SAFE Publications

Author/s Title Published
Darien Huang, Christian Schlag,
Ivan Shaliastovich, Julian Thimme
Volatility-of-Volatility Risk
Journal of Financial and Quantitative Analysis
Dec 2019
Stefano Colonnello, Giuliano Curatola, Alessandro Gioffré Pricing Sin Stocks: Ethical Preference vs. Risk Aversion
European Economic Review
Sep 2019
Viral Acharya, Tim Eisert, Christian Eufinger, Christian Hirsch Whatever it Takes: The Real Effects of Unconventional Monetary Policy
Review of Financial Studies
Sep 2019
Stefano Colonnello, Giuliano Curatola, Alessandro Gioffré Pricing Sin Stocks: Ethical Preference vs. Risk Aversion
European Economic Review
Sep 2019
Tim Eisert, Christian Eufinger Interbank Networks and Backdoor Bailouts: Benefiting from Other Banks’ Government Guarantees
Management Science
Aug 2019
Sascha Baghestanian, Paul Gortner, Joël van der Weele Peer Effects and Risk Sharing in Experimental Asset Markets
European Economic Review
Jul 2019
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
Helmut Elsinger, Philipp Schmidt-Dengler, Christine Zulehner Competition in Treasury Auctions
American Economic Journal: Microeconomics
Feb 2019
Claudia Lambert, Felix Noth, Ulrich Schüwer How Do Banks React to Catastrophic Events? Evidence from Hurricane Katrina
Review of Finance
Feb 2019
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