Prof. Dr. Christian Schlag

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
Michael Donadelli, Marcus Jüppner, Max Riedel, Christian Schlag	Temperature Shocks and Welfare Costs Journal of Economic Dynamics and Control	Financial Markets	2017
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
Hengije Ai, Jun E. Li, Kai Li, Christian Schlag	The Collateralizability Premium forthcoming in Review of Financial Studies	Financial Markets	2020
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
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, Patrick Konermann, Christoph Meinerding, Christian Schlag	Equilibrium Asset Pricing in Directed Networks forthcoming in Review of Finance	Financial Markets, Systemic Risk Lab	2020

SAFE Working Papers

No.	Author/s	Title	Program Area
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
289	Christian Schlag, Michael Semenischev, Julian Thimme	Predictability and the Cross-Section of Expected Returns: A Challenge for Asset Pricing Models	Financial Markets
131	Nicole Branger, Patrick Grüning, Christian Schlag	Commodities, Financialization, and Heterogeneous Agents	Financial Markets
74	Nicole Branger, Patrick Konermann, Christoph Meinerding, Christian Schlag	Equilibrium Asset Pricing in Directed Networks	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
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	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
Nicole Branger, Christopher Scheins, Christian Schlag, Ivan Shaliastovich	Asset Pricing with Recursive Utility and Heterogenous Investors	LOEWE	Completed	2013	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
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
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
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

Back