Prof. Dr. Christian Schlag

Prof. Dr. Christian Schlag
Program Area:
Financial Markets
Position:
SAFE Coordinator Young Researchers, Senior Researcher
Institution:
SAFE/Goethe University
Phone:
+49 69 798 33699
Email:
schlag@finance.uni-frankfurt.de
Room:
HoF 2.59
Website
Author/s Title Program Area Published
Christian Schlag, Kailin Zeng Horizontal Industry Relationships and Return Predictability
Journal of Empirical Finance
Financial Markets 2019
Michael Donadelli, Marcus Jüppner, Max Riedel, Christian Schlag Temperature Shocks and Welfare Costs
Journal of Economic Dynamics and Control
Financial Markets 2017
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
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
Darien Huang, Christian Schlag, Ivan Shaliastovich, Julian Thimme Volatility-of-Volatility Risk
Journal of Financial and Quantitative Analysis
Financial Markets 2019
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
forthcoming in Journal of Financial and Quantitative Analysis
Financial Markets 2019
Hengije Ai, Jun E. Li, Kai Li, Christian Schlag The Collateralizability Premium
forthcoming in Review of Financial Studies
Financial Markets 2020
No. Author/s Title Program Area
74 Nicole Branger, Patrick Konermann, Christoph Meinerding, Christian Schlag Equilibrium Asset Pricing in Directed Networks Financial Markets, Systemic Risk Lab
131 Nicole Branger, Patrick Grüning, Christian Schlag Commodities, Financialization, and Heterogeneous Agents Financial Markets
256 Christian Schlag, Kailin Zeng Horizontal Industry Relationships and Return Predictability Financial Markets
34 Nicole Branger, Patrick Grüning, Holger Kraft, Christoph Meinerding, Christian Schlag Asset Pricing Under Uncertainty About Shock Propagation Financial Markets
177 Michael Donadelli, Marcus Jüppner, Max Riedel, Christian Schlag Temperature Shocks and Welfare Costs Financial Markets
264 Hengije Ai, Jun E. Li, Kai Li, Christian Schlag The Collateralizability Premium 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
210 Darien Huang, Christian Schlag, Ivan Shaliastovich, Julian Thimme Volatility-of-Volatility Risk Financial Markets
252 Nicole Branger, Patrick Konermann, Christian Schlag Optimists and Pessimists in (In)Complete Markets 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
Researcher Project Funded by Status Project Duration Publication Count
Patrick Konermann, Christoph Meinerding, Christian Schlag Network Connectivity, Self-Exciting Jumps and General Equilibrium Asset Prices LOEWE Completed 2014 1
Jan Pieter Krahnen, Jun E. Li, Xu Liu, Loriana Pelizzon, Mihaela-Simina Puscasu, Christian Schlag, Sascha Steffen, Matthias Thiemann Quantitative Easing and Financial (In)Stability Volkswagen Stiftung Completed 2016 1
Giuliano Curatola, Ilya Dergunov, Christian Schlag Optimism, Pessimism, Disagreement and Stock Returns LOEWE Ongoing 2018 0
Ilya Dergunov, Christoph Meinerding, Christian Schlag The Informational Role of Inflation for Real Asset Prices LOEWE Ongoing 2017 0
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
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, Ivan Shaliastovich, Julian Thimme, Rüdiger Weber Risk Pricing & Trading SAFE Ongoing 2020 0
Nicole Branger, Patrick Grüning, Holger Kraft, Christoph Meinerding, Christian Schlag General Equilibrium with Contagion Effects LOEWE Completed 2013 1
Nicole Branger, Patrick Grüning, Max Riedel, Christian Schlag Financialization in Commodity Markets LOEWE Completed 2014 1
Nicole Branger, Christopher Scheins, Christian Schlag, Ivan Shaliastovich Asset Pricing with Recursive Utility and Heterogenous Investors LOEWE Ongoing 2013 1
Milad Goodarzi, Christian Schlag, Rüdiger Weber Information in Option Prices LOEWE Ongoing 2018 1
Constantin Hanenberg, Christian Schlag, Ivan Shaliastovich, Amir Yaron A New Look at Market Volatility and Market Risk Premia LOEWE Ongoing 2019 0
Nicole Branger, Patrick Konermann, Christoph Meinerding, Christian Schlag Network Connectivity and General Equilibrium Asset Prices LOEWE Ongoing 2016 1
Christoph Meinerding, Nikolai Roussanov, Christian Schlag, Ivan Shaliastovich Globalization and International Financial Markets LOEWE Ongoing 2016 0
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