CFS Working Paper Series

From Center for Financial Studies (CFS)
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2008/43: The industrial organization of execution, clearing and settlement in financial markets

Craig Pirrong

2008/42: Central counterparties

Thorsten Koeppl and Cyril Monnet

2008/41: Does algorithmic trading improve liquidity?

Terrence Hendershott, Charles Jones and Albert Menkveld

2008/40: Pro-rata matching and one-tick futures markets

Jonathan Field and Jeremy Large

2008/39: Insiders-outsiders, transparency and the value of the ticker

Giovanni Cespa and Thierry Foucault

2008/38: Hidden regret in insurance markets: Adverse and advantageous selection

Rachel Huang, Alexander Muermann and Larry Y. Tzeng

2008/37: Monopoly power limits hedging

Alexander Muermann and Stephen H. Shore

2008/36: Retail finance: Bringing in the supply side

Roman Inderst

2008/35: Cognitive abilities and portfolio choice

Dimitris Christelis, Tullio Jappelli and Mario Padula

2008/34: Information sharing and credit: Firm-level evidence from transition countries

Martin Brown, Tullio Jappelli and Marco Pagano

2008/33: Financial market integration under EMU

Tullio Jappelli and Marco Pagano

2008/32: On the correlation structure of microstructure noise in theory and practice

Francis Diebold and Georg Strasser

2008/31: The future of securitization

Günter Franke and Jan Krahnen

2008/30: Financial structure and the impact of monetary policy on asset prices

Stefan Gerlach and Katrin Assenmacher

2008/29: Does trade integration alter monetary policy transmission?

Tobias Cwik, Gernot Müller and Maik Wolters

2008/28: Price adjustment to news with uncertain precision

Nikolaus Hautsch, Dieter E. Hess and Christoph Müller

2008/27: Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach

Francis Diebold, Canlin Li and Vivian Yue

2008/26: Measuring financial asset return and volatilty spillovers, with application to global equity markets

Francis Diebold and Kamil Yilmaz

2008/25: Central bank misperceptions and the role of money in interest rate rules

Guenter Beck and Volker Wieland

2008/24: Confronting the Robinson Crusoe paradigm with household-size heterogeneity

Christos Koulovatianos, Carsten Schröder and Ulrich Schmidt

2008/23: Endogenous systemic liquidity risk

Jin Cao and Gerhard Illing

2008/22: How do fiscal and technology shocks affect real exchange rates? New evidence for the United States

Zeno Enders, Gernot Müller and Almuth Scholl

2008/21: Quantifying the efficiency of the Xetra LOB market: Detailed recipe

Miriam Sperl

2008/20: Do the elderly reduce housing equity? An international comparison

Maria Chiuri and Tullio Jappelli

2008/19: Financial literacy: An essential tool for informed consumer choice?

Annamaria Lusardi

2008/18: Increasing the effectiveness of financial education in the workplace

Annamaria Lusardi

2008/17: Learning, endogenous indexation and disinflation in the New-Keynesian model

Volker Wieland

2008/16: Economic projections and rules-of-thumb for monetary policy

Athanasios Orphanides and Volker Wieland

2008/15: Risk transfer with CDOs

Jan Krahnen and Christian Wilde

2008/14: Value-at-Risk and expected shortfall for rare events

Stefan Mittnik and Tina Yener

2008/13: Increasing public expenditures: Wagner's law in OECD countries

Serena Lamartina and Andrea Zaghini

2008/12: A partially linear approach to modelling the dynamics of spot and futures prices

Jürgen Gaul and Erik Theissen

2008/11: Constructing the true art market index: A novel 2-step hedonic approach and its application to the German art market

Roman Kräussl and Niels van Elsland

2008/10: Do markets love misery? Stock prices and corporate philanthropic disaster response

Alan Muller and Roman Kräussl

2008/09: International evidence on sticky consumption growth

Christopher Carroll, Jiri Slacalek and Martin Sommer

2008/08: Multivariate regimeswitching GARCH with an application to international stock markets

Markus Haas and Stefan Mittnik

2008/07: Asymmetric multivariate normal mixture GARCH

Markus Haas, Stefan Mittnik and Marc S. Paolella

2008/06: Evidence on the insurance effect of marginal income taxes

Charles Grant, Christos Koulovatianos, Alexander Michaelides and Mario Padula

2008/05: Economic integration and mature portfolios

Dimitris Christelis, Dimitris Georgarakos and Michael Haliassos

2008/04: The economic impact of merger control legislation

Elena Carletti, Philipp Hartmann and Steven Onega

2008/03: Planning and financial literacy: How do women fare?

Annamaria Lusardi and Olivia Mitchell

2008/02: The economics of rating watchlists: Evidence from rating changes

Christian Hirsch and Christina Bannier

2008/01: The reaction of consumer spending and debt to tax rebates: Evidence from consumer credit data

Annamaria Lusardi and Olivia Mitchell

2007/34: Net worth and housing equity in retirement

Todd Sinai and Nicholas S. Souleles

2007/33: Financial literacy and retirement planning: New evidence from the Rand American Life Panel

Annamaria Lusardi and Olivia Mitchell

2007/32: Household debt and credit: Economic issues and data problems

Giuseppe Bertola and Stefan Hochguertel

2007/31: Finance and welfare states in globalizing markets

Giuseppe Bertola

2007/30: Households' saving and debt in Italy

Tullio Jappelli and Mario Padula

2007/29: A direct test of the buffer-stock model of saving

Tullio Jappelli, Mario Padula and Luigi Pistaferri

2007/28: Household saving behavior: The role of literacy, information and financial education programs

Annamaria Lusardi