Prof. Dr. Christian Schlag

SAFE Publications

Author/s	Title	Research Area	Published
Nicole Branger, Paulo Rodrigues, Christian Schlag	Level and Slope of Volatility Smiles in Long-Run Risk Models Journal of Economic Dynamics and Control	Financial Markets, Systemic Risk Lab	2018
Nicole Branger, Christian Schlag, Lue Wu	"Nobody is Perfect": Asset Pricing and Long-Run Survival When Heterogeneous Investors Exhibit Different Kinds of Filtering Errors Journal of Economic Dynamics and Control	Financial Markets	2015
Michael Donadelli, Marcus Jüppner, Max Riedel, Christian Schlag	Temperature Shocks and Welfare Costs Journal of Economic Dynamics and Control	Financial Markets	2017

SAFE Working Papers

No.	Author/s	Title	Research Area
177	Michael Donadelli, Marcus Jüppner, Max Riedel, Christian Schlag	Temperature Shocks and Welfare Costs	Financial Markets
131	Nicole Branger, Patrick Grüning, Christian Schlag	Commodities, Financialization, and Heterogeneous Agents	Financial Markets
34	Nicole Branger, Patrick Grüning, Holger Kraft, Christoph Meinerding, Christian Schlag	Asset Pricing Under Uncertainty About Shock Propagation	Financial Markets
74	Nicole Branger, Patrick Konermann, Christoph Meinerding, Christian Schlag	Equilibrium Asset Pricing in Directed Networks	Financial Markets, Systemic Risk Lab
210	Darien Huang, Christian Schlag, Ivan Shaliastovich, Julian Thimme	Volatility-of-Volatility Risk	Financial Markets
114	Nicole Branger, Christian Schlag, Lue Wu	"Nobody is Perfect": Asset Pricing and Long-Run Survival When Heterogeneous Investors Exhibit Different Kinds of Filtering Errors	Financial Markets
186	Nicole Branger, Paulo Rodrigues, Christian Schlag	Level and Slope of Volatility Smiles in Long-Run Risk Models	Financial Markets, Systemic Risk Lab

SAFE Policy Publications

Author	Title	Published
Craig Lewis, Christian Schlag	What Does U.S. Money Market Mutual Fund Reform Portend for the European Union? White Paper No. 24	2014

SAFE Research Projects

Researcher	Project	Category	Status	Project Duration	Publication Count
Patrick Konermann, Christoph Meinerding, Christian Schlag	Network Connectivity, Self-Exciting Jumps and General Equilibrium Asset Prices	Financial Markets	Completed	2014	1
Nicole Branger, Patrick Grüning, Max Riedel, Christian Schlag	Financialization in Commodity Markets	Financial Markets	Completed	2014	1
Jan Pieter Krahnen, Jun Li, Xu Liu, Loriana Pelizzon, Mihaela-Simina Puscasu, Christian Schlag, Sascha Steffen, Matthias Thiemann	Quantitative Easing and Financial (In)Stability	Financial Markets, Macro Finance	Ongoing	2016	1
Nicole Branger, Patrick Grüning, Holger Kraft, Christoph Meinerding, Christian Schlag	General Equilibrium with Contagion Effects	Financial Markets, Transparency Lab, Systemic Risk Lab	Completed	2013	1
Milad Goodarzi, Christian Schlag	Information in Option Prices	Financial Markets	Ongoing	2018	1
Giuliano Curatola, Ilya Dergunov, Christian Schlag	Optimism, Pessimism, Disagreement and Stock Returns	Financial Markets	Ongoing	2018	0
Ilya Dergunov, Christoph Meinerding, Christian Schlag	The Informational Role of Inflation for Real Asset Prices	Financial Markets	Ongoing	2017	0
Nicole Branger, Liu Liu, Christian Schlag, Ivan Shaliastovich, Dongho Song	Macroeconomic Bond Risks in the Presence of the Zero Lower Bound	Financial Markets, Macro Finance	Ongoing	2016	1
Christian Schlag, Ivan Shaliastovich, Amir Yaron	A New Look at Market Volatility and Market Risk Premia	Financial Markets	Ongoing	2019	0
Nicole Branger, Christian Schlag, Ivan Shaliastovich	Asset Pricing with Recursive Utility and Heterogenous Investors	Financial Markets, Transparency Lab, Systemic Risk Lab	Ongoing	2013	1
Christoph Meinerding, Nikolai Roussanov, Christian Schlag, Ivan Shaliastovich	Globalization and International Financial Markets	Financial Markets	Ongoing	2016	0
Nicole Branger, Patrick Konermann, Christoph Meinerding, Christian Schlag	Network Connectivity and General Equilibrium Asset Prices	Financial Markets, Systemic Risk Lab	Ongoing	2016	1
Michael Donadelli, Patrick Grüning, Marcus Jüppner, Renatas Kizys, Max Riedel, Christian Schlag	Climate Change, Business Cycle and Asset Prices	Financial Markets	Ongoing	2016	1

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