Nachfolgend finden Sie aktuelle Publikationen der Mitglieder der Forschungsgruppe.
Shadow Banks and the Risk‐Taking Channel of Monetary Policy Transmission in the Euro Area (with Arina Wischnewsky), German Economic Review (2020+).
An Unconventional Approach to Evaluate the Bank of England’s Asset Purchase Program, Open Economies Review 31: 79-94 (2020).
State-Dependent Transmission of Monetary Policy in the Euro Area (mit Jan Pablo Burgard und Matthias Nöckel), Journal of Money, Credit and Banking 51 (7): 2053-2070 (2019).
Volatility Dependent Structured Products (with Artem Dyachenko and Walter Farkas), to appear in The Journal of Investing (2020+).
Diversification with Options and Structured Products (with Shuonan Yuan), Review of Derivatives Research (2020).
Fund Size and the Stability of Portfolio Risk (with Martin Ewen), Journal of Risk (2020).
Taking More Risk Tomorrow: Time Horizons and Investment Decisions (with Trang Minh Nguyen, Benjamin Schnur and Mei Wang), Applied Economics Letters (2020).
Maxing Out: Replicating the Puzzling Influence of Past Maximum Returns on Future Asset Prices in a Cross-Country Analysis (with Shuonan Yuan and Nilüfer Caliskan), Management Review Quarterly (2019).
Non-Cooperative Games With Prospect Theory Players and Dominated Strategies (with Lars Peter Metzger), Games and Economic Behavior 115: 396-409 (2019).
Hedging with Regret (with Olaf Korn), Journal of Behavioral and Experimental Finance 22: 192-205 (2019).
Dynamic Asset Allocation with Relative Wealth Concerns (with André Meyer-Wehmann and Holger Kraft), to appear in Journal of Economic Dynamics and Control (2020+).
Lifetime Investment and Consumption with Recursive Preferences and Small Transaction Costs (with Johannes Muhle-Karbe and Yaroslav Melynk), Mathematical Finance 30: 1135-1167 (2020).
Implied Risk Aversion: An Alternative Rating System for Retail Structured Products (with Holger Fink, Sebastian Geissel and Jörn Saß), Review of Derivatives Research 22: 357-387 (2019).
Volatility Dependent Structured Products (with Marc Oliver Rieger and Walter Farkas), to apper in The Journal of Investing (2020+).