Robert F. Dittmar, Christian Schlag,
Julian Thimme | Non-Substitutable Consumption Growth Risk
forthcoming in Management Science
| Jan 2024 |
Research Publications
|
Financial Markets
| 2024 | |
Schlag, Christian
Dittmar, Robert F.
Thimme, Julian
| 1704063600 | Published Paper |
Professor,
|
Top-Journal,
|
| Huynh Sang Truong, Uwe Walz | Spillovers of PE Investments
forthcoming in European Financial Management
| Jan 2024 |
Research Publications
|
Financial Intermediation
| 2024 | LBO spillovers, peer effects, IV approach |
Sang Truong, Huynh
Walz, Uwe
| 1704063600 | Published Paper |
Professor,
| |
| Bero Gebhard, Julian Greth | ELTIF 2.0 – der große Wurf für den Fondsstandort Europa?
Wertpapier Mitteilungen
| Jan 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Greth, Julian
Gebhard, Bero
| 1672527600 | Published Paper |
Doctoral Student,
| |
| Tobias Tröger | §§ 118-120a AktG
Kölner Kommentar zum AktG (Ulrich Noack and Wolfgang Zöllner (eds.)
| Dec 2022 |
Research Publications
|
Law and Finance
| 2022 | |
Tröger, Tobias
| 1669849200 | Published Paper |
Professor,
| |
Nikolai Badenhoop,
Stefan Grundmann | Restitutionsansprüche aus Fremdwährungskrediten bei AGB-Nichtigkeit
Zeitschrift für Bank- und Kapitalmarktrecht
| Apr 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Badenhoop, Nikolai
Grundmann, Stefan
| 1680300000 | Published Paper | | |
Mario Bellia, Roberto Panzica, Loriana Pelizzon,
Tuomas A. Peltonen, Marti Subrahmanyam,
Davide Tomio | Central Bank-Driven Mispricing
forthcoming in Journal of Financial Economics
| Jan 2024 |
Research Publications
|
Financial Markets,
Macro Finance
| 2024 | Central Bank Interventions, Liquidity, Sovereign Bonds, Futures Contracts, Arbitrage |
Panzica, Roberto
Bellia, Mario
Peltonen, Tuomas A.
Pelizzon, Loriana
Subrahmanyam, Marti
Tomio, Davide
| 1704063600 | Published Paper |
Professor,
|
Top-Journal,
|
| Matthias Goldmann | United in Diversity? The Relationship between Monetary Policy and Banking Supervision in the Banking Union
European Constitutional Law Review ,
| Jun 2018 |
Research Publications
|
Financial Intermediation,
Macro Finance
| 2018 | Banking Union, Monetary Policy, Financial Stability, Single Supervisory Mechanism, Democratic Legitimacy |
Goldmann, Matthias
| 1527804000 | Published Paper | | |
| Mohamed Al Degwy, Edin Ibrocevic, Matthias Thiemann | Understanding the Shift from Micro to Macro-Prudential Thinking: A Discursive Network Analysis
Cambridge Journal of Economics
| Jul 2018 |
Research Publications
|
Macro Finance
| 2018 | Banking Regulation, Systemic Risk, Formalism, Equilibrium Thinking, Discourse, Citation Network Analysis |
Thiemann, Matthias
Ibrocevic, Edin
Al Degwy, Mohamed
| 1530396000 | Published Paper | | |
| Gabriele Camera, YiLi Chien | Two Monetary Models with Alternating Markets
Journal of Money, Credit and Banking
| Aug 2018 |
Research Publications
|
Macro Finance
| 2018 | cash-in-advance, matching, microfoundations, money, inflation |
Chien, YiLi
Camera, Gabriele
| 1533074400 | Published Paper | | |
Wataru Kureishi, Hannah Paule-Paludkiewicz,
Hitoshi Tsujiyama, Midori Wakabayashi | Time Preferences over the Life Cycle and Household Saving Puzzles
Journal of Monetary Economics
| Nov 2021 |
Research Publications
|
Household Finance
| 2021 | Time Preferences; Preference Stability; Age; Discount Rates |
Wakabayashi, Midori
Tsujiyama, Hitoshi
Paule-Paludkiewicz, Hannah
Kureishi, Wataru
| 1635721200 | Published Paper | |
Top-Journal,
|
| Òscar Jordà, Alan M. Taylor | The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy
The Economic Journal
| Feb 2018 |
Research Publications
|
Macro Finance
| 2018 | fiscal multipliers, booms, slumps, output fluctuations, allocation bias, matching, Rubin Causal Model, average treatment effect, propensity score, inverse probability weighting, regression adjustment, local projection, identification |
Jordà, Òscar
Taylor, Alan M.
| 1517439600 | Published Paper | | |
Nicola Fuchs-Schündeln, Dirk Krueger, Alexander Ludwig,
Irina Popova | The Long-Term Distributional and Welfare Effects of Covid-19 School Closures
The Economic Journal
| Jul 2022 |
Research Publications
|
Macro Finance
| 2022 | Covid-19, school closures, inequality, intergenerational persistence |
Fuchs-Schündeln, Nicola
Krueger, Dirk
Popova, Irina
Ludwig, Alexander
| 1656626400 | Published Paper | | |
| Giuliano Curatola, Ilya Dergunov | International Capital Markets with Interdependent Preferences: Theory and Empirical Evidence
Journal of Economic Behavior & Organization
| Aug 2023 |
Research Publications
|
Household Finance,
Financial Markets
| 2023 | Asset pricing, general equilibrium, heterogeneous agents, interdependent preferences, portfolio choice |
Curatola, Giuliano
Dergunov, Ilya
| 1690840800 | Published Paper | | |
| Giuliano Curatola, Michael Donadelli, Patrick Grüning | Technology Trade with Asymmetric Tax Regimes and Heterogeneous Labor Markets: Implications for Macro Quantities and Asset Prices
International Journal of Finance & Economics
| Oct 2022 |
Research Publications
|
Financial Markets
| 2022 | Technology Adoption, R&D Investment, Asymmetric Tax Regimes, Asset Prices |
Grüning, Patrick
Curatola, Giuliano
Donadelli, Michael
| 1664575200 | Published Paper | | |
| Reint Gropp, Thomas Mosk, Steven Ongena, Ines Simac, Carlo Wix | Supranational Rules, National Discretion: Increasing Versus Inflating Regulatory Bank Capital?
Journal of Financial and Quantitative Analysis
| Mar 2024 |
Research Publications
|
Financial Intermediation
| 2024 | |
Gropp, Reint
Mosk, Thomas
Wix, Carlo
Simac, Ines
Ongena, Steven
| 1709247600 | Published Paper | |
Top-Journal,
|
| Jannic Cutura, Henning Hesse | Incentive Effects from Write-down CoCo Bonds: An Empirical Analysis
Journal of Financial Regulation
| Sep 2022 |
Research Publications
|
Macro Finance
| 2022 | CoCo bonds, contingent capital, endogenous risk, capital structure, incentives, monitoring |
Cutura, Jannic
Hesse, Henning
| 1661983200 | Published Paper | | |
| Katja Langenbucher | Änderungsbedarf: § 307 Abs. 3 BGB
Neue Zeitschrift für Gesellschaftsrecht
| Jan 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Langenbucher, Katja
| 1672527600 | Published Paper |
Professor,
| |
| Katja Langenbucher | Diskriminierung bei der Vergabe von Verbraucherkrediten? Anmerkungen zu den Plänen des Europäischen Gesetzgebers
Zeitschrift für Bank- und Kapitalmarktrecht
| Jan 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Langenbucher, Katja
| 1672527600 | Published Paper |
Professor,
| |
Monica Billio, Michele Costola, Iva Hristova, Carmelo Latino,
Loriana Pelizzon | Sustainable Finance: A Journey Toward ESG and Climate Risk
International Review of Environmental and Resource Economics
| Jan 2024 |
Research Publications
|
Financial Markets
| 2024 | Environmental, social, and governance factors (ESG); credit risk; debt cost; equity cost; sovereign bonds; portfolio management |
Pelizzon, Loriana
Billio, Monica
Hristova, Iva
Latino, Carmelo
Costola, Michele
| 1704063600 | Published Paper |
Professor,
| |
Peter Andre,
Teodora Boneva, Felix Chopra, Armin Falk | Globally Representative Evidence on the Actual and Perceived Support for Climate Action
Nature Climate Change
| Feb 2024 |
Research Publications
| | 2024 | |
Andre, Peter
Boneva, Teodora
Chopra, Felix
Falk, Armin
| 1706742000 | Published Paper | | |
| Sebastian Steuer | Sale and Rent Back: Rekonstruktion einer Regulierungsarbitrage Zugleich Besprechung von BGHZ 235, 117 – Pfando
Juristen-Zeitung
| Oct 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Steuer, Sebastian
| 1696111200 | Published Paper | | |
| Sebastian Steuer | CO2-Kompensationen: “Quick Fix” durch Werbeverbot?
Recht, Automobil, Wirtschaft
| Jan 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Steuer, Sebastian
| 1672527600 | Published Paper | | |
| Sebastian Steuer | Umweltkommunikation in der Automobilwirtschaft
Recht, Automobil, Wirtschaft
| Jan 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Steuer, Sebastian
| 1672527600 | Published Paper | | |
| Sebastian Steuer | Der Vorschlag der Kommission für eine Green Claims-Richtlinie
Europäische Zeitschrift für Wirtschaftsrecht
| Jan 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Steuer, Sebastian
| 1672527600 | Published Paper | | |
| Sebastian Steuer | Common Ownership und Corporate Governance
Wirtschaft und Wettbewerb
| Jan 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Steuer, Sebastian
| 1672527600 | Published Paper | | |
| Sebastian Steuer | Klimaziele im Unternehmensrecht – Freiwillige Verlautbarungen und Perspektiven nach dem CSDDD-Entwurf
Zeitschrift für Wirtschaftsrecht
| Jan 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Steuer, Sebastian
| 1672527600 | Published Paper | | |
| Tobias Tröger | Wie misst man die Nachhaltigkeit des Rechts? – Von der ökonomischen zur ökologischen Analyse des Rechts
forthcoming in Nachhaltigkeit im Spiegel des Rechts
| Jan 2024 |
Research Publications
|
Law and Finance
| 2024 | |
Tröger, Tobias
| 1704063600 | Published Paper |
Professor,
| |
| Tobias Tröger | Better Integration of Chemical Pollution Research will Further Our Understanding of Biodiversity Loss
Nature Ecology & Evolution
| Jun 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Tröger, Tobias
| 1685570400 | Published Paper |
Professor,
| |
K. Valerie Carl, Oliver Hinz,
Patrick Weber | Applications of Explainable Artificial Intelligence in Finance – A Systematic Review of Finance, Information Systems, and Computer Science Literature
Management Review Quarterly
| Jun 2024 |
Research Publications
|
Financial Markets
| 2024 | |
Weber, Patrick
Carl, K. Valerie
Hinz, Oliver
| 1717192800 | Published Paper |
Professor,
| |
Ulrich Gnewuch, Oliver Hinz,
Ralf Kellner, Stefan Morana, Alexander Mädche | More than a Bot? The Impact of Disclosing Human Involvement on Customer Interactions with Hybrid Service Agents
forthcoming in Information Systems Research
| Jan 2024 |
Research Publications
|
Financial Markets
| 2024 | |
Hinz, Oliver
Kellner, Ralf
Gnewuch, Ulrich
Mädche, Alexander
Morana, Stefan
| 1704063600 | Published Paper |
Professor,
| |
Benjamin M. Abdel-Karim, Jörn Grahl, Oliver Hinz,
Cristina Mihale-Wilson, Franz Rothlauf | How do Likes Influence Revenue? A Randomized Controlled Field Experiment
Journal of Business Research
| Nov 2023 |
Research Publications
|
Financial Markets
| 2023 | |
Grahl, Jörn
Hinz, Oliver
Rothlauf, Franz
Abdel-Karim, Benjamin M.
Mihale-Wilson, Cristina
| 1698793200 | Published Paper |
Professor,
| |
Maximilian Beilner,
Katja Langenbucher,
Marie-Therèse Radetzk,
Dominik Scheld,
Jan Sehorz,
Oscar Stolper,
Philipp Tilk | Der Einsatz von „Digital Engagement Practices“ in der Vermögensanlage
Zeitschrift für Bankrecht und Bankwirtschaft
| Apr 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Langenbucher, Katja
Stolper, Oscar
Beilner, Maximilian
Scheld, Dominik
Sehorz, Jan
Radetzk, Marie-Therèse
Tilk, Philipp
| 1680300000 | Published Paper |
Professor,
| |
| Katja Langenbucher | Die Barkapitalerhöhung als Prinzipal-Agent-Konflikt
Zeitschrift für Bank- und Kapitalmarktrecht
| Jan 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Langenbucher, Katja
| 1672527600 | Published Paper |
Professor,
| |
| Katja Langenbucher | Gruppendenken und Corporate Governance – illustriert am Beispiel des Wirecard Skandals
Juristen Zeitung
| Aug 2023 |
Research Publications
|
Law and Finance
| 2023 | Group Think, Corporate Governance, Wirecard |
Langenbucher, Katja
| 1690840800 | Published Paper |
Professor,
| |
| Katja Langenbucher | Künstliche Intelligenz in der Leitungsentscheidung des Vorstands
Zeitschrift für das Gesamte Handels- und Wirtschaftsrecht
| Dec 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Langenbucher, Katja
| 1701385200 | Published Paper |
Professor,
|
Top-Journal,
|
Loriana Pelizzon,
Max Riedel,
Zorka Simon, Marti Subrahmanyam | Collateral Eligibility of Corporate Debt in the Eurosystem
Journal of Financial Economics
| Mar 2024 |
Research Publications
|
Financial Markets,
Macro Finance
| 2024 | |
Pelizzon, Loriana
Simon, Zorka
Riedel, Max
Subrahmanyam, Marti
| 1709247600 | Published Paper |
Professor,
|
Top-Journal,
|
Kevin Bauer, Rebecca Heigl, Oliver Hinz,
Michael Kosfeld | Feedback Loops in Machine Learning: A Study on the Interplay of Continuous Updating and Human Discrimination
Journal of the Association for Information System
| Jan 2024 |
Research Publications
|
Household Finance,
| 2024 | |
Heigl, Rebecca
Bauer, Kevin
Kosfeld, Michael
Hinz, Oliver
| 1704063600 | Published Paper |
Professor,
Professor,
| |
Michael Kosfeld,
Zahra Sharafi | The Preference Survey Module: Evidence on Social Preferences from Tehran
Journal of the Economic Science Association
| Jun 2024 |
Research Publications
|
Household Finance,
| 2024 | |
Sharafi, Zahra
Kosfeld, Michael
| 1717192800 | Published Paper |
Professor,
| |
Alexander Hillert,
Alexandra Niessen-Ruenzi, Stefan Ruenzi | Mutual Fund Shareholder Letters: Flows, Performance, and Managerial Behavior
forthcoming in Management Science
| Jan 2024 |
Research Publications
|
Financial Intermediation,
| 2024 | Fund Flows, Textual Analysis, Shareholder Letters, Investment Styles |
Niessen-Ruenzi, Alexandra
Ruenzi, Stefan
Hillert, Alexander
| 1704063600 | Published Paper |
Professor,
|
Top-Journal,
|
Peter Andre,
Marc Kaufmann, Botond Köszegi | Understanding Markets with Socially Responsible Consumers
The Quarterly Journal of Economics
| Aug 2024 |
Research Publications
| | 2024 | |
Andre, Peter
Kaufmann, Marc
Köszegi, Botond
| 1722463200 | Published Paper | |
Top-Journal,
|
| Peter Andre | Shallow Meritocracy
forthcoming in The Review of Economic Studies
| Jan 2024 |
Research Publications
| | 2024 | |
Andre, Peter
| 1704063600 | Published Paper | | |
| Bero Gebhard, Julian Greth | Zum Trennungsprinzip in der Einheits-GmbH & Co. KG
Neue Zeitschrift für Gesellschaftsrecht
| Jan 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Greth, Julian
Gebhard, Bero
| 1672527600 | Published Paper |
Doctoral Student,
| |
Florian Heider,
Jan Pieter Krahnen,
Loriana Pelizzon,
Jonas Schlegel,
Tobias Tröger | Die Notwendigkeit einer Absicherung aller Sichteinlagen: Der Fall der Silicon Valley Bank und Lehren für Europa
Vierteljahrshefte zur Wirtschaftsforschung
| Jan 2023 |
Research Publications
|
Financial Intermediation,
Law and Finance,
Financial Markets
| 2023 | |
Schlegel, Jonas
Tröger, Tobias
Krahnen, Jan Pieter
Pelizzon, Loriana
Heider, Florian
| 1672527600 | Published Paper |
Professor,
Professor,
Professor,
Professor,
| |
Rainer Haselmann,
Sebastian Steuer, Tobias Tröger | Gas and Nuclear Power as Transition Technologies – What does this Mean for Investments
EconPol Forum Climate Change: Greening the Economy by Green Finance?
| Jan 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Tröger, Tobias
Steuer, Sebastian
Haselmann, Rainer
| 1672527600 | Published Paper |
Professor,
Professor,
| |
| Claes Bäckman, Natalia Khorunzhina | Interest-Only Mortgages and Consumption Growth: Evidence from a Mortgage Market Reform
International Economic Review
| May 2024 |
Research Publications
|
Macro Finance
| 2024 | |
Khorunzhina, Natalia
Bäckman, Claes
| 1714514400 | Published Paper | | |
| 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 | | |
Rainer Haselmann,
Vikrant Vig | The Limits of Model-Based Regulation
The Journal of Finance
| Jun 2022 |
Research Publications
|
Financial Intermediation
| 2022 | capital regulation, internal ratings, Basel regulation |
Vig, Vikrant
Haselmann, Rainer
| 1654034400 | Published Paper |
Professor,
|
Top-Journal,
|
Alessandro Di Nola, Leo Kaas,
Haomin Wang | Rescue Policies for Small Businesses in the COVID-19 Recession
Review of Economic Dynamics
| Dec 2023 |
Research Publications
|
Macro Finance
| 2023 | |
Wang, Haomin
Kaas, Leo
Di Nola, Alessandro
| 1701385200 | 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
Information Systems Research
| Dec 2023 |
Research Publications
|
Financial Intermediation,
| 2023 | XAI, explainable machine learning, Information Processing, Belief up-dating, algorithmic transparency |
von Zahn, Moritz
Bauer, Kevin
Hinz, Oliver
| 1701385200 | Published Paper |
Professor,
| |
| 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
The Journal of Industrial Economics
| Mar 2024 |
Research Publications
|
Financial Intermediation,
Financial Markets
| 2024 | Rational Inattention, Obfuscation, Price Competition, Digitalized Markets |
Kasinger, Johannes
Janssen, Aljoscha
| 1709247600 | 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 |
Professor,
|
Top-Journal,
|
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 | | |
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
|
Macro Finance
| 2023 | |
Cloud, Cannon
Heß, Simon
Kasinger, Johannes
| 1698793200 | Published Paper | |
Top-Journal,
|
| Mila Getmansky Sherman, Christian Kubitza, Loriana Pelizzon | Loss Sharing in Central Clearinghouses: Winners and Losers
Review of Asset Pricing Studies
| Jun 2024 |
Research Publications
|
Financial Markets,
| 2024 | Central Clearing, Counterparty Risk, Systematic Risk, OTC markets, Derivatives, Loss Sharing, Collateral, Margin |
Kubitza, Christian
Pelizzon, Loriana
Getmansky Sherman, Mila
| 1717192800 | Published Paper |
Professor,
|
Top-Journal,
|
| 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 | |
Top-Journal,
|
Abigail Hurwitz, Olivia S. Mitchell,
Orly Sade | Testing Methods to Enhance Longevity Awareness
Journal of Economic Behavior & 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 | | |
| 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 | |
Top-Journal,
|
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 |
Professor,
| |
| 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 2024 |
Research Publications
|
Law and Finance
| 2024 | |
Badenhoop, Nikolai
| 1704063600 | 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
| Jun 2023 |
Research Publications
|
Financial Markets
| 2023 | Dark Trading, Fragmentation, Anonymity, Immediacy |
Theissen, Erik
Sagade, Satchit
Gomber, Peter
Weber, Moritz Christian
Westheide, Christian
| 1685570400 | Published Paper | | |
| Ester Faia, Vincenzo Pezone | The Cost of Wage Rigidity
Review of Economic Studies
| Jan 2024 |
Research Publications
|
Macro Finance
| 2024 | Matched employer–employee dataset, Firms’ cost of wage rigidity, Predetermined measure of wage rigidity, High-frequency identification, Heterogeneous wage rigidity |
Pezone, Vincenzo
Faia, Ester
| 1704063600 | Published Paper | |
Top-Journal,
|
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 |
Professor,
| |
| 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 | | |
| Fincap Team | Non-Standard Errors
The Journal of Finance
| Jun 2024 |
Research Publications
|
Financial Intermediation,
Financial Markets
| 2024 | non-standard errors, multi-analyst approach, liquidity |
Fincap Team,
| 1717192800 | Published Paper | |
Top-Journal,
|
| 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 |
Professor,
| |
| Irene Mecatti, Tobias Tröger | Who Should Hold Bail-Inable Debt and How can Regulators Police Holding Restrictions Effectively?
Rivista Italiana di Diritto Pubblico Comunitario
| Jan 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Mecatti, Irene
Tröger, Tobias
| 1672527600 | Published Paper |
Professor,
| |
| Tobias Tröger | Impfung statt Schlangenöl
Juristische Arbeitsblätter
| Jan 2022 |
Research Publications
|
Law and Finance
| 2022 | |
Tröger, Tobias
| 1640991600 | Published Paper |
Professor,
| |
| 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 |
Professor,
| |
| 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 |
Professor,
| |
| 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 |
Professor,
| |
| 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 | | |
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 |
Professor,
|
Top-Journal,
|
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 |
Professor,
| |
| 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 | | |
| Alexander Morell | Legalism and professional norms
forthcoming in The Oxford Handbook of Comparative Judicial Behavior
| Jan 2024 |
Research Publications
|
Law and Finance
| 2024 | |
Morell, Alexander
| 1704063600 | Published Paper |
Professor,
| |
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 |
Professor,
| |
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 |
Professor,
| |
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 |
Professor,
| |
| 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 |
Professor,
Professor,
| |
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 |
Professor,
| |
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 | |
Hinz, Oliver
Weinhardt, Christof
van der Aalst, Wil
Mihale-Wilson, Cristina
| 1646089200 | Published Paper |
Professor,
| |
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 |
Professor,
|
Top-Journal,
|
| Jörn Grahl, 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
Grahl, Jörn
| 1654034400 | Published Paper |
Professor,
| |
| K. Valerie Carl, Oliver Hinz | 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, K. Valerie
Hinz, Oliver
| 1640991600 | Published Paper |
Professor,
| |
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 |
Professor,
| |
Andreas Hackethal,
Benjamin Loos, Steffen Meyer, Charline Uhr | Switching from commissions on mutual funds to flat-fees: 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 |
Professor,
| |
| 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
Grundmann, S. and P. Sirena (eds): European Contract Law in the Banking and Financial Union
| Nov 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Badenhoop, Nikolai
| 1698793200 | Published Paper | | |
| Nikolai Badenhoop | Greening Supply Chains and Their Financing under EU Law
Contracts for Responsible and Sustainable Supply Chains: Model Clauses, Legal Analysis, and Practical Discussion
| Aug 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Badenhoop, Nikolai
| 1690840800 | 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 | |
Top-Journal,
|
| 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 |
Professor,
| |
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 |
Professor,
| |
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 |
Professor,
|
Top-Journal,
|
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 |
Professor,
| |
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 |
Professor,
| |
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 |
Professor,
| |
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 |
Professor,
| |
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 |
Professor,
| |
Vanya Horneff, Raimond Maurer,
Olivia S. Mitchell | How Would 401(k) ‘Rothification’ Alter Saving, Retirement Security, and Inequality?
Journal of Pension Economics & Finance
| Jul 2023 |
Research Publications
|
Financial Markets
| 2023 | |
Horneff, Vanya
Mitchell, Olivia S.
Maurer, Raimond
| 1688162400 | Published 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 |
Professor,
| |
Christine Laudenbach,
Stephan Siegel | Personal Communication in an Automated World: Evidence from Loan Repayments
forthcoming in Journal of Finance
| Jan 2024 |
Research Publications
|
Household Finance
| 2024 | |
Laudenbach, Christine
Siegel, Stephan
| 1704063600 | Published Paper |
Professor,
|
Top-Journal,
|
Christine Laudenbach,
Michael Ungeheuer, Martin Weber | How to Alleviate Correlation Neglect in Investment Decisions
Management Science
| Jun 2023 |
Research Publications
|
Household Finance
| 2023 | |
Laudenbach, Christine
Ungeheuer, Michael
Weber, Martin
| 1685570400 | Published Paper |
Professor,
|
Top-Journal,
|
| Nikolai Badenhoop | Green Bonds: An assessment of the proposed EU Green Bond Standard and its potential to prevent greenwashing
Publication for the Committee on Economic and Monetary Affairs, European Parliament
| Apr 2022 |
Other Publications
|
Law and Finance
| 2022 | green bonds, taxonomy regulation |
Badenhoop, Nikolai
| 1648764000 | Published 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
| Apr 2023 |
Research Publications
|
Household Finance
| 2023 | Risk Preferences, Incentives, Experimental Economics, Risk Aversion |
Hackethal, Andreas
Kirchler, Michael
Laudenbach, Christine
Razen, Michael
Weber, Annika
| 1680300000 | Published Paper |
Professor,
Professor,
| |
| 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 |
Professor,
| |
| Matteo Bagnara | Asset Pricing and Machine Learning: A Critical Review
Journal of Economic Surveys
| Feb 2024 |
Research Publications
|
Financial Markets
| 2024 | |
Bagnara, Matteo
| 1706742000 | Published 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
Journal of Financial and Quantitative Analysis
| Feb 2024 |
Research Publications
|
Financial Markets
| 2024 | Fragmentation, Competition, Liquidity, Price Efficiency |
Bernales, Alejandro
Garrido, Nicolas
Sagade, Satchit
Valenzuela, Marcela
Westheide, Christian
| 1706742000 | Published Paper | |
Top-Journal,
|
| 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 | |
Top-Journal,
|
| 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 | | |
| 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 | |
Top-Journal,
|
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 |
Professor,
| |
| 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 |
Professor,
| |
| 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 | | |
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 |
Professor,
| |
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 |
Professor,
| |
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 |
Professor,
| |
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 |
Professor,
| |
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 |
Professor,
| |
| 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 |
Professor,
| |
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 |
Professor,
|
Top-Journal,
|
| 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 |
Professor,
|
Top-Journal,
|
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 |
Professor,
|
Top-Journal,
|
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 |
Professor,
|
Top-Journal,
|
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 |
Professor,
| |
| 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 | | |
| 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
The Review of Economics and Statistics
| May 2024 |
Research Publications
|
Household Finance
| 2024 | Belief updating, confirmatory biases, endogenous informa- tion acquisition, media polarization, source dependence, COVID-19 |
Fuster, Andreas
Zafar, Basit
Faia, Ester
Pezone, Vincenzo
| 1714514400 | Published Paper | |
Top-Journal,
|
| 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 |
Professor,
|
Top-Journal,
|
| 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 |
Professor,
| |
Mario Bellia, Loriana Pelizzon,
Marti Subrahmanyam,
Darya Yuferova | Market Liquidity and Competition Among Designated Market Makers
Management Science
| Jan 2024 |
Research Publications
|
Financial Markets,
| 2024 | esignated Market Makers (DMMs), Liquidity Provision |
Pelizzon, Loriana
Yuferova, Darya
Bellia, Mario
Subrahmanyam, Marti
| 1704063600 | Published Paper |
Professor,
|
Top-Journal,
|
| 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 |
Professor,
| |
| 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 | | |
| 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 | | |
| 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 |
Professor,
| |
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 |
Professor,
Professor,
| |
| 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 |
Professor,
| |
| 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 |
Professor,
| |
| Joost Driessen, Theo E. Nijman, Zorka Simon | A Simple Approach to Estimate Long-Term Interest Rates
forthcoming in Journal of Pension Economics & Finance
| Jan 2024 |
Research Publications
|
Financial Markets
| 2024 | Sovereign Bonds, Term Structure of Interest Rates, Segmentation, Liquidity, Flight-to-safety, Credit Risk, Unconventional Monetary Policy |
Driessen, Joost
Nijman, Theo E.
Simon, Zorka
| 1704063600 | Published Paper | | |
| Nina Biljanovska, Spyridon Palligkinis | Control Thyself: Self-Control Failure and Household Wealth
Journal of Banking & Finance
| Jul 2018 |
Research Publications
|
Household Finance,
Macro Finance
| 2018 | Self-Control, Household Wealth, Household Finance |
Biljanovska, Nina
Palligkinis, Spyridon
| 1530396000 | 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 | | |
| Giovanni Bonaccolto, Massimiliano Caporin, Roberto Panzica | Estimation and Model-Based Combination of Causality Networks
Journal of Empirical Finance
| Dec 2019 |
Research Publications
|
Financial Markets
| 2019 | Granger causality, quantile causality, multi-layer network, network combination |
Bonaccolto, Giovanni
Caporin, Massimiliano
Panzica, Roberto
| 1575154800 | Published Paper | | |
| Michael Donadelli, Patrick Grüning | Innovation Dynamics and Fiscal Policy: Implications for Growth, Asset Prices, and Welfare
The North American Journal of Economics and Finance
| Jul 2021 |
Research Publications
|
Financial Markets
| 2021 | Endogenous growth, Asset pricing, Government, Fiscal policy, Heterogeneous innovation |
Donadelli, Michael
Grüning, Patrick
| 1625090400 | 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 | |
Top-Journal,
|
| Tobias Tröger | Why MREL Won’t Help Much: Minimum Requirements for Bail-In Capital as an Insufficient Remedy for Defunct Private Sector Involvement Under the European Bank Resolution Framework
Journal of Banking Regulation
| Feb 2019 |
Research Publications
|
Financial Intermediation
| 2019 | MREL, TLAC, G-SIB, bail-in, bank resolution |
Tröger, Tobias
| 1548975600 | Published Paper |
Professor,
| |
| Baptiste Massenot, Yuri Pettinicchi | Can Firms See into the Future? Survey Evidence from Germany
Journal of Economic Behavior & Organization
| Jan 2018 |
Research Publications
|
Macro Finance
| 2018 | Expectation formation; Expectation error; Learning; Extrapolation; Experience |
Pettinicchi, Yuri
Massenot, Baptiste
| 1514761200 | Published Paper | | |
| Michael Donadelli, Patrick Grüning, Marcus Jüppner, Renatas Kizys | Global Temperature, R&D Expenditure, and Growth
Energy Economics
| Dec 2021 |
Research Publications
|
Financial Markets
| 2021 | Global Temperature, R&D, Welfare Costs |
Donadelli, Michael
Grüning, Patrick
Jüppner, Marcus
Kizys, Renatas
| 1638313200 | 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 | | |
| Tobias Tröger | Regulation of Crowdfunding in Germany
Legal Aspects of Crowdfunding. In: Ius Comparatum - Global Studies in Comparative Law (Springer)
| Nov 2021 |
Research Publications
|
Law and Finance
| 2021 | crowdfunding, crowdsponsoring, crowdlending, crowdinvesting, contract law, conflict of laws, banking regulation, securities regulation |
Tröger, Tobias
| 1635721200 | Published Paper |
Professor,
| |
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 | |
Top-Journal,
|
| Luca Enriques, Tobias Tröger | Germany’s Reluctance to Regulate Related Party Transactions: An Industrial Organization Perspective
The Law and Finance of Related Party Transactions (Cambridge University Press)
| Jun 2019 |
Research Publications
|
Law and Finance
| 2019 | related party transactions, Germany Inc., industrial organization, tunneling, private benefits of control, capital maintenance, group law |
Enriques, Luca
Tröger, Tobias
| 1559340000 | Published Paper |
Professor,
| |
| Florian Hoffmann, Roman Inderst, Marcus Opp | Only Time will Tell: A Theory of Deferred Compensation
Review of Economic Studies
| May 2021 |
Research Publications
|
Law and Finance
| 2021 | Compensation design, duration of pay, moral hazard, persistence, principal- agent models, informativeness principle |
Hoffmann, Florian
Inderst, Roman
Opp, Marcus
| 1619820000 | Published Paper | |
Top-Journal,
|
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 |
Professor,
| |
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 |
Professor,
| |
| 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 | |
Top-Journal,
|
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 | | |
| 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 | |
Top-Journal,
|
| 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 | |
Top-Journal,
|
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 |
Professor,
|
Top-Journal,
|
| 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 |
Professor,
| |
| 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 |
Professor,
| |
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 |
Professor,
Professor,
| |
| Alexandre Corhay, Thilo Kind, Howard Kung, Gonzalo Morales | Discount Rates, Debt Maturity, and the Fiscal Theory
The 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 | |
Top-Journal,
|
| 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 | |
Top-Journal,
|
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 |
Professor,
| |
| 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 | | |
Volker Flögel, Christian Schlag,
Claudia Zunft | Momentum-Managed Equity Factors
Journal of Banking & Finance
| Jan 2023 |
Research Publications
|
Financial Markets
| 2023 | factor timing, time series momentum, anomalies |
Flögel, Volker
Schlag, Christian
Zunft, Claudia
| 1672527600 | Published Paper |
Professor,
| |
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 |
Professor,
| |
Monica Billio, Michele Costola, Iva Hristova, Carmelo Latino,
Loriana Pelizzon | Inside the ESG Ratings: (Dis)agreement and Performance
Corporate Social Responsibility and Environmental Management
| Oct 2021 |
Research Publications
|
Financial Markets
| 2021 | |
Billio, Monica
Hristova, Iva
Latino, Carmelo
Pelizzon, Loriana
Costola, Michele
| 1633039200 | Published Paper |
Professor,
| |
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 |
Professor,
| |
| Johannes Kasinger, Lukas Nöh, Alfons J. Weichenrieder | Zinsänderungsrisiken und langfristige Zinsbindung vor dem Hintergrund der hessischen Zinsswaps
Perspektiven der Wirtschaftspolitik
| Jan 2019 |
Research Publications
|
Macro Finance
| 2019 | |
Nöh, Lukas
Weichenrieder, Alfons J.
Kasinger, Johannes
| 1546297200 | Published 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 | | |
| 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 |
Professor,
| |
Kevin Bauer, Rebecca Heigl, Oliver Hinz,
Michael Kosfeld | The Terminator of Social Welfare? - The Economic Consequences of Algorithmic Discrimination
forthcoming in Journal of the Association of Information Systems
| Jan 2024 |
Research Publications
|
Financial Intermediation,
| 2024 | |
Hinz, Oliver
Heigl, Rebecca
Bauer, Kevin
Kosfeld, Michael
| 1704063600 | Published Paper |
Professor,
Professor,
| |
| Can Gao, Ian Martin | Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment
The Journal of Finance
| Jul 2021 |
Research Publications
|
Financial Markets
| 2021 | bubbles, Option prices, sentiment, valuation ratios, volatility |
Martin, Ian
Gao, Can
| 1625090400 | Published Paper | |
Top-Journal,
|
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 |
Professor,
|
Top-Journal,
|
| 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 | | |
| Kardelen Günaydin, Daniel Mertens | Politisiertes Sparen und die Europäische Zentralbank. Zur Politischen Ökonomie der Geldpolitischen Debatte in Deutschland
| Nov 2020 | |
Macro Finance
| 2020 | |
Günaydin, Kardelen
Mertens, Daniel
| 1604185200 | Published Paper | | |
| 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 | | |
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 | |
Top-Journal,
|
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 | |
Top-Journal,
|
| Stephanie Collet, Caroline Fohlin | From Liberalism to Fascism and Back Again: Law, Politics and the Evolution of Corporate Governance in Germany (1850-1950)
The Emergence of Corporate Governance - People, Power and Performance (Routledge Taylor & Francis Group)
| Jan 2021 |
Research Publications
|
Law and Finance,
| 2021 | |
Fohlin, Caroline
Collet, Stephanie
| 1609455600 | Published Paper | | |
| 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 | |
Top-Journal,
|
Nicole Branger,
Patrick Konermann, Christoph Meinerding,
Christian Schlag | Equilibrium Asset Pricing in Directed Networks
Review of Finance
| May 2021 |
Research Publications
|
Financial Markets
| 2021 | Dynamic Networks, Mutually Exciting Processes, Asset Pricing, General Equilibrium, Recursive Preferences |
Schlag, Christian
Meinerding, Christoph
Branger, Nicole
Konermann, Patrick
| 1619820000 | Published Paper |
Professor,
|
Top-Journal,
|
Christian Schlag,
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
Schlag, Christian
| 1638313200 | Published Paper |
Professor,
|
Top-Journal,
|
| 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 |
Professor,
| |
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 Financial Studies
| Nov 2020 |
Research Publications
|
Financial Markets
| 2020 | COVID-19, pandemics, losses, distress, equity, recapitalization. |
Carletti, Elena
Pagano, Marco
Subrahmanyam, Marti
Pelizzon, Loriana
Oliviero, Tommaso
| 1604185200 | Published Paper |
Professor,
|
Top-Journal,
|
| 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 | | |
| 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 & 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 | | |
| 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 | | |
| Aleksey Kolokolov, Giulia Livieri, Davide Pirino | Statistical Inferences for Price Staleness
Journal of Econometrics
| Sep 2020 |
Research Publications
|
Financial Markets
| 2020 | staleness, idle time, liquidity, zero returns, stable convergence |
Kolokolov, Aleksey
Pirino, Davide
Livieri, Giulia
| 1598911200 | Published Paper | |
Top-Journal,
|
Christian Schlag,
Julian Thimme, Rüdiger Weber | Implied Volatility Duration: A Measure for the Timing of Uncertainty Resolution
Journal of Financial Economics
| Apr 2021 |
Research Publications
|
Financial Markets
| 2021 | Preference for early resolution of uncertainty, implied volatility, cross-section of expected stock returns, asset pricing |
Thimme, Julian
Weber, Rüdiger
Schlag, Christian
| 1617228000 | Published Paper |
Professor,
|
Top-Journal,
|
| Hengjie Ai, Jun E. Li, Kai Li, Christian Schlag | The Collateralizability Premium
Review of Financial Studies
| Jun 2020 |
Research Publications
|
Financial Markets
| 2020 | |
Ai, Hengjie
Li, Jun E.
Schlag, Christian
Li, Kai
| 1590962400 | Published Paper |
Professor,
|
Top-Journal,
|
Raimond Maurer,
Olivia S. Mitchell | Older Peoples' Willingness to Delay Social Security Claiming
Journal of Pension Economics & 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 | | |
| Jan Friedrich | The Effect of Academic Literature on Accounting Regulation: Evidence from Leases in Germany
Accounting History Review
| Nov 2019 |
Research Publications
|
Financial Intermediation
| 2019 | |
Friedrich, Jan
| 1572562800 | Published Paper | | |
Vanya Horneff, Raimond Maurer,
Olivia S. Mitchell | How will Persistent Low Expected Returns Shape Household Economic Behavior?
Journal of Pension Economics & Finance
| Oct 2019 |
Research Publications
|
Household Finance
| 2019 | |
Maurer, Raimond
Mitchell, Olivia S.
Horneff, Vanya
| 1569880800 | Published Paper | | |
| Andrea Bedin, Monica Billio, Michele Costola, Loriana Pelizzon | Credit Scoring in SME Asset-Backed Securities: An Italian Case Study
Journal of Risk and Financial Management
| May 2019 |
Research Publications
| | 2019 | credit scoring; probability of default; small and medium enterprises; asset-backed securities |
Pelizzon, Loriana
Bedin, Andrea
Billio, Monica
Costola, Michele
| 1556661600 | Published Paper |
Professor,
| |
| Stefano Colonnello, Giuliano Curatola, Alessandro Gioffré | Pricing Sin Stocks: Ethical Preference vs. Risk Aversion
European Economic Review
| Sep 2019 |
Research Publications
|
Financial Markets
| 2019 | |
Curatola, Giuliano
Colonnello, Stefano
Gioffré, Alessandro
| 1567288800 | Published 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 | |
Top-Journal,
|
| Matthias Goldmann | Foreign Investment, Sovereign Debt, and Human Rights
Sovereign Debt and Human Rights (Oxford University Press)
| Nov 2018 |
Research Publications
|
Financial Intermediation
| 2018 | Foreign direct investment, regulatory power, expropriation, socio-economic rights, linkages |
Goldmann, Matthias
| 1541026800 | 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 |
Professor,
| |
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 |
Professor,
|
Top-Journal,
|
Nicole Branger,
Patrick Konermann, Christian Schlag | Optimists and Pessimists in (In)Complete Markets
Journal of Financial and Quantitative Analysis
| Dec 2020 |
Research Publications
|
Financial Markets
| 2020 | |
Konermann, Patrick
Schlag, Christian
Branger, Nicole
| 1606777200 | Published Paper |
Professor,
|
Top-Journal,
|
| Marie Lalanne | Network-based Appointments and Board Diversity
Economica
| Apr 2023 |
Research Publications
|
Law and Finance
| 2023 | |
Lalanne, Marie
| 1680300000 | Published Paper | | |
| Katja Langenbucher | Interdisziplinäre Forschung im Unternehmensrecht – Auf dem Weg zu einer Cognitive Corporate Governance?
Zeitschrift für Unternehmens- und Gesellschaftsrecht
| Oct 2019 |
Research Publications
|
Law and Finance
| 2019 | |
Langenbucher, Katja
| 1569880800 | Published Paper |
Professor,
| |
Tobias Tröger,
Uwe Walz | Does Say on Pay Matter? Evidence from Germany
European Company and Financial Law Review
| Jan 2019 |
Research Publications
|
Law and Finance,
| 2019 | Say-on-pay, corporate governance, management compensation |
Tröger, Tobias
Walz, Uwe
| 1546297200 | Published Paper |
Professor,
Professor,
| |
| 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 | | |
| 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 | |
Top-Journal,
|
| Roberto Casarin, Michele Costola | Structural Changes in Large Economic Datasets: A Nonparametric Homogeneity Test
Economics Letters
| Mar 2019 |
Research Publications
| | 2019 | |
Costola, Michele
Casarin, Roberto
| 1551394800 | 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 | |
Top-Journal,
|
Holger Kraft,
Claus Munk, Farina Weiss | Predictors and Portfolios Over the Life Cycle
Journal of Banking and Finance
| Mar 2019 |
Research Publications
|
Household Finance
| 2019 | Return predictability, human capital, housing, investments, welfare |
Kraft, Holger
Weiss, Farina
Munk, Claus
| 1551394800 | Published Paper | | |
| Julia Hirsch, Uwe Walz | The Financing Dynamics of Newly Founded Firms
Journal of Banking and Finance
| Mar 2019 |
Research Publications
|
Law and Finance
| 2019 | financing decisions, life-cycle, firm growth, newly founded firms |
Hirsch, Julia
Walz, Uwe
| 1551394800 | Published Paper |
Professor,
|
Top-Journal,
|
| 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 |
Professor,
| |
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 | |
Top-Journal,
|
| 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 | | |
Holger Kraft,
Farina Weiss | Consumption-Portfolio Choice with Preferences for Cash
Journal of Economic Dynamics and Control
| Jan 2019 |
Research Publications
|
Household Finance
| 2019 | consumption-portfolio choice, money in the utility function, stock demand, stochastic control |
Kraft, Holger
Weiss, Farina
| 1546297200 | Published Paper | | |
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 |
Professor,
|
Top-Journal,
|
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
| 1619820000 | Published Paper | | |
| Henning Hesse, Boris Hofmann, James Weber | The Macroeconomic Effects of Asset Purchases Revisited
Journal of Macroeconomics
| Dec 2018 |
Research Publications
|
Macro Finance
| 2018 | |
Hesse, Henning
Weber, James
Hofmann, Boris
| 1543618800 | Published Paper | | |
Alfons J. Weichenrieder,
Fangying Xu | Are Tax Havens Good? Implications of the Crackdown on Secrecy
Journal of Economics
| Jul 2019 |
Research Publications
|
Macro Finance
| 2019 | |
Xu, Fangying
Weichenrieder, Alfons J.
| 1561932000 | Published Paper | | |
Peter Gomber,
Ilya Gvozdevskiy | Dark Trading under MiFID II
Regulation of the EU Financial Markets: MiFID II and MiFIR (Oxford University Press)
| Jan 2017 |
Research Publications
|
Financial Markets
| 2017 | |
Gvozdevskiy, Ilya
Gomber, Peter
| 1483225200 | Published Paper | | |
Loriana Pelizzon,
Anjan Thakor, Calebe de Roure | P2P Lenders versus Banks: Cream Skimming or Bottom Fishing?
The Review of Corporate Financial Studies
| May 2022 |
Research Publications
|
Household Finance
| 2022 | |
de Roure, Calebe
Pelizzon, Loriana
Thakor, Anjan
| 1651356000 | Published Paper |
Professor,
|
Top-Journal,
|
| Claes Bäckman, Tobin Hanspal | Participation and Losses in Multi-Level Marketing: Evidence from a Federal Trade Commission Settlement
Finance Planning Review
| Mar 2022 |
Research Publications
|
Household Finance
| 2022 | |
Bäckman, Claes
Hanspal, Tobin
| 1646089200 | Published Paper | | |
| Jaakko Aspara, Arvid Hoffmann, Joost Pennings, Simone Wies | Can Advertising Investments Counter the Negative Impact of Shareholder Complaints on Firm Value?
Journal of Marketing
| Jul 2019 |
Research Publications
|
Household Finance
| 2019 | |
Pennings, Joost
Aspara, Jaakko
Wies, Simone
Hoffmann, Arvid
| 1561932000 | Published Paper | |
Top-Journal,
|
| Domenico Rocco Cambrea, Stefano Colonnello, Giuliano Curatola, Giulia Fantini | CEO Investment of Deferred Compensation Plans and Firm Performance
Journal of Business Finance & Accounting
| Aug 2019 |
Research Publications
|
Law and Finance
| 2019 | Inside Debt, Executive Compensation, Corporate Distress |
Colonnello, Stefano
Cambrea, Domenico Rocco
Curatola, Giuliano
Fantini, Giulia
| 1564610400 | Published Paper | | |
| Stefano Colonnello, Giuliano Curatola, Alessandro Gioffré | Pricing Sin Stocks: Ethical Preference vs. Risk Aversion
European Economic Review
| Sep 2019 |
Research Publications
|
Financial Markets
| 2019 | |
Colonnello, Stefano
Curatola, Giuliano
Gioffré, Alessandro
| 1567288800 | Published Paper | | |
| Massimiliano Caporin, Aleksey Kolokolov, Roberto Renò | Systemic Co-Jumps
Journal of Financial Economics
| Dec 2017 |
Research Publications
|
Financial Markets,
| 2017 | Jumps; Return predictability; Systemic events; Variance risk premium |
Caporin, Massimiliano
Renò, Roberto
Kolokolov, Aleksey
| 1512082800 | Published Paper | |
Top-Journal,
|
| Marcel Bluhm | Persistent Liquidity Shocks and Interbank Funding
Journal of Financial Stability
| Jun 2018 |
Research Publications
|
Financial Intermediation,
| 2018 | Financial fragility, Interbank market, Liquidity, Maturity, Network |
Bluhm, Marcel
| 1527804000 | Published Paper | | |
| Claudia Lambert, Felix Noth, Ulrich Schüwer | How Do Banks React to Catastrophic Events? Evidence from Hurricane Katrina
Review of Finance
| Feb 2019 |
Research Publications
|
Financial Intermediation
| 2019 | catastrophic events, bank regulation, capital ratios, natural experiment |
Schüwer, Ulrich
Noth, Felix
Lambert, Claudia
| 1548975600 | Published Paper | |
Top-Journal,
|
| Jan Friedrich, Matthias Thiemann | Drawing the Line: The Political Economy of Off-Balance Sheet-Financing
| Mar 2016 | |
Financial Intermediation
| 2016 | |
Friedrich, Jan
Thiemann, Matthias
| 1456786800 | Published Paper | | |
| Fabian Ochsenfeld | The Relational Nature of Employment Dualization: Evidence from Subcontracting Establishments
European Sociological Review
| Jun 2018 |
Research Publications
|
Law and Finance
| 2018 | |
Ochsenfeld, Fabian
| 1527804000 | Published Paper | |
Top-Journal,
|
| Vasso Ioannidou, Jose Liberti, Thomas Mosk, Jason Sturgess | Intended and Unintended Consequences of Government Credit Guarantee Programs
Finance and Investment: The European Case (Oxford University Press)
| Jan 2018 |
Research Publications
|
Financial Intermediation
| 2018 | |
Mosk, Thomas
Ioannidou, Vasso
Liberti, Jose
Sturgess, Jason
| 1514761200 | Published Paper | | |
| Nikolaus Fink, Philipp Schmidt-Dengler, Konrad Stahl, Christine Zulehner | Registered Cartels in Austria: An Overview
European Journal of Law and Economics
| Jul 2017 |
Research Publications
|
Law and Finance
| 2017 | Collusion, Cartels, Legal cartels, Contracts |
Stahl, Konrad
Zulehner, Christine
Schmidt-Dengler, Philipp
Fink, Nikolaus
| 1498860000 | Published Paper | | |
| Helmut Elsinger, Philipp Schmidt-Dengler, Christine Zulehner | Competition in Treasury Auctions
American Economic Journal: Microeconomics
| Feb 2019 |
Research Publications
|
Law and Finance
| 2019 | treasury auctions, multi-unit auctions, independent private values, competition, bidder surplus, auction format |
Schmidt-Dengler, Philipp
Zulehner, Christine
Elsinger, Helmut
| 1548975600 | Published Paper | | |
| Michael Donadelli, Antonio Paradiso, Max Riedel | A Quasi Real-Time Leading Indicator for the EU Industrial Production
The Manchester School
| Jul 2019 |
Research Publications
|
Financial Markets
| 2019 | Leading indicator, EU industrial production, Granger causality, Turning points, Forward-looking Taylor rule |
Riedel, Max
Paradiso, Antonio
Donadelli, Michael
| 1561932000 | Published Paper | | |
| Reint Gropp, Thomas Mosk, Steven Ongena, Carlo Wix | Bank Response to Higher Capital Requirements: Evidence from a Quasi-Natural Experiment
Review of Financial Studies
| Jan 2019 |
Research Publications
|
Financial Intermediation
| 2019 | Bank capital ratios, Bank regulation, Credit supply |
Gropp, Reint
Mosk, Thomas
Ongena, Steven
Wix, Carlo
| 1546297200 | Published Paper | |
Top-Journal,
|
| Michael Brennan, Holger Kraft | Leaning Against the Wind: Debt Financing in the Face of Adversity
Financial Management
| Sep 2018 |
Research Publications
|
Financial Markets
| 2018 | Capital structure, financing policy, managerial incentives |
Brennan, Michael
Kraft, Holger
| 1535752800 | Published Paper | | |
| Tobias Tröger | Too Complex to Work – A Critical Assessment of the Bail-in Tool under the European Bank Recovery and Resolution Regime
Journal of Financial Regulation
| Mar 2018 |
Research Publications
|
Financial Intermediation
| 2018 | |
Tröger, Tobias
| 1519858800 | Published Paper |
Professor,
| |
Massimiliano Caporin, Loriana Pelizzon,
Francesco Ravazzolo, Roberto Rigobon | Measuring Sovereign Contagion in Europe
Journal of Financial Stability
| Feb 2018 |
Research Publications
|
Financial Markets,
| 2018 | |
Pelizzon, Loriana
Rigobon, Roberto
Ravazzolo, Francesco
Caporin, Massimiliano
| 1517439600 | Published Paper |
Professor,
| |
| Stephanie Collet, Kim Oosterlinck | Le Concept de Dettes Odieuses
Revue d´économie Financière
| Jan 2019 |
Research Publications
|
Financial Intermediation,
| 2019 | |
Collet, Stephanie
Oosterlinck, Kim
| 1546297200 | Published Paper | | |
| Stephanie Collet, Kim Oosterlinck | Denouncing Odious Debts
Journal of Business Ethics
| Apr 2018 |
Research Publications
|
Financial Markets,
| 2018 | Ethics, Odious debt, Repudiation, Financial history, Sovereign debt, Russia |
Collet, Stephanie
Oosterlinck, Kim
| 1522533600 | Published Paper | |
Top-Journal,
|
| Massimiliano Caporin, Luca Corazzini, Michele Costola | Measuring the Behavioural Component of the S&P 500 and its Relationship to Financial Stress and Aggregated Earnings Surprises
British Journal of Management
| Jul 2019 |
Research Publications
|
Financial Markets,
| 2019 | |
Caporin, Massimiliano
Costola, Michele
Corazzini, Luca
| 1561932000 | Published Paper | | |
| Brigitte Haar | Too-big-to-fail im Spannungsfeld von Wettbewerb und Regulierung
Festschrift für Theodor Baums zum siebzigsten Geburtstag (Mohr Siebeck)
| Jan 2017 |
Research Publications
|
Financial Intermediation
| 2017 | |
Haar, Brigitte
| 1483225200 | Published Paper | | |
| Martin Haferkorn | High-Frequency Trading and its Role in Fragmented Markets
Journal of Information Technology
| Sep 2017 |
Research Publications
|
Financial Markets
| 2017 | Eelectronic market hypothesis, High-frequency trading, Market efficiency, Regulation, Securities trading |
Haferkorn, Martin
| 1504216800 | Published Paper | | |
| Markus Gangl | Lohnbildung und Lohnverteilung
Arbeitsmarktsoziologie: Probleme, Theorien, empirische Befunde (Springer)
| Jan 2018 |
Research Publications
|
Law and Finance
| 2018 | |
Gangl, Markus
| 1514761200 | Published Paper | | |
| Iñaki Aldasoro, Domenico Delli Gatti, Ester Faia | Bank Networks: Contagion, Systemic Risk and Prudential Policy
Journal of Economic Behavior and Organization
| Oct 2017 |
Research Publications
|
Macro Finance
| 2017 | Banking networks; Systemic risk; Contagion, Fire sales, Prudential regulation |
Aldasoro, Iñaki
Faia, Ester
Delli Gatti, Domenico
| 1506808800 | Published Paper | | |
| Iñaki Aldasoro, Ester Faia | Systemic Loops and Liquidity Regulation
Journal of Financial Stability
| Dec 2016 |
Research Publications
|
Macro Finance
| 2016 | Bank runs, Liquidity scarcity, Interconnections, Contagion, Phase-in |
Aldasoro, Iñaki
Faia, Ester
| 1480546800 | Published Paper | | |
| Steffen Andersen, Tobin Hanspal, Kasper Meisner Nielsen | Once Bitten, Twice Shy: The Power of Personal Experiences in Risk Taking
Journal of Financial Economics
| Jun 2019 |
Research Publications
|
Household Finance
| 2019 | Experiences, Risk taking, Financial crisis, Household finance |
Hanspal, Tobin
Andersen, Steffen
Meisner Nielsen, Kasper
| 1559340000 | Published Paper | |
Top-Journal,
|
| Patrick Grüning | Heterogeneity in the Internationalization of R&D: Implications for Anomalies in Finance and Macroeconomics
Finance Research Letters
| Sep 2018 |
Research Publications
|
Financial Markets
| 2018 | Heterogeneous innovation; Technology spillover; Endogenous growth; Creative destruction; International finance |
Grüning, Patrick
| 1535752800 | Published Paper | | |
| Massimiliano Caporin, Michele Costola, Gregory Jannin, Bertrand B. Maillet | On the (Ab)use of Omega?
Journal of Empirical Finance
| Mar 2018 |
Research Publications
| | 2018 | Performance measure Omega Return distribution Risk Stochastic dominance |
Caporin, Massimiliano
Jannin, Gregory
Maillet, Bertrand B.
Costola, Michele
| 1519858800 | Published Paper | | |
Benjamin Clapham, Peter Gomber,
Martin Haferkorn, Paul Jentsch, Sven Panz | Ensuring Market Integrity and Stability: Circuit Breakers on International Trading Venues
Journal of Trading
| Jan 2017 |
Research Publications
|
Financial Markets
| 2017 | |
Gomber, Peter
Panz, Sven
Jentsch, Paul
Clapham, Benjamin
Haferkorn, Martin
| 1483225200 | Published Paper | | |
Fabrizio Lillo, Loriana Pelizzon,
Michael Schneider | Modelling Illiquidity Spillovers with Hawkes Processes: An Application to the Sovereign Bond Market
Quantitative Finance
| Jan 2018 |
Research Publications
|
Financial Markets,
| 2018 | Liquidity, Jump detection, Hawkes processes, Government bonds, MTS bond market |
Schneider, Michael
Lillo, Fabrizio
Pelizzon, Loriana
| 1514761200 | Published Paper |
Professor,
| |
| Luca Enriques, Tobias Tröger | The Law and Finance of Related Party Transactions
Cambridge University Press
| Jun 2019 |
Research Publications
|
Law and Finance
| 2019 | |
Tröger, Tobias
Enriques, Luca
| 1559340000 | Published Paper |
Professor,
| |
| Monica Billio, Michele Costola, Roberto Panzica, Loriana Pelizzon | Systemic Risk and Financial Interconnectedness: Network Measures and the Impact of the Indirect Effect
Systemic Risk Tomography: Signals, Measurement and Transmission Channels (ISTE Press - Elsevier)
| Dec 2016 |
Research Publications
|
Financial Intermediation,
| 2016 | systemic measures, connectedness measures, financial network, financial institutions, hedge funds, loss measures, quantile regressions, CoVaR, global network measures, local network measures, loss prediction, Settore SECS-P/05 - Econometria |
Costola, Michele
Pelizzon, Loriana
Panzica, Roberto
Billio, Monica
| 1480546800 | Published Paper |
Professor,
| |
Nicole Branger,
Paulo Rodrigues, Christian Schlag | Level and Slope of Volatility Smiles in Long-Run Risk Models
Journal of Economic Dynamics and Control
| Jan 2018 |
Research Publications
|
Financial Markets,
| 2018 | Asset pricing, Epstein-Zin preferences, jump risk, stochastic volatility, level and slope of implied volatility smile |
Rodrigues, Paulo
Branger, Nicole
Schlag, Christian
| 1514761200 | Published Paper |
Professor,
| |
| Juan Pablo Bohoslavsky, Matthias Goldmann | Sovereign Debt Sustainability as a Principle of Public International Law: An Incremental Approach to Sovereign Debt Restructuring
Yale Journal of International Law
| Oct 2016 |
Research Publications
|
Financial Intermediation
| 2016 | sovereign debt restructuring, international law, collective action clauses, debt sustainability, legal principles, holdout creditors, holdout litigation |
Goldmann, Matthias
Bohoslavsky, Juan Pablo
| 1475272800 | Published Paper | | |
| Matthias Goldmann, Silvia Steininger | A Discourse Theoretical Approach to Sovereign Debt Restructuring: Towards a Democratic Financial Order
German Law Journal
| Oct 2016 |
Research Publications
|
Financial Intermediation
| 2016 | democracy, finance, role of law, discourse theory, Habermas, sovereign debt, cleavages |
Steininger, Silvia
Goldmann, Matthias
| 1475272800 | Published Paper | | |
| Matthias Goldmann, Ingo Venzke, Armin von Bogdandy | From Public International to International Public Law: Translating World Public Opinion into International Public Authority
European Journal of International Law
| Feb 2017 |
Research Publications
|
Financial Intermediation
| 2017 | international organizations, global governance, world public opinion, public authority, soft law |
Goldmann, Matthias
von Bogdandy, Armin
Venzke, Ingo
| 1485903600 | Published Paper | | |
| Matthias Goldmann | International Investment Law and Financial Regulation: Towards a Deliberative Approach
International Investment Law and the Global Financial Architecture (Edward Elgar)
| Feb 2017 |
Research Publications
|
Financial Intermediation
| 2017 | international investment law, financial regulation, deliberation, monetary policy, sovereign debt |
Goldmann, Matthias
| 1485903600 | Published Paper | | |
| Fabian Ochsenfeld | Mercantilist Dualization: The Introduction of the Euro, Redistribution of Industry Rents, and Wage Inequality in Germany, 1993–2008
Socio-Economic Review
| Jul 2018 |
Research Publications
|
Macro Finance
| 2018 | distribution, manufacturing, causal mechanisms, political economy, Germany, Europe |
Ochsenfeld, Fabian
| 1530396000 | Published Paper | | |
| Alexander Bick, Nicola Fuchs-Schündeln | Quantifying the Disincentive Effects of Joint Taxation on Married Women’s Labor Supply
American Economic Review: Papers & Proceedings
| May 2017 |
Research Publications
|
Macro Finance
| 2017 | Tax Law, Fiscal Policies, Behavior of Economic Agents, Household |
Bick, Alexander
Fuchs-Schündeln, Nicola
| 1493589600 | Published Paper | | |
| Jan Friedrich, Matthias Thiemann | Much Ado about Nothing? Macro-Prudential Ideas and the Post-Crisis Regulation of Shadow Banking
Kölner Zeitschrift für Soziologie und Sozialpsychologie
| Oct 2018 |
Research Publications
|
Financial Intermediation
| 2018 | financial regulation, shadow banking, epistemic authority, private risk-management |
Thiemann, Matthias
Friedrich, Jan
| 1538344800 | Published Paper | | |
| Jan Friedrich, Matthias Thiemann | Capital Markets Union: The Need for Common Laws and Common Supervision
DIW-Vierteljahreshefte zur Wirtschaftsforschung
| Feb 2017 |
Research Publications
|
Financial Intermediation
| 2017 | Capital Markets Union, clearing, regulatory competition, regulatory arbitrage, supervision |
Thiemann, Matthias
Friedrich, Jan
| 1485903600 | Published Paper | | |
Holger Kraft,
Claus Munk, Sebastian Wagner | Housing Habits and Their Implications for Life-Cycle Consumption and Investment
Review of Finance
| Aug 2018 |
Research Publications
|
Household Finance
| 2018 | Habit formation, life-cycle household decisions, housing expenditure share, consumption hump, stock market participation, renting vs. owning home, human capital |
Munk, Claus
Kraft, Holger
Wagner, Sebastian
| 1533074400 | Published Paper | |
Top-Journal,
|
Michael Donadelli, Marcus Jüppner, Max Riedel,
Christian Schlag | Temperature Shocks and Welfare Costs
Journal of Economic Dynamics and Control
| Sep 2017 |
Research Publications
|
Financial Markets
| 2017 | Temperature shocks, long-run growth, asset prices, welfare costs, adaptation |
Schlag, Christian
Jüppner, Marcus
Donadelli, Michael
Riedel, Max
| 1504216800 | Published Paper |
Professor,
| |
Holger Kraft,
Eduardo S. Schwartz, Farina Weiss | Growth Options and Firm Valuation
European Financial Management
| Mar 2018 |
Research Publications
|
Financial Markets
| 2018 | Firm valuation, Real options, Volatility, R&D expenses |
Weiss, Farina
Kraft, Holger
Schwartz, Eduardo S.
| 1519858800 | Published Paper | | |
| Martin Götz | Competition and Bank Stability
Journal of Financial Intermediation
| Jul 2018 |
Research Publications
|
Financial Intermediation
| 2018 | Risk, Stability, Competition, Contestability, Entry, Lending |
Götz, Martin
| 1530396000 | Published Paper | | |
| Giuliano Curatola | Portfolio Choice and Asset Prices when Preferences are Interdependent
Journal of Economic Behavior & Organization
| Aug 2017 |
Research Publications
|
Macro Finance
| 2017 | Asset pricing; General equilibrium; heterogeneous investors; interdependent preferences; portfolio choice |
Curatola, Giuliano
| 1501538400 | Published Paper | | |
Andreas Hubener, Raimond Maurer,
Olivia S. Mitchell | How Family Status and Social Security Claiming Options Shape Optimal Life Cycle Portfolios
Review of Financial Studies
| Apr 2016 |
Research Publications
|
Household Finance
| 2016 | |
Hubener, Andreas
Mitchell, Olivia S.
Maurer, Raimond
| 1459461600 | Published Paper | |
Top-Journal,
|
| Giuliano Curatola | Optimal Portfolio Choice with Loss Aversion Over Consumption
Quarterly Review of Economics and Finance
| Nov 2017 |
Research Publications
|
Financial Markets
| 2017 | Loss-aversion, Habit-formation, Consumption–portfolio choice |
Curatola, Giuliano
| 1509490800 | Published Paper | | |
| Stefano Colonnello, Giuliano Curatola, Ngoc Giang Hoang | Direct and Indirect Risk-Taking Incentives of Inside Debt
Journal of Corporate Finance
| Aug 2017 |
Research Publications
|
Law and Finance
| 2017 | Inside Debt, Credit Spreads, Risk-Taking |
Curatola, Giuliano
Colonnello, Stefano
Hoang, Ngoc Giang
| 1501538400 | Published Paper | | |
Jan Pieter Krahnen,
Felix Noth, Ulrich Schüwer | Structural Reforms in Banking: The Role of Trading
Journal of Financial Regulation
| Mar 2017 |
Research Publications
|
Financial Intermediation
| 2017 | banking, structural reforms, prohibition of proprietary trading, banking separation |
Schüwer, Ulrich
Noth, Felix
Krahnen, Jan Pieter
| 1488322800 | Published Paper |
Professor,
| |
| Patrick Grüning | International Endogenous Growth, Macro Anomalies, and Asset Prices
Journal of Economic Dynamics and Control
| May 2017 |
Research Publications
|
Financial Markets
| 2017 | Innovation, Technology spillover, Endogenous growth, Long-run risk, International finance |
Grüning, Patrick
| 1493589600 | Published Paper | | |
| Gabriele Camera, Alessandro Gioffré | Asymmetric Social Norms
Economics Letters
| Mar 2017 |
Research Publications
|
Macro Finance
| 2017 | cooperation, repeated games, social dilemmas |
Camera, Gabriele
Gioffré, Alessandro
| 1488322800 | Published Paper | | |
Rainer Haselmann,
David Schoenherr, Vikrant Vig | Rent-Seeking in Elite Networks
Journal of Political Economy
| Aug 2018 |
Research Publications
|
Financial Intermediation,
Law and Finance
| 2018 | - |
Vig, Vikrant
Haselmann, Rainer
Schoenherr, David
| 1533074400 | Published Paper |
Professor,
|
Top-Journal,
|
| Monica Billio, Loriana Pelizzon | Systemic Risk Tomography
Systemic Risk Tomography: Signals, Measurement and Transmission Channels (ISTE Press - Elsevier)
| Nov 2016 |
Research Publications
| | 2016 | |
Pelizzon, Loriana
Billio, Monica
| 1477954800 | Published Paper |
Professor,
| |
| Michael Donadelli, Renatas Kizys, Max Riedel | Dangerous Infectious Diseases: Bad News for Main Street, Good News for Wall Street?
Journal of Financial Markets
| Sep 2017 |
Research Publications
|
Financial Markets
| 2017 | WHO alerts, investor sentiment, pharmaceutical industry, trading strategies |
Kizys, Renatas
Riedel, Max
Donadelli, Michael
| 1504216800 | Published Paper | | |
| Martin Götz, Luc Laeven, Ross Levine | Identifying the Valuation Effects and Agency Costs of Corporate Diversification: Evidence from the Geographic Diversification of US Banks
Review of Financial Studies
| Jul 2013 |
Research Publications
|
Financial Intermediation
| 2013 | |
Laeven, Luc
Götz, Martin
Levine, Ross
| 1372629600 | Published Paper | |
Top-Journal,
|
| Brigitte Haar | "Comply or Explain" im Spannungsfeld von Law and Finance
100 Jahre Rechtswissenschaft in Frankfurt (Vittorio Klostermann)
| Jan 2014 |
Research Publications
|
Law and Finance
| 2014 | |
Haar, Brigitte
| 1388530800 | Published Paper | | |
| Monica Billio, Michael Donadelli, Antonio Paradiso, Max Riedel | Which Market Integration Measure?
Journal of Banking and Finance
| Dec 2016 |
Research Publications
|
Financial Markets
| 2016 | Equity market integration, dynamic correlation, principal components, international diversification benefits |
Riedel, Max
Donadelli, Michael
Paradiso, Antonio
Billio, Monica
| 1480546800 | Published Paper | |
Top-Journal,
|
Raimond Maurer,
Olivia S. Mitchell,
Ralph Rogalla,
Tatjana Schimetschek | Will They Take the Money and Work? An Empirical Analysis of People’s Willingness to Delay Claiming Social Security Benefits for a Lump Sum
Journal of Risk and Insurance
| Dec 2018 |
Research Publications
|
Household Finance
| 2018 | Annuity, lump sum, Social Security, delayed retirement, lifetime income, pension |
Schimetschek, Tatjana
Rogalla, Ralph
Maurer, Raimond
Mitchell, Olivia S.
| 1543618800 | Published Paper | | |
Florian Hett,
Alexander Schmidt | Bank Rescues and Bailout Expectations: The Erosion of Market Discipline During the Financial Crisis
Journal of Financial Economics
| Dec 2017 |
Research Publications
|
Financial Intermediation
| 2017 | Bailout, Implicit Guarantees, Too-Big-To-Fail, Market Discipline |
Schmidt, Alexander
Hett, Florian
| 1512082800 | Published Paper | |
Top-Journal,
|
| Sascha Baghestanian, Paul Gortner, Baptiste Massenot | Compensation Schemes, Liquidity Provision, and Asset Prices: An Experimental Analysis
Experimental Economics
| Jun 2017 |
Research Publications
|
Law and Finance
| 2017 | compensation, liquidity, experimental asset markets, bubbles |
Massenot, Baptiste
Baghestanian, Sascha
Gortner, Paul
| 1496268000 | Published Paper | | |
| Christian Eufinger, Andrej Gill | Incentive-Based Capital Requirements
Management Science
| Dec 2017 |
Research Publications
|
Law and Finance
| 2017 | Basel III, capital regulation, compensation, leverage, risk |
Gill, Andrej
Eufinger, Christian
| 1512082800 | Published Paper | |
Top-Journal,
|
Tomaso Aste, Loriana Pelizzon,
Nicolas Perony, Paolo Tasca | Banking Beyond Banks and Money. A Guide to Banking Services in the Twenty-First Century
Banking Beyond Banks and Money: A Guide to Banking Services in the Twenty-First Century (Springer)
| Sep 2016 |
Research Publications
|
Financial Intermediation,
| 2016 | |
Aste, Tomaso
Tasca, Paolo
Perony, Nicolas
Pelizzon, Loriana
| 1472680800 | Published Paper |
Professor,
| |
Michael Kosfeld,
Ulrich Schüwer | Add-On Pricing in Retail Financial Markets and the Fallacies of Consumer Education
Review of Finance
| May 2017 |
Research Publications
|
Household Finance
| 2017 | consumer education,financial literacy, bounded rationality, competition, regulation |
Schüwer, Ulrich
Kosfeld, Michael
| 1493589600 | Published Paper |
Professor,
|
Top-Journal,
|
Peter Gomber,
Satchit Sagade, Erik Theissen,
Moritz Christian Weber, Christian Westheide | Competition Between Equity Markets: A Review of the Consolidation Versus Fragmentation Debate
Journal of Economic Surveys
| Jul 2017 |
Research Publications
|
Financial Markets
| 2017 | Competition, Fragmentation, Market Structure, Liquidity, Price Discovery |
Sagade, Satchit
Westheide, Christian
Gomber, Peter
Weber, Moritz Christian
Theissen, Erik
| 1498860000 | Published Paper | | |
Holger Kraft,
Thomas Seiferling, Frank Thomas Seifried | Optimal Consumption and Investment with Epstein-Zin Recursive Utility
Finance and Stochastics
| Jan 2017 |
Research Publications
|
Financial Markets
| 2017 | consumption-portfolio choice, asset pricing, stochastic differential utility, incomplete markets, fixed point approach, FBSDE |
Seiferling, Thomas
Kraft, Holger
Seifried, Frank Thomas
| 1483225200 | Published Paper | | |
Emanuel Bayer, Bernd Skiera,
Kapil Tuli | Do Disclosures of Customer Metrics Lower Investors’ and Analysts’ Uncertainty, But Hurt Firm Performance?
Journal of Marketing Research
| Apr 2017 |
Research Publications
|
Law and Finance
| 2017 | disclosure, customer metrics, accounting, financial reporting, marketing–finance interface |
Skiera, Bernd
Bayer, Emanuel
Tuli, Kapil
| 1490997600 | Published Paper | |
Top-Journal,
|
| Shafik Hebous, Alfons J. Weichenrieder | Toward a Mutualization of European Unemployment Insurance? On Limiting the Downsides of a Fiscal Transfer System for the Eurozone
CESifo Economic Studies
| Jun 2016 |
Research Publications
|
Macro Finance
| 2016 | EMU, Eurozone, European unemployment insurance, fiscal transfers |
Weichenrieder, Alfons J.
Hebous, Shafik
| 1464732000 | Published Paper | | |
| Mohamed Al Degwy, Matthias Thiemann | Von mikro- zu makroprudenzieller Regulierung
Die Innenwelt der Ökonomie: Wissen, Macht und Performativität in der Wirtschaftswissenschaft (Springer)
| Sep 2016 |
Research Publications
|
Macro Finance
| 2016 | Banking Regulation, Systemic Risk, Formalism, Equilibrium Thinking, Discourse, Citation Network Analysis |
Al Degwy, Mohamed
Thiemann, Matthias
| 1472680800 | Published Paper | | |
| Brigitte Haar | Freedom of Contract and Financial Stability
European Business Organization Law Review
| Jun 2016 |
Research Publications
|
Law and Finance,
| 2016 | |
Haar, Brigitte
| 1464732000 | Published Paper | | |
| Michael Donadelli, Patrick Grüning | Labor Market Dynamics, Endogenous Growth and Asset Prices
Economics Letters
| Jun 2016 |
Research Publications
|
Financial Markets
| 2016 | http://www.sciencedirect.com/science/article/pii/S0165176516300933 |
Donadelli, Michael
Grüning, Patrick
| 1464732000 | Published Paper | | |
Holger Kraft,
Claus Munk, Frank Thomas Seifried, Sebastian Wagner | Consumption Habits and Humps
Economic Theory
| Aug 2017 |
Research Publications
|
Household Finance
| 2017 | Consumption hump, life-cycle utility maximization, habit formation, impatience |
Munk, Claus
Kraft, Holger
Wagner, Sebastian
Seifried, Frank Thomas
| 1501538400 | Published Paper | | |
| Vilen Lipatov, Alfons J. Weichenrieder | A Decentralization Theorem of Taxation
CESifo Economic Studies
| Mar 2016 |
Research Publications
|
Macro Finance
| 2016 | fiscal federalism, taxing rights, decentralization theorem |
Weichenrieder, Alfons J.
Lipatov, Vilen
| 1456786800 | Published Paper | | |
| Brigitte Haar | Investor Protection Through Model Case Procedures – Implementing Collective Goals and Individual Rights Under the 2012 Amendment to the German Capital Markets Model Case Act (KapMuG)
European Business Organization Law Review
| Mar 2014 |
Research Publications
|
Law and Finance
| 2014 | collective litigation, investor protection, test cases, German Capital Markets Model Case Act (KapMuG) |
Haar, Brigitte
| 1393628400 | Published Paper | | |
Andrej Gill,
Nikolai Visnjic | Performance Benefits of Tight Control
The Journal of Private Equity
| Jan 2015 |
Research Publications
|
Law and Finance
| 2015 | private equity, leveraged buyouts, active shareholders, ownership concentration, corporate governance |
Gill, Andrej
Visnjic, Nikolai
| 1420066800 | Published Paper | | |
| Adrian Buss, Bernard Dumas, Raman Uppal, Grigory Vilkov | The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis
Journal of Monetary Economics
| Aug 2016 |
Research Publications
|
Financial Markets
| 2016 | Tobin tax, borrowing constraints, short-sale constraints, stock market volatility, incomplete markets, differences of opinion |
Dumas, Bernard
Vilkov, Grigory
Uppal, Raman
Buss, Adrian
| 1470002400 | Published Paper | |
Top-Journal,
|
| Jens-Hinrich Binder | To Ring-Fence or Not, and How? Strategic Questions for Post-Crisis Banking Reform in Europe
forthcoming in European Banking Regulation (CH Beck)
| Jan 2023 |
Research Publications
|
Financial Intermediation
| 2023 | EU banking regulation, Liikanen Report, ring-fencing, structural bank reform, Vickers Commission, Volcker Rule |
Binder, Jens-Hinrich
| 1672527600 | Published Paper | | |
| Jens-Hinrich Binder | Komplexitätsbewältigung durch Verwaltungsverfahren?
Zeitschrift für das gesamte Handels- und Wirtschaftsrecht
| Jan 2015 |
Research Publications
|
Financial Intermediation
| 2015 | |
Binder, Jens-Hinrich
| 1420066800 | Published Paper | | |
| On the Optimal Provision of Social Insurance: Progressive Taxation versus Education Subsidies in General Equilibrium
Journal of Monetary Economics, Vol 77, pp. 72-98
| Jan 2016 | |
Macro Finance
| 2016 | Progressive Taxation, Education Subsidy, Transitional Dynamics | | 1451602800 | Published Paper | | |
Douglas Cumming,
Uwe Walz,
Jochen Christian Werth | Entrepreneurial Spawning: Experience, Education, and Exit
Financial Review
| Nov 2016 |
Research Publications
|
Law and Finance
| 2016 | Venture governance, entrepreneurship, entrepreneurial spawning, angel finance, venture capital, exit |
Cumming, Douglas
Werth, Jochen Christian
Walz, Uwe
| 1477954800 | Published Paper |
Professor,
| |
Ester Faia, Andreas Hackethal,
Michael Haliassos, Katja Langenbucher | Financial Regulation: A Transatlantic Perspective
Cambridge University Press
| Sep 2015 |
Research Publications
|
Household Finance,
Macro Finance
| 2015 | banking union, microprudential regulation, macroprudential regulation, investor protection, borrower protection |
Langenbucher, Katja
Haliassos, Michael
Hackethal, Andreas
Faia, Ester
| 1441058400 | Published Paper |
Professor,
Professor,
| |
| Monica Billio, Lorenzo Frattarolo, Loriana Pelizzon | A Time Varying Performance Evaluation of Hedge Fund Strategies through Aggregation
Bankers, Markets and Investors
| Jan 2014 |
Research Publications
|
Financial Intermediation,
| 2014 | Extra performances, Hedge funds, Markov switching models, Financial crises |
Frattarolo, Lorenzo
Billio, Monica
Pelizzon, Loriana
| 1388530800 | Published Paper |
Professor,
| |
| Tobias Tröger | A Political Economy Perspective on Common Supervision in the Eurozone
Financial Regulation: A Transatlantic Perspective (Cambridge University Press)
| Aug 2015 |
Research Publications
|
Financial Intermediation
| 2015 | |
Tröger, Tobias
| 1438380000 | Published Paper |
Professor,
| |
| Gabriele Camera, Alessandro Gioffré | A Tractable Analysis of Contagious Equilibria
Journal of Mathematical Economics
| Jan 2015 |
Research Publications
|
Macro Finance
| 2015 | Cooperation, Social norms, Grim trigger, Random matching |
Camera, Gabriele
Gioffré, Alessandro
| 1420066800 | Published Paper | | |
| Andrea Weber, Moritz Christian Weber, Andrea Weber, Christine Zulehner | Competition and Gender Prejudice: Are Discriminatory Employers Doomed to Fail?
Journal of the European Economic Association
| Apr 2014 |
Research Publications
|
Law and Finance
| 2014 | |
Weber, Andrea
Weber, Moritz Christian
Weber, Andrea
Zulehner, Christine
| 1396303200 | Published Paper | |
Top-Journal,
|
Jan Pieter Krahnen,
Laura Moretti | Bail-In Clauses
Financial Regulation: A Transatlantic Perspective (Cambridge University Press)
| Aug 2015 |
Research Publications
|
Financial Intermediation
| 2015 | |
Moretti, Laura
Krahnen, Jan Pieter
| 1438380000 | Published Paper |
Professor,
| |
Loriana Pelizzon,
Domenico Sartore | Deciphering the Libor and Euribor Spreads during the Subprime Crisis
North American Journal of Economics and Finance
| Dec 2013 |
Research Publications
|
Financial Intermediation,
| 2013 | Subprime crisis, Collateral, Liquidity, Unconventional monetary policy |
Sartore, Domenico
Pelizzon, Loriana
| 1385852400 | Published Paper |
Professor,
| |
| Klaus Gugler, Michael Weichselbaumer, Christine Zulehner | Competition in the Economic Crisis: Analysis of Procurement Auctions
European Economic Review
| Jan 2015 |
Research Publications
|
Law and Finance
| 2015 | Construction procurement, First-price auctions, Private values, Economic crisis, Government stimulus |
Gugler, Klaus
Weichselbaumer, Michael
Zulehner, Christine
| 1420066800 | Published Paper | |
Top-Journal,
|
| Franz Hackl, Michael Kummer, Rudolf Winter-Ebmer, Christine Zulehner | Market Structure and Market Performance in E-Commerce
European Economic Review
| May 2014 |
Research Publications
|
Financial Markets
| 2014 | Retailing, Product life cycle, Market structure, Market performance, Markup, Price dispersion |
Kummer, Michael
Winter-Ebmer, Rudolf
Hackl, Franz
Zulehner, Christine
| 1398895200 | Published Paper | |
Top-Journal,
|
| Helmut Mahringer, Christine Zulehner | Child-Care Costs and Mothers’ Employment Rates: An Empirical Analysis for Austria
Review of Economics of the Household
| Jan 2013 |
Research Publications
|
Law and Finance
| 2013 | Child-care, Labour supply, Bivariate sample selection, Matched survey and administrative data |
Mahringer, Helmut
Zulehner, Christine
| 1356994800 | Published Paper | | |
| René Böheim, Klemens Himpele, Helmut Mahringer, Christine Zulehner | The Distribution of the Gender Pay Gap in Austria: Evidence from Matched Employer-Employee Data and Tax Records
Journal for Labour Market Research
| Mar 2013 |
Research Publications
|
Law and Finance
| 2013 | gender wage differentials, quantile regressions, decomposition, matched employer-employee data |
Himpele, Klemens
Böheim, René
Mahringer, Helmut
Zulehner, Christine
| 1362092400 | Published Paper | | |
| René Böheim, Klemens Himpele, Helmut Mahringer, Christine Zulehner | The Gender Wage Gap in Austria: Eppur si muove!
Empirica
| Nov 2013 |
Research Publications
|
Law and Finance
| 2013 | Gender wage differentials, Wage inequality, Decomposition, Matched employer-employee data |
Mahringer, Helmut
Himpele, Klemens
Böheim, René
Zulehner, Christine
| 1383260400 | Published Paper | | |
| Ester Faia, Isabel Schnabel | The road from micro-prudential to macro-prudential regulation
Financial Regulation: A Transatlantic Perspective (Cambridge University Press)
| Aug 2015 |
Research Publications
|
Macro Finance
| 2015 | |
Schnabel, Isabel
Faia, Ester
| 1438380000 | Published Paper | | |
| Kosmas Kaprinis, Katja Langenbucher | Private Enforcement of Investor Protection – Is Private Law up for the Challenge? A Glance at the United Kingdom
100 Jahre Rechtswissenschaft in Frankfurt (Vittorio Klostermann)
| Jan 2014 |
Research Publications
|
Household Finance
| 2014 | |
Kaprinis, Kosmas
Langenbucher, Katja
| 1388530800 | Published Paper |
Professor,
| |
| Giuliano Curatola, Michael Donadelli, Patrick Grüning | Matching the BRIC equity premium: A structural approach
Emerging Markets Review
| Mar 2015 |
Research Publications
|
Financial Markets
| 2015 | BRIC countries, Equity risk premium, Long-run risk, Persistence |
Donadelli, Michael
Grüning, Patrick
Curatola, Giuliano
| 1425164400 | Published Paper | | |
| Giuliano Curatola | Loss aversion, habit formation and the term structures of equity and interest rates
Journal of Economic Dynamics and Control
| Apr 2015 |
Research Publications
|
Financial Markets,
Macro Finance
| 2015 | Loss-aversion, Habit formation, Yield curve, Dividend strips, General equilibrium |
Curatola, Giuliano
| 1427839200 | Published Paper | | |
| Tobias Tröger | How Special Are They? Targeting Systemic Risk by Regulating Shadow Banks
Reshaping Markets Economic Governance, the Global Financial Crisis and Liberal Utopia (Cambridge University Press)
| Apr 2016 |
Research Publications
|
Financial Intermediation
| 2016 | shadow banking, regulatory arbitrage, prudential supervision |
Tröger, Tobias
| 1459461600 | Published Paper |
Professor,
| |
Dirk Hackbarth, Rainer Haselmann,
David Schoenherr | Financial Distress, Stock Returns, and the 1978 Bankruptcy Reform Act
Review of Financial Studies
| Jan 2015 |
Research Publications
|
Financial Intermediation
| 2015 | financial distress, law and finance, shareholder recovery, stock returns |
Hackbarth, Dirk
Schoenherr, David
Haselmann, Rainer
| 1420066800 | Published Paper |
Professor,
|
Top-Journal,
|
Markus Behn, Rainer Haselmann,
Paul Wachtel | Pro-Cyclical Capital Regulation and Lending
The Journal of Finance
| Apr 2016 |
Research Publications
|
Financial Intermediation
| 2016 | capital regulation, credit crunch, financial crisis, pro-cyclicality |
Wachtel, Paul
Behn, Markus
Haselmann, Rainer
| 1459461600 | Published Paper |
Professor,
|
Top-Journal,
|
| Silvia Bressan, Noemi Pace, Loriana Pelizzon | Health Status and Portfolio Choice: Is Their Relationship Economically Relevant?
International Review of Financial Analysis
| Mar 2014 |
Research Publications
|
Household Finance,
| 2014 | Household portfolios, Health status |
Bressan, Silvia
Pace, Noemi
Pelizzon, Loriana
| 1393628400 | Published Paper |
Professor,
| |
| Axel Börsch-Supan, Alexander Ludwig | Aging in Europe: Reforms, International Diversification, and Behavioral Reactions
American Economic Review Papers and Proceedings
| May 2014 |
Research Publications
|
Macro Finance
| 2014 | |
Börsch-Supan, Axel
Ludwig, Alexander
| 1398895200 | Published Paper | | |
Alexander Ludwig,
Alexander Zimper | Biased Bayesian Learning with an Application to the Risk-Free Rate Puzzle
Journal of Economic Dynamics and Control
| Feb 2014 |
Research Publications
|
Macro Finance
| 2014 | Ambiguity, Non-additive probability measures, Bayesian learning, Truncated normal distribution, Risk-free rate puzzle |
Zimper, Alexander
Ludwig, Alexander
| 1391209200 | Published Paper | | |
Vanya Horneff, Raimond Maurer,
Olivia S. Mitchell,
Ralph Rogalla | Optimal Life Cycle Portfolio Choice with Variable Annuities Offering Liquidity and Investment Downside Protection
Insurance: Mathematics and Economics
| Jul 2015 |
Research Publications
|
Household Finance
| 2015 | dynamic portfolio choice; longevity risk; variable annuity; money-back guarantee; liquidity; retirement income |
Horneff, Vanya
Maurer, Raimond
Rogalla, Ralph
Mitchell, Olivia S.
| 1435701600 | Published Paper | | |
| Tobias Tröger | Corporate Groups – A German’s European Perspective
German and Nordic Perspectives on Company Law and Capital Markets Law (Mohr Siebeck)
| Jan 2015 |
Research Publications
|
Law and Finance
| 2015 | Corporate Groups, Related Party Transactions, Tunneling, Corporate Governance, E.U. Corporate Law, Shareholder Rights Directive, Group Interesterest, Minority Shareholder Protection, Creditor Protection |
Tröger, Tobias
| 1420066800 | Published Paper |
Professor,
| |
| Christine Moorman, Simone Wies | Going Public: How Stock Market Participation Changes Firm Innovation Behavior
Journal of Marketing Research
| Oct 2015 |
Research Publications
|
Financial Markets
| 2015 | Innovation, breakthrough innovation, stock market impact, IPO, marketing-finance interface, consumer packaged goods |
Moorman, Christine
Wies, Simone
| 1443650400 | Published Paper | |
Top-Journal,
|
| Guido Friebel, Matthias Heinz | Media Slant Against Foreign Owners: Downsizing
Journal of Public Economics
| Dec 2014 |
Research Publications
|
Law and Finance
| 2014 | Media economics, Globalization, Economic xenophobia, Multi-national enterprises, Foreign direct investment |
Heinz, Matthias
Friebel, Guido
| 1417388400 | Published Paper | |
Top-Journal,
|
| Michael Haliassos | Keeping Households out of Financial Trouble
Financial Regulation: A Transatlantic Perspective (Cambridge University Press)
| Aug 2015 |
Research Publications
|
Household Finance
| 2015 | |
Haliassos, Michael
| 1438380000 | Published Paper | | |
| Charles N. Noussair, Stefan T. Trautmann, Nathanael Vellekoop, Gijs van de Kuilen | Risk Aversion and Religion
Journal of Risk and Uncertainty
| Oct 2013 |
Research Publications
|
Household Finance
| 2013 | |
Trautmann, Stefan T.
van de Kuilen, Gijs
Noussair, Charles N.
Vellekoop, Nathanael
| 1380578400 | Published Paper | | |
| Tobias Tröger | Vertragsrechtliche Fragen negativer Zinsen auf Einlagen
Neue Juristische Wochenschrift
| Mar 2015 |
Research Publications
|
Financial Intermediation
| 2015 | |
Tröger, Tobias
| 1425164400 | Published Paper |
Professor,
| |
| Guglielmo Maria Caporale, Michael Donadelli, Alessia Varani | International Capital Markets Structure, Preferences and Puzzles: A US-China World
Journal of International Financial Markets, Institutions and Money
| May 2015 |
Research Publications
|
Financial Markets
| 2015 | Macro-anomalies, Financial autarky, Complete markets, Long-run innovations, Home bias |
Caporale, Guglielmo Maria
Varani, Alessia
Donadelli, Michael
| 1430431200 | Published Paper | | |
| Andreas Hackethal | Financial Advice
Financial Regulation: A Transatlantic Perspective (Cambridge University Press)
| Aug 2015 |
Research Publications
|
Household Finance
| 2015 | |
Hackethal, Andreas
| 1438380000 | Published Paper |
Professor,
| |
| Brigitte Haar | European Financial Regulation – Cross-Border Capital Flows, Systemic Risk and the European Banking Union as Reference Points for EU Financial Market Integration
The Oxford Handbook of Financial Regulation (Oxford University Press)
| Oct 2014 |
Research Publications
|
Financial Intermediation,
| 2014 | Financial regulation, systemic risk, microprudential supervision, European Banking Authority, macroprudential supervision, European Systemic Risk Board, European Banking Union, Single Supervisory Mechanism |
Haar, Brigitte
| 1412114400 | Published Paper | | |
| Katja Langenbucher | |
