SAFE Working Paper Series

From Leibniz Institute for Financial Research SAFE
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76: The output effect of fiscal consolidation plans

Alberto Alesina, Carlo Favero and Francesco Giavazzi

75: The limits of model-based regulation

Markus Behn, Rainer Haselmann and Vikrant Vig

74: Equilibrium asset pricing in directed networks

Nicole Branger, Patrick Konermann, Christoph Meinerding and Christian Schlag

73: A life-cycle model with ambiguous survival beliefs

Max Groneck, Alexander Ludwig and Alexander Zimper

72: Endogenous grids in higher dimensions: Delaunay interpolation and hybrid methods

Alexander Ludwig and Matthias Schön

71: Social security in an analytically tractable overlapping generations model with aggregate and idiosyncratic risk

Daniel Harenberg and Alexander Ludwig

70: Assessing systemic fragility: A probabilistic perspective

Deyan Radev

69: Control thyself: Self-control failure and household wealth

Nina Biljanovska and Spyros Palligkinis

68: How special are they? Targeting systemic risk by regulating shadow banking

Tobias Tröger

67: Peer effects and risk sharing in experimental asset markets

Sascha Baghestanian, Paul J. Gortner and Joël J. van der Weele

66: Corporate groups: A German's European perspective

Tobias Tröger

65: The effects of a low interest rate environment on life insurers

Elia Berdin and Helmut Gründl

64: A repeated principal-agent model with on-the-job search

Daniel Herbold

63: Does product familiarity matter for participation?

Nicola Fuchs-Schündeln and Michael Haliassos

62: Financial incentives and loan officer behavior: Multitasking and allocation of effort under an incomplete contract

Patrick Behr, Alejandro Drexler, Reint Gropp and Andre Guettler

61: Vertical fiscal imbalances and the accumulation of government debt

Iñaki Aldasoro and Mike Seiferling

60: Direct and indirect risk-taking incentives of inside debt

Stefano Colonnello, Giuliano Curatola and Ngoc Giang Hoang

59: Idiosyncratic risk, aggregate risk, and the welfare effects of social security

Daniel Harenberg and Alexander Ludwig

58: Incompatible European partners? Cultural predispositions and household financial behavior

Michael Haliassos, Thomas Jansson and Yigitcan Karabulut

57: Financial regulation in the EU: Cross-border capital flows, systemic risk and the European Banking Union as reference points for EU financial market integration

Brigitte Haar

56: Austerity, fiscal uncertainty, and economic growth: Insights from fiscally weak EU countries

Giuliano Curatola, Michael Donadelli, Alessandro Gioffré and Patrick Grüning

55: Measuring ambiguity aversion: A systematic experimental approach

Jan Krahnen, Peter Ockenfels and Christian Wilde

54: Anchoring in experimental asset markets

Sascha Baghestanian and Todd Walker

53: Consumption and wage humps in a life-cycle model with education

Holger Kraft, Claus Munk, Frank Thomas Seifried and Mogens Steffensen

52: Optimal consumption and investment with Epstein-Zin recursive utility

Holger Kraft, Thomas Seiferling and Frank Thomas Seifried

51: Mutual excitation in eurozone sovereign CDS

Yacine Ait-Sahalia, Roger Laeven and Loriana Pelizzon

50: Exit strategies

Ignazio Angeloni, Ester Faia and Roland Winkler

49: An experiment on retail payments systems

Gabriele Camera, Marco Casari and Stefania Bortolotti

48: Systemic risk in an interconnected banking system with endogenous asset markets

Marcel Bluhm and Jan Krahnen

47: Pricing in retail financial markets and the fallacies of consumer education

Michael Kosfeld and Ulrich Schüwer

46: Monetary policy implementation in an interbank network: Effects on systemic risk

Marcel Bluhm, Ester Faia and Jan Krahnen

45: Liquidity coinsurance and bank capital

Fabio Castiglionesi, Fabio Feriozzi, Gyöngyi Lóránth and Loriana Pelizzon

44: Critical illness insurance in life cycle portfolio problems

Lorenz S. Schendel

43: Consumption-investment problems with stochastic mortality risk

Lorenz S. Schendel

42: Did consumers want less debt? Consumer credit demand versus supply in the wake of the 2008-2009 financial crisis

Reint Gropp, John Krainer and Elizabeth Laderman

41: Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs

Adrian Buss, Raman Uppal and Grigory Vilkov

40: Life insurance demand under health shock risk

Holger Kraft, Lorenz S. Schendel and Mogens Steffensen

39: Banks' financial distress, lending supply and consumption expenditure

Evren Damar, Reint Gropp and Adi Mordel

38: How do insured deposits affect bank risk? Evidence from the 2008 Emergency Economic Stabilization Act

Claudia Lambert, Felix Noth and Ulrich Schüwer

37: Systemic risk and sovereign debt in the Euro area

Deyan Radev

36: Bank rescues and bailout expectations: The erosion of market discipline during the financial crisis

Florian Hett and Alexander Schmidt

35: Competition between equity markets: A review of the consolidation versus fragmentation debate

Peter Gomber, Satchit Sagade, Erik Theissen, Moritz Christian Weber and Christian Westheide

34: Asset pricing under uncertainty about shock propagation

Nicole Branger, Patrick Grüning, Holger Kraft and Christoph Meinerding

33: Two monetary models with alternating markets

Gabriele Camera and YiLi Chien

32: Game-theoretic foundations of monetary equilibrium

Gabriele Camera and Alessandro Gioffré

31: Trust me! I am a European Central Banker

Dirk Bursian and Sven Fürth

30: Optimal policy and taylor rule cross-checking under parameter uncertainty

Dirk Bursian and Markus Roth

29: Input-output-based measures of systemic importance

Iñaki Aldasoro and Ignazio Angeloni

28: Partial information about contagion risk, self-exciting processes and portfolio optimization

Nicole Branger, Holger Kraft and Christoph Meinerding

27 [rev.]: The single supervisory mechanism - Panacea of quack banking regulation? Preliminary assessment of the evolving regime for the prudential supervision of banks with ECB involvement

Tobias Tröger