SAFE Publications

Author/s Title Published
Aleksey Kolokolov, Giulia Livieri, Davide Pirino Statistical Inferences for Price Staleness
Journal of Econometrics
Sep 2020
Gyozo Gyöngyösi, Emil Verner Household Debt Revaluation and the Real Economy: Evidence from a Foreign Currency Debt Crisis
American Economic Review
Sep 2020
Hengjie Ai, Jun E. Li, Kai Li, Christian Schlag The Collateralizability Premium
Review of Financial Studies
Jun 2020
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
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
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