Prof. Dr. Christian Schlag

Prof. Dr. Christian Schlag

Program Area:

Financial Markets

Position:

SAFE Coordinator Young Researchers, Senior Researcher

Institution:

SAFE/Goethe University

SAFE Publications

Author/s	Title	Program Area	Published
Christian Schlag, Kailin Zeng	Horizontal Industry Relationships and Return Predictability Journal of Empirical Finance	Financial Markets	2019
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
Hengije Ai, Jun E. Li, Kai Li, Christian Schlag	The Collateralizability Premium Review of Financial Studies	Financial Markets	2020
Christian Schlag, Michael Semenischev, Julian Thimme	Predictability and the Cross-Section of Expected Returns: A Challenge for Asset Pricing Models forthcoming in Management Science	Financial Markets	2020
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
Nicole Branger, Patrick Konermann, Christian Schlag	Optimists and Pessimists in (In)Complete Markets Journal of Financial and Quantitative Analysis	Financial Markets	2020
Michael Donadelli, Marcus Jüppner, Max Riedel, Christian Schlag	Temperature Shocks and Welfare Costs Journal of Economic Dynamics and Control	Financial Markets	2017
Nicole Branger, Patrick Konermann, Christoph Meinerding, Christian Schlag	Equilibrium Asset Pricing in Directed Networks forthcoming in Review of Finance	Financial Markets, Systemic Risk Lab	2020
Darien Huang, Christian Schlag, Ivan Shaliastovich, Julian Thimme	Volatility-of-Volatility Risk Journal of Financial and Quantitative Analysis	Financial Markets	2019
Christian Schlag, Julian Thimme, Rüdiger Weber	Implied Volatility Duration: A Measure for the Timing of Uncertainty Resolution forthcoming in Journal of Financial Economics	Financial Markets	2020

SAFE Working Papers

No.	Author/s	Title	Program Area
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
252	Nicole Branger, Patrick Konermann, Christian Schlag	Optimists and Pessimists in (In)Complete Markets	Financial Markets
264	Hengije Ai, Jun E. Li, Kai Li, Christian Schlag	The Collateralizability Premium	Financial Markets
210	Darien Huang, Christian Schlag, Ivan Shaliastovich, Julian Thimme	Volatility-of-Volatility Risk	Financial Markets
289	Christian Schlag, Michael Semenischev, Julian Thimme	Predictability and the Cross-Section of Expected Returns: A Challenge for Asset Pricing Models	Financial Markets
177	Michael Donadelli, Marcus Jüppner, Max Riedel, Christian Schlag	Temperature Shocks and Welfare Costs	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
265	Christian Schlag, Julian Thimme, Rüdiger Weber	Implied Volatility Duration: A Measure for the Timing of Uncertainty Resolution	Financial Markets
256	Christian Schlag, Kailin Zeng	Horizontal Industry Relationships and Return Predictability	Financial Markets
131	Nicole Branger, Patrick Grüning, Christian Schlag	Commodities, Financialization, and Heterogeneous Agents	Financial Markets

SAFE Research Projects

Researcher	Project	Funded by	Status	Project Duration	Publication Count
Craig Lewis, Jun E. Li, Christoph Meinerding, Nikolai Roussanov, Christian Schlag, Ivan Shaliastovich	Globalization and International Financial Markets	LOEWE	Ongoing	2016	1
Giuliano Curatola, Ilya Dergunov, Christian Schlag	Optimism, Pessimism, Disagreement and Stock Returns	LOEWE	Ongoing	2018	1
Milad Goodarzi, Christian Schlag, Rüdiger Weber	Information in Option Prices	LOEWE	Ongoing	2018	1
Nicole Branger, Liu Liu, Christian Schlag, Ivan Shaliastovich, Dongho Song	Macroeconomic Bond Risks in the Presence of the Zero Lower Bound	LOEWE	Ongoing	2016	1
Nicole Branger, Jun E. Li, Loriana Pelizzon, Christian Schlag, Ivan Shaliastovich, Dongho Song	Macroeconomic Asset Price Risks in the Presence of the Zero Lower Bound	Volkswagen Stiftung	Completed	2016	1
Michael Donadelli, Patrick Grüning, Marcus Jüppner, Renatas Kizys, Max Riedel, Christian Schlag	Climate Change, Business Cycle and Asset Prices	LOEWE	Completed	2016	1
Matteo Bagnara, Nicole Branger, Mariano Massimiliano Croce, Robert F. Dittmar, Holger Kraft, Satchit Sagade, Christian Schlag, Maik Schmeling, Ivan Shaliastovich, Julian Thimme, Rüdiger Weber	Risk Pricing & Trading	SAFE	Ongoing	2020	1
Constantin Hanenberg, Christian Schlag, Ivan Shaliastovich, Amir Yaron	A New Look at Market Volatility and Market Risk Premia	LOEWE	Ongoing	2019	1
Martin Götz, Alexander Ludwig, Alexander Monge-Naranjo, Christian Schlag, Ctirad Slavik, Faisal Sohail	Financial Frictions and Inequality	LOEWE	Ongoing	2016	1
Ilya Dergunov, Christoph Meinerding, Christian Schlag	The Informational Role of Inflation for Real Asset Prices	LOEWE	Ongoing	2017	1
Marcel Bluhm, Co-Pierre Georg, Jan Pieter Krahnen, Jun E. Li, Xu Liu, Loriana Pelizzon, Mihaela-Simina Puscasu, Christian Schlag, Sascha Steffen, Marti Subrahmanyam, Matthias Thiemann, Jun Uno	Quantitative Easing and Financial (In)Stability	Volkswagen Stiftung	Completed	2016	1
Nicole Branger, Patrick Konermann, Christoph Meinerding, Christian Schlag	Network Connectivity and General Equilibrium Asset Prices	LOEWE	Ongoing	2016	1
Christopher Scheins, Christian Schlag	Asset Pricing with Recursive Utility and Heterogenous Investors	LOEWE	Completed	2013	1
Michael Donadelli, Alessandro Gioffré, Christian Schlag	International Models of Growth	LOEWE	Completed	2014	1

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