CFS Working Paper Series

From Center for Financial Studies (CFS)
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2010/05: Blockholder dispersion and firm value

Sander J. J. Konijn, Roman Kräussl and Andre Lucas

2010/04: Risk and expected returns of private equity investments: Evidence based on market prices

Narasimhan Jegadeesh, Roman Kräussl and Joshua Pollet

2010/03: A call on Art investments

Roman Kraeussl and Christian Wiehenkamp

2010/02: Are particular industries more likely to succeed? A comparative analysis of VC investment in the US and Europe

Roman Kraeussl and Stefan Krause Montalbert

2010/01: The impact of macroeconomic news on quote adjustments, noise, and informational volatility

Nikolaus Hautsch, Dieter E. Hess and David Veredas

2009/32: On the importance of sectoral shocks for price-setting

Guenter Beck, Kirstin Hubrich and Massimiliano Marcellino

2009/31: Quantifying high-frequency market reactions to real-time news sentiment announcements

Axel Groß-Klußmann and Nikolaus Hautsch

2009/30: Quantitative easing: A rationale and some evidence from Japan

Volker Wieland

2009/29: Trust, sociability and stock market participation

Dimitris Georgarakos and Giacomo Pasini

2009/28: Investing at home and abroad: Different costs, different people

Dimitris Christelis and Dimitris Georgarakos

2009/27: Price discovery in spot and futures markets: A reconsideration

Erik Theissen

2009/26: Fiscal stimulus and the promise of future spending cuts: A comment

Volker Wieland

2009/25: Keynesian government spending multipliers and spillovers in the Euro area

Tobias Cwik and Volker Wieland

2009/24: Politischer Wille oder ökonomisches Gesetz? Einige Anmerkungen zu einem großen Thema

Otmar Issing

2009/23: The market impact of a limit order

Nikolaus Hautsch and Ruihong Huang

2009/22: Did fair-value accounting contribute to the financial crisis?

Christian Laux and Christian Leuz

2009/21: Surprising comparative properties of monetary models: Results from a new data base

John Taylor and Volker Wieland

2009/20: A blocking and regularization approach to high dimensional realized covariance estimation

Nikolaus Hautsch, Lada M. Kyj and Nikolaus Hautsch

2009/19: Money in monetary policy design: Monetary cross-checking in the New-Keynesian Model

Guenter Beck and Volker Wieland

2009/18: Modelling and forecasting liquidity supply using semiparametric factor dynamics

Wolfgang Karl Härdle, Nikolaus Hautsch and Andrija Mihoci

2009/17: New Keynesian versus old Keynesian government spending multipliers

John F. Cogan, Tobias Cwik, John Taylor and Volker Wieland

2009/16: Precautionary saving and the marginal propensity to consume out of permanent income

Christopher Carroll

2009/15: A tractable model of precautionary reserves, net foreign assets, or sovereign wealth funds

Christopher Carroll and Olivier Jeanne

2009/14: A tractable model of buffer stock saving

Christopher Carroll and Patrick Toche

2009/13: Instabile Finanzmärkte

Günter Franke and Jan Krahnen

2009/12: The American consumer: Reforming, or just resting?

Christopher Carroll and Jiri Slacalek

2009/11: CDOs and systematic risk: Why bond ratings are inadequate

Jan Krahnen and Christian Wilde

2009/10: Algorithmic trading engines versus human traders: Do they behave different in securities markets?

Peter Gomber and Markus Gsell

2009/09: The crisis of fair value accounting: Making sense of the recent debate

Christian Laux and Christian Leuz

2009/08: Debt literacy, financial experiences, and overindebtedness

Annamaria Lusardi and Peter Tufano

2009/07: Governance und Vertragsstrukturen in der deutschen VC Industrie: Eine empirische Einschätzung

Carsten Bienz, Julia Hirsch and Uwe Walz

2009/06: The design of vertical R&D collaborations

Patrick Herbst and Uwe Walz

2009/05: Venture capital exit rights

Carsten Bienz and Uwe Walz

2009/04: Financial advisors: A case of babysitters?

Andreas Hackethal, Michael Haliassos and Tullio Jappelli

2009/03: Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields

Nikolaus Hautsch and Yangguoyi Ou

2009/02: Stockholding: From participation to location and to participation spillovers

Dimitris Christelis, Dimitris Georgarakos and Michael Haliassos

2009/01: Opting out of the great inflation: German monetary policy after the break down of Bretton Woods

Andreas Beyer, Vítor Gaspar, Christina Gerberding and Otmar Issing

2008/56: Household economic decisions under the shadow of terrorism

Dimitris Christelis and Dimitris Georgarakos

2008/55: Openness, financial markets, and policies: Cross-country and dynamic patterns

Giuseppe Bertola and Anna Lo Prete

2008/54: Corporate insurance design with multiple risks and moral hazard

Christian Laux

2008/53: The impact of liquidity shocks through the limit order book

Gunther Wuyts

2008/52: The diminishing liquidity premium

Azi Ben-Rephael, Ohad Kadan and Avi Wohl

2008/51: The Euro: A currency without a state

Otmar Issing

2008/50: International price discovery in the presence of microstructure noise

Joachim G. Grammig and Franziska J. Peter

2008/49: Assessing the impact of algorithmic trading on markets: A simulation approach

Markus Gsell

2008/48: The impact of hidden liquidity in limit order books

Stefan Frey and Patrik Sandås

2008/47: Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate

Albert Menkveld, Asani Sarkar and Michel van der Wel

2008/46: Dynamic limit order market with diversity in trading horizons

Mark van Achter

2008/45: The quality of price formation at market openings and closings: Evidence from the Nasdaq stock market

Michael S. Pagano, Lin Peng and Robert A. Schwartz

2008/44: Demutualization and enforcement incentives at self-regulatory financial exchanges

David Reiffen and Michel Robe