CFS Working Paper Series

From Center for Financial Studies (CFS)
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2006/12: Why do contracts differ between VC types? Market segmentation versus corporate governance varieties

Julia Hirsch and Uwe Walz

2006/11: The dynamics of venture capital contracts

Carsten Bienz and Julia Hirsch

2006/10: Retirement expectations, pension reforms, and their impact on private wealth accumulation

Renata Bottazzi, Tullio Jappelli and Mario Padula

2006/09: Multivariate normal mixture GARCH

Markus Haas, Stefan Mittnik and Marc S. Paolella

2006/08: Bank mergers, competition and liquidity

Elena Carletti, Philipp Hartmann and Giancarlo Spagnolo

2006/07: Strategic trading and manipulation with spot market power

Alexander Muermann and Stephen H. Shore

2006/06: Investment performance and market share: A study of the German mutual fund industry

Jan Krahnen, Frank A. Schmid and Erik Theissen

2006/05: Die Stabilität von Finanzmärkten: Wie kann die Wirtschaftspolitik Vertrauen schaffen?

Jan Krahnen

2006/04: Risk transfer with CDOs and systemic risk in bankingfam

Jan Krahnen and Christian Wilde

2006/03: Mean variance optimization of non-linear systems and worst-case analysis

Panos Parpas, Berc Rustem, Volker Wieland and Stan Zakovic

2006/02: Precautionary Saving and Precautionary Wealth

Christopher Carroll and Miles Kimball

2006/01: Market efficiency today

Mohammad Pesaran

2005/33: The volatility of realized volatility

Fulvio Corsi, Uta Kretschmer, Stefan Mittnik and Christian Pigorsch

2005/32: Do consumers choose the right credit contracts?

Sumit Agarwal, Souphala Chomsisengphet, Chunlin Liu and Nicholas S. Souleles

2005/31: Inflation rate dispersion and convergence in monetary and economic unions: lessons for the ECB

Axel A. Weber and Guenter Beck

2005/30: Price stability, inflation convergence and diversity in EMU: Does one size fit all?

Axel A. Weber and Guenter Beck

2005/29: Awareness and stock market participation

Luigi Guiso and Tullio Jappelli

2005/28: Intertemporal choice and consumption mobility

Tullio Jappelli and Luigi Pistaferri

2005/27: Trusting the stock market

Michael Haliassos and Michael Reiter

2005/26: Credit card debt puzzles

Michael Haliassos and Michael Reiter

2005/25: Credit risk transfer and contagion

Franklin Allen and Elena Carletti

2005/24: Insuring the uninsurable: brokers and incomplete insurance contracts

Neil A. Doherty and Alexander Muermann

2005/23: Credit market competition and capital regulation

Franklin Allen, Elena Carletti and Robert Marquez

2005/22: Stock returns and expected business conditions: Half a century of direct evidence

Sean D. Campbell and Francis Diebold

2005/21: ART Versus Reinsurance: The Disciplining Effect of Information Insensitivity

Silke Brandts and Christian Laux

2005/20: Equity culture and the distribution of wealth

Yannis Bilias, Dimitris Georgarakos and Michael Haliassos

2005/19: A quantitative exploration of the opportunistic approach to disinflation

Yunus Aksoy, Athanasios Orphanides, David Small and Volker Wieland

2005/18: The method of endogenous gridpoints for solving dynamic stochastic optimization problems

Christopher Carroll

2005/17: The optimal inflation buffer with a zero bound on nominal interest rates

Roberto Billi

2005/16: Discretionary monetary policy and the zero lower bound on nominal interest rates

Klaus Adam and Roberto Billi

2005/15: Does income inequality lead to consumption inequality? Evidence and theory

Dirk Krueger and Fabrizio Perri

2005/14: Stochastic optimization and worst-case analysis in monetary policy design

Berc Rustem, Volker Wieland and Stan Zakovic

2005/13: Insurance policies for monetary policy in the Euro area

Keith Küster and Volker Wieland

2005/12: Pareto improving social security reform when financial markets are incomplete!?

Dirk Krueger and Felix Kubler

2005/11: Modeling and predicting market risk with Laplace-Gaussian mixture distributions

Markus Haas, Stefan Mittnik and Marc S. Paolella

2005/10: On the optimal progressivity of the income tax code

Juan Carlos Conesa and Dirk Krueger

2005/09: Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts

Markus Haas, Stefan Mittnik and Bruce Mizrach

2005/08: Volatility forecasting

Torben Andersen, Tim Bollerslev, Peter Christoffersen and Francis Diebold

2005/07: Competitive risk sharing contracts with one-sided commitment

Dirk Krueger and Harald Uhlig

2005/06: Default risk sharing between banks and markets: The contribution of collateralized debt obligations

Günter Franke and Jan Krahnen

2005/05: Der Handel von Kreditrisiken: Eine neue Dimension des Kapitalmarktes

Jan Krahnen

2005/04: A framework for exploring the macroeconomic determinants of systematic risk

Torben Andersen, Tim Bollerslev, Francis Diebold and Jin Wu

2005/03: Modeling bond yields in finance and macroeconomics

Francis Diebold, Monica Piazzesi and Glenn Rudebusch

2005/02: Practical volatility and correlation modeling for financial market risk management

Torben Andersen, Tim Bollerslev, Peter Christoffersen and Francis Diebold

2005/01: The reform of October 1979: How it happened and why

David E. Lindsay, Athanasios Orphanides and Robert Rasche

2004/25: The Basel II Accord: Internal ratings and bank defferentiation

Eberhard Fees and Ulrich Hege

2004/24: The decline of activist stabilization policy: Natural rate misperceptions, learning, and expectations

Athanasios Orphanides and John Williams

2004/23: Understanding the effects of government spending on consumption

Jordi Galí, Javier Valles and Alexander L. Wolman

2004/22: Monetary discretion, pricing complementarity and dynamic multiple equilibria

Robert G. King and Alexander Wolman

2004/21: The Basle scuritisation framework explained: The regulatory treatment of asset securitisation

Andreas Jobst