SAFE Working Paper Series

No. Author/s Title Published
34 Nicole Branger, Patrick Grüning, Holger Kraft, Christoph Meinerding, Christian Schlag Asset Pricing Under Uncertainty About Shock Propagation
SAFE Working Paper No. 34 		Jan 2013
33 Gabriele Camera, YiLi Chien Two Monetary Models with Alternating Markets
SAFE Working Paper No. 33 		Jan 2013
32 Gabriele Camera, Alessandro Gioffré Game-Theoretic Foundations of Monetary Equilibrium
SAFE Working Paper No. 32 		Jan 2013
31 Dirk Bursian, Sven Fürth Trust Me! I am a European Central Banker
SAFE Working Paper No. 31 		Jan 2013
30 Dirk Bursian, Markus Roth Optimal Policy and Taylor Rule Cross-Checking Under Parameter Uncertainty
SAFE Working Paper No. 30 		Jan 2013
29 Iñaki Aldasoro, Ignazio Angeloni Input-Output-Based Measures of Systemic Importance
SAFE Working Paper No. 29 		Jan 2013
28 Nicole Branger, Holger Kraft, Christoph Meinerding Partial Information about Contagion Risk, Self-Exciting Processes and Portfolio Optimization
SAFE Working Paper No. 28 		Jan 2013
27 Tobias Tröger The Single Supervisory Mechanism – Panacea or Quack Banking Regulation?
SAFE Working Paper No. 27 		Jan 2013
26 Michael Brennan, Holger Kraft Financing Asset Growth
SAFE Working Paper No. 26 		Jan 2013
25 Holger Kraft, Alexander Schmidt Systemic Risk in the Financial Sector: What Can We Learn from Option Markets?
SAFE Working Paper No. 25 		Jan 2013
24 Andrej Gill, Nikolai Visnjic Performance Benefits of Tight Control
SAFE Working Paper No. 24 		Jan 2013
23 Andrej Gill, Nikolai Visnjic Insight Private Equity
SAFE Working Paper No. 23 		Jan 2013
22 Dirk Bursian, Alfons J. Weichenrieder Trust in Government and Fiscal Adjustments
SAFE Working Paper No. 22 		Jan 2013
21 Stefano Corradin, Reint Gropp, Harry Huizinga, Luc Laeven Who Invests in Home Equity to Exempt Wealth from Bankruptcy?
SAFE Working Paper No. 21 		Jan 2013
20 Zeno Adams, Roland Füss, Reint Gropp Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach
SAFE Working Paper No. 20 		Jan 2013
19 Reint Gropp, Christian Gruendl, Andre Guettler Hidden Gems and Borrowers with Dirty Little Secrets: Investment in Soft Information, Borrower Self-selection and Competition
SAFE Working Paper No. 19 		Jan 2013
18 Alfons J. Weichenrieder Euro Membership and Fiscal Reaction Functions
SAFE Working Paper No. 18 		Jan 2013
17 Holger Kraft, Frank Thomas Seifried Stochastic Differential Utility as the Continuous-Time Limit of Recursive Utility
SAFE Working Paper No. 17 		Jan 2013
16 Marius Ascheberg, Nicole Branger, Holger Kraft, Frank Thomas Seifried When Do Jumps Matter for Portfolio Optimization?
SAFE Working Paper No. 16 		Jan 2013
15 Holger Kraft, Claus Munk, Frank Thomas Seifried, Sebastian Wagner Consumption Habits and Humps
SAFE Working Paper No. 15 		Jan 2013

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