets
| 2021 | bubbles, Option prices, sentiment, valuation ratios, volatility |
Martin, Ian
Gao, Can
| 1625090400 | Published Paper | |
Patrick Blank, Ann-Katrin Kaufhold, Jan Pieter Krahnen,
Katja Langenbucher | BaFin (in)dependence – A reform proposal
White Paper No. 82
| Mar 2021 |
White Paper
|
Law and Finance,
Financial Markets
| 2021 | Capital markets, supervision, Wirecard |
Kaufhold, Ann-Katrin
Blank, Patrick
Langenbucher, Katja
Krahnen, Jan Pieter
| 1614553200 | Policy Paper |
Senior Researcher,
Senior Researcher,
|
Konstantin Bräuer, Andreas Hackethal,
Tobin Hanspal | Consuming Dividends
Review of Financial Studies
| Oct 2022 |
Research Publications
|
Household Finance
| 2022 | Consumption, Stock market wealth, Dividends, Excess sensitivity, Self-control, Household finance, Retail investor |
Bräuer, Konstantin
Hackethal, Andreas
Hanspal, Tobin
| 1664575200 | Published Paper |
Senior Researcher,
|
| Andreas Nölke | Capitalist Diversity in Europe
The Routledge Handbook of Critical European Studies (Routledge Taylor & Francis Group)
| Dec 2021 |
Research Publications
|
Macro Finance
| 2021 | |
Nölke, Andreas
| 1638313200 | Published Paper | |
| 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)
| Jul 2021 |
Research Publications
|
Macro Finance
| 2021 | |
Lindner, Vincent R.
| 1625090400 | Published Paper | |
Kevin Bauer, Oliver Hinz,
Moritz von Zahn | Expl(AI)ned: The Impact of Explainable Artificial Intelligence on Users' Information Processing
SAFE Working Paper No. 315
| Jun 2021 |
Working Paper
|
Financial Intermediation,
| 2021 | XAI, explainable machine learning, Information Processing, Belief up-dating, algorithmic transparency |
Bauer, Kevin
von Zahn, Moritz
Hinz, Oliver
| 1622498400 | SAFE Working Paper |
Senior Researcher,
|
| Elsa Massoc | When Do Banks Do What Governments Tell Them to Do? A Comparative Study of Greek Bonds’ Management in France and Germany at the Onset of the Euro-Crisis'
New Political Economy
| Sep 2020 |
Research Publications
|
Financial Intermediation
| 2020 | |
Massoc, Elsa
| 1598911200 | Published Paper | |
Johannes Kasinger, Jan Pieter Krahnen,
Steven Ongena, Loriana Pelizzon,
Maik Schmeling,
Mark Wahrenburg | Non-performing Loans - New risks and policies?
White Paper No. 84
| Mar 2021 |
White Paper
|
Financial Markets
| 2021 | Covid-19, Non-performing Loans, Bank Resolution, Secondary Loan Markets, BRRD |
Krahnen, Jan Pieter
Wahrenburg, Mark
Ongena, Steven
Kasinger, Johannes
Schmeling, Maik
Pelizzon, Loriana
| 1614553200 | Policy Paper |
Senior Researcher,
Senior Researcher,
|
Rainer Haselmann,
Tobias Tröger | When and how to unwind COVID-support measures to the banking system?
White Paper No. 83
| Mar 2021 |
White Paper
|
Law and Finance
| 2021 | Covid-19, Forbearance, Bank Capitalization, Bank Resolution, Supervisory Relief Measures, Financial Stability |
Haselmann, Rainer
Tröger, Tobias
| 1614553200 | Policy Paper |
Senior Researcher,
|
Loriana Pelizzon,
Aleksandra Rzeźnik, Kathleen Weiss Hanley | Investor Reliance on ESG Ratings and Stock Price Performance
SAFE Working Paper No. 310
| Mar 2021 |
Working Paper
|
Financial Markets
| 2021 | Corporate Social Responsibility, ESG Rating Agencies, Sustainable Invest- ments, Socially responsible investing, ESG, Portfolio choice |
Weiss Hanley, Kathleen
Pelizzon, Loriana
Rzeźnik, Aleksandra
| 1614553200 | SAFE Working Paper |
Senior Researcher,
|
Tim Alexander Kroencke, Maik Schmeling,
Andreas Schrimpf | The FOMC Risk Shift
Journal of Monetary Economics
| May 2021 |
Research Publications
|
Financial Markets
| 2021 | |
Schmeling, Maik
Kroencke, Tim Alexander
Schrimpf, Andreas
| 1619820000 | Published Paper | |
Christoph Hambel, Holger Kraft,
Eduardo S. Schwartz | Optimal Carbon Abatement in a Stochastic Equilibrium Model with Climate Change
European Economic Review
| Dec 2020 |
Research Publications
|
Macro Finance,
| 2020 | |
Hambel, Christoph
Kraft, Holger
Schwartz, Eduardo S.
| 1606777200 | Published Paper | |
| Ester Faia, Andreas Fuster, Vincenzo Pezone, Basit Zafar | Biases in Information Selection and Processing: Survey Evidence from the Pandemic
SAFE Working Paper No. 307
| Feb 2021 |
Working Paper
|
Law and Finance
| 2021 | Belief updating, confirmatory biases, endogenous informa- tion acquisition, media polarization, source dependence, COVID-19 |
Faia, Ester
Fuster, Andreas
Zafar, Basit
Pezone, Vincenzo
| 1612134000 | SAFE Working Paper | |
Kevin Bauer, Oliver Hinz,
Patrick Weber | KI in der Finanzbranche: Im Spannungsfeld zwischen technologischer Innovation und regulatorischer Anforderung
White Paper No. 80
| Feb 2021 |
White Paper
|
Financial Intermediation
| 2021 | Künstliche Intelligenz, Regulatorik, Finanzbranche, eXplainable Artificial Intelligence, Machine Learning |
Weber, Patrick
Bauer, Kevin
Hinz, Oliver
| 1612134000 | Policy Paper |
Senior Researcher,
|
| Sabine Bernard, Benjamin Loos, Martin Weber | The Disposition Effect in Boom and Bust Markets
SAFE Working Paper No. 305
| Feb 2021 |
Working Paper
|
Household Finance
| 2021 | Disposition Effect, Financial Market Cycles, Household Finance, Retail Investor |
Bernard, Sabine
Weber, Martin
Loos, Benjamin
| 1612134000 | SAFE Working Paper | |
Monica Billio, Mila Getmansky Sherman, Andrew Lo, Loriana Pelizzon,
Abalfazl Zareei | Global Realignment in Financial Market Dynamics
SAFE Working Paper No. 304
| Feb 2021 |
Working Paper
|
Financial Markets
| 2021 | Network theory; Centrality; High Frequency Data; ETFs; Financial Crises; Covid-19; International Finance |
Zareei, Abalfazl
Billio, Monica
Pelizzon, Loriana
Getmansky Sherman, Mila
Lo, Andrew
| 1612134000 | SAFE Working Paper |
Senior Researcher,
|
| Di Bu, Tobin Hanspal, Yin Liao, Yong Liu | Risk Taking, Preferences, and Beliefs: Evidence from Wuhan
SAFE Working Paper No. 301
| Mar 2020 |
Working Paper
|
Household Finance
| 2020 | |
Hanspal, Tobin
Liu, Yong
Bu, Di
Liao, Yin
| 1583017200 | SAFE Working Paper | |
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
SAFE Working Paper No. 300
| Jan 2021 |
Working Paper
|
Financial Intermediation,
| 2021 | |
Krzyzanowski, Jan
Walz, Uwe
Gram, Dennis
Liebald, Marius
Karapanagiotis, Pantelis
| 1609455600 | SAFE Working Paper |
Junior Researcher,
Senior Researcher,
|
Arnoud Boot, Elena Carletti, Hans-Helmut Kotz,
Jan Pieter Krahnen,
Loriana Pelizzon,
Marti Subrahmanyam | Corona and banking - A financial crisis in slow motion? An evaluation of the policy options
White Paper No. 79
| Jan 2021 |
White Paper
|
Financial Markets
| 2021 | Bank Capitalization, Financial Crisis, Covid-19, Non-performing Loans, Asset Management Companies, Forbearance |
Subrahmanyam, Marti
Krahnen, Jan Pieter
Boot, Arnoud
Carletti, Elena
Kotz, Hans-Helmut
Pelizzon, Loriana
| 1609455600 | Policy Paper |
Senior Researcher,
Senior Researcher,
|
| 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
| Dec 2022 |
Research Publications
|
Household Finance
| 2022 | Financial literacy, online borrowing, Consumer credit, Self-control, FinTech, China |
Bu, Di
Liao, Yin
Hanspal, Tobin
Liu, Yong
| 1669849200 | Published Paper | |
| Thomas Mosk | Captured by financial institutions? New academic insights for European policymakers
White Paper No. 77
| Dec 2020 |
White Paper
|
Financial Markets
| 2020 | Regulatory Capture, Lobbying, Transparency, Quid-pro-quo Mechanism |
Mosk, Thomas
| 1606777200 | Policy Paper | |
Sandra Eckert,
Vincent R. Lindner,
Andreas Nölke | EMU reform proposals and their (non) implementation: An overview
White Paper No. 78
| Dec 2020 |
White Paper
|
Macro Finance
| 2020 | Economic and Monetary Union; Banking Union; Capital Markets Union; Financial Integration; Economic Governance; Fiscal Solidarity; Eurozone; Policy Analysis |
Nölke, Andreas
Eckert, Sandra
Lindner, Vincent R.
| 1606777200 | Policy Paper | |
Emanuel Moench, Loriana Pelizzon,
Michael Schneider, Calebe de Roure | OTC Discount
SAFE Working Paper No. 298
| Dec 2020 |
Working Paper
|
Financial Markets,
| 2020 | Market Microstructure, Hybrid Markets, Venue Choice, Interdealer Brokerage, Fixed-Income, OTC Markets, Search Frictions, Information Frictions |
Schneider, Michael
de Roure, Calebe
Pelizzon, Loriana
Moench, Emanuel
| 1606777200 | SAFE Working Paper |
Senior Researcher,
|
Andreas Hackethal,
Annika Weber | Fiscal Policies and Household Consumption during the COVID-19 Pandemic: A Review of Early Evidence
White Paper No. 76
| Dec 2020 |
White Paper
|
Household Finance
| 2020 | Household Consumption, Fiscal Policies, Covid-19, Fiscal Stimulus Program |
Weber, Annika
Hackethal, Andreas
| 1606777200 | Policy Paper |
Senior Researcher,
|
Andreas Hackethal,
Raimond Maurer | Beitragsgarantien in der kapitalgedeckten Altersversorgung: Ein Reformvorschlag in Zeiten des Niedrigzinsniveaus
White Paper No. 75
| Nov 2020 |
White Paper
|
Household Finance
| 2020 | Private Altersvorsorge, Beitragsgarantien, Riester-Rente, Niedrigzinsen |
Maurer, Raimond
Hackethal, Andreas
| 1604185200 | Policy Paper |
Senior Researcher,
|
| Eren Gürer, Alfons J. Weichenrieder | Inflation, Inflationsmessung und Zentralbankpolitik
Policy Letter No. 89
| Nov 2020 |
Policy Letter
|
Macro Finance
| 2020 | Inflation, Zentralbankpolitik, Inflationsmessung, Geldpolitik, EZB |
Gürer, Eren
Weichenrieder, Alfons J.
| 1604185200 | Policy Paper | |
Jan Pieter Krahnen,
Katja Langenbucher,
Christian Leuz, Loriana Pelizzon | What are the wider supervisory implications of the Wirecard case?
White Paper No. 74
| Nov 2020 |
White Paper
|
Financial Markets
| 2020 | Wirecard, Supervisory Achitecture, Auditing, Internal Controls, Market Oversight , Investor Protection, Market Integrity |
Leuz, Christian
Krahnen, Jan Pieter
Langenbucher, Katja
Pelizzon, Loriana
| 1604185200 | Policy Paper |
Senior Researcher,
Senior Researcher,
Senior Researcher,
|
| Thomas Huertas | Plug the gap: Make resolution ready for corona
White Paper No. 73
| Nov 2020 |
White Paper
|
Law and Finance
| 2020 | Resolution, Covid-19, Banking Crisis |
Huertas, Thomas
| 1604185200 | Policy Paper | |
Christian Schlag,
Michael Semenischev, Julian Thimme | Predictability and the Cross-Section of Expected Returns: A Challenge for Asset Pricing Models
Management Science
| Dec 2021 |
Research Publications
|
Financial Markets
| 2021 | Asset pricing, cross-section of stock returns, predictability |
Thimme, Julian
Semenischev, Michael
Schlag, Christian
| 1638313200 | Published Paper |
Senior Researcher,
|
Christian Schlag,
Michael Semenischev, Julian Thimme | Predictability and the Cross-Section of Expected Returns: A Challenge for Asset Pricing Models
SAFE Working Paper No. 289
| Sep 2020 |
Working Paper
|
Financial Markets
| 2020 | Asset pricing, cross-section of stock returns, predictability |
Schlag, Christian
Semenischev, Michael
Thimme, Julian
| 1598911200 | SAFE Working Paper |
Senior Researcher,
|
Michele Costola, Oliver Hinz,
Michael Nofer, Loriana Pelizzon | Machine Learning Sentiment Analysis, COVID-19 News and Stock Market Reactions
SAFE Working Paper No. 288
| Sep 2020 |
Working Paper
|
Financial Markets
| 2020 | COVID-19 news, Sentiment Analysis, Stock Markets |
Pelizzon, Loriana
Hinz, Oliver
Costola, Michele
Nofer, Michael
| 1598911200 | SAFE Working Paper |
Senior Researcher,
Senior Researcher,
|
| Monica Billio, Mila Getmansky Sherman, Loriana Pelizzon | Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data
Journal of Alternative Investments
| Jun 2009 |
Research Publications
|
Financial Markets
| 2009 | Hedge Funds, Risk Management, High frequency data |
Getmansky Sherman, Mila
Pelizzon, Loriana
Billio, Monica
| 1243807200 | Published Paper |
Senior Researcher,
|
Andreas Hackethal,
Michael Kirchler, Christine Laudenbach,
Michael Razen, Annika Weber | On the Role of Monetary Incentives in Risk Preference Elicitation Experiments
SAFE Working Paper No. 286
| Aug 2020 |
Working Paper
|
Household Finance
| 2020 | Risk Preferences, Incentives, Experimental Economics, Risk Aversion |
Hackethal, Andreas
Weber, Annika
Kirchler, Michael
Laudenbach, Christine
Razen, Michael
| 1596232800 | SAFE Working Paper |
Senior Researcher,
Senior Researcher,
|
| Wenhui Li, Christian Wilde | Separating the Effects of Beliefs and Attitudes on Pricing under Ambiguity
SAFE Working Paper No. 311
| Mar 2021 |
Working Paper
|
Financial Markets,
| 2021 | ambiguity, belief estimation, belief effect, ambiguity premium, laboratory experiments |
Wilde, Christian
Li, Wenhui
| 1614553200 | SAFE Working Paper | |
Matthias Thiemann,
Mario Tümmler | Beyond Moral Hazard Arguments: The Role of National Deposit Insurance Schemes for Member States’ Preferences on EDIS
White Paper No. 72
| Aug 2020 |
White Paper
|
Financial Intermediation
| 2020 | Banking Union, Deposit Insurance, EDIS |
Tümmler, Mario
Thiemann, Matthias
| 1596232800 | Policy Paper | |
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
| Aug 2020 |
Research Publications
|
Financial Markets
| 2020 | COVID-19, pandemics, losses, distress, equity, recapitalization. |
Carletti, Elena
Pagano, Marco
Subrahmanyam, Marti
Pelizzon, Loriana
Oliviero, Tommaso
| 1596232800 | Published Paper |
Senior Researcher,
|
| Philipp Lamprecht, Alfons J. Weichenrieder | Der Verlustrücktrag als Mittel der Konjunkturpolitik – Ausweitung des Verlustrücktrags auch auf die Gewerbesteuer erforderlich
White Paper No. 71
| Jul 2020 |
White Paper
|
Law and Finance
| 2020 | Verlustrücktrag, Corona-Steuerhilfegesetz, Gewerbesteuer, Konjunkturpolitik |
Weichenrieder, Alfons J.
Lamprecht, Philipp
| 1593554400 | Policy Paper | |
| Vanessa Endrejat, Matthias Thiemann | When Brussels meets shadow banking- technical complexity, regulatory agency and the reconstruction of the shadow banking chain
Competition & Change
| Jul 2020 |
Research Publications
|
Financial Intermediation,
| 2020 | |
Thiemann, Matthias
Endrejat, Vanessa
| 1593554400 | Published Paper | |
Jan Pieter Krahnen,
Katja Langenbucher | The Wirecard lessons: A reform proposal for the supervision of securities markets in Europe
Policy Letter No. 88
| Jul 2020 |
Policy Letter
|
Financial Markets
| 2020 | Wirecard, securities markets, market supervision |
Krahnen, Jan Pieter
Langenbucher, Katja
| 1593554400 | Policy Paper |
Senior Researcher,
Senior Researcher,
|
| Moritz Schularick, Sascha Steffen, Tobias Tröger | Bank capital and the European recovery from the COVID-19 crisis
White Paper No. 69
| Jun 2020 |
White Paper
|
Law and Finance,
Macro Finance
| 2020 | bank capital, financial stablity, COVID-19 |
Schularick, Moritz
Steffen, Sascha
Tröger, Tobias
| 1590962400 | Policy Paper |
Senior Researcher,
|
Calogero Brancatelli, Andreas Hackethal,
Roman Inderst, Sebastian Schuler | Erkenntnisse aus sechs Wellen des Haushaltsbarometers: Sind "Konsumschecks" das richtige Mittel in der Corona-Krise?
Policy Letter No. 87
| Jun 2020 |
Policy Letter
|
Household Finance
| 2020 | Helicoptergeld, Haushaltskrisenbarometer, Mehrwertsteuersenkung, Kinderbonus |
Inderst, Roman
Schuler, Sebastian
Brancatelli, Calogero
Hackethal, Andreas
| 1590962400 | Policy Paper |
Senior Researcher,
|
| Tobin Hanspal, Annika Weber, Johannes Wohlfart | Exposure to the COVID-19 Stock Market Crash and its Effect on Household Expectations
SAFE Working Paper No. 279
| May 2020 |
Working Paper
|
Household Finance
| 2020 | Coronavirus, Stockholding, Wealth shocks, Expectation formation, Inequality. |
Hanspal, Tobin
Weber, Annika
Wohlfart, Johannes
| 1588284000 | SAFE Working Paper | |
Helmut Gründl,
Fabian Regele | Pandemic Insurance through Pandemic Partnership Bonds: A Fully Funded Insurance Solution in a Public Private Partnership
Policy Letter No. 86
| May 2020 |
Policy Letter
|
Financial Markets
| 2020 | Covid-19-Crisis, catastrophe bond, public private partnership, pandemic insurance |
Gründl, Helmut
Regele, Fabian
| 1588284000 | Policy Paper | |
| Otmar Issing | Encompassing monetary policy strategy review
White Paper No. 68
| Jun 2020 |
White Paper
|
Macro Finance
| 2020 | monetary policy, ECB, price stability, two-pillar system, strategy review |
Issing, Otmar
| 1590962400 | Policy Paper | |
| Dimitrios Kostopoulos, Steffen Meyer, Charline Uhr | Google Search Volume and Individual Investor Trading
Journal of Financial Markets
| Aug 2020 |
Research Publications
|
Household Finance
| 2020 | Individual investorTrading behaviorInvestor sentiment |
Uhr, Charline
Kostopoulos, Dimitrios
Meyer, Steffen
| 1596232800 | Published Paper | |
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
| May 2020 |
Research Publications
|
Household Finance
| 2020 | Life cycle savingHousehold financeAnnuityLongevity risk401(k) planRetirement |
Horneff, Vanya
Maurer, Raimond
Mitchell, Olivia S.
| 1588284000 | Published Paper | |
Jan Pieter Krahnen,
Loriana Pelizzon | Priorities for the CMU agenda
Policy Letter No. 85
| May 2020 |
Policy Letter
|
Financial Markets
| 2020 | CMU, High-Level-Forum, Interim Report |
Krahnen, Jan Pieter
Pelizzon, Loriana
| 1588284000 | Policy Paper |
Senior Researcher,
Senior Researcher,
|
Loriana Pelizzon,
Max Riedel,
Zorka Simon, Marti Subrahmanyam | Collateral Eligibility of Corporate Debt in the Eurosystem
SAFE Working Paper No. 275
| Apr 2020 |
Working Paper
|
Financial Markets,
Macro Finance,
| 2020 | |
Simon, Zorka
Subrahmanyam, Marti
Riedel, Max
Pelizzon, Loriana
| 1585692000 | SAFE Working Paper |
Senior Researcher,
|
| Elsa Massoc | Politics of Banking in Europe: Global Banks and Domestic Institutional Legacies
E-International Relations
| Apr 2020 |
Research Publications
|
Financial Intermediation
| 2020 | |
Massoc, Elsa
| 1585692000 | Published Paper | |
Arnoud Boot, Elena Carletti, Hans-Helmut Kotz,
Jan Pieter Krahnen,
Loriana Pelizzon,
Marti Subrahmanyam | Corona and Financial Stability 4.0: Implementing a European Pandemic Equity Fund
Policy Letter No. 84
| Apr 2020 |
Policy Letter
|
Financial Markets
| 2020 | Coronavirus, Risk sharing, Financial stability, Policy measures in the EU, Equity fund |
Pelizzon, Loriana
Carletti, Elena
Boot, Arnoud
Krahnen, Jan Pieter
Kotz, Hans-Helmut
Subrahmanyam, Marti
| 1585692000 | Policy Paper |
Senior Researcher,
Senior Researcher,
|
| Marcel Thum, Alfons J. Weichenrieder | Corona-Bonds und ihre Alternativen
Policy Letter No. 83
| Apr 2020 |
Policy Letter
|
Macro Finance
| 2020 | Corona Bonds, Corona-Krise, Transferzahlungen |
Weichenrieder, Alfons J.
Thum, Marcel
| 1585692000 | Policy Paper | |
| Matej Avbelj, Antonia Baraggia, Jürgen Bast, Bojan Bugarič, Emanuel Castellarin, Francesco Costamagna, Anuscheh Faraha, Matthias Goldmann, Anna-Katharina Mangold, Mario Savino, Alexander Thiele, Annamaria Viterbo | The Case for Corona Bonds
Policy Letter No. 82
| Apr 2020 |
Policy Letter
|
Law and Finance
| 2020 | Corona Bonds, Coronavirus |
Goldmann, Matthias
Avbelj, Matej
Bast, Jürgen
Costamagna, Francesco
Savino, Mario
Baraggia, Antonia
Mangold, Anna-Katharina
Castellarin, Emanuel
Faraha, Anuscheh
Bugarič, Bojan
Viterbo, Annamaria
Thiele, Alexander
| 1585692000 | Policy Paper | |
Christopher Busch,
Alexander Ludwig,
Raül Santaeulàlia-Llopis | Emerging Evidence of a Silver Lining: A Ridge Walk to Avoid an Economic Catastrophe in Italy and Spain
White Paper No. 67
| Apr 2020 |
White Paper
|
Macro Finance
| 2020 | Coronavirus, pandemic economics, lockdown costs |
Busch, Christopher
Ludwig, Alexander
Santaeulàlia-Llopis, Raül
| 1585692000 | Policy Paper | |
Arnoud Boot, Elena Carletti, Hans-Helmut Kotz,
Jan Pieter Krahnen,
Loriana Pelizzon,
Marti Subrahmanyam | Corona and Financial Stability 3.0: Try equity -risk sharing for companies, large and small
Policy Letter No. 81
| Mar 2020 |
Policy Letter
|
Financial Markets
| 2020 | Coronavirus, Financial stability, Risk sharing, Policy measures in the EU |
Boot, Arnoud
Krahnen, Jan Pieter
Kotz, Hans-Helmut
Subrahmanyam, Marti
Carletti, Elena
Pelizzon, Loriana
| 1583017200 | Policy Paper |
Senior Researcher,
Senior Researcher,
|
| Leo Kaas | Capital in the Corona Crisis
Policy Letter No. 80
| Mar 2020 |
Policy Letter
|
Macro Finance
| 2020 | corona crisis, capital liquidations, emergency loans |
Kaas, Leo
| 1583017200 | Policy Paper | |
| Pietro Dindo, Andrea Modena, Loriana Pelizzon | Risk Pooling, Intermediation Efficiency, and the Business Cycle
SAFE Working Paper No. 271
| Mar 2020 |
Working Paper
|
Financial Markets,
Macro Finance
| 2020 | Amplification, business cycle, efficiency, dampening, restricted market participation, risk pooling |
Pelizzon, Loriana
Modena, Andrea
Dindo, Pietro
| 1583017200 | SAFE Working Paper |
Senior Researcher,
|
Arnoud Boot, Elena Carletti, Hans-Helmut Kotz,
Jan Pieter Krahnen,
Loriana Pelizzon,
Marti Subrahmanyam | Corona and Financial Stability 2.0: Act jointly now, but also think about tomorrow
Policy Letter No. 79
| Mar 2020 |
Policy Letter
|
Financial Markets
| 2020 | coronavirus, financial stability, systemic risk, strategies |
Kotz, Hans-Helmut
Krahnen, Jan Pieter
Boot, Arnoud
Subrahmanyam, Marti
Carletti, Elena
Pelizzon, Loriana
| 1583017200 | Policy Paper |
Senior Researcher,
Senior Researcher,
|
Klaus Adam, Thiess Büttner, Joachim Hennrichs, Jan Pieter Krahnen,
Jörg Rocholl | Zur Reform der Einlagensicherung: Elemente einer anreizkompatiblen Europäischen Rückversicherung
White Paper No. 66
| Mar 2020 |
White Paper
|
Financial Markets
| 2020 | Einlagensicherung, EDIS, Bankenunion |
Krahnen, Jan Pieter
Rocholl, Jörg
Hennrichs, Joachim
Büttner, Thiess
Adam, Klaus
| 1583017200 | Policy Paper |
Senior Researcher,
|
Arnoud Boot, Elena Carletti, Rainer Haselmann,
Hans-Helmut Kotz,
Jan Pieter Krahnen,
Loriana Pelizzon,
Stephen Schaefer, Marti Subrahmanyam | The Coronavirus and Financial Stability
Policy Letter No. 78
| Mar 2020 |
Policy Letter
|
Financial Markets
| 2020 | coronavirus, financial stability, banking, strategies |
Kotz, Hans-Helmut
Haselmann, Rainer
Pelizzon, Loriana
Subrahmanyam, Marti
Boot, Arnoud
Carletti, Elena
Schaefer, Stephen
Krahnen, Jan Pieter
| 1583017200 | Policy Paper |
Senior Researcher,
Senior Researcher,
|
Raimond Maurer,
Olivia S. Mitchell | Older Peoples' Willingness to Delay Social Security Claiming
Journal of Pension Economics and Finance
| Jul 2020 |
Research Publications
|
Household Finance
| 2020 | Annuity; labor supply; lump sum; retirement age; social security |
Maurer, Raimond
Mitchell, Olivia S.
| 1593554400 | Published Paper | |
| Ignazio Angeloni | Time to address the shortcomings of the banking union
Policy Letter No. 77
| Jan 2020 |
Policy Letter
|
Macro Finance,
| 2020 | ECB, Banking Union, Cross-border Banking, Banking Supervision, Banking Resolution |
Angeloni, Ignazio
| 1577833200 | Policy Paper | |
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
| Dec 2019 |
White Paper
|
Financial Markets
| 2019 | Bank Profitability, Supervisory Guidance, Banking Union, Financial regulation |
Wahrenburg, Mark
Krahnen, Jan Pieter
Farina, Tatiana
Pelizzon, Loriana
| 1575154800 | Policy Paper |
Senior Researcher,
Senior Researcher,
|
| Andrea Bedin, Monica Billio, Michele Costola, Loriana Pelizzon | Credit Scoring in SME Asset-Backed Securities: An Italian Case Study
SAFE Working Paper No. 262
| Oct 2019 |
Working Paper
|
Financial Markets,
| 2019 | credit scoring; probability of default; small and medium enterprises; assetbacked securities |
Billio, Monica
Pelizzon, Loriana
Bedin, Andrea
Costola, Michele
| 1569880800 | SAFE Working Paper |
Senior Researcher,
|
| Maik Schmeling | What is Libra? Understanding Facebook´s Currency
Policy Letter No. 76
| Sep 2019 |
Policy Letter
|
Financial Markets
| 2019 | Libra, cryptocurrency, currency board |
Schmeling, Maik
| 1567288800 | Policy Paper | |
| Thomas Huertas | Completing Banking Union
White Paper No. 63
| Sep 2019 |
White Paper
|
Financial Intermediation
| 2019 | Banking Union, EDIS, EDIC |
Huertas, Thomas
| 1567288800 | Policy Paper | |
Jannis Bischof,
Christian Laux, Christian Leuz | Accounting for financial stability: Bank disclosure and loss recognition in the financial crisis
Journal of Financial Economics
| Jan 2022 |
Research Publications
|
Financial Intermediation
| 2022 | Banks, Financial crisis, Financial stability, Disclosure, Loan loss accounting, Expected credit losses, Incurred loss model, Prudential filter, Fair value accounting |
Bischof, Jannis
Leuz, Christian
Laux, Christian
| 1640991600 | Published Paper | |
| Burkard Eberlein, Sandra Eckert | Private Authority in Tackling Cross-border Issues. The Hidden Path of Integrating European Energy Markets
Journal of European Integration
| Jan 2020 |
Research Publications
|
Financial Intermediation
| 2020 | |
Eberlein, Burkard
Eckert, Sandra
| 1577833200 | Published Paper | |
| Sandra Eckert | Supranational Authorities and Private Actors as Drivers of Single Market Integration? The State of the Union in Electricity and Banking
Journal of European Integration
| Feb 2022 |
Research Publications
|
Financial Intermediation
| 2022 | |
Eckert, Sandra
| 1643670000 | Published Paper | |
Erik Theissen,
Christian Westheide | Call of Duty: Designated Market Maker Participation in Call Auctions
Journal of Financial Markets
| Jun 2020 |
Research Publications
|
Financial Markets
| 2020 | |
Theissen, Erik
Westheide, Christian
| 1590962400 | Published Paper | |
Christian Schlag,
Kailin Zeng | Horizontal Industry Relationships and Return Predictability
Journal of Empirical Finance
| Sep 2019 |
Research Publications
|
Financial Markets
| 2019 | Connected industries, information flow, return predictability |
Zeng, Kailin
Schlag, Christian
| 1567288800 | Published Paper |
Senior Researcher,
|
Darien Huang, Christian Schlag,
Ivan Shaliastovich, Julian Thimme | Volatility-of-Volatility Risk
Journal of Financial and Quantitative Analysis
| Dec 2019 |
Research Publications
|
Financial Markets
| 2019 | |
Schlag, Christian
Huang, Darien
Thimme, Julian
Shaliastovich, Ivan
| 1575154800 | Published Paper |
Senior Researcher,
|
| Marie Lalanne | Network-based Appointments and Board Diversity
Economica
| Apr 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Lalanne, Marie
| 1680300000 | Published Paper | |
| Ludger Schuknecht | Fiscal-Financial Vulnerabilities
White Paper No. 62
| Aug 2019 |
White Paper
|
Macro Finance
| 2019 | fiscal financial vulnerabilities, fiscal variables, public finance |
Schuknecht, Ludger
| 1564610400 | Policy Paper | |
Christian Schlag,
Kailin Zeng | Horizontal Industry Relationships and Return Predictability
SAFE Working Paper No. 256
| Aug 2019 |
Working Paper
|
Financial Markets
| 2019 | Connected industries, information flow, return predictability |
Schlag, Christian
Zeng, Kailin
| 1564610400 | SAFE Working Paper |
Senior Researcher,
|
| Reinhard H. Schmidt | Deutsche Bank and its Strategy Change: What it Means for the German Financial System
Policy Letter No. 75
| Jul 2019 |
Policy Letter
|
Financial Intermediation
| 2019 | German financial system, corporate governance, German banks |
Schmidt, Reinhard H.
| 1561932000 | Policy Paper | |
| Bertram Schefold | Der Neo-Fisher-Effekt: Die historische Alternative zur Nullzinspolitik
Policy Letter No. 74
| Jul 2019 |
Policy Letter
|
Macro Finance
| 2019 | Inflation, Geldpolitik, Europäische Zentralbank, Zinsen |
Schefold, Bertram
| 1561932000 | Policy Paper | |
Konstantin Bräuer, Andreas Hackethal,
Tobin Hanspal | Consuming Dividends
SAFE Working Paper No. 280
| May 2020 |
Working Paper
|
Household Finance
| 2020 | Consumption, Stock market wealth, Dividends, Excess sensitivity, Self-control, Household finance, Retail investor |
Hanspal, Tobin
Hackethal, Andreas
Bräuer, Konstantin
| 1588284000 | SAFE Working Paper |
Senior Researcher,
|
| Reinhard H. Schmidt | On the Change of the German Financial System
White Paper No. 61
| Jul 2019 |
White Paper
|
Financial Intermediation
| 2019 | German financial system, corporate governance, German banks |
Schmidt, Reinhard H.
| 1561932000 | Policy Paper | |
| Reinhard H. Schmidt | Diversity in Finance: An Overview
White Paper No. 60
| Jun 2019 |
White Paper
|
Financial Intermediation
| 2019 | diversity, finance, banking systems, financial systems |
Schmidt, Reinhard H.
| 1559340000 | Policy Paper | |
| Volker Brühl, Jan Pieter Krahnen | An open banking platform for Germany - a future-oriented alternative to a merger of Deutsche Bank / Commerzbank
Policy Letter No. 73
| May 2019 |
Policy Letter
|
Financial Intermediation
| 2019 | Open Banking Platform Germany, Banking Union, Merger, Deutsche Bank, Commerzbank |
Brühl, Volker
Krahnen, Jan Pieter
| 1556661600 | Policy Paper |
Senior Researcher,
|
| Sascha Baghestanian, Paul Gortner, Joël van der Weele | Peer Effects and Risk Sharing in Experimental Asset Markets
European Economic Review
| Jul 2019 |
Research Publications
|
Household Finance,
Financial Markets,
| 2019 | peer effects, laboratory experiments, risk taking, asset markets |
Gortner, Paul
Baghestanian, Sascha
van der Weele, Joël
| 1561932000 | Published Paper | |
Martin Götz, Tobias Tröger,
Mark Wahrenburg | The Next SSM Term: Supervisory Challenges Ahead
White Paper No. 59
| Mar 2019 |
White Paper
|
Financial Intermediation
| 2019 | SSM, Banking Union, ECB supervision |
Götz, Martin
Tröger, Tobias
Wahrenburg, Mark
| 1551394800 | Policy Paper |
Senior Researcher,
|
Mario Bellia, Loriana Pelizzon,
Marti Subrahmanyam,
Jun Uno,
Darya Yuferova | Market Liquidity and Competition Among Designated Market Makers
SAFE Working Paper No. 247
| Mar 2019 |
Working Paper
|
Financial Markets,
| 2019 | esignated Market Makers (DMMs), Liquidity Provision |
Uno, Jun
Bellia, Mario
Yuferova, Darya
Pelizzon, Loriana
Subrahmanyam, Marti
| 1551394800 | SAFE Working Paper |
Senior Researcher,
|
Rainer Haselmann,
Jan Pieter Krahnen,
Mark Wahrenburg | Evaluierung gesamt- und finanzwirtschaftlicher Effekte der Reformen europäischer Finanzmarktregulierung im deutschen Finanzsektor seit der Finanzkrise
Policy Report No.2
| Mar 2019 |
White Paper
|
Financial Intermediation
| 2019 | Regulierung, Banken, Kreditinstitute |
Haselmann, Rainer
Krahnen, Jan Pieter
Wahrenburg, Mark
| 1551394800 | Policy Paper | |
| Volker Brühl, Jan Pieter Krahnen | Eine Open Banking Plattform für Deutschland – eine zukunftsorientierte Alternative zu einer Fusion Deutsche Bank/Commerzbank
Policy Letter No. 72
| Mar 2019 |
Policy Letter
|
Financial Intermediation
| 2019 | Open Banking Platform Germany, Bankenunion, Fusion, Deutsche Bank, Commerzbank |
Krahnen, Jan Pieter
Brühl, Volker
| 1551394800 | Policy Paper |
Senior Researcher,
|
| Tim Eisert, Christian Eufinger | Interbank Networks and Backdoor Bailouts: Benefiting from Other Banks’ Government Guarantees
Management Science
| Aug 2019 |
Research Publications
|
Law and Finance,
| 2019 | bailout, cycle flows, cyclical liabilities, interbank network, leverage |
Eisert, Tim
Eufinger, Christian
| 1564610400 | Published Paper | |
| Massimiliano Caporin, Michele Costola | Asymmetry and Leverage in GARCH Models: A News Impact Curve Perspective
Applied Economics
| Feb 2019 |
Research Publications
| | 2019 | |
Caporin, Massimiliano
Costola, Michele
| 1548975600 | Published Paper | |
| Viral Acharya, Tim Eisert, Christian Eufinger, Christian Hirsch | Whatever it Takes: The Real Effects of Unconventional Monetary Policy
Review of Financial Studies
| Sep 2019 |
Research Publications
|
Financial Intermediation,
| 2019 | |
Hirsch, Christian
Eufinger, Christian
Eisert, Tim
Acharya, Viral
| 1567288800 | Published Paper | |
| Ester Faia, Vincenzo Pezone | The Heterogeneous Cost of Wage Rigidity: Evidence and Theory
SAFE Working Paper No. 242
| Jan 2019 |
Working Paper
|
Macro Finance
| 2019 | |
Pezone, Vincenzo
Faia, Ester
| 1546297200 | SAFE Working Paper | |
| Jan Pieter Krahnen | Target Balances and Financial Crises
Policy Letter No. 71
| Jan 2019 |
Policy Letter
|
Financial Markets
| 2019 | Target 2, payment system, central banks, Eurosystem |
Krahnen, Jan Pieter
| 1546297200 | Policy Paper |
Senior Researcher,
|
| Kunka Petkova, Alfons J. Weichenrieder | Grunderwerbsteuer: Eine Steuer für das 21. Jahrhundert?
White Paper No. 58
| Jan 2019 |
White Paper
|
Macro Finance
| 2019 | Grunderwerbsteuer, Reformvorschläge, Freibetrag, Steuergestaltung, Share Deals |
Weichenrieder, Alfons J.
Petkova, Kunka
| 1546297200 | Policy Paper | |
| Joost Driessen, Theo E. Nijman, Zorka Simon | A Simple Approach to Estimate Long-Term Interest Rates
SAFE Working Paper No. 238
| Dec 2018 |
Working Paper
|
Financial Markets,
| 2018 | Sovereign Bonds, Term Structure of Interest Rates, Segmentation, Liquidity, Flight-to-safety, Credit Risk, Unconventional Monetary Policy |
Driessen, Joost
Nijman, Theo E.
Simon, Zorka
| 1543618800 | SAFE Working Paper | |
Mario Bellia, Kim Christensen, Aleksey Kolokolov, Loriana Pelizzon,
Roberto Renò | Do Designated Market Makers Provide Liquidity During a Flash Crash?
SAFE Working Paper No. 270
| Mar 2020 |
Working Paper
|
Financial Markets,
| 2020 | |
Renò, Roberto
Christensen, Kim
Kolokolov, Aleksey
Bellia, Mario
Pelizzon, Loriana
| 1583017200 | SAFE Working Paper |
Senior Researcher,
|
| 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
| Mar 2023 |
Research Publications
|
Financial Markets,
| 2023 | CAPM, volatility, network, interconnections, systematic risk |
Panzica, Roberto
Billio, Monica
Pelizzon, Loriana
Caporin, Massimiliano
| 1677625200 | Published Paper |
Senior Researcher,
|
Daniel Harenberg,
Alexander Ludwig | Idiosyncratic Risk, Aggregate Risk, and the Welfare Effects of Social Security
International Economic Review
| May 2019 |
Research Publications
|
Household Finance,
Macro Finance
| 2019 | social security, idiosyncratic risk, aggregate risk, welfare |
Ludwig, Alexander
Harenberg, Daniel
| 1556661600 | Published Paper | |
Vanya Horneff, Daniel Liebler, Raimond Maurer,
Olivia S. Mitchell | Money-Back Guarantees in Individual Retirement Accounts: Still a Good Deal?
SAFE Working Paper No. 263
| Oct 2019 |
Working Paper
|
Household Finance
| 2019 | individual retirement account, investment guarantee, longevity risk, retirement income, life cycle model |
Liebler, Daniel
Maurer, Raimond
Horneff, Vanya
Mitchell, Olivia S.
| 1569880800 | SAFE Working Paper | |
| Baptiste Massenot, Yuri Pettinicchi | Can Households See into the Future? Survey Evidence from the Netherlands
Journal of Economic Behavior and Organization
| Aug 2019 |
Research Publications
|
Macro Finance
| 2019 | |
Massenot, Baptiste
Pettinicchi, Yuri
| 1564610400 | Published Paper | |
Tabea Bucher-Koenen, Andreas Hackethal,
Johannes Kasinger, Christine Laudenbach | Wie viel Rente wirst du bekommen? – Pilotstudie zur Einführung einer Renteninformationsplattform in Deutschland
White Paper No. 57
| Oct 2018 |
White Paper
|
Household Finance
| 2018 | |
Kasinger, Johannes
Hackethal, Andreas
Laudenbach, Christine
Bucher-Koenen, Tabea
| 1538344800 | Policy Paper |
Senior Researcher,
Senior Researcher,
|
Yalin Gündüz, Giorgio Ottonello, Loriana Pelizzon,
Michael Schneider, Marti Subrahmanyam | Lighting up the Dark: Liquidity in the German Corporate Bond Market
SAFE Working Paper No. 230
| Sep 2018 |
Working Paper
|
Financial Markets,
| 2018 | Corporate Bonds, WpHG, Liquidity, Transparency, OTC markets |
Gündüz, Yalin
Subrahmanyam, Marti
Ottonello, Giorgio
Schneider, Michael
Pelizzon, Loriana
| 1535752800 | SAFE Working Paper |
Senior Researcher,
|
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
| Oct 2021 |
Research Publications
|
Financial Markets,
| 2021 | Interconnectedness, Asset Liquidation, Similarity, Financial Stability, Insurance Com- panies, SIFI |
Weiss Hanley, Kathleen
Getmansky Sherman, Mila
Pelizzon, Loriana
Nikolova, Stanislava
Girardi, Giulio
| 1633039200 | Published Paper |
Senior Researcher,
|
Mila Getmansky Sherman, Ravi Jagannathan, Loriana Pelizzon,
Ernst Schaumburg, Darya Yuferova | Recovery from Fast Crashes: Role of Mutual Funds
SAFE Working Paper No. 227
| Jul 2018 |
Working Paper
|
Financial Markets,
| 2018 | Liquidity Provision; Market Fragility; Flash Crash; Slow-Moving Capital |
Getmansky Sherman, Mila
Pelizzon, Loriana
Yuferova, Darya
Schaumburg, Ernst
Jagannathan, Ravi
| 1530396000 | SAFE Working Paper |
Senior Researcher,
|
| Jan Pieter Krahnen | Über Scheinriesen: Was TARGET-Salden tatsächlich bedeuten Eine finanzökonomische Überprüfung
White Paper No. 56
| Aug 2018 |
White Paper
|
Financial Markets
| 2018 | TARGET-Salden, TARGET2, europäischer Zahlungsverkehr, Zentralbankensystem, Eurosystem |
Krahnen, Jan Pieter
| 1533074400 | Policy Paper |
Senior Researcher,
|
Andrej Gill,
Florian Hett,
Johannes Tischer | Measuring Time Inconsistency Using Financial Transaction Data
White Paper No. 55
| Jul 2018 |
White Paper
|
Household Finance,
| 2018 | financial transaction data, financial decision-making, time inconsistency, present bias |
Tischer, Johannes
Gill, Andrej
Hett, Florian
| 1530396000 | Policy Paper | |
Nils Grevenbrock, Max Groneck, Alexander Ludwig,
Alexander Zimper | Cognition, Optimism and the Formation of Age-Dependent Survival Beliefs
International Economic Review
| May 2021 |
Research Publications
|
Macro Finance
| 2021 | |
Ludwig, Alexander
Grevenbrock, Nils
Zimper, Alexander
Groneck, Max
|
