CFS Working Paper Series

From Center for Financial Studies (CFS)
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2003/17: Organized equity markets in Germany

Erik Theissen

2003/16: The role of accounting in the German financial system

Christian Leuz and Jens Wüstemann

2003/15: Contractual relations between European VC-funds and investors: The impact of reputation and bargaining power on contractual design

Daniel Schmidt and Mark Wahrenburg

2003/14: Institutional investors in Germany: Insurance companies and investment funds

Raimond H. Maurer

2003/13: Price stability and monetary policy effectiveness when nominal interest rates are bounded at zero

Günter Coenen, Athanasios Orphanides and Volker Wieland

2003/12: Optimal Monetary Policy with Imperfect Common Knowledge

Klaus Adam

2003/11: Heterogeneous Expectations in the Foreign Exchange Market Evidence from the Daily Dollar/DM Exchange Rate

Ralf Ahrens and Stefan Reitz

2003/10: Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists

Stefan Reitz and Frank Westerhoff

2003/09: The Zero-Interest-Rate and the Role of the Exchange Rate for Monetary Policy in Japan

Günter Coenen and Volker Wieland

2003/08: A Small Estimated Euro Area Model with Rational Expectations and Nominal Rigidities

Günter Coenen and Volker Wieland

2003/07: Data Uncertainty and the Role of Money as an Information Variable for Monetary Policy

Günter Coenen, Andrew Levin and Volker Wieland

2003/06: The performance of forecast-based monetary policy rules under model uncertainty

Andrew Levin, Volker Wieland and John Williams

2003/05: Monetary Policy and Uncertainty about the Natural Unemployment Rate

Volker Wieland

2003/04: Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions

Stefan Mittnik and Marc S. Paolella

2003/03: Learning and Equilibrium Selection in a Monetary Overlapping Generations Model with Sticky Prices

Klaus Adam

2003/02: On the Relation between Robust and Bayesian Decision Making

Klaus Adam

2003/01: Learning to Forecast and Cyclical Behavior of Output and Inflation

Klaus Adam

2002/17: Collateral, relationship lending and financial distress: An empirical study on financial contracting

Ralf Elsas and Jan Krahnen

2002/16: Over-allotment options in IPOs on Germany's Neuer Markt: An empirical investigation

Stefanie A. Franzke and Christian Schlag

2002/15: Activist stabilization policy and inflation: The Taylor rule in the 1970s

Athanasios Orphanides

2002/14: The Pricing puzzle: The default term structure of collateralised loan obligations

Andreas Jobst

2002/13: Collateralised loan obligations (CLOs): A primer

Andreas Jobst

2002/12: On the short and long term real effects of nominal exchange rates

Yunus Aksoy and Hanno Lustig

2002/11: Core inflation in the euro area: An application of the generalized dynamic factor model

Elke Hahn

2002/10: Mixed normal conditional heteroskedasticity

Markus Haas, Stefan Mittnik and Marc S. Paolella

2002/09: The credibility of central bank announcements

Marco Hoeberichts

2002/08: Financing practices in the German venture capital industry: An empirical assessment

Andreas Bascha and Uwe Walz

2002/07: Exit timing of venture capitalists in the course of an initial public offering

Werner Neus and Uwe Walz

2002/06: Internalisierung und Marktqualität: Was bringt Xetra Best?

Erik Theissen

2002/05: Return and volatility spillovers to industry returns: Does EMU play a role?

Bernd Kaltenhäuser

2002/04: Forecasting stock market volatility and the informational efficiency of the DAX-index options market

Holger Claessen and Stefan Mittnik

2002/03: Money-back guarantees in individual pension accounts: Evidence from the German pension reform

Raimond H. Maurer and Christian Schlag

2002/02: Why borrowers pay premiums to larger lenders: Empirical evidence from sovereign syndicated loans

Issam Hallak

2002/01: Die Vertragsbeziehungen zwischen Investoren und Venture Capital-Fonds: Eine empirische Untersuchung des europäischen Venture Capital-Marktes

Stefan Feinendegen, Daniel Schmidt and Mark Wahrenburg

2001/13: Economic integration and the exchange rate regime: How damaging are currency crises?

Axel A. Weber and Guenter Beck

2001/12: Trade flows and the international business cycle

Daniel Gross

2001/11: Country-specific and global shocks in the business cycle

Daniel Gross

2001/10: Private benefits and minority shareholder expropriation: Empirical evidence from IPOs of German family-owned firms

Olaf Ehrhardt and Eric Nowak

2001/09: Core inflation in the Euro area: Evidence from the structural VAR approach

Elke Hahn

2001/08: Domestic money and US output and inflation

Yunus Aksoy and Tomasz Piskorski

2001/07: How wide are European borders? On the integration effects of monetary unions

Axel A. Weber and Guenter Beck

2001/06: Explaining the Dollar-Euro rate: Do stock market returns mater?

Bernd Kaltenhäuser

2001/05: Countdown for the New Basle Capital Accord: Are German banks ready for the internal ratings-based approach?

Ralf Ewert and Andrea Szczesny

2001/04: Multiple lenders and corporate distress: Evidence on debt restructuring

Antje Brunner and Jan Krahnen

2001/03: Comparative analysis of alternative credit risk models: An application on German middle market loan portfolios

Markus Kern and Bernd Rudolph

2001/02: Do country fundamentals explain emerging market bond spreads?

Roland Beck

2001/01: Underpricing of venture-backed and non venture-backed IPOs: Germany's Neuer Markt

Stefanie A. Franzke

2000/13: (Partial) privatization social security: The Chilean model - a lesson to follow?

Roland Eisen

2000/12: Has there always been underpricing and long-run underperformance? IPOs in Germany before World War I

Christian Schlag and Anja Wodrich

2000/11: The volatility of capital flows to emerging markets and financial services trade

Roland Beck