Giuliano Curatola,
Ester Faia,
Henning Hesse,
Christian Hirsch,
Sören Karau,
Jan Pieter Krahnen,
Valeria Patella,
Christian Wilde
|
Debt Market Imperfections and Macroeconomic Implications
|
Macro Finance
|
DFG |
2012 |
|
11191 |
1 |
Christel Merlin Kuate Kamga,
Christian Wilde
|
CDS Markets: Liquidity, Default Risk, and Correlation Risk
|
Financial Intermediation,
Systemic Risk Lab
|
LOEWE |
2012 |
CDS, default risk, liquidity premia, financial crisis |
11124 |
1 |
Holger Kraft,
|
A New Approach to Measuring Systemic Risk: Option-implied Tail Risk Dependencies in the Financial Sector
|
Financial Intermediation,
Systemic Risk Lab
|
LOEWE |
2012 |
Systemic risk, Value-at-risk, Equity options, Implied volatility |
11122 |
1 |
Claudia Lambert,
Felix Noth,
Ulrich Schüwer
|
Consequences of Adverse Shocks on Bank Behavior
|
Financial Intermediation,
Systemic Risk Lab
|
LOEWE |
2013 |
natural disasters, non-performing assets, bank failures |
11123 |
1 |
Jan Pieter Krahnen,
Peter Ockenfels,
Christian Wilde
|
Experimental Studies on Ambiguity and Ambiguity Aversion
|
Financial Intermediation,
Transparency Lab,
Experiment Center
|
LOEWE |
2013 |
ambiguity, ambiguity aversion, valuation discount, experimental economics |
11125 |
1 |
Tim Eisert,
Christian Eufinger,
Andrej Gill,
Christian Hirsch,
Uwe Walz
|
Corporate Governance in Banks
|
Transparency Lab,
Systemic Risk Lab,
Experiment Center,
Financial Intermediation
|
LOEWE |
2013 |
Corporate Governance, Financial Institutions, Management Compensation, Moral Hazard, Ownership Structure, Risk Shifting |
11221 |
1 |
Christian Rauch,
Uwe Walz
|
Leverage in Private Equity: A Potential Source of Systemic Risk?
|
Systemic Risk Lab,
Financial Intermediation
|
LOEWE |
2013 |
Competition, Peers, LBOs, Product Market, Restructuring |
11222 |
1 |
Nicola Fuchs-Schündeln,
Michael Haliassos
|
How Does Household Financial Behavior Respond to Changes in the Economic Environment?
|
Household Finance
|
LOEWE |
2013 |
household finance, product awareness, natural experiment |
11321 |
1 |
Michael Haliassos,
Thomas Jansson,
Yigitcan Karabulut
|
Culture and Household Financial Behavior
|
Household Finance
|
LOEWE |
2013 |
Household Finance, Culture, Institutions, European Integration |
11350 |
1 |
Sophie Ahlswede,
Andreas Hackethal,
Steffen Meyer
|
Portfolio Reporting: How to Help individual Investors Learn from Past Mistakes
|
Household Finance
|
LOEWE |
2013 |
Individual investor decisions, risk perception, risk reportung, financial literacy, peer benchmarking, nudges |
11325 |
1 |
Andreas Hackethal,
Sven-Thorsten Jakusch,
Steffen Meyer
|
Revealed Preferences and Risk Aversion in Financial Markets - New Empirical Evidence from a Maximum Likelihood Approach
|
Household Finance
|
LOEWE |
2013 |
Individual Investment behavior, round trip trades, prospect theory, expected utility, heterogeneity of preferences, time stability of preferences |
11326 |
1 |
Holger Kraft,
Claus Munk,
Frank Thomas Seifried,
Sebastian Wagner
|
Numerical Methods in Life-Cycle Portfolio Choice with Labor Income, Housing and Biometric Risk
|
Household Finance
|
LOEWE |
2013 |
Labor income risk, Consumption, Portfolio choice, Insurance, Durable good |
11323 |
1 |
Hector Calvo-Pardo,
Chryssi Giannitsarou,
Andreas Hackethal,
Michael Haliassos,
Thomas Jansson,
Yigitcan Karabulut
|
Implications of Financial Market Imperfections for Wealth and Debt Accumulation in the Household Sector
|
Household Finance
|
DFG |
2013 |
|
11390 |
1 |
Nicole Branger,
Patrick Grüning,
Holger Kraft,
Christoph Meinerding,
Christian Schlag
|
General Equilibrium with Contagion Effects
|
Financial Markets,
Transparency Lab,
Systemic Risk Lab
|
LOEWE |
2013 |
General Equilibrium, Contagion Risk, Partial Information, Filtering, Recursive Utility, Asset Pricing, Jump Processes |
11423 |
1 |
Biljana Biljanovska,
Guido Ferrarini,
Brigitte Haar,
Randall S. Thomas,
Tobias Tröger,
Uwe Walz,
Charles K. Whitehead
|
Corporate Governance of Financial Institutions – Does say-on-pay matter?
|
Law and Finance,
Transparency Lab
|
LOEWE |
2013 |
Corporate Governance, Financial Institutions, Management Compensation, Moral Hazard, Ownership Structure, Say-on-pay |
11224 |
1 |
Nicole Branger,
Christopher Scheins,
Christian Schlag,
Ivan Shaliastovich
|
Asset Pricing with Recursive Utility and Heterogenous Investors
|
Financial Markets,
Transparency Lab,
Systemic Risk Lab
|
LOEWE |
2013 |
recursive utility, heterogenous investors, differences in beliefs |
11421 |
1 |
Helmut Gründl
|
Basel III and Solvency II - Risks and Side-Effects from their Interplay
|
Financial Intermediation,
Systemic Risk Lab
|
LOEWE |
2013 |
|
11126 |
1 |
Guido Friebel,
Marie Lalanne,
Bernard Richter,
Peter Schwardmann,
Paul Seabright
|
Gendered Network Structures and Careers
|
Law and Finance,
Transparency Lab
|
LOEWE |
2013 |
Professional networks, gender wage gap, executive compensation, social networks, trust |
12221 |
1 |
Peter Gomber,
Ilya Gvozdevskiy,
Satchit Sagade,
Erik Theissen,
Moritz Christian Weber,
Christian Westheide
|
Determinants of OTC Trading Volume
|
Financial Markets,
Transparency Lab,
Systemic Risk Lab
|
LOEWE |
2013 |
OTC Trading, Dark Pools, MiFID |
11424 |
1 |
Reint Gropp,
Deyan Radev,
Michael Schröder
|
The Internal Organization of Banks and the Transmission of Lending Shocks across Borders
|
Financial Intermediation,
Systemic Risk Lab
|
LOEWE |
2013 |
banking, contagion, liquidity shocks, solvency shocks, internal bank organization |
11121 |
1 |
Markus Gangl,
Fabian Ochsenfeld
|
To Have and to Hold: Trends in Industry Rents for Germany
|
Law and Finance
|
LOEWE |
2013 |
Wage distribution, wage rents, labor market segmentation, industry effects, multilevel modeling, German Socio-Economic Panel, Labour Force Survey, Germany |
11225 |
1 |
Kai Jungbluth,
Kosmas Kaprinis,
Thomas Kelm,
Katja Langenbucher,
Tobias Tröger
|
Household Finance: Legal and Institutional Framework
|
Household Finance
|
LOEWE |
2013 |
Household finance, investor protection, MiFid |
11329 |
1 |
Sascha Baghestanian,
Paul Gortner,
Matthias Heinz,
Heiner Schumacher,
Joël van der Weele
|
Non-Standard Preferences and Financial Decision Making
|
Transparency Lab,
Experiment Center,
Household Finance
|
LOEWE |
2014 |
Social Preferences, Financial Institutions, Incentives |
11223 |
1 |
Luca Amorello,
Pedro Magalhães Batista,
Biljana Biljanovska,
Jacob Bonavita,
Brigitte Haar,
Katharina Pistor,
Grygoriy Pustovit,
Max Weber
|
GLawFin – Private Contracts and Systemic Risk
|
Law and Finance,
Systemic Risk Lab
|
LOEWE |
2014 |
Financial Markets, Financial Institutions, Financial Stability, Financial Contracts, Corporate Finance, Corporate Governance, Financial Institutions, Financial Services, Law and Economics, Systemic Risk |
12125 |
1 |
Stefano Colonnello,
Giuliano Curatola,
Ngoc Giang Hoang
|
Executive Compensation and Credit Spread
|
Law and Finance
|
LOEWE |
2014 |
Compensation Structure, Credit Spread, Risk-Taking, Inside Debt, Business Cycle |
11227 |
1 |
Jens-Hinrich Binder,
Theresa Kreft,
Tobias Tröger
|
Single Resolution Mechanism
|
Financial Intermediation
|
LOEWE |
2014 |
Single Resolution Mechanism (SRM), Bank Reorganization, Bail in, Single Resolution Fund, Backstops, Banking Union |
11135 |
1 |
Vanya Horneff,
Raimond Maurer,
Olivia S. Mitchell,
Ralph Rogalla
|
Households Willingness to Delay Social Security Benefits
|
Household Finance
|
LOEWE |
2014 |
Life Cycle Portfolio Choice, Asset Allocation, Household Finance, Life Insurance, Social Security |
11331 |
1 |
Sascha Baghestanian,
Paul Gortner,
Baptiste Massenot
|
Excessive Risk Taking, Compensation Schemes and Financial Market Stability
|
Experiment Center,
Financial Markets
|
LOEWE |
2014 |
Compensation Schemes, Bubbles, Risk Seeking, Liquidity, Experimental Asset Markets |
11226 |
1 |
Matthias Blonski,
Paul Gortner,
Heiner Schumacher,
Joël van der Weele
|
Non-Standard Preferences in Experimental Asset Markets
|
Experiment Center,
Financial Markets
|
LOEWE |
2014 |
laboratory experiments, experimental asset markets, peer effects, social preferences |
11231 |
1 |
Christoph Hambel,
Holger Kraft,
Frank Thomas Seifried,
Sebastian Wagner
|
The Continuous-Time Limit of Recursive Utility
|
Financial Markets
|
LOEWE |
2014 |
stochastic differential utility, recursive utility, convergence, backward stochastic differential equation |
11426 |
1 |
Thomas Mosk
|
Bargaining with a Bank
|
Financial Intermediation
|
LOEWE |
2014 |
Bargaining, Financial Contracting |
11141 |
1 |
Markus Kröll,
Devesh Rustagi
|
Corruption in the Lab and in the Field: Evidence from a Market for Credence Goods
|
Law and Finance,
Experiment Center
|
LOEWE |
2014 |
Corruption, economic experiments, India, Milkmen |
11228 |
1 |
Adrian Buss,
Bernard Dumas,
Raman Uppal,
Grigory Vilkov
|
Sentiment and the Economy: A General Equilibrium Analysis
|
Financial Markets
|
LOEWE |
2014 |
|
11425 |
1 |
Christoph Hambel,
Holger Kraft,
Mogens Steffensen,
Sebastian Wagner
|
Consumption-portfolio Choice with Critical Illness
|
Household Finance
|
LOEWE |
2014 |
Health shocks, Health expenses, Labor income risk, Stochastic mortality risk, Portfolio choice |
11334 |
1 |
Elia Berdin,
Helmut Gründl
|
The Impact of Interest Rate and Mortality Risks on the Solvency Situation of Life Insurance Companies
|
Financial Intermediation
|
DVfVW |
2014 |
Life Insurers, Interest Rate Guarantees, Risk Assessment, Solvency II, Effects of Monetary Policy |
21180 |
1 |
Reint Gropp,
Rasa Karapandza,
Julian Opferkuch
|
Public Soft Information
|
Financial Intermediation
|
LOEWE |
2014 |
transparency, soft information, financial markets, financial institutions |
11133 |
1 |
Adrian Buss,
Raman Uppal,
Grigory Vilkov,
Kailin Zeng
|
Asset Prices in General Equilibrium with Recursive Utility and Illiquidity Induced by Transactions Costs
|
Financial Markets,
Transparency Lab,
Systemic Risk Lab
|
LOEWE |
2014 |
|
11422 |
1 |
Nicole Branger,
Patrick Grüning,
Max Riedel,
Christian Schlag
|
Financialization in Commodity Markets
|
Financial Markets
|
LOEWE |
2014 |
financialization, commodities, heterogenous agents |
11427 |
1 |
Reint Gropp,
Thomas Mosk,
Steven Ongena,
Carlo Wix
|
Capital Requirements and Bank Lending
|
Financial Intermediation,
Transparency Lab
|
LOEWE |
2014 |
banking, bank capital, capital regulation |
11129 |
1 |
Reint Gropp,
Vahid Saadi
|
Redlining in the US Housing Market and the Early Stage of the Housing Bubble
|
Financial Intermediation
|
LOEWE |
2014 |
Community Reinvestment Act, Mortgage supply, Housing boom, Financial crisis |
11140 |
1 |
Enzo Cerletti,
Ester Faia,
Michael Haliassos,
Spyridon Palligkinis
|
Housing Wealth Across Cultures, Institutional Environments, and Life Cycles |
Macro Finance,
Household Finance
|
LOEWE |
2014 |
housing investment, status utility, bequest, portfolio decisions, borrowing constraints |
11524 |
0 |
Alexander Ludwig
|
Subjective Survival Beliefs and Savings Decisions
|
Macro Finance
|
LOEWE |
2014 |
Subjective expecations; survival beliefs; non-linear probability weighting functions; dynamic inconsistency |
21528 |
1 |
Yangming Bao,
Martin Götz,
Dominic Hirschbühl,
Luc Laeven,
Ross Levine
|
Bank Diversification and Risk Management
|
Financial Intermediation
|
LOEWE |
2014 |
Geographic Corporate Diversification, Bank Risk, Banking, Economies of scope, Diversification Benefits |
11131 |
1 |
Patrick Konermann,
Christoph Meinerding,
Christian Schlag
|
Network Connectivity, Self-Exciting Jumps and General Equilibrium Asset Prices
|
Financial Markets
|
LOEWE |
2014 |
Asset Pricing, General Equilibrium, Recursive Preferences, Dynamic Networks, Mutually Exciting Processes, Jump Processes, Contagion Risk, Network Connectivity |
11428 |
1 |
Iñaki Aldasoro,
Ester Faia,
Anne-Caroline Hüser
|
Risk Cascades in Banking Networks and the Measurement of Systemic Risk
|
Macro Finance,
Systemic Risk Lab
|
FIRM |
2014 |
liquidity hoarding, contagion channels, global games |
11591 |
1 |
Holger Kraft
|
The Sovereign-Bank Loop: Contagion Between Sovereign and Bank Credit Markets
|
Financial Intermediation
|
LOEWE |
2014 |
Contagion, Sovereign Debt Crisis, CDS, Panel VAR, Sign Restrictions |
11137 |
1 |
Giuliano Curatola,
Ilya Dergunov
|
Preference Evolution and Asset Prices
|
Macro Finance
|
LOEWE |
2014 |
|
11527 |
1 |
Sascha Baghestanian,
Baptiste Massenot
|
Fragility of Credit Markets
|
Macro Finance,
Experiment Center
|
LOEWE |
2014 |
Experimental Loan Markets, Gambler's Fallacy, House Money Effect, Break Even Effect |
11528 |
1 |
Mila Getmansky Sherman,
Giulio Girardi,
Stanislava Nikolova,
Loriana Pelizzon,
Kathleen Weiss Hanley
|
Interconnectedness of Insurance Companies
|
Financial Intermediation,
Systemic Risk Lab
|
LOEWE |
2014 |
Regulation, Systemic risk, portfolio exposures, networks, Insurance companies |
12127 |
1 |
Christoph Hambel,
Holger Kraft,
Claus Munk,
Sebastian Wagner
|
Household Decisions when Stocks, Labor Income and House Prices Share a Common Trend
|
Household Finance
|
LOEWE |
2014 |
Return predictability, house prices, labor income, stock prices, human capital, time-varying expectations, optimal life-cycle consumption and investment, renting vs.owning, intertemporal hedging, stock market participation, welfare loss |
11335 |
1 |
Jonathan Brogaard,
Peter Gomber,
Satchit Sagade,
Erik Theissen,
Moritz Christian Weber,
Christian Westheide
|
Why Do Different Stocks Fragment Differently?
|
Financial Markets
|
LOEWE |
2014 |
Fragmentation, Liquidity, Equitiy Trading, MTF |
11429 |
1 |
Mario Bellia,
Loriana Pelizzon,
Max Riedel,
Marti Subrahmanyam,
Davide Tomio,
Jun Uno
|
Limits to Arbitrage in Sovereign Bonds: Price and Liquidity Discovery in High Frequency Quote Driven Markets
|
Financial Markets,
Systemic Risk Lab
|
LOEWE |
2014 |
Sovereign bonds, Liquidity, futures markets, ECB interventions, futures-bond basis, arbitrage |
12126 |
1 |
Shafik Hebous,
Alfons J. Weichenrieder
|
New Fiscal Institutions for Europe?
|
Macro Finance
|
LOEWE |
2014 |
Fiscal institutions, Fiscal Union, Fiscal capacity, Asymmetric shocks, Fiscal federalism in Europe |
11531 |
1 |
Mohamed Aldegwy,
Suramya Shukla,
Matthias Thiemann
|
Do Basel III and the Dodd-Frank Act Reflect the Academic Debate on Macro-Prudential Regulation
|
Macro Finance
|
LOEWE |
2014 |
|
11530 |
1 |
Matthias Thiemann
|
The Adaptation of Off-Balance Sheet Financing Techniques in Leasing after the Financial Crisis
|
Financial Intermediation
|
LOEWE |
2014 |
|
11138 |
1 |
Christoph Hambel,
Holger Kraft,
Claus Munk,
Peter Schwamborn,
Sebastian Wagner
|
How Does Lifelong Learning Influence Consumption Portfolio Choice?
|
Household Finance
|
LOEWE |
2014 |
Education, Human capital, Consumption, Leisure |
11332 |
1 |
Giuliano Curatola,
Michael Donadelli,
Patrick Grüning
|
International Models of Growth
|
Financial Markets
|
LOEWE |
2014 |
Endogenous Growth, Innovation, Product Market Competition, Long-run Risk, International Finance |
11431 |
1 |
Mario Bellia,
Loriana Pelizzon,
Marti Subrahmanyam,
Jun Uno,
Darya Yuferova
|
Strategic Behavior of High Frequency Traders During the Market Pre-Opening Period
|
Financial Markets,
Systemic Risk Lab
|
Europlace |
2014 |
High Frequency Traders, Order Submission, Order Cancellation, Pre-Opening, Price Discovery, Liquidity Provision |
12150 |
1 |
Douglas Cumming,
Uwe Walz,
Jochen Christian Werth,
Sijia Zhang
|
Venture Boards - Empirical Evidence from Venture Capital-backed Start-Ups in the U.S.
|
Financial Intermediation
|
LOEWE |
2015 |
Corporate Governance, Entrepreneurial Finance, Board Structure |
11229 |
1 |
Raimond Maurer,
Olivia S. Mitchell
|
The Influence of Health Risks on the Optimal Portfolio Selection of Private Investors in the Life Cycle
|
Household Finance
|
DFG |
2015 |
health risk, optimal consumption decision, optimal portfolio decision, longevity risk |
21391 |
1 |
Markus Gangl,
Fabian Ochsenfeld
|
Organizational Structure, Technological Change and Rising Wage Inequality in Germany: an Empirical Study Using Linked Employer-Employee Data
|
Macro Finance
|
DFG |
2015 |
|
21290 |
1 |
Michael Donadelli,
Renatas Kizys,
Max Riedel
|
Globally Dangerous Diseases: Bad News for Main Street, Good News for Wall Street?
|
Financial Markets
|
LOEWE |
2015 |
|
|
1 |
Monica Billio,
Michael Donadelli,
Antonio Paradiso,
Max Riedel
|
Which Market Integration Measure?
|
Financial Markets
|
LOEWE |
2015 |
|
|
1 |
Giuliano Curatola,
Michael Donadelli,
Patrick Grüning,
Christoph Meinerding
|
Investment-Specific Shocks, Business Cycles and Asset Prices
|
Financial Markets
|
LOEWE |
2015 |
|
|
1 |
Jaakko Aspara,
Arvid Hoffmann,
Joost Pennings,
Simone Wies
|
Shareholder Complaints and Marketing Investments
|
Household Finance
|
LOEWE |
2015 |
Shareholder complaints, marketing investments, advertising, spillovers effects, firm value |
21912 |
1 |
Rainer Haselmann,
Melissa Schultheis,
Cornelius Veith,
Beatrice Weder di Mauro
|
Real Effects of a Bank Liquidity Shock on Bank Lending Decisions and Corporate Investments
|
Financial Intermediation
|
DFG |
2015 |
|
21190 |
1 |
Stephanie Collet,
Wolfgang König,
Uwe Risch,
Moritz Christian Weber
|
Historical German Stock Market Database (GOETHE-Project)
|
Data Center
|
LOEWE |
2015 |
|
22362 |
1 |
Christopher Busch,
Christian Geppert,
Nils Grevenbrock,
Daniel Harenberg,
Alexander Ludwig
|
The Welfare Effects of Social Security with Individual and Aggregate Risk: A Macroeconomic Analysis
|
Macro Finance
|
DFG |
2015 |
|
21592 |
1 |
Benjamin Clapham,
Peter Gomber,
Jascha-Alexander Koch,
Sven Panz
|
Management of Market Risks: Regulation and Coordination of Volatility Interruptions in Europe
|
Financial Markets
|
FIRM |
2015 |
Circuit Breaker, Volatility Interruption, Volatility, Liquidity, Market Design, Coordination, Market Fragmentation, Volume Migration |
21490 |
1 |
Nicola Fuchs-Schündeln
|
Entwicklung der Einkommensungleichheit in Deutschland während der Finanzkrise
|
Household Finance
|
LOEWE |
2015 |
|
11340 |
1 |
Matthias Thiemann
|
Shadow Banking with an Implicit Government Put
|
Financial Intermediation
|
INET |
2015 |
|
21181 |
1 |
Klaus Gugler,
Michael Weichselbaumer,
Christine Zulehner
|
Crisis, Competition and Firms’ Workforce: Evidence from Procurement Auctions
|
Financial Intermediation
|
LOEWE |
2016 |
|
21004 |
1 |
Mario Lackner,
Christine Zulehner
|
Rent Sharing and Gender Discrimination in Collegiate Athletics |
Law and Finance
|
LOEWE |
2016 |
|
21004 |
0 |
Yangming Bao,
Irina Gemmo,
Helmut Gründl,
Martin Götz
|
Household Liquidity Risk Management and Insurance Companies’ Investment Behavior
|
Financial Intermediation
|
LOEWE |
2016 |
Demographic Change, Emergency Fund Hypothesis, Interest Rate Hypothesis, Life Insurance, Liquidity Risk Management, Surrender |
21137 |
1 |
Martin Götz,
Dominic Hirschbühl,
Theresa Kreft,
Tobias Tröger,
Gerrit Tönningsen
|
Bail-In Tracker
|
Financial Intermediation,
Policy Center
|
Volkswagen Stiftung |
2016 |
|
21182 |
1 |
Nils Bertschinger,
Roberto Panzica,
Loriana Pelizzon,
Zorka Simon,
Tatiana von Landesberger
|
Network Representations of Interconnections and Contagion
|
Financial Markets,
Systemic Risk Lab
|
LOEWE |
2016 |
|
21610 |
1 |
Holger Kraft
|
Bequeathing Illiquid Assets across Generations in an Aging Society
|
Financial Markets,
Household Finance
|
LOEWE |
2016 |
demographic change, overlapping generations, household finance, asset pricing, welfare, life cycle |
21660 |
1 |
Nicola Fuchs-Schündeln,
Hannah Paule-Paludkiewicz,
Paul Reimers
|
Tax Treatment and Inequality in Labor Market Behavior
|
Macro Finance,
Household Finance
|
LOEWE |
2016 |
|
21670 |
1 |
Monica Billio,
Massimiliano Caporin,
Aleksey Kolokolov,
Roberto Panzica,
Loriana Pelizzon,
Zorka Simon
|
Network Connectivity, Systemic and Systematic Risk
|
Financial Markets,
Systemic Risk Lab
|
LOEWE |
2016 |
|
21610 |
1 |
Helmut Gründl,
Martin Götz,
Holger Kraft,
Raimond Maurer
|
Demographic Changes, Optimal Design of Life Insurance Contracts and Household Welfare
|
Household Finance,
Financial Intermediation
|
LOEWE |
2016 |
|
21660 |
1 |
Monica Billio,
Massimiliano Caporin,
Lorenzo Frattarolo,
Loriana Pelizzon,
Zorka Simon
|
Network Banks Exposures and Variance Spillovers in the Euro Area
|
Financial Intermediation,
Systemic Risk Lab
|
LOEWE |
2016 |
|
21610 |
1 |
Giuliano Curatola,
Ilya Dergunov
|
Time-Varying Preferences and International Capital Markets
|
Financial Markets,
Household Finance
|
LOEWE |
2016 |
Asset pricing, general equilibrium, heterogeneous agents, interdependent preferences, portfolio choice |
21650 |
1 |
Massimiliano Caporin,
Loriana Pelizzon,
Alberto Plazzi,
Roberto Rigobon
|
The Impact of Unconventional Monetary Policies on European Financial Markets (T4)
|
Financial Markets,
Systemic Risk Lab
|
LOEWE |
2016 |
|
21630 |
1 |
Vanya Horneff,
Raimond Maurer,
Olivia S. Mitchell
|
Evaluating the Benefits of Hedging Longevity Risk Using Life Annuities with Liquidity Options
|
Household Finance
|
LOEWE |
2016 |
|
21660 |
1 |
Loriana Pelizzon,
Michael Schneider,
Marti Subrahmanyam,
Davide Tomio,
Jun Uno,
Clara Vega
|
The Impact of QE Interventions on Market Liquidity and Limits to Arbitrage
|
Financial Markets,
Systemic Risk Lab
|
LOEWE |
2016 |
|
21630 |
1 |
Paul Gortner,
Baptiste Massenot
|
Capital Requirements and Financial Stability: Experimental Evidence
|
Macro Finance,
Financial Intermediation,
Law and Finance,
Financial Markets,
Experiment Center
|
LOEWE |
2016 |
|
21650 |
1 |
Edin Ibrocevic,
Loriana Pelizzon,
Matthias Thiemann
|
A Genealogy of Systemic Risk Network Measures adopted by Regulators
|
Financial Intermediation,
Systemic Risk Lab
|
LOEWE |
2016 |
|
21610 |
1 |
Pedro Magalhães Batista,
Iwona Matylda Grandjean,
Brigitte Haar,
Casimiro Antonio Nigro,
Katharina Pistor
|
Challenges for Competition Law arising from Financial Stability
|
Law and Finance
|
LOEWE |
2016 |
bank regulation, too big to fail, financial stability, bank regulation, model based regulation, bank competition |
21600 |
1 |
Raphael Abiry,
Christian Geppert,
Alexander Ludwig
|
Secular Stagnation? Growth, Asset Returns and Welfare in the Next Decades
|
Macro Finance
|
LOEWE |
2016 |
Demographic change; asset returns; secular stagnation; growth; welfare; equity premium |
21520 |
1 |
Adrian Buss,
Raman Uppal,
Grigory Vilkov
|
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets
|
Financial Markets
|
LOEWE |
2016 |
|
21650 |
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
|
Financial Markets,
Macro Finance,
Systemic Risk Lab
|
Volkswagen Stiftung |
2016 |
|
21480 |
1 |
Mario Bellia,
Roberto Panzica,
Loriana Pelizzon,
Tuomas A. Peltonen
|
The Demand for Central Clearing – To Clear or Not to Clear?
|
Systemic Risk Lab
|
LOEWE |
2016 |
Central Clearing, Credit Default Swap |
22520 |
1 |
Monica Billio,
Petr Jakubik,
Nicola Mano,
Loriana Pelizzon,
Matteo Sottocornola
|
Impacts of the Quantitative Easing on the European Insurance Industry
|
Systemic Risk Lab
|
LOEWE |
2016 |
Quantitative Easing, Insurance Company, SIFI |
22521 |
1 |
Rainer Haselmann,
Deyan Radev,
Vikrant Vig
|
Effect of Capital Regulation on Bank Investment Strategies and Systemic Risk
|
Financial Intermediation
|
LOEWE |
2016 |
Capital regulation, Market Risk, Systemic Risk, Bank Investment Strategies, Basel II.5 |
21121 |
1 |
Michael Donadelli,
Patrick Grüning,
Renatas Kizys,
Max Riedel,
Christian Schlag
|
Climate Change, Business Cycle and Asset Prices
|
Financial Markets
|
LOEWE |
2016 |
|
21920 |
1 |
Mauro Bernardi,
Monica Billio,
Massimiliano Caporin,
Roberto Casarin,
Michele Costola,
Lorenzo Frattarolo,
Shawkat Hammoudeh,
Ahmed Khalifa,
Bertrand B. Maillet,
Roberto Panzica,
Loriana Pelizzon,
Erdem Yenerdag
|
European Early Warning System for Systemic Risk – EARLINESS.eu
|
Systemic Risk Lab
|
EU – Horizon 2020 |
2016 |
Early warning system, systemic risk measures, financial stability, macro-financial linkages, network, sparsity, dynamic quantiles |
22581 |
1 |
Paul Gortner,
Joël van der Weele
|
Financial Networks in the Field
|
Household Finance,
Experiment Center
|
LOEWE |
2016 |
|
21650 |
1 |
Vasso Ioannidou,
Jose Liberti,
Thomas Mosk,
Jason Sturgess
|
On the Impact of Government Credit Guarantees Programs on Firms' Access to Credit and Performance during the Financial Crisis
|
Financial Intermediation
|
LOEWE |
2016 |
Access to credit, government guarantees |
21923 |
1 |
Viral Acharya,
Tim Eisert,
Christian Eufinger,
Christian Hirsch
|
Whatever it Takes: The Real Effects of Unconventional Monetary Policy
|
Data Center,
Financial Intermediation
|
Friedrich Flick Förderungsstiftung |
2016 |
|
22390 |
1 |
Fabian Becker,
Alexander Ludwig
|
Optimal Taxation and Education Subsidies
|
Macro Finance
|
LOEWE |
2016 |
Education subsidies; progressive income taxes; macroeconomic model; optimal Ramsey policy; welfare |
21527 |
1 |
Andrej Gill,
Florian Hett
|
Measuring Time Inconsistency by Using Bank Account Data
|
Experiment Center,
Financial Intermediation
|
LOEWE |
2016 |
financial mistakes, transaction data, household finance, time-inconsistency, present bias, time preferences |
21640 |
1 |
Rafael Lalive,
Armin Schmutzler,
Christine Zulehner
|
Benefits of Procurement Auctions: Competitive Pressure vs. Selection of Efficient Suppliers |
Financial Intermediation
|
LOEWE |
2016 |
|
21004 |
0 |
Nikolaus Fink,
Philipp Schmidt-Dengler,
Konrad Stahl,
Christine Zulehner
|
Registered Cartels in Austria
|
Law and Finance
|
LOEWE |
2016 |
|
21004 |
1 |
Klaus Gugler,
Michael Weichselbaumer,
Christine Zulehner
|
Evaluation of Bidding Groups in First-Price Auctions |
Financial Markets
|
LOEWE |
2016 |
|
21004 |
0 |
Klaus Gugler,
Michael Weichselbaumer,
Christine Zulehner
|
Analysis of Mergers in First-Price Auctions
|
Financial Intermediation
|
LOEWE |
2016 |
|
21004 |
1 |
Holger Kraft,
Christoph Kühn,
André Meyer-Wehmann
|
Get ahead of the Joneses: Social Status
|
Household Finance
|
LOEWE |
2017 |
|
21650 |
1 |
Horst Entorf,
Jia Hou
|
Equity of Opportunities, Educational Achievement, and Financial Literacy
|
Household Finance
|
LOEWE |
2017 |
|
21670 |
1 |
Yangming Bao,
Martin Götz
|
Local Spillover Effects and Corporate Investment
|
Financial Intermediation
|
LOEWE |
2017 |
corporate investment, peer effects, local spillover, urban agglomeration |
21224 |
1 |
Mario Bellia,
Nicola Mano,
Loriana Pelizzon,
Matteo Sottocornola
|
The Impact of Quantitative Easing on Stock and CDS Prices of European Insurance Companies
|
Systemic Risk Lab,
Financial Intermediation
|
DVfVW |
2017 |
|
22582 |
1 |
Tanja Baccega,
Andrea Bedin,
Silvia Dalla Fontana,
Loriana Pelizzon,
Anjan Thakor,
Calebe de Roure
|
How Does On-line/P2P Lending Fit Into the Consumer Credit Market
|
Household Finance,
Systemic Risk Lab
|
LOEWE |
2017 |
P2P lending, financial intermediation, consumer credit |
21322 |
1 |
Christoph Burchard,
Ercan Cömert,
Horst Entorf,
Dennis Gram
|
Criminal Compliance and Financial Institutions: Conformity Effects and Cost Effectiveness
|
Financial Intermediation
|
LOEWE |
2017 |
Financial Crimes | Criminal Compliance |Financial Institutions | Differences-in-Differences | Treatment Effect Heterogeneity |
21222 |
1 |
Jan Friedrich,
Christian Hirsch,
Matthias Thiemann
|
Regulatory Competition and the Increasing Fragility of CCPs
|
Financial Intermediation
|
LOEWE |
2017 |
CCPs, Competition, Regulatory Arbitrage, Regulatory Forebearance, Financial Stability |
21128 |
1 |
Tanja Baccega,
Andrea Bedin,
Luca Bertalot,
Monica Billio,
Michele Costola,
James Drinkwater,
Xu Liu,
Marco Marijewycz,
Christian Mücke,
Loriana Pelizzon,
Max Riedel,
Zsolt Toth
|
EeMAP – Energy Efficient Mortgages Action Plan
|
Systemic Risk Lab
|
EU – Horizon 2020 |
2017 |
|
22591 |
1 |
Stephanie Collet,
Caroline Fohlin
|
Financial History Database: German Stock Market 1900-1930
|
Data Center
|
LOEWE |
2017 |
Financial History, German Stock Market, Microstructure, Asset Pricing, Cartels, Great Depression, 1929 Crash, Hyperinflation |
22363 |
1 |
David Heller,
Jan Krzyzanowski,
Uwe Walz
|
Financing Innovation in Europe
|
Financial Intermediation
|
European Patent Office (EPO) |
2017 |
|
21280 |
1 |
Zsuzsa R. Huszar,
Zorka Simon
|
The Information Content of Securities Lending Along the Sovereign Risk Spectrum
|
Systemic Risk Lab
|
LOEWE |
2018 |
Securities lending, Sovereign risk, Convenience yield, Collateral, Information revelation, Funding liquidity |
22523 |
1 |
Claes Bäckman,
Tobin Hanspal
|
Social Capital, Economic Opportunity, and Multi-Level Marketing
|
Household Finance
|
LOEWE |
2018 |
Consumer financial protection, Household finance, Entrepreneurship, Multi-level marketing, Ponzi scheme, Pyramid scheme |
21328 |
1 |
Konstantin Bräuer,
Andreas Hackethal,
Christine Laudenbach,
Steffen Meyer,
Thomas Pauls,
Annika Weber
|
Investor Characteristics and Long-Term Financial Decision Making
|
Household Finance
|
LOEWE |
2018 |
RCTs on administrative panel dataset, stock market participation, role of financial advice |
21324 |
1 |
Florian Hett,
Felix Schmidt
|
Heterogeneity in the Sensitivity to Dynamic Incentives
|
Household Finance,
Experiment Center
|
LOEWE |
2018 |
Peer Effects, Laboratory Experiments, Experimental Finance, Tournaments, Behavioral Finance, Rank Incentives |
21329 |
1 |
Roman Inderst
|
The Impact of Boni Regulation - A Theoretical Analysis
|
Law and Finance
|
LOEWE |
2018 |
boni, regulation |
21217 |
1 |
Florian Deuflhard,
Roman Inderst
|
How to Reduce Inertia of Private Investors?
|
Household Finance
|
LOEWE |
2018 |
private investor inertia |
21330 |
1 |
Stefano Colonnello,
Giuliano Curatola,
Alessandro Gioffré
|
Pricing Sin Stocks: Ethical Preference vs. Risk Aversion
|
Financial Markets
|
LOEWE |
2018 |
Asset Pricing, General Equilibrium, Sin Stocks, ethical preferences |
21429 |
1 |
Iñaki Aldasoro,
Florian Balke,
Andreas Barth,
Egemen Eren
|
Bank Competition for Wholesale Funding: Evidence from Corporate Deposits
|
Financial Intermediation
|
LOEWE |
2019 |
global banks, dollar funding, US money market fund reform, corporate deposits |
21133 |
1 |
Rainer Haselmann,
Shikhar Singla,
Vikrant Vig
|
Political Economy of Financial Regulation
|
Financial Intermediation
|
LOEWE |
2019 |
political economy; Basel regulation; regulatory capture; international standard setting; |
21135 |
1 |
Peter Gollwitzer,
Daniel Nikolas Hau,
Katja Langenbucher
|
Training for Temptation - Towards a Cognitive Theory of Corporate Governance
|
Law and Finance
|
LOEWE |
2019 |
Corporate governance in financial institutions Regulatory oversight Change of culture in financial institutions Tone from the top Compliance in financial institutions Liability and compliance Group interaction and compliance Behavioural finance Behavioura |
21230 |
1 |
Burkard Eberlein,
Sandra Eckert
|
The State of the Union: The Politics of Integration in Banking and Energy
|
Financial Intermediation
|
LOEWE |
2019 |
banking union, corporate power, energy union, European integration, governance, private authority, prudential regulation, regulatory governance, security of supply |
21136 |
1 |
Andreas Hackethal,
Benjamin Loos,
Steffen Meyer,
Charline Uhr
|
Same Bank, Same Clients but Different Pricing: How do Flat-Fees for Mutual Funds Affect Retail Investor Portfolios?
|
Household Finance
|
Think Forward Initiative |
2020 |
|
148101 |
1 |