SAFE Working Paper Series

From Leibniz Institute for Financial Research SAFE
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296: Supranational rules, national discretion: Increasing versus inflating regulatory bank capital?

Reint Gropp, Thomas Mosk, Steven Ongena, Ines Simac and Carlo Wix

295: Financing costs and the efficiency of public-private partnerships

Besart Avdiu and Alfons Weichenrieder

294: Evaluating the effectiveness of policies against a pandemic

Christian Alemán Pericón, Christopher Busch, Alexander Ludwig and Raul Santaeulalia-Llopis

293: When should retirees tap their home equity?

Christoph Hambel, Holger Kraft and André Meyer-Wehmann

292: Recapitalization, bailout, and long-run welfare in a dynamic model of banking

Andrea Modena

291: Resiliency: Cross-venue dynamics with Hawkes processes

Loriana Pelizzon, Satchit Sagade and Katia Vozian

290: The long-term distributional and welfare effects of Covid-19 school closures

Nicola Fuchs-Schündeln, Dirk Krueger, Alexander Ludwig and Irina Popova

289: Predictability and the cross-section of expected returns: A challenge for asset pricing models

Christian Schlag, Michael Semenischev and Julian Thimme

288: Machine learning sentiment analysis, Covid-19 news and stock market reactions

Michele Costola, Michael Nofer, Oliver Hinz and Loriana Pelizzon

287: The terminator of social welfare? The economic consequences of algorithmic discrimination

Kevin Bauer, Nicolas Pfeuffer, Benjamin M. Abdel-Karim, Oliver Hinz and Michael Kosfeld

286: On the role of monetary incentives in risk preference elicitation experiments

Andreas Hackethal, Michael Kirchler, Christine Laudenbach, Michael Razen and Annika Weber

285: The COVID-19 shock and equity shortfall: Firm-level evidence from Italy

Elena Carletti, Tommaso Oliviero, Marco Pagano, Loriana Pelizzon and Marti G. Subrahmanyam

284: Inside the ESG ratings: (Dis)agreement and performance

Monica Billio, Michele Costola, Iva Hristova, Carmelo Latino and Loriana Pelizzon

283: Accounting for financial stability: Lessons from the financial crisis and future challenges

Jannis Bischof, Christian Laux and Christian Leuz

282: Back to the future: A sovereign debt standstill mechanism IMF Article VIII, Section 2 (b)

Daniel Munevar and Grygoriy Pustovit

281: How did we do? The impact of relative performance feedback on intergroup hostilities

Kevin Bauer

280: Consuming dividends

Konstantin Bräuer, Andreas Hackethal and Tobin Hanspal

279: Exposure to the COVID-19 stock market crash and its effect on household expectations

Tobin Hanspal, Annika Weber and Johannes Wohlfart

278: EU agencies in banking and energy between institutional and policy centralisation

Sandra Eckert

277: Who are the Bitcoin investors? Evidence from indirect cryptocurrency investments

Dominique Marcel Lammer, Tobin Hanspal and Andreas Hackethal

276: Does monetary policy impact international market co-movements?

Massimiliano Caporin, Loriana Pelizzon and Alberto Plazzi

275: Collateral eligibility of corporate debt in the Eurosystem

Loriana Pelizzon, Max Riedel, Zorka Simon and Marti G. Subrahmanyam

274: Higher-order income risk over the business cycle

Christopher Busch and Alexander Ludwig

273: Financial literacy and self-control in FinTech: Evidence from a field experiment on online consumer borrowing

Di Bu, Tobin Hanspal, Yin Liao and Yong Liu

272: The trading response of individual investors to local bankruptcies

Christine Laudenbach, Benjamin Loos, Jenny Pirschel and Johannes Wohlfart

271: Risk pooling, leverage, and the business cycle

Pietro Dindo, Andrea Modena and Loriana Pelizzon

270: Do designated market makers provide liquidity during a flash crash?

Mario Bellia, Kim Christensen, Aleksey Kolokolov, Loriana Pelizzon and Roberto Renò

269: The value of firm networks: A natural experiment on board connections

Ester Faia, Maximilian Mayer and Vincenzo Pezone

268: The impact of job referrals on employment outcomes in top corporate positions

Lorenzo Maria Levati and Marie Lalanne

267: Time preferences over the life cycle

Wataru Kureishi, Hannah Paule-Paludkiewicz, Hitoshi Tsujiyama and Midori Wakabayashi

266: Econometrics at scale: Spark up big data in economics

Benjamin Bluhm and Jannic Cutura

265: Implied Volatility Duration: A measure for the timing of uncertainty resolution

Christian Schlag, Julian Thimme and Rüdiger Weber

264: The collateralizability premium

Hengjie Ai, Jun E. Li, Kai Li and Christian Schlag

263: Implications of money-back guarantees for individual retirement accounts: Protection then and now

Vanya Horneff, Daniel Liebler, Raimond Maurer and Olivia Mitchell

262: Credit scoring in SME asset-backed securities: An Italian case study

Andrea Bedin, Monica Billio, Michele Costola and Loriana Pelizzon

261: Buildings' energy efficiency and the probability of mortgage default: The Dutch case

Monica Billio, Michele Costola, Loriana Pelizzon and Max Riedel

260: It's the tail-risk, stupid! Precluding regulatory arbitrage in shadow banking with a normatively charged approach to supervision capitalizing on multipolar regulatory dialogues

Matthias Thiemann and Tobias Tröger

259: Spillovers of funding dry-ups

Iñaki Aldasoro, Florian Balke, Andreas Barth and Egemen Eren

258: Rigid wages and contracts: Time- versus state-dependent wages in the Netherlands

Anderson Grajales-Olarte, Burak Uras and Nathanaël Vellekoop

257: Depressed demand and supply

Baptiste Massenot and Giang Nghiem

256: Horizontal industry relationships and return predictability

Christian Schlag and Kailin Zeng

255: The anatomy of the euro area interest rate swap market

Silvia Dalla Fontana, Marco Holz auf der Heide, Loriana Pelizzon and Martin Scheicher

254: Financing conditions and toxic emissions

Martin Goetz

253: Quasi-dark trading: The effects of banning dark pools in a world of many alternatives

Thomas Johann, Talis Putnins, Satchit Sagade and Christian Westheide

252: Optimists and pessimists in (in)complete markets

Nicole Branger, Patrick Konermann and Christian Schlag

251: Belief formation and belief updating under ambiguity: Evidence from experiments

Wenhui Li and Christian Wilde

250: Inflation expectations and choices of households

Nathanaël Vellekoop and Mirko Wiederholt

249: Job loss expectations, durable consumption and household finances: Evidence from linked survey data

Yuri Pettinicchi and Nathanaël Vellekoop

248: High-frequency trading and price informativeness

Jasmin Gider, Simon Schmickler and Christian Westheide

247: Designated Market Makers: Competition and Incentives

Mario Bellia, Loriana Pelizzon, Marti G. Subrahmanyam and Darya Yuferova