CFS Working Paper Series

From Center for Financial Studies (CFS)
Contact information at EDIRC.
Bibliographic data for series maintained by ZBW - Leibniz Information Centre for Economics ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

2007/27: Financial literacy and stock market participation

Maarten van Rooij, Annamaria Lusardi and Rob Alessie

2007/26: Stakeholder capitalism, corporate governance and firm value

Franklin Allen, Elena Carletti and Robert Marquez

2007/25: Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model

Nikolaus Hautsch

2007/24: The CFS international capital flow database: A user's guide

Christian Offermanns and Marcus Pramor

2007/23: International investment positions and exchange rate dynamics: A dynamic panel analysis

Michael Binder and Christian Offermanns

2007/22: Self-protection and insurance with interdependencies

Howard Kunreuther and Alexander Muermann

2007/21: Money in motion: Dynamic portfolio choice in retirement

Wolfram J. Horneff, Raimond H. Maurer, Olivia Mitchell and Michael Z. Stamos

2007/20: Electronic trading systems and intraday non-linear dynamics: An examination of the FTSE 100 cash and futures returns

Bea Canto and Roman Kräussl

2007/19: Competition between exchanges: Euronext versus Xetra

Maria Kasch-Haroutounian and Erik Theissen

2007/18: Money in monetary policy design under uncertainty: A formal characterization of ECB-style cross-checking

Guenter Beck and Volker Wieland

2007/17: Money in monetary policy design under uncertainty: The two-pillar Phillips curve versus ECB-style cross-checking

Guenter Beck and Volker Wieland

2007/16: Gradualism, transparency and improved operational framework: A look at the overnight volatility transmission

Silvio Colarossi and Andrea Zaghini

2007/15: Financial literacy and retirement preparedness: Evidence and implications for financial education programs

Annamaria Lusardi and Olivia Mitchell

2007/14: Sticky prices and monetary policy: Evidence from disaggregated US data

Jean Boivin, Marc Giannoni and Ilian Mihov

2007/13: Menu costs, multi-product firms, and aggregate fluctuations

Virgiliu Midrigan

2007/12: Robustly optimal monetary policy with near-rational expectations

Michael Woodford

2007/11: Bayesian and adaptive optimal policy under model uncertainty

Lars Svensson and Noah Williams

2007/10: Mortgage markets, collateral constraints, and monetary policy: Do institutional factors matter?

Alessandro Calza, Tommaso Monacelli and Livio Stracca

2007/09: Unemployment fluctuation with staggered Nash wage bargaining

Mark Gertler and Antonella Trigari

2007/08: A New Keynesian model with unemployment

Olivier Blanchard and Jordi Galí

2007/07: Identifying the role of labor markets for monetary policy in an estimated DSGE model

Kai Christoffel, Keith Kuester and Tobias Linzert

2007/06: The mistake of 1931: A general equilibrium analysis

Gauti Eggertsson and Benjamin Pugsley

2007/05: Three great American disinflations

Michael Bordo, Christopher Erceg, Andrew Levin and Ryan Michaels

2007/04: On the role of patience in an insurance market with asymmetric information

Michael Sonnenholzner and Achim Wambach

2007/03: The European Central Bank

Michael Binder and Volker Wieland

2007/02: Measuring financial asset return and volatility spillovers, with application to global equity markets

Francis Diebold and Kamil Yilmaz

2007/01: Regional inflation dynamics within and across euro area countries and a comparison with the US

Guenter Beck, Kirstin Hubrich and Massimiliano Marcellino

2006/35: How large is the housing wealth effect? A new approach

Christopher Carroll, Misuzu Otsuka and Jiri Slacalek

2006/34: Consumption smoothing and liquidity income redistribution

Giuseppe Bertola and Winfried Koeniger

2006/33: Credit cycles and macro fundamentals

Siem Jan Koopman, Roman Kräussl and Andre Lucas

2006/32: Does patience pay? Empirical testing of the option to delay accepting a tender offer in the US banking sector

Rachel A. Campbell and Roman Kräussl

2006/31: Revisiting the home bias puzzle: Downside equity risk

Rachel A. Campbell and Roman Kräussl

2006/30: Global monetary policy shocks in the G5: A SVAR approach

João Sousa and Andrea Zaghini

2006/29: Public policy and venture capital financed innovation: A contract design approach

Julia Hirsch

2006/28: Optimal choice and beliefs with ex ante savoring and ex post disappointment

Christian Gollier and Alexander Muermann

2006/27: Tying lending and underwriting: Scope economies, incentives, and reputation

Christian Laux and Uwe Walz

2006/26: Mutual versus stock insurers: Fair premium, capital, and solvency

Christian Laux and Alexander Muermann

2006/25: Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets

Bea Canto and Roman Kräussl

2006/24: Portfolio optimization when risk factors are conditionally varying and heavy tailed

Toker Doganoglu, Christoph Hartz and Stefan Mittnik

2006/23: Accurate Value-at-Risk forecast with the (good old) normal-GARCH model

Christoph Hartz, Stefan Mittnik and Marc S. Paolella

2006/22: Evaluation asset pricing models with limited commitment using household consumption data

Dirk Krueger, Hanno Lustig and Fabrizio Perri

2006/21: Taxing capital? Not a bad idea after all!

Juan Carlos Conesa, Sagiri Kitao and Dirk Krueger

2006/20: Baby boomer retirement security: The roles of planning, financial literacy, and Housing wealth

Annamaria Lusardi and Olivia Mitchell

2006/19: Credit cards: Facts and theories

Carol C. Bertaut and Michael Haliassos

2006/18: On the consequences of demographic change for rates of returns to capital, and the distribution of wealth and welfare

Dirk Krueger and Alexander Ludwig

2006/17: Mark-to-market accounting and liquidity pricing

Franklin Allen and Elena Carletti

2006/16: Precautionary savings and the importance of business owners

Erik Hurst, Arthur Kennickell, Annamaria Lusardi and Francisco Torralba

2006/15: Disentangling the importance of the precautionary saving motive

Arthur Kennickell and Annamaria Lusardi

2006/14: Portfolio inertia and stock market fluctuations

Yannis Bilias, Dimitris Georgarakos and Michael Haliassos

2006/13: The boom-bust cycle in Finland and Sweden 1984-1995 in an international perspective

Lars Jonung, Ludger Schuknecht and Mika Tujula