SAFE Working Paper Series

From Leibniz Institute for Financial Research SAFE
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27: 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

26: Financing asset growth

Michael Brennan and Holger Kraft

25: Systemic risk in the financial sector: What can se learn from option markets?

Holger Kraft and Alexander Schmidt

24: Performance benefits of tight control

Andrej Gill and Nikolai Visnjic

23: Insight private equity

Andrej Gill and Nikolai Visnjic

22: Trust in government and fiscal adjustments

Dirk Bursian, Alfons Weichenrieder and Jochen Zimmer

21: Who invests in home equity to exempt wealth from bankruptcy?

Stefano Corradin, Reint Gropp, Harry Huizinga and Luc Laeven

20: Spillover effects among financial institutions: A state-dependent sensitivity value-at-risk approach

Zeno Adams, Roland Füss and Reint Gropp

19: Hidden gems and borrowers with dirty little secrets: Investment in soft information, borrower self-selection and competition

Reint Gropp, Christian Gruendl and Andre Guettler

18: Euro membership and fiscal reaction functions

Alfons Weichenrieder and Jochen Zimmer

17: Stochastic differential utility as the continuous-time limit of recursive utility

Holger Kraft and Frank Thomas Seifried

16: When do jumps matter for portfolio optimization?

Marius Ascheberg, Nicole Branger and Holger Kraft

15: Consumption habits and humps

Holger Kraft, Claus Munk, Frank Thomas Seifried and Sebastian Wagner

14: Trust in the monetary authority

Dirk Bursian and Ester Faia

13: Twin picks: Disentangling the determinants of risk-taking in household portfolios

Laurent Calvet and Paolo Sodini

12: Endogenous banks' networks, cascades and systemic risk

Marcel Bluhm, Ester Faia and Jan Krahnen

11: The dynamics of crises and the equity premium

Nicole Branger, Holger Kraft and Christoph Meinerding

10: Interbank network and bank bailouts: Insurance mechanism for non-insured creditors?

Tim Eisert and Christian Eufinger

9 [rev.]: Incentive-based capital requirements

Christian Eufinger and Andrej Gill

9: Basel III and CEO compensation in banks: Pay structures as a regulatory signal

Christian Eufinger and Andrej Gill

8: Monetary policy and risk taking

Ignazio Angeloni, Ester Faia and Marco Lo Duca

7: Bank and sovereign debt risk connection

Matthieu Darracq Paries, Ester Faia and Diego Rodriguez Palenzuela

6: Growth options and firm valuation

Holger Kraft, Eduardo S. Schwartz and Farina Weiss

5: Option-implied information and predictability of extreme returns

Grigory Vilkovz and Yan Xiaox

4: Does mood affect trading behavior?

Markku Kaustia and Elias Rantapuska

3: Does sophistication affect long-term return expectations? Evidence from financial advisers' exam scores

Markku Kaustia, Antti Lehtoranta and Vesa Puttonen

2: Stock ownership and political behavior: Evidence from demutualization

Markku Kaustia, Samuli Knüpfer and Sami Torstila

1: Household debt and social interactions

Dimitris Georgarakos, Michael Haliassos and Giacomo Pasini