CFS Working Paper Series

From Center for Financial Studies (CFS)
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2011/29: The lessons from QE and other "unconventional" monetary policies: Evidence from the Bank of England

Victor Lyonnet and Richard Werner

2011/28: Early life conditions and financial risk-taking in older age

Dimitris Christelis, Loretti Dobrescu and Alberto Motta

2011/27: Wealth shocks, unemployment shocks and consumption in the wake of the Great Recession

Dimitris Christelis, Dimitris Georgarakos and Tullio Jappelli

2011/26: The unintended consequences of the debt: Will increased government expenditure hurt the economy?

Richard Werner

2011/25: Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes

Nikolaus Hautsch, Peter Malec and Melanie Schienle

2011/24: The merit of high-frequency data in portfolio allocation

Nikolaus Hautsch, Lada M. Kyj and Peter Malec

2011/23: Lifecycle impacts of the financial and economic crisis on household optimal consumption, portfolio choice, and labor supply

Jingjing Chai, Raimond H. Maurer, Olivia Mitchell and Ralph Rogalla

2011/22: Monetary policy and TIPS yields before the crisis

Stefan Gerlach and Laura Moretti

2011/21: Financial literacy, retirement planning, and household wealth

Maarten van Rooij, Annamaria Lusardi and Rob Alessie

2011/20: Investigating the monetary policy of central banks with assessment indicators

Marcel Bluhm

2011/19: Default risk in an interconnected banking system with endogeneous asset markets

Marcel Bluhm and Jan Krahnen

2011/18: The evolution of aggregate stock ownership

Kristian Rydqvist, Joshua Spizman and Ilya Strebulaev

2011/17: Do firms buy their stock at bargain prices? Evidence from actual stock repurchase disclosure

Azi Ben-Rephael, Jacob Oded and Avi Wohl

2011/16: Dividend policy, corporate control and tax clienteles: The case of Germany

Christian Andres, André Betzer and Marc Goergen

2011/15: Theoretical foundations of buffer stock saving

Christopher Carroll

2011/14: Transparency and emerging market bond spreads

Laura Moretti

2011/13: Lessons for monetary policy: What should the consensus be?

Otmar Issing

2011/12: The emerging new architecture of financial regulation

Charles Goodhart

2011/11: Disclosure, transparency, and market discipline

Xavier Freixas and Christian Laux

2011/10: Is rated debt arm's length? Evidence from mergers and acquisitions

Reint Gropp, Christian Hirsch and Jan Krahnen

2011/09: Limit order books and trade informativeness

Hélena Beltran-Lopez, Joachim G. Grammig and Albert Menkveld

2011/08: Time and the price impact of a trade: A structural approach

Joachim G. Grammig, Erik Theissen and Oliver Wünsche

2011/07: Investment in financial literacy and saving decisions

Tullio Jappelli and Mario Padula

2011/06: Saving rates and portfolio choice with subsistence consumption

Carolina Achury, Sylwia Hubar and Christos Koulovatianos

2011/05: Short sale constraints, divergence of opinion and asset values: Evidence from the laboratory

Gerlinde Fellner-Röhling and Erik Theissen

2011/04: Strategic trading and trade reporting by corporate insiders

André Betzer, Jasmin Gider, Daniel Metzger and Erik Theissen

2011/03: Is BEST really better? Internalization of orders in an open limit order book

Joachim G. Grammig and Erik Theissen

2011/02: Market response to investor sentiment

Jördis Hengelbrock, Erik Theissen and Christian Westheide

2011/01: Long-run growth expectations and "global imbalances"

Mathias Hoffmann, Michael Krause and Thomas Laubach

2010/26: Credit risk transfers and the macroeconomy

Ester Faia

2010/25: Exit strategies

Ignazio Angeloni, Ester Faia and Roland Winkler

2010/24: Risk aversion under preference uncertainty

Roman Kräussl, Andre Lucas and Arjen Siegmann

2010/23: Why do investors sell losers? How adaptation to losses affects future capitulation decisions

Carmen Lee, Roman Kräussl, Andre Lucas and Leo Paas

2010/22: Vertical integration, competition, and financial exchanges: Is there grain in the silo?

Steffen Juranek and Uwe Walz

2010/21: Optimal life cycle portfolio choice with housing market cycles

Marcel Marekwica and Michael Z. Stamos

2010/20: Cash flow and discount rate risk in up and down markets: What is actually priced?

Mahmoud Botshekan, Roman Kräussl and Andre Lucas

2010/19: Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes

Nikolaus Hautsch, Peter Malec and Melanie Schienle

2010/18: Measuring confidence and uncertainty during the financial crisis: Evidence from the CFS survey

Horst Entorf, Christian Knoll and Liliya Sattarova

2010/17: Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence

Nikolaus Hautsch and Mark Podolskij

2010/16: Economic literacy: An international comparison

Tullio Jappelli

2010/15: Trade-throughs in European cross-traded equities after transaction costs: Empirical evidence for the EURO STOXX 50

Bartholomäus Ende and Marco Lutat

2010/14: Price pressures

Terrence Hendershott and Albert Menkveld

2010/13: Does inter-market competition lead to less regulation?

Sarah Draus

2010/12: Analysis of binary trading patterns in Xetra

Kai-Oliver Maurer and Carsten Schäfer

2010/11: How ordinary consumers make complex economic decisions: Financial literacy and retirement readiness

Annamaria Lusardi and Olivia Mitchell

2010/10: The economic crisis and medical care usage

Annamaria Lusardi, Daniel Schneider and Peter Tufano

2010/09: Financial literacy among the young: Evidence and implications for consumer policy

Annamaria Lusardi, Olivia Mitchell and Vilsa Curto

2010/08: The diversity of forecasts from macroeconomic models of the U.S. economy

Volker Wieland and Maik Wolters

2010/07: Hold-up in multiple banking: Evidence from SME lending

Antje Brunner and Jan Krahnen

2010/06: Washington meets Wall Street: A closer examination of the presidential cycle puzzle

Roman Kräussl, Andre Lucas, David R. Rijsbergen, Pieter van der Sluis and Evert B. Vrugt