SAFE Publications

Author/s Title Published
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
Bruno Biais, Florian Heider,
 Marie Hoerova 		Variation Margins, Fire Sales, and Information-constrained Optimality
Review of Economic Studies 		Nov 2021
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
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
Can Gao, Ian Martin Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment
The Journal of Finance 		Jul 2021
Tim Alexander Kroencke, Maik Schmeling, Andreas Schrimpf The FOMC Risk Shift
Journal of Monetary Economics 		May 2021
Nicole Branger, Patrick Konermann, Christoph Meinerding, Christian Schlag Equilibrium Asset Pricing in Directed Networks
Review of Finance 		May 2021
Florian Hoffmann, Roman Inderst, Marcus Opp Only Time will Tell: A Theory of Deferred Compensation
Review of Economic Studies 		May 2021
Christian Schlag,
 Julian Thimme, Rüdiger Weber 		Implied Volatility Duration: A Measure for the Timing of Uncertainty Resolution
Journal of Financial Economics 		Apr 2021
Christoph Hambel, Holger Kraft, Eduardo S. Schwartz Optimal Carbon Abatement in a Stochastic Equilibrium Model with Climate Change
European Economic Review 		Dec 2020
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