SAFE Publications

Author/s Title Published
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
Florian Hoffmann, Roman Inderst, Marcus Opp Only Time will Tell: A Theory of Deferred Compensation
Review of Economic Studies
May 2021
Nicole Branger, Patrick Konermann, Christoph Meinerding, Christian Schlag Equilibrium Asset Pricing in Directed Networks
Review of Finance
May 2021
Tim Alexander Kroencke, Maik Schmeling, Andreas Schrimpf The FOMC Risk Shift
Journal of Monetary Economics
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
Nicole Branger, Patrick Konermann, Christian Schlag Optimists and Pessimists in (In)Complete Markets
Journal of Financial and Quantitative Analysis
Dec 2020
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
Gyozo Gyöngyösi, Emil Verner Household Debt Revaluation and the Real Economy: Evidence from a Foreign Currency Debt Crisis
American Economic Review
Sep 2020