Bankmanagement
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Prof. Dr. Wolfgang Gerke ,Universität Erlangen
Kursgewinne
bei Aufnahmen in den DAX 100, Verluste bei Entnahmen:
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Wolfgang Gerke, Stefan Arneth und Jörg Fleischer
erscheint demnächst in : Zeitschrift für
Betriebswirtschaft
Zusammenfassung / Summary / Download
Prof. Dr. Peter Nippel, Universität Bremen
Working Paper Series: Finance &
Accounting
(Professur für Derivate und Financial Engineering, Goethe
Universität Frankfurt/M.)
zu umfangeich zum Auflisten
CFS
Working-Paper-Reihe Center for Financial Studies
14-11-2012
2012/14 Test of
the German Resilience
Fabian
Bornhorst (IMF) and Ashoka Mody (Princeton University)
Category:
CFS Working Paper, 2012, E20, E65, N14, O52, P52, Financial
Stability and Banking Regulation
30-10-2012
2012/13
The Dynamics of Spillover Effects during the European Sovereign
Debt Turmoil
Adrian
Alter (University of Konstanz) and Andreas Beyer (European
Central Bank)
Category:
CFS Working Paper, 2012, C58, G01, G18, G21, Monetary Policy and
Financial Markets
25-09-2012
2012/12 Fiscal
Consolidation Strategy
John
F. Cogan (Stanford University), John B. Taylor (Stanford
University), Volker Wieland (Goethe University Frankfurt), and
Maik Wolters (Goethe University Frankfurt)
Category:
CFS Working Paper, 2012, E27, E62, H62, H68, Monetary Policy and
Financial Markets
25-09-2012
2012/11
Complexity and Monetary Policy
Athanasios
Orphanides (Massachusetts Institute of Technology) and Volker
Wieland (Goethe University Frankfurt)
Category:
CFS Working Paper, 2012, E50, E52, E58, Monetary Policy and
Financial Markets
18-09-2012
2012/10
Dissecting Saving Dynamics: Measuring Wealth, Precautionary, and
Credit Effects
Christopher
Carroll (The Johns Hopkins University, NBER, and CFS), Jiri
Slacalek (European Central Bank), and Martin Sommer (International
Monetary Fund)
Category:
CFS Working Paper, 2012, E21, E32, Household Finance
Marja
Liisa Halko (Aalto University) and Markku Kaustia (Aalto
University)
Category:
CFS Working Paper, 2012, D81, G11, Household Finance
30-07-2012
2012/08
Financial Sophistication in the Older Population
Annamaria
Lusardi (George Washington University and Center for Financial
Studies), Olivia S. Mitchell (University of Pennsylvania and
Center for Financial Studies), and Vilsa Curto (Stanford
University)
Category:
CFS Working Paper, 2012, D91, G11, Household Finance
19-07-2012
2012/07
A Dynamic Programming Approach to Constrained Portfolios
Holger
Kraft (Goethe University Frankfurt and Center for Financial
Studies) and Mogens Steffensen (University of Copenhagen)
Category:
CFS Working Paper, 2012, G11, Household Finance
01-06-2012
2012/06
Central Banks - Paradise Lost (Mayekawa Lecture held on May 30,
2012)
Otmar
Issing (Center for Financial Studies)
Category:
CFS Working Paper, 2012, E44, E52, E58
08-03-2012
2012/05
Household Debt and Social Interactions
Dimitris
Georgarakos (Goethe University Frankfurt and CFS), Michael
Haliassos (Goethe University Frankfurt, CFS, and CEPR), and
Giacomo Pasini (University of Venice "Ca' Foscari and
NETSPAR)
Category:
CFS Working Paper, 2012, G11, E21, Household Finance
14-02-2012
2012/04
On the Dark Side of the Market: Identifying and Analyzing Hidden
Order Placements
Nikolaus
Hautsch (Humboldt-Universität zu Berlin and CFS), Ruihong Huang
(Humboldt-Universität zu Berlin)
Category:
CFS Working Paper, 2012, G14, C24, C25, G17, Trading and Pricing
in Financial Markets
10-02-2012
2012/03
A New Comparative Approach to Macroeconomic Modeling and Policy
Analysis
Volker
Wieland (Goethe University Frankfurt and CFS), Tobias Cwik (Board
of Governors of the Federal Reserve System), Gernot J. Müller (University
of Bonn), Sebastian Schmidt (Goethe University Frankfurt) and
Maik Wolters (Goethe University Frankfurt)
Category:
CFS Working Paper, 2012, E52, E58, E62, F41, Monetary Policy and
Financial Markets
10-02-2012
2012/02
Going Public – Going Private. The Case of VC-backed Firms
Andrej
Gill (Goethe University Frankfurt) and Uwe Walz (Goethe
University Frankfurt and Center for Financial Studies)
Category:
CFS Working Paper, 2012, G24, G34, D80, Law and Economics of
Financial Organizations
30-01-2012
2012/01
Inflation Targeting and Product Market Deregulation
Laura
Moretti (Center for Financial Studies)
Category:
CFS Working Paper, 2012, E31, E58, E65, L51, Financial Stability
and Banking Regulation
02-12-2011
2011/31
Insuring Non-Verifiable Losses
Neil
A. Doherty (The Wharton School), Christian Laux (Vienna
University of Economics and Business), and Alexander Muermann (Vienna
University of Economics and Business)
Category:
CFS Working Paper, 2011, D68, G22, L14, Financial Stability and
Banking Regulation
01-11-2011
2011/30
New Evidence on the Effectiveness of ‘Quantitative
Easing’ in Japan
Konstantinos
Voutsinas (University of Southampton) and Richard A. Werner (University
of Southampton)
Category:
CFS Working Paper, 2011, E41, E52, E58, Monetary Policy and
Financial Markets
Victor
Lyonnet (Sciences-Po and University of Southampton) and Richard A.
Werner (University of Southampton)
Category:
CFS Working Paper, 2011, E41, E52, E58, Monetary Policy and
Financial Markets
19-10-2011
2011/28
Early Life Conditions and Financial Risk–Taking in Older Age
Dimitris
Christelis (CSEF and CFS), Loretti I. Dubrescu (University of New
South Wales), and Alberto Motta (University of New South Wales)
Category:
CFS Working Paper, 2011, G11, D14, E21, J13, C23, C25, Household
Finance
19-10-2011
2011/27
Wealth Shocks, Unemployment Shocks and Consumption in the Wake of
the Great Recession
Dimitris
Christelis (SHARE, CSEF, and CFS), Dimitris Georgarakos (Goethe
University Frankfurt and CFS), and Tullio Jappelli (University of
Naples Federico II, CSEF, and CEPR)
Category:
CFS Working Paper, 2011, E21, D91, Household Finance
Richard
A. Werner (University of Southampton)
Category:
CFS Working Paper, 2011, E51, E62, H30, H60, O42, Monetary Policy
and Financial Markets
Nikolaus
Hautsch (Humboldt University), Peter Malec (Humboldt University),
and Melanie Schienle (Humboldt University)
Category:
CFS Working Paper, 2011, C22, C25, C14, C16, C51, Trading and
Pricing in Financial Markets
29-09-2011
2011/24
The Merit of High-Frequency Data in Portfolio Allocation
Nikolaus
Hautsch (Humboldt-Universität zu Berlin and Center for Financial
Studies), Lada M. Kyj (Barclays Capital Inc.), and Peter Malec (Humboldt-Universität
zu Berlin)
Category:
CFS Working Paper, 2011, G11, G17, C58, C14, G38, Trading and
Pricing in Financial Markets
Jingjing
Chai (Goethe University Frankfurt), Raimond H. Maurer (Goethe
University Frankfurt), Olivia S. Mitchell (The Wharton School and
NBER), and Ralph Rogalla (Goethe University Frankfurt)
Category:
CFS Working Paper, 2011, D1, G11, G23, G35, J14, J26, J32,
Financial Stability and Banking Regulation
12-09-2011
2011/22
Monetary Policy and TIPS Yields Before the Crisis
Stefan
Gerlach (Institute for Monetary and Financial Stability and CEPR)
and Laura Moretti (Center for Financial Studies)
Category:
CFS Working Paper, 2011, E43, E52, E58, Monetary Policy and
Financial Markets
12-09-2011
2011/21
Financial Literacy, Retirement Planning, and Household Wealth
Maarten
van Rooij (De Nederlandsche Bank), Annamaria Lusardi (The George
Washington University School of Business), and Rob Alessie (University
of Groningen)
Category:
CFS Working Paper, 2011, D91, D12, J26, Household Finance
31-08-2011
2011/20
Investigating the Monetary Policy of Central Banks with
Assessment Indicators
Marcel
Bluhm (Xiamen University and Center for Financial Studies)
Category:
CFS Working Paper, 2011, E52, E58, N14, Financial Stability and
Banking Regulation
29-08-2011
2011/19
Default Risk in an Interconnected Banking System with Endogeneous
Asset Markets
Marcel
Bluhm (Xiamen University and Center for Financial Studies) and
Jan Pieter Krahnen (Center for Financial Studies and Goethe
University Frankfurt)
Category:
CFS Working Paper, 2011, G01, G18, G33, Financial Stability and
Banking Regulation
24-08-2011
2011/18
The Evolution of Aggregate Stock Ownership
Kristian
Rydqvist (Binghamton University), Joshua Spizman (Binghamton
University), and Ilya Strebulaev (Stanford University)
Category:
CFS Working Paper, 2011, G10, G20, H30, H22, Trading and Pricing
in Financial Markets
22-08-2011
2011/17
Do Firms Buy Their Stock at Bargain Prices? Evidence from Actual
Stock Repurchase Disclosure
Azi
Ben-Rephael (Tel Aviv University), Jacob Oded (Tel Aviv
University), and Avi Wohl (Tel Aviv University)
Category:
CFS Working Paper, 2011, G14, G30, G35, Trading and Pricing in
Financial Markets
21-08-2011
2011/16
Dividend Policy, Corporate Control and Tax Clienteles The Case of
Germany
Christian
Andres (WHU), André Betzer (University of Wuppertal), and Marc
Goergen (Cardiff Business School)
Category:
CFS Working Paper, 2011, G32, G35, Trading and Pricing in
Financial Markets
03-08-2011
2011/15
Theoretical Foundations of Buffer Stock Saving
Christopher
D. Carroll (Johns Hopkins University)
Category:
CFS Working Paper, 2011, D81, D91, E21, Household Finance
22-07-2011
2011/14
Transparency and Emerging Market Bond Spreads
Laura
Moretti (Center for Financial Studies)
Category:
CFS Working Paper, 2011, F33, F34, G15, Financial Stability and
Banking Regulation
30-05-2011
2011/13
Lessons for Monetary Policy: What Should the Consensus Be?
Otmar
Issing (Center for Financial Studies)
Category:
CFS Working Paper, 2011, E58, E52, E44, Financial Stability and
Banking Regulation
11-04-2011
2011/12
The Emerging New Architecture of Financial Regulation
Charles
Goodhart (London School of Economics)
Category:
CFS Working Paper, 2011, Financial Stability and Banking
Regulation
01-04-2011
2011/11
Disclosure, Transparency, and Market Discipline
Xavier
Freixas (Universitat Pompeu Fabra), Christian Laux (Vienna
University of Economics and Business)
Category:
CFS Working Paper, 2011, G21, G24, G32, G34, Financial Stability
and Banking Regulation
22-03-2011
2011/10
Is Rated Debt Arm’s Length? Evidence from Mergers and
Acquisitions
Reint
Gropp (European Business School, CFS and Centre for European
Economic Research), Christian Hirsch (Goethe University Frankfurt),
and Jan P. Krahnen (Goethe University Frankfurt and Center for
Financial Studies)
Category:
CFS Working Paper, 2011, G21, G24, G32, G34, Financial Stability
and Banking Regulation
08-03-2011
2011/09
Limit Order Books and Trade Informativeness
Hélena
Beltran-Lopez (Fifth Third Asset Management, Inc.), Joachim
Grammig (University of Tuebingen and Center for Financial Studies),
and Albert J. Menkveld (VU University Amsterdam)
Category:
CFS Working Paper, 2011, G14, Trading and Pricing in Financial
Markets
24-02-2011
2011/08
Time and the Price of a Trade: A Structural Approach
Joachim
Grammig (University of Tuebingen, Centre for Financial Research,
and Center for Financial Studies), Erik Theissen (University of
Mannheim, Centre for Financial Research, and Center for Financial
Studies), and Oliver Wünsche (UBS AG)
Category:
CFS Working Paper, 2011, G10, C32, Trading and Pricing in
Financial Markets
24-02-2011
2011/07
Investment in Financial Literacy and Saving Decisions
Tullio
Jappelli (Università di Napoli Federico II, CSEF and CFS) and
Mario Padula (Universià "Ca' Foscari" di Venezia, CSEF
and CFS)
Category:
CFS Working Paper, 2011, E2, D8, G01, J24, Household Finance
24-02-2011
2011/06
Saving Rates and Portfolio Choice with Subsistence Consumption
Carolina
Achury (Exter School of Business), Sylwia Hubar (Nottingham
School of Economics), and Christos Koulovatianos (Nottingham
School of Economics, Centre for Finance, Credit and
Macroeconomics, and Center for Financial Studies)
Category:
CFS Working Paper, 2011, G11, D91, E21, D81, D14, D11, Monetary
Policy and Financial Markets
28-01-2011
2011/05
Short Sale Constraints, Divergence of Opinion and Asset Values:
Evidence from the Laboratory
Gerline
Fellner (Bonn Graduate School of Economics) and Erik Theissen (University
of Mannheim, Centre for Financial Research, and Center for
Financial Studies)
Category:
CFS Working Paper, 2011, C92, G14, Trading and Pricing in
Financial Markets
28-01-2011
2011/04
Strategic Trading and Trade Reporting by Corporate Insiders
André
Betzer (University of Wuppertal), Jasmin Gider (Bonn Graduate
School of Economics), Daniel Metzger (London School of Economics
and Political Science), and Erik Theissen (University of Mannheim,
Centre for Financial Research, and Center for Financial Studies)
Category:
CFS Working Paper, 2011, G14, G30, G32, Trading and Pricing in
Financial Markets
28-01-2011
2011/03
Is BEST Really Better? Internalization of Orders in an Open Limit
Order Book
Joachim
Grammig (University of Tübingen) and Eric Theissen (University
of Mannheim and CFS)
Category:
CFS Working Paper, 2011, G10, Trading and Pricing in Financial
Markets
28-01-2011
2011/02
Market Response to Investor Sentiment
Jördis
Hengelbrock (Bonn Graduate School of Economics), Erik Theissen (University
of Mannheim), and Christan Westheide (University of Mannheim)
Category:
CFS Working Paper, 2011, G12, G14, Trading and Pricing in
Financial Markets
27-01-2011
2011/01
Long-run Growth Expectations and "Global Imbalace"
Mathias
Hoffmann (Deutsche Bundesbank), Michael U. Krause (Deutsche
Bundesbank), and Thomas Laubach (Goethe University Frankfurt and
Deutsche Bundesbank)
Category:
CFS Working Paper, 2011, E13, E32, D83, O40, Monetary Policy and
Financial Markets
08-12-2010
2010/26
Credit Risk Transfers and the Macroeconomy
Ester
Faia (Goethe University Frankfurt, IfW Kiel, and CEPREMAP)
Category:
CFS Working Paper, 2011, E3, E5, G3, Credit Management &
Credit Markets
08-12-2010
2010/25 Exit Strategies
Ignazio
Angeloni (European Central Bank and Breugel), Ester Faia (Goethe
University Frankfurt, IfW Kiel, and CEPREMAP), and Roland Winkler
(Goethe University Frankfurt)
Category:
CFS Working Paper, 2011, G01, E63, H12, Credit Management &
Credit Markets
07-12-2010
2010/24
Risk Aversion under Preference Uncertainty
Roman
Kräussl (VU University Amsterdam and Center for Financial
Studies), Andre Lucas (VU University Amsterdam, Tinbergen
Institute, and Duisenberg School of Finance), and Arjan Siegmann
(Tinbergen Institute and Duisenberg School of Finance)
Category:
CFS Working Paper, 2011, D81, D84, G11, Credit Management &
Credit Markets
02-12-2010
2010/23
Why Do Investors Sell Losers? How Adaptation to Losses Affects
Future Capitulation Decisions
Carmen
Lee (VU University Amsterdam), Roman Kräussl (VU University
Amsterdam and CFS), Andre Lucas (VU University Amsterdam,
Tinbergen Institute, and Duisenberg School of Finance), and Leo
Paas (VU University Amsterdam)
Category:
CFS Working Paper, 2011, C91, D03, D81, Credit Management &
Credit Markets
02-12-2010
2010/22
Vertical Integration, Competition, and Financial Exchanges: Is
there Grain in the Silo?
Steffen
Juranek (Goethe University Frankfurt) and Uwe Walz (Goethe
University Frankfurt and CFS)
Category:
CFS Working Paper, 2011, G15, L13, L22, Entrepreneurial Finance
02-12-2010
2010/21
Optimal Life Cycle Portfolio Choice with Housing Market Cycles
Marcel
Marekwica (Copenhagen Business School) and Michael Stamos (Allianz
Global Investors)
Category:
CFS Working Paper, 2011, G11, D91, Household Wealth Management
02-12-2010
2010/20
Cash Flow and Discount Rate Risk in Up and Down Markets: What Is
Actually Priced?
Mahmoud
Botshekan (VU University Amsterdam), Roman Kraeussl (VU
University Amsterdam, CFS), Andre Lucas (VU University Amsterdam,
Duisenberg School of Finance, Tinbergen Institute, FEWEB/FIN)
Category:
CFS Working Paper, 2011, G11, G12, G14, Credit Management &
Credit Markets
Nikolaus
Hautsch (Humboldt University Berlin, CASE, QPL, and CFS), Peter
Malec (Humboldt University Berlin), Melanie Schienle (Humboldt
University Berlin, CASE)
Category:
CFS Working Paper, 2011, C22, C14, C16, C51, C25, Economics of
Exchanges
Horst
Entorf (Goethe University Frankfurt), Christian Knoll (Center for
Financial Studies), and Liliya Sattarova (Goethe University
Frankfurt)
Category:
CFS Working Paper, 2011, G01, G17, G21, Financial Markets
Horst
Entorf (Uni Frankfurt), Christian Knoll (Center for Financial
Studies), and Liliya Sattarova (Uni Frankfurt)
Category:
CFS Working Paper, 2011, G01, G17, G21, Financial Markets
Nikolaus
Hautsch (HU Berlin, CASE, QPL, and CFS) and Mark Podolskij (ETH
Zurich)
Category:
CFS Working Paper, 2011, C14, C22, G10, Economics of Exchanges
06-08-2010
2010/16
Economic Literacy: An International Comparison
Tullio
Jappelli (University of Naples Federico II, CSEF, and CEPR)
Category:
CFS Working Paper, 2011, E2, D8, G1, Household Wealth Management
03-08-2010
2010/15
Trade-throughs in European Cross-traded Equities After
Transaction Costs
Bartholomäus
Ende (Goethe University Frankfurt) and Marco Lutat (Goethe
University Frankfurt)
Category:
CFS Working Paper, 2011, G14, G15, G24, Economics of Exchanges
02-07-2010
2010/14 Price Pressures
Terrence
Hendershott (University of California at Berkeley) and Albert J.
Menkveld (VU University of Amsterdam)
Category:
CFS Working Paper, 2011, G12, G14, D53, D61, Economics of
Exchanges
02-07-2010
2010/13
Does Inter-Market Competition Lead to Less Regulation?
Sarah
Draus (Université Paris-Dauphine)
Category:
CFS Working Paper, 2011, G10, G18, G12, Economics of Exchanges
02-07-2010
2010/12
Analysis of Binary Trading Patterns in Xetra
Kai-Oliver
Maurer (Deutsche Börse AG) and Carsten Schäfer (Deutsche Börse
AG)
Category:
CFS Working Paper, 2011, C40, D0, G14, G15, G20, Economics of
Exchanges
Annamaria
Lusardi (Dartmouth College) and Olivia S. Mitchell (University of
Pennsylvania)
Category:
CFS Working Paper, 2011, D91, Household Wealth Management
21-06-2010
2010/10
The Economic Crisis and Medical Care Usage
Annamaria
Lusardi (Dartmouth College), Daniel Schneider (Princeton
University), and Peter Tufano (Harvard Business School)
Category:
CFS Working Paper, 2011, G01, Household Wealth Management
21-06-2010
2010/09
Financial Literacy among the Young: Evidence and Implications for
Consumer Policy
Annamaria
Lusardi (Dartmouth College), Olivia S. Mitchell (University of
Pennsylvania), and Vilsa Curto (Harvard University)
Category:
CFS Working Paper, 2011, D91, Household Wealth Management
14-06-2010
2010/08
The Diversity of Forecasts from Macroeconomic Models of the U.S.
Economy
Volker
Wieland (Goethe University Frankfurt, CEPR, and CFS) and Maik H.
Wolters (Goethe University Frankfurt)
Category:
CFS Working Paper, 2011, C53, D84, E31, E32, E37, Central Banking
& Monetary Economics
07-06-2010
2010/07
Hold-Up in Multiple Banking: Evidence from SME Lending
Antje
Brunner (Humbodt University Berlin and CFS) and Jan Pieter
Krahnen (Goethe University Frankfurt and CFS)
Category:
CFS Working Paper, 2011, D74, G21, G33, G34, Credit Management
& Credit Markets
26-02-2010
2010/06
Washington Meets Wall Street: A Closer Examination of the
Presidential Cycle Puzzle
Roman
Kräussl (VU Amsterdam and CFS), Andre Lucas (VU Amsterdam,
Tinbergen Institute Amsterdam, and Duisenberg School of Finance),
David R. Rijsbergen (De Nederlandsche Bank), Pieter Jelle van der
Sluis (VU Amsterdam), and Evert B. Vrugt (APG Investments)
Category:
CFS Working Paper, 2011, E32, G14, P16, Credit Management &
Credit Markets
22-02-2010
2010/05
Blockholder Dispersion and Firm Value
Sander
J.J. Konijn (VU Amsterdam and Tinbergen Institute Amsterdam),
Roman Kräussl (VU Amsterdam and CFS), and Andre Lucas (VU
Amsterdam and Tinbergen Institute Amsterdam)
Category:
CFS Working Paper, 2011, G3, G32, Credit Management & Credit
Markets
07-02-2010
2010/04
Risk and Expected Returns of Private Equity Investments: Evidence
Based on Market Prices
Narasimhan
Jegadeesh (Emory University and NBER), Roman Kräussl (VU
Amsterdam and CFS), and Joshua Pollet (Emory University)
Category:
CFS Working Paper, 2011, G12, Credit Management & Credit
Markets
22-01-2010
2010/03 A Call on
Art Investments
Roman
Kräussl (VU Amsterdam and CFS) and Christian Wiehenkamp (Goethe-University
Frankfurt)
Category:
CFS Working Paper, 2011, G11, G13, Z11, Credit Management &
Credit Markets
Roman
Kräussl (VU Amsterdam and CFS) and Stefan Krause (Banque de
France)
Category:
CFS Working Paper, 2011, G24, G3, Credit Management & Credit
Markets
15-01-2010
2010/01
The Impact of Macroeconomic News on Quote Adjustments, Noise, and
Informational Volatility
Nikolaus
Hautsch (HU Berlin, CASE, QPL, and CFS), Dieter Hess (University
of Cologne and CFR), and David Veredas (Université Libre de
Bruxelles and ECARES)
Category:
CFS Working Paper, 2011, C32, G14, E44, Economics of Exchanges
31-12-2009
2009/32
On the Importance of Sectoral Shocks for Price-setting
Guenter
W. Beck (Johannes Gutenberg-Universität and CFS), Kirstin
Hubrich (ECB), and Massimiliano Marcellino (European University
Institute and CEPR)
Category:
CFS Working Paper, 2009, E31, E4, E5, C3, Central Banking &
Monetary Economics
21-12-2009
2009/31
Quantifying High-Frequency Market Reactions to Real-Time News
Sentiment Announcements
Axel
Groß-Klußmann (QPL and HU Berlin) and Nikolaus Hautsch (HU
Berlin, CASE, QPL, and CFS)
Category:
CFS Working Paper, 2009, G14, C32, Economics of Exchanges
21-12-2009
2009/30
Quantitative Easing: A Rationale and Some Evidence from Japan
Volker
Wieland (Goethe-Universität and CFS)
Category:
CFS Working Paper, 2009, E31, E52, E58, E61, Central Banking
& Monetary Economics
21-12-2009
2009/29
Trust, Sociability and Stock Market Participation
Dimitris
Georgarakos (Goethe-Universität and CFS) and Giacomo Pasini (Dipartimento
di Scienze Economiche)
Category:
CFS Working Paper, 2009, A13, D12, D8, G11, Household Wealth
Management
21-12-2009
2009/28
Investing at Home and Abroad: Different Costs, Different People?
Dimitris
Christelis (CSEF, SHARE, and University of Salerno) and Dimitris
Georgarakos (University of Frankfurt and Center for Financial
Studies)
Category:
CFS Working Paper, 2009, C35, D14, G11, G35, Household Wealth
Management
21-12-2009
2009/27
Price Discovery in Spot and Futures Markets: A Reconsideration
Erik
Theissen (University of Mannheim and CFS)
Category:
CFS Working Paper, 2009, G13, G14, Economics of Exchanges
26-11-2009
2009/26
Fiscal Stimulus and the Promise of Future Spending Cuts: A
Comment
Volker
Wieland (Goethe-Universität and CFS)
Category:
CFS Working Paper, 2009, C32, G14, G17, Central Banking &
Monetary Economics
23-11-2009
2009/25
Keynesian Government Spending Multipliers and Spillovers in the
Euro Area
Tobias
Cwik (Goethe-University Frankfurt) and Volker Wieland (Goethe-University
Frankfurt and CFS)
Category:
CFS Working Paper, 2009, E62, E63, H31, Central Banking &
Monetary Economics
16-11-2009
2009/24
Politischer Wille oder ökonomisches Gesetz? - Einige Anmerkungen
zu einem großen Thema -
Otmar
Issing (CFS)
Category:
CFS Working Paper, 2009
02-11-2009
2009/23 The
Market Impact of a Limit Order
Nikolaus
Hautsch (HU-Berlin, QPL, CASE, and CFS) and Ruihong Huang (HU-Berlin
and QPL)
Category:
CFS Working Paper, 2009, C32, G14, G17, Economics of Exchanges
30-10-2009
2009/22
Did Fair-Value Accounting Contribute to the Financial Crisis?
Christian
Laux (Goethe University Frankfurt and CFS) and Christian Leuz (University
of Chicago Booth School of Business and NBER)
Category:
CFS Working Paper, 2009, G14, G15, G30, K22, M41, M42, Insurance
& Risk Transfer
30-10-2009
2009/21
Surprising Comparative Properties of Monetary Models: Results
from a New Data Base
John
B. Taylor (Stanford University and Hoover Institute) and Volker
Wieland (Goethe University Fankfurt and CFS)
Category:
CFS Working Paper, 2009, C52, E30, E52, Central Banking &
Monetary Economics
01-10-2009
2009/20
A Blocking and Regularization Approach to High Dimensional
Realized Covariance Estimation
Nikolaus
Hautsch (Humboldt-University, CASE, QPL, and CFS), Lada M. Kyj (Humboldt-University
and QPL) and Roel C.A. Oomen (Deutsche Bank and QPL)
Category:
CFS Working Paper, 2009, C14, C22, Economics of Exchanges
01-10-2009
2009/19
Money in Monetary Policy Design: Monetary Cross-Checking in the
New-Keynesian Model
Günter
W. Beck (Goethe University and CFS) and Volker Wieland (Goethe
University, CEPR, and CFS)
Category:
CFS Working Paper, 2009, E32, E41, E43, E52, E58, Central Banking
& Monetary Economics
17-09-2009
2009/18
Modelling and Forecasting Liquidity Supply Using Semiparametric
Factor Dynanmics
Wolfgang
Karl Härdle (Humboldt Universität zu Berlin and National
Central University, Taiwan), Nikolaus Hautsch (Humboldt
Universität zu Berlin, Quantitative Products Laboratory (QPL),
Berlin, and CFS), Andrija Mihoci (Humboldt Universität zu Berlin
and University of Zagreb)
Category:
CFS Working Paper, 2009, C14, C32, C53, G11, Economics of
Exchanges
28-08-2009
2009/17
New Keynesian versus Old Keynesian Government Spending
Multipliers
John
F. Cogan (Hoover Institution Standford University), Tobias Cwik (Goethe
University Frankfurt), John B. Taylor (Stanford University), and
Volker Wieland (Goethe University Frankfurt and CFS)
Category:
CFS Working Paper, 2009, C52, E62, Central Banking & Monetary
Economics
07-08-2009
2009/16
Precautionary Saving and the Marginal Propensity to Consume Out
of Permanent Income
Christopher
D. Carroll (Johns Hopkins University and CFS)
Category:
CFS Working Paper, 2009, D81, D91, E21, Household Wealth
Management
05-08-2009
2009/15
A Tractable Model of Precautionary Reserves, Net Foreign Assets,
or Sovereign Wealth Funds
Christopher
D. Carroll (Johns Hopkins University and CFS) and Olivier Jeanne
(Johns Hopkins University)
Category:
CFS Working Paper, 2009, C61, Household Wealth Management
03-08-2009
2009/14
A Tractable Model of Buffer Stock Saving
Christopher
D. Carroll (Johns Hopkins University, NBER and CFS) and Patrick
Toche (City University of Hong Kong)
Category:
CFS Working Paper, 2009, C61, D11, E24, Household Wealth
Management
31-07-2009
2009/13 Instabile
Finanzmärkte
Jan
Pieter Krahnen (Goethe University and CFS) and Günter Franke (University
Konstanz and CFS)
Category:
CFS Working Paper, 2009, G14, G18, G28, E44, G01, Credit
Management & Credit Markets
31-07-2009
2009/12
The American Consumer: Reforming, Or Just Resting?
Christopher
D. Carroll (Johns Hopkins University and CFS) and Jiri Slacalek (European
Central Bank)
Category:
CFS Working Paper, 2009, C61, D11, E24, Household Wealth
Management
02-07-2009
2009/11
CDOs and Systematic Risk: Why Bond Ratings are Inadequate
Jan
Pieter Krahnen (Goethe University and CFS) and Christian Wilde (Goethe
University)
Category:
CFS Working Paper, 2009, G21, G28, Credit Management & Credit
Markets
18-06-2009
2009/10
Electronic Markets, Algorithmic Trading, Order Submission,
Securities Trading
Peter
Gomber (Goethe University) and Markus Gsell (Goethe University )
Category:
CFS Working Paper, 2009, D0, Economics of Exchanges
27-04-2009
2009/09
The Crisis of Fair Value Accounting: Making Sense of the Recent
Debate
Christian
Laux (Goethe University and CFS) and Christian Leuz (The
University of Chicago Booth School of Business and NBER)
Category:
CFS Working Paper, 2009, G14, G15, G30, K22, M41, M42, Insurance
& Risk Transfer
06-04-2009
2009/08
Debt Literacy, Financial Experiences, and Overindebtedness
Annamaria
Lusardi (Dartmouth College, Harvard Business School, NBER, and
CFS) and Peter Tufano (Havard Business School, NBER, and D2D Fund)
Category:
CFS Working Paper, 2009, D14, D91, Household Wealth Management
Carsten
Bienz (NHH, LSE, and CFS), Julia Hirsch (UIA and CFS), and Uwe
Walz (Goethe University Frankfurt and CFS)
Category:
CFS Working Paper, 2009, G24, G32, D86, D80, G34, Entrepreneurial
Finance
31-03-2009
2009/06
The Design of Vertical R&D Collaborations
Patrick
Herbst (Goethe University Frankfurt) and Uwe Walz (Goethe
University Frankfurt and CFS)
Category:
CFS Working Paper, 2009, L22, L24, O31, O32, Entrepreneurial
Finance
19-03-2009
2009/05 Venture
Capital Exit Rights
Carsten
Bienz (NHH, LSE, and CFS) and Uwe Walz (Goethe University
Frankfurt and CFS)
Category:
CFS Working Paper, 2009, G24, G34, D80, Entrepreneurial Finance
19-03-2009
2009/04
Financial Advisors: A Case of Babysitters?
Andreas
Hackethal (Goethe University Frankfurt), Michael Haliassos (Goethe
University Frankfurt, CEPR, MEA, NETSPAR and CFS) and Tullio
Jappelli (University of Naples Federico II, CSEF, CFS and CEPR)
Category:
CFS Working Paper, 2009, G01, E2, D8, Household Wealth Management
Nikolaus
Hautsch (CASE, Humboldt University Berlin, QPL and CFS) and
Yangguoyi Ou (CASE and Humboldt University Berlin)
Category:
CFS Working Paper, 2009, C5, E4, G01, Economics of Exchanges
19-03-2009
2009/02
Stockholding: From Participation to Location and to Participation
Spillovers
Dimitris
Christelis (CSEF, SHARE and University of Salerno), Dimitris
Georgarakos (University of Frankfurt and CFS), and Michael
Haliassos (University of Frankfurt, CEPR, MEA, NETSPAR and CFS)
Category:
CFS Working Paper, 2009, C35, D14, E21, G11, Household Wealth
Management
Andreas
Beyer (European Central Bank), Vítor Gaspar (Banco de Portugal),
Christina Gerberding (Deutsche Bundesbank) and Otmar Issing (Center
for Financial Studies)
Category:
CFS Working Paper, 2009, E31, E32, E41, E52, E58
19-12-2008
2008/56
Household Economic Decisions under the Shadow of Terrorism
Dimitris
Christelis (University of Salerno and CSEF) and Dimitris
Georgarakos (Goethe- UniversityFrankfurt and CFS)
Category:
CFS Working Paper, 2008, D12, D14, D74, D84, G11, Household
Wealth Management
19-12-2008
2008/55
Openness, Financial Markets, and Policies: Cross-Country and
Dynamic Patterns
Giuseppe
Bertola (University of Turin, CFS and CEPR) and Anna Lo Prete (University
of Turin)
Category:
CFS Working Paper, 2008, F4, Household Wealth Management
06-12-2008
2008/54
Corporate Insurance Design with Multiple Risks and Moral Hazard
Christian
Laux (Goethe University Frankfurt and CFS)
Category:
CFS Working Paper, 2008, G22, D82, Insurance & Risk Transfer
06-12-2008
2008/53
The Impact of Hidden Liquidity in Limit Order Books
Gunther
Wuyts (University of Leuven)
Category:
CFS Working Paper, 2008, G10, Economics of Exchanges
06-12-2008
2008/52 The
Diminishing Liquidity Premium
Azi
Ben-Rephael (Tel Aviv University), Ohad Kadan (Washington
University in St. Louis), and Avi Wohl (Tel Aviv University)
Category:
CFS Working Paper, 2008, G12, G14, Economics of Exchanges
06-12-2008
2008/51
The Euro – A Currency without a State
Otmar
Issing (CFS)
Category:
CFS Working Paper, 2008
06-12-2008
2008/50
International Price Discovery in the Presence of Microstructure
Noise
Joachim
G. Grammig (University of Tuebingen) and Franziska J. Peter (University
of Tuebingen)
Category:
CFS Working Paper, 2008, F3, G15, Economics of Exchanges
06-12-2008
2008/49
Assessing the Impact of Algorithmic Trading on Markets: A
Simulation Approach
Markus
Gsell (Goethe University Frankfurt)
Category:
CFS Working Paper, 2008, G10, Economics of Exchanges
06-12-2008
2008/48
The Impact of Hidden Liquidity in Limit Order Books
Stefan
Frey (University of Tübingen) and Patrik Sandas (University of
Virginia)
Category:
CFS Working Paper, 2008, G10, G14, Economics of Exchanges
06-12-2008
2008/47
Customer Flow, Intermediaries, and the Discovery of the
Equilibrium Riskfree Rate
Albert
J. Menkveld (VU University Amsterdam), Asani Sarkar (VU
University Amsterdam), and Michel van der Wel (Federal Reserve
Bank of New York)
Category:
CFS Working Paper, 2008, G14, E44, Economics of Exchanges
06-12-2008
2008/46
Dynamic Limit Order Market with Diversity in Trading Horizons
Mark
Van Achter (University of Bonn and H.U. Brussel)
Category:
CFS Working Paper, 2008, G10, G20, Economics of Exchanges
Michael
S. Pagano (Villanova University), Lin Peng(Zicklin School of
Business), and Robert A. Schwartz (Zicklin School of Business)
Category:
CFS Working Paper, 2008, G14, D44, Economics of Exchanges
06-12-2008
2008/44
Demutualization and Enforcement Incentives at Self-regulatory
Financial Exchanges
David
Reiffen (CFTC) and Michel Robe (CFTC and Kogod)
Category:
CFS Working Paper, 2008, D02, G28, K23, Economics of Exchanges
06-12-2008
2008/43
The Industrial Organization of Execution, Clearing and Settlement
in Financial Markets
Craig
Pirrong (University of Houston)
Category:
CFS Working Paper, 2008, Economics of Exchanges
05-12-2008
2008/42 Central
Counterparties
Thorsten
V. Koeppl (Queen.s University) and Cyril Monnet (Federal Reserve
Bank of Philadelphia)
Category:
CFS Working Paper, 2008, G20, G30, Economics of Exchanges
02-12-2008
2008/41
Does Algorithmic Trading Improve Liquidity?
Terrence
Hendershott (University of California), Charles M. Jones (Columbia
University) and Albert J. Menkveld (VU University Amsterdam)
Category:
CFS Working Paper, 2008, G10, Economics of Exchanges
2008/40
Pro-Rata Matching and One-Tick Futures Markets
Jonathan
Field (Man Investments) and Jeremy Large (Oxford-Man Institute of
Quantitative Finance and Man Investments)
Category:
CFS Working Paper, 2008, G12, G13, Economics of Exchanges
02-12-2008
2008/39
Insiders-Outsiders, Transparency and the Value of the Ticker
Giovanni
Cespa (Queen Mary University of London, CSEF-Universit`a di
Salerno, and CEPR) and Thierry Foucault (HEC and CEPR)
Category:
CFS Working Paper, 2008, G10, G12, G14, Economics of Exchanges
28-11-2008
2008/38
Hidden Regret in Insurance Markets: Adverse and Advantageous
Selection
Rachel
J. Huang (Ming Chuan University), Alexander Muermann(Vienna
University and CFS), and Larry Y. Tzeng (National Taiwan
University)
Category:
CFS Working Paper, 2008, D03, D81, D82, Insurance & Risk
Transfer
28-11-2008
2008/37 Monopoly
Power Limits Hedging
Alexander
Muermann (Vienna University and CFS) and Stephen H. Shore (Johns
Hopkins University)
Category:
CFS Working Paper, 2008, D24, G32, Insurance & Risk Transfer
07-11-2008
2008/36
Retail Finance: Bringing in the Supply Side
Roman
Inderst (Goethe-University Frankfurt)
Category:
CFS Working Paper, 2008, Credit Management & Credit Markets
07-11-2008
2008/35
Cognitive Abilities and Portfolio Choice
Dimitris
Christelis (University of Salerno and CSEF), Tullio Jappelli (University
of Naples Federico II, CFS, CSEF and CEPR) and Mario Padula (Univeristy
“Ca’ Foscari” of Venice and CSEF)
Category:
CFS Working Paper, 2008, E2, D8, G01, Household Wealth Management
07-11-2008
2008/34
Information Sharing and Credit: Firm-Level Evidence from
Transition Countries
Martin
Brown (Swiss National Bank), Tullio Jappelli (University of
Naples Federico II, CFS, CSEF and CEPR) and Marco Pagano (University
of Naples Federico II, CSEF, EIEF and CEPR)
Category:
CFS Working Paper, 2008, D82, G21, G28, O16, P34, Household
Wealth Management
07-11-2008
2008/33
Financial Market Integration Under EMU
Tullio
Jappelli (University of Naples Federico II, CFS, CSEF and CEPR)
and Marco Pagano (University of Naples Federico II, CSEF, EIEF
and CEPR)
Category:
CFS Working Paper, 2008, G15, G18, Household Wealth Management
17-10-2008
2008/32
On the Correlation Structure of Microstructure Noise in Theory
and Practice
Francis
X. Diebold (University of Pennsylvania and CFS) and Georg H.
Strasser (Boston College)
Category:
CFS Working Paper, 2008, G14, G20, D82, D83, C51, Risk Management
17-10-2008
2008/31
The Future of Securitization - REVISED VERSION
Günter
Franke (University of Konstanz and CFS) and Jan Pieter Krahnen (Goethe
University Frankfurt, CFS and CEPR)
Category:
CFS Working Paper, 2008, D82, G14, G21, G28, G30, Credit
Management & Credit Markets
22-09-2008
2008/30
Financial Structure and the Impact of Monetary Policy on Asset
Prices
Stefan
Gerlach (IMFS, Goethe University, and CFS), and Katrin
Assenmacher-Wesche (SNB)
Category:
CFS Working Paper, 2008, C23, E52, Central Banking & Monetary
Economics
22-09-2008
2008/29
Does Trade Integration Alter Monetary Policy Transmission?
Tobias
J. Cwik (Goethe University Frankfurt), Gernot J. Müller(Goethe
University Frankfurt and CFS), and Maik H. Wolters (Goethe
University Frankfurt)
Category:
CFS Working Paper, 2008, F41, F42, E52, Central Banking &
Monetary Economics
18-09-2008
2008/28
Price Adjustment to News with Uncertain Precision
Nikolas
Hautsch (Humboldt University and CFS), Dieter Hess (University of
Cologne), and Christoph Müller (University of Cologne)
Category:
CFS Working Paper, 2008, E44, G14, Economics of Exchanges
18-09-2008
2008/27
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel
Approach
Francis
X. Diebold (University of Pennsylvania, NBER and CFS), Canlin Li(University
of California, Riverside) and Vivian Z. Yue (New York University)
In:
The Journal of Econometrics, forthcoming
Category:
CFS Working Paper, 2008, G01, E4, C5, Risk Management
Francis
X. Diebold ( University of Pennsylvania, NBER and CFS), and Kamil
Yilmaz (KOC University)
Published
in:Economic Journal, 119, 1-14
Category:
CFS Working Paper, 2008, G01, Risk Management
01-09-2008
2008/25
Central Bank Misperceptions and the Role of Money in Interest
Rate Rules
Günter
W. Beck (Goethe University of Frankfurt and CFS), and Volker
Wieland (Goethe University, CFS, CEPR and SCID)
Published
in: Journal of Monetary Economics, Volume 55, Supplement 1,
October 2008, Pages S1-S17
Category:
CFS Working Paper, 2008, E31, E41, E43, E52, E58, Central Banking
& Monetary Economics
07-08-2008
2008/24
Confronting the Robinson Crusoe paradigm with household-size
heterogeneity
Christos
Koulovatianos (Goethe University of Frankfurt and University of
Vienna), Carsten Schröder (Free University of Berlin and
University of Kiel), and Ulrich Schmidt (Kiel Institute for the
World Economy)
Category:
CFS Working Paper, 2008, C42, D11, D21, D31, D91, E1, E21, I32
31-07-2008
2008/23
Endogenous Systemic Liquidity Risk
Jin
Cao (University of Munich), and Gerhard Illing (University of
Munich and CESifo)
Category:
CFS Working Paper, 2008, E5, G21, G28, Central Banking &
Monetary Economics
Zeno
Enders (University of Bonn), Gernot J. Müller (Goethe University
of Frankfurt), and Almut Scholl (Goethe University of Frankfurt)
Category:
CFS Working Paper, 2008, F41, F42, E32, Central Banking &
Monetary Economics
Zeno
Enders (University of Bonn), Gernot J. Müller (Goethe University
of Frankfurt), and Almut Scholl (Goethe University of Frankfurt)
Category:
CFS Working Paper, 2008, F41, F42, E32, Central Banking &
Monetary Economics
10-07-2008
2008/21
Quantifying the Efficiency of the Xetra LOB Market
Miriam
Sperl (University of Tübingen)
Category:
CFS Working Paper, 2008, G10, G14, Economics of Exchanges
10-07-2008
2008/20
Do the elderly reduce housing equity? An international comparison
Maria
Concetta Chiuri (University of Bari, CSEF and CHILD), Tullio
Jappelli(University of Naples Federico II, CSEF and CEPR)
Category:
CFS Working Paper, 2008, G2, R2, Household Wealth Management
09-06-2008
2008/19
Financial Literacy: An Essential Tool for Informed Consumer
Choice?
Annamaria
Lusardi (Dartmouth College, Harvard Business School, NBER and CFS)
Category:
CFS Working Paper, 2008, D14, D91, Household Wealth Management
09-06-2008
2008/18
Increasing the Effectiveness of Financial Education in the
Workplace
Annamaria
Lusardi (Dartmouth College, Harvard Business School and CFS)
Category:
CFS Working Paper, 2008, D14, D91, Household Wealth Management
29-05-2008
2008/17
Learning, Endogenous Indexation and Disinflation in the New-Keynesian
Model
Volker
Wieland (Goethe University Frankfurt, CEPR, CFS and SCID)
Category:
CFS Working Paper, 2008, E32, E41, E43, E52, E58, Central Banking
& Monetary Economics
26-05-2008
2008/16
Economic Projections and Rules-of-Thumb for Monetary Policy
Athanasios
Orphanides (Central Bank of Cyprus and CFS) and Volker Wieland (Goethe
University Frankfurt and CFS)
Published
in: Federal Reserve Bank of St. Louis Review, July/August 2008,
90 (4), pp. 307-24.
Category:
CFS Working Paper, 2008, E52, Central Banking & Monetary
Economics
05-05-2008
2008/15 Risk Transfer
with CDOs
Jan
Pieter Krahnen (University of Frankfurt and CFS) and Christian
Wilde (University of Frankfurt)
Category:
CFS Working Paper, 2008, G21, G28, Credit Management & Credit
Markets
24-04-2008
2008/14
Value-at-Risk and Expected Shortfall for Rare Events
Stefan
Mittnik (Ludwig-Maximilians-University Munich, Ifo Institute for
Economic Research and CFS) and Tina Yener (Ludwig-Maximilians-University
Munich)
Category:
CFS Working Paper, 2008, C52, G11, G32, Risk Management
17-04-2008
2008/13
Increasing Public Expenditures: Wagner’s Law in OECD
Countries
Serena
Lamartina (European Central Bank) and Andrea Zaghini (Banca d'Italia
and CFS)
Category:
CFS Working Paper, 2008, E62, H50, C23, Central Banking &
Monetary Economics
04-04-2008
2008/12
A Partially Linear Approach to Modelling the Dynamics of Spot and
Futures Prices
Jürgen
Gaul (University of Bonn) and Erik Theissen (University of Bonn
and CFS)
Category:
CFS Working Paper, 2008, C32, C14, G13, G14, Economics of
Exchanges
Roman
Kräussl (Vrije Universiteit Amsterdam and CFS) and Niels van
Elsland (VU University Amsterdam)
Category:
CFS Working Paper, 2008, G11, Credit Management & Credit
Markets
19-03-2008
2008/10
Do Markets Love Misery? Stock Prices and Corporate Philanthropic
Disaster Response
Alan
Muller (University of Amsterdam) and Roman Kräussl (Vrije
Universiteit Amsterdam and CFS)
Category:
CFS Working Paper, 2008, G14, M21, Credit Management & Credit
Markets
07-03-2008
2008/09
International Evidence On Sticky Consumption Growth
Christopher
D. Carroll (Johns Hopkins University and CFS), Jirka Slacalek (European
Central Bank), and Martin Sommer (International Monetary Fund)
Category:
CFS Working Paper, 2008, E21, F41, Household Wealth Management
18-02-2008
2008/08
Multivariate Regime–Switching GARCH with an Application to
International Stock Markets
Markus
Haas (University of Munich) and Stefan Mittnik (University of
Munich, CFS, and ifo)
Category:
CFS Working Paper, 2008, C32, C51, G10, G11, Risk Management
18-02-2008
2008/07
Asymmetric Multivariate Normal Mixture GARCH
Markus
Haas (University of Munich), Stefan Mittnik (University of Munich,
CFS, and ifo), and Mark S. Paolella (University of Zurich)
Computational
Statistics and Data Analysis. Forthcoming
Category:
CFS Working Paper, 2008, C32, C51, G10, G11, Risk Management
14-02-2008
2008/06
Evidence on the Insurance Effect of Marginal Income Taxes
Charles
Grant (University of Reading), Christos Koulovatianos (University
of Vienna, University of Frankfurt, and CFS), Alexander
Michaelides (London School of Economics and CEPR), and Mario
Padula (University of Ca' Foscari of Venice and CSEF))
Category:
CFS Working Paper, 2008, E21, H20, H31, Central Banking &
Monetary Economics
14-02-2008
2008/05
Economic Integration and Mature Portfolios
Dimitris
Christelis (University of Salerno and CEFS), Dimitris Georgarakos
(University of Frankfurt and CFS) and Michael Haliassos (University
of Frankfurt and CFS)
Category:
CFS Working Paper, 2008, G21, E23, Household Wealth Management
01-02-2008
2008/04
The Economic Impact of Merger Control Legislation
Elena
Carletti (University of Frankfurt and CFS) / Philipp Hartmann (ECB)
/ Steven Onega (Tilburg University)
Category:
CFS Working Paper, 2008, G21, G28, D4, Credit Management &
Credit Markets
25-01-2008
2008/03
Planning and Financial Literacy: How Do Women Fare?
Annamaria
Lusardi (Dartmouth College and CFS) / Olivia S. Mitchell (The
Wharton School, University of Pennsylvania)
Published
in: American Economic Review P&P (forthcoming)
Category:
CFS Working Paper, 2008, D91, Household Wealth Management
18-01-2008
2008/02
The Economics of Rating Watchlists: Evidence from Rating Changes
Christian
Hirsch (Goethe Universität Frankfurt) / Christina E. Bannier (Frankfurt
School of Finance and Management)
Category:
CFS Working Paper, 2008, G14, G29, G33, Credit Management &
Credit Markets
Sumit
Agarwal (Federal Reserve Bank of Chicago) / Chunlin Liu (Collage
of Business Administration Universitty of Nevada, Reno) /
Nicholas Souleles (The Wharton School, University of Pennsylvania)
Published
in: Journal of Political Economy (forthcoming)
Category:
CFS Working Paper, 2008, D91, E21, E51, E62, G2, H31, Household
Wealth Management
07-12-2007
2007/34
Net Worth and Housing Equity in Retirement
Todd
Sinai (The Wharton School, University of Pennsylvania) / Nicholas
Souleles (The Wharton School, University of Pennsylvania)
Category:
CFS Working Paper, 2007, G11, E21, Household Wealth Management
02-11-2007
2007/33
Financial Literacy and Retirement Planning: New Evidence from the
Rand American Life Panel
Annamaria
Lusardi (Dartmouth College and CFS) / Olivia S. Mitchell (The
Wharton School, University of Pennsylvania)
Category:
CFS Working Paper, 2007, D91, Household Wealth Management
22-10-2007
2007/32
Household Debt and Credit: Economic Issues and Data Problems
Giuseppe
Bertola (University of Torino and CFS) / Stefan Hochguertel (VU
University of Amsterdam)
Published
in: Economic Notes (forthcoming)
Category:
CFS Working Paper, 2007, G01, E21, Household Wealth Management
22-10-2007
2007/31
Finance and Welfare States in Globalizing Markets
Giuseppe
Bertola (University of Torino and CFS)
Published
in: "The Structure and Resilience of The Financial System",
Christopher Kent and Jeremy Lawson (eds.), p.167-195, Sydney:
Federal Reserve Bank of Australia, 2007.
Category:
CFS Working Paper, 2007, G01, E21, Household Wealth Management
22-10-2007
2007/30
Households' Saving and Debt in Italy
Tullio
Jappelli (University of Napoli Federico II, CSEF and CEPR) /
Mario Padula (University of Salerno and CSEF)
Category:
CFS Working Paper, 2007, D91, Household Wealth Management
22-10-2007
2007/29
A Direct Test of the Buffer-Stock Model of Saving
Tullio
Jappelli (University of Napoli Federico II, CSEF and CEPR) /
Mario Padula (University of Salerno and CSEF) / Luigi Pistaferri
(Stanford University, SIEPR and CEPR)
Published
in: Journal of the European Economic Association (forthcoming)
Category:
CFS Working Paper, 2007, D91, Household Wealth Management
Annamaria
Lusardi (Dartmouth College)
Category:
CFS Working Paper, 2007, D91, Household Wealth Management
19-10-2007
2007/27
Financial Literacy and Stock Market Participation
Maarten
van Rooij (De Nederlandsche Bank) / Annamaria Lusardi (Dartmouth
College) / Rob J. M. Alessie (Utrecht University)
Category:
CFS Working Paper, 2007, D91, G11, D80, Household Wealth
Management
18-10-2007
2007/26
Stakeholder Capitalism, Corporate Governance and Firm Value
Franklin
Allen (The Wharton School, University of Pennsylvania, and CFS) /
Elena Carletti (CFS) / Robert Marquez (Arizona State Unviersity)
Category:
CFS Working Paper, 2007, D02, D21, G34, L13, L21, Credit
Management & Credit Markets
Nikolaus
Hautsch (Humboldt University Berlin & Center for Financial
Studies)
Category:
CFS Working Paper, 2007, C15, C32, C52, Economics of Exchanges
24-08-2007
2007/24
The CFS International Capital Flow Database: A User’s Guide
Christian
Offermanns (Goethe University Frankfurt) / Marcus Pramor (Center
for Financial Studies)
Category:
CFS Working Paper, 2007, F21, F34, F32, International Economics
24-08-2007
2007/23
International Investment Positions and Exchange Rate Dynamics: A
Dynamic Panel Analysis
Michael
Binder (Goethe University Frankfurt and CFS) / Christian
Offermanns (Goethe University Frankfurt and Deutsche Bundesbank)
Category:
CFS Working Paper, 2007, F31, F37, C23, International Economics
31-05-2007
2007/22
Self-Protection and Insurance with Interdependencies
Howard
Kunreuther (The Wharton School, University of Pennsylvania) /
Alexander Muermann (The Wharton School, University of
Pennsylvania)
Category:
CFS Working Paper, 2007, C72, D62, D80, Insurance & Risk
Transfer
15-05-2007
2007/21
Money in Motion: Dynamic Portfolio Choice in Retirement
Wolfram
J. Horneff (Goethe University Frankfurt) / Raimond H. Maurer (Goethe
University Frankfurt and CFS) / Olivia S. Mitchell (The Wharton
School, University of Pennsylvania) / Michael Z. Stamos (Goethe
University Frankfurt)
Category:
CFS Working Paper, 2007, G11, G23, D14, J26, H55, Household
Wealth Management
Bea
Canto (Watson Wyatt Brans & Co.) / Roman Kräussl (University
of Amsterdam and CFS)
Category:
CFS Working Paper, 2007, G12, G14, G15, Economics of Exchanges
29-03-2007
2007/19
Competition between Exchanges: Euronext versus Xetra
Maria
Kasch-Haroutounian (University of Bonn) / Erik Theissen (University
of Bonn and CFS)
Published
in: European Financial Management (forthcoming)
Category:
CFS Working Paper, 2007, G10, G15, Economics of Exchanges
Günter
W. Beck (Goethe University Frankfurt and CFS) / Volker Wieland (Goethe
University Frankfurt, CEPR, and CFS)
Category:
CFS Working Paper, 2007, E32, E41, E43, E52, E58, Central Banking
& Monetary Economics
Günter
W. Beck (Goethe University Frankfurt and CFS) / Volker Wieland (Goethe
University Frankfurt, CEPR, and CFS)
Published
in: Journal of the European Economic Association, vol. 5(2-3),
pages 524-533, 04-05, 2007
Category:
CFS Working Paper, 2007, E32, E41, E43, E52, E58, Central Banking
& Monetary Economics
Silvio
Colarossi (Banca d'Italia) / Andrea Zaghini (Banca d'Italia and
CFS)
Category:
CFS Working Paper, 2007, E4, E5, G01, Central Banking &
Monetary Economics
Annamaria
Lusardi (Dartmouth College and NBER) / Olivia S. Mitchell (The
Wharton School and NBER)
Published
in: Business Economics, January 2007, vol. 42(1) pp. 35-44.
Category:
CFS Working Paper, 2007, D80, D91, G11, Household Wealth
Management
20-02-2007
2007/14
Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S.
Data
Jean
Boivin (HEC Montéal) / Marc P. Giannoni (Columbia Business
School) / Ilian Mihov (INSEAD)
Category:
CFS Working Paper, 2007, E32, E52, Central Banking & Monetary
Economics
19-02-2007
2007/13
Menue Costs, Mulit-Product Firms, and Aggregate Fluctautions
Virgiliu
Midrigan (The Ohio State University)
Category:
CFS Working Paper, 2007, E31, E32, Central Banking & Monetary
Economics
19-02-2007
2007/12
Robustly Optimal Monetary Polica with Near-Rational Expectations
Michael
Woodford (Columbia University)
Category:
CFS Working Paper, 2007, E42, E52, E58, Central Banking &
Monetary Economics
16-02-2007
2007/11
Bayesian and Adaptive Optimal Policy under Model Uncertainty
Lars
E.O. Svensson (Princeton University) / Noah Williams (Princeton
University)
Category:
CFS Working Paper, 2007, E42, E52, E58, Central Banking &
Monetary Economics
Alessandro
Calza (European Central Bank) / Tommaso Monacelli (Bocconi
University, CEPR) / Livio Stracca (European Central Bank)
Category:
CFS Working Paper, 2007, E21, E44, E52, Central Banking &
Monetary Economics
15-02-2007
2007/09
Unemployment Fluctuations with Staggered Nash Bargaining
Mark
Gertler (New York University) /Antonella Trigari (Bocconi
University, IGIER)
Category:
CFS Working Paper, 2007, E32, E50, J64, Central Banking &
Monetary Economics
15-02-2007
2007/08
A New Keynesian Model with Unemployment
Olivier
Blanchard (Massachusetts Institute of Technology and NBER) /Jordi
Galí (Universitat Pumpeu Fabra (UPF, CEPR and NBER)
Category:
CFS Working Paper, 2007, E32, E50, Central Banking & Monetary
Economics
14-02-2007
2007/07
Identifying the Role of Labor Markets for Monetary Policy in an
Estimated DSGE Model
Kai
Christoffel (European Central Bank) / Keith Kuester (Goethe
University Frankfurt) / Tobias Linzert (European Central Bank)
Category:
CFS Working Paper, 2007, E32, E52, J64, C11, Central Banking
& Monetary Economics
12-02-2007
2007/06
The Mistake of 1937: A General Equilibrium Analysis
Gauti
B. Eggertsson (Federal Reserve Board) / Benjamin Pugsley (The
University of Chicago)
Published
in: Monetary and Economic Studies (forthcoming)
Category:
CFS Working Paper, 2007, E32, E52, E61, Central Banking &
Monetary Economics
09-02-2007
2007/05
Three Great American Disinflations
Michael
Bordo (Cambridge University) / Christopher Erceg (Federal Reserve
Board) / Andrew Levin (Federal Reserve Board) / Ryan Michaels (University
of Michigan)
Category:
CFS Working Paper, 2007, E31, E32, E52, Central Banking &
Monetary Economics
05-02-2007
2007/04
On the Role of Patience in an Insurance Market with Asymmetric
Information
Michael
Sonnenholzner / Achim Wambach (Universität zu Kön and CFS)
Published
in: Journal of Risk and Insurance (forthcoming)
Category:
CFS Working Paper, 2007, D82, G22, Insurance & Risk Transfer
30-01-2007
2007/03 The European
Central Bank
Michael
Binder (Goethe University Frankfurt and CFS) / Volker Wieland (Goethe
University Frankfurt and CFS)
Published
in: The New Palgrave Dictionary of Economics, Second Edition, S.N.
Durlauf und L.E. Blume (eds), London
Category:
CFS Working Paper, 2007, E52, E58, Central Banking & Monetary
Economics, International Economics
Francis
X. Diebold (Universtiy of Pennsylvania, NBER and CFS) / Kamil
Yilmaz (KOC University)
Category:
CFS Working Paper, 2007, F30, G15, F36, Risk Management
Günter
W. Beck (Goethe University Frankfurt and CFS) / Kirsten Hubrich (European
Central Bank) / Massimiliano Marcellino (Bocconi University,
IGIER and CEPR)
Category:
CFS Working Paper, 2007, E31, E52, E58, C33, Central Banking
& Monetary Economics
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