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Leibniz Institute for Financial Research SAFE Working Paper Series

SAFE Working Paper Series
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1.

How Persistent Low Expected Returns Alter Optimal Life Cycle Saving, Investment, and Retirement Behavior

SAFE Working Paper No. 190
Number of pages: 21 Posted: 06 Nov 2019
Working Paper Series
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School

Multiple version iconThere are 2 versions of this paper

Downloads 526
2.

The Collateralizability Premium

SAFE Working Paper No. 264 (2019)
Number of pages: 88 Posted: 25 Oct 2019
Working Paper Series
Hengjie Ai, Jun E. Li, Kai Li and Christian Schlag
University of Minnesota - Twin Cities - Carlson School of Management, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management and Leibniz Institute for Financial Research SAFE
Downloads 32
3.

Implications of Money-Back Guarantees for Individual Retirement Accounts: Protection Then and Now

SAFE Working Paper No. 263 (2019)
Number of pages: 59 Posted: 23 Oct 2019
Working Paper Series
Vanya Horneff, Daniel Liebler, Raimond Maurer and Olivia S. Mitchell
Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School

Multiple version iconThere are 2 versions of this paper

Downloads 24
4.

Credit Scoring in SME Asset-Backed Securities: An Italian Case Study

SAFE Working Paper No. 262 (2019)
Number of pages: 38 Posted: 22 Oct 2019
Working Paper Series
Andrea Bedin, Monica Billio, Michele Costola and Loriana Pelizzon
Goethe University Frankfurt, Ca Foscari University of Venice - Dipartimento di Economia, Leibniz Institute for Financial Research SAFE and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 23
5.

Buildings' Energy Efficiency and the Probability of Mortgage Default: The Dutch Case

SAFE Working Paper No. 261 (2019)
Number of pages: 38 Posted: 18 Oct 2019
Working Paper Series
Monica Billio, Michele Costola, Loriana Pelizzon and Max Riedel
Ca Foscari University of Venice - Dipartimento di Economia, Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt - Faculty of Economics and Business Administration and Leibniz Institute for Financial Research SAFE
Downloads 22
6.

It’s the Tail-Risk, Stupid!

SAFE Working Paper No. 260, European Banking Institute Working Paper Series No. 49
Number of pages: 29 Posted: 08 Oct 2019
Working Paper Series
Matthias Thiemann and Tobias H. Troeger
Goethe University Frankfurt and Leibniz Institute for Financial Research SAFE
Downloads 87
7.

Spillovers of Funding Dry-Ups

SAFE Working Paper No. 259 (2019)
Number of pages: 56 Posted: 10 Sep 2019
Working Paper Series
Iñaki Aldasoro, Florian Balke, Andreas Barth and Egemen Eren
Bank for International Settlements (BIS), Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department

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Downloads 18
8.

Completing Banking Union

SAFE Working Paper No. 63, September 2019
Number of pages: 24 Posted: 04 Sep 2019
Accepted Paper Series
Thomas Huertas
Goethe University Frankfurt - Institute of Law and Finance
Downloads 88
9.

Rigid Wages and Contracts: Time- versus State-Dependent Wages in the Netherlands

SAFE Working Paper No. 258 (2019)
Number of pages: 55 Posted: 04 Sep 2019
Working Paper Series
Anderson Grajales, Burak Uras and Nathanael Vellekoop
Tilburg University, Tilburg University - Center for Economic Research (CentER) and University of Toronto

Multiple version iconThere are 2 versions of this paper

Downloads 7
10.

Horizontal Industry Relationships and Return Predictability

SAFE Working Paper No. 256 (2019)
Number of pages: 56 Posted: 12 Aug 2019
Working Paper Series
Christian Schlag and Kailin Zeng
Leibniz Institute for Financial Research SAFE and Jiangxi University of Science and Technology
Downloads 116
11.

The Anatomy of the Euro Area Interest Rate Swap Market

SAFE Working Paper No. 255, 2019
Number of pages: 60 Posted: 08 Aug 2019
Working Paper Series
Silvia Dalla Fontana, Marco Holz auf der Heide, Loriana Pelizzon and Martin Scheicher
USI Lugano, European Central Bank (ECB), Goethe University Frankfurt - Faculty of Economics and Business Administration and European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 26
12.

Depressed Demand and Supply

SAFE Working Paper No. 257
Number of pages: 29 Posted: 17 Jul 2019 Last Revised: 15 Aug 2019
Working Paper Series
Baptiste Massenot and Giang Nghiem
Leibniz Institute for Financial Research SAFE and Leibniz University Hannover
Downloads 30
13.

Financing Conditions and Toxic Emissions

SAFE Working Paper No. 254
Number of pages: 65 Posted: 28 Jun 2019 Last Revised: 12 Jul 2019
Working Paper Series
Martin Richard Goetz
Leibniz Institute for Financial Research SAFE
Downloads 62
14.

Belief Formation and Belief Updating Under Ambiguity: Evidence from Experiments

SAFE Working Paper No. 251
Number of pages: 60 Posted: 07 Jun 2019 Last Revised: 10 Oct 2019
Working Paper Series
Wenhui Li and Christian Wilde
SAFE Goethe University Frankfurt and Goethe University Frankfurt - Department of Finance
Downloads 40
15.

Quasi-Dark Trading: The Effects of Banning Dark Pools in a World of Many Alternatives

SAFE Working Paper No. 253
Number of pages: 62 Posted: 28 May 2019 Last Revised: 25 Jun 2019
Working Paper Series
Thomas Johann, Tālis J. Putniņš, Satchit Sagade and Christian Westheide
University of Mannheim - Finance Area, University of Technology Sydney (UTS), Goethe University Frankfurt - Department of Finance and University of Vienna - Department of Finance
Downloads 143
16.

Peer Effects and Risk Sharing in Experimental Asset Markets

European Economic Review, Forthcoming, Tinbergen Institute Discussion Paper 2019-027/I, SAFE Working Paper No. 67
Number of pages: 37 Posted: 25 May 2019
Accepted Paper Series
Paul Gortner and Joel J. van der Weele
Leibniz Institute for Financial Research SAFE and University of Amsterdam - Center for Experimental Economics and political Decision making (CREED)
Downloads 19
17.

Performance Benefits of Tight Control

SAFE Working Paper No. 24, https://doi.org/10.3905/jpe.2015.18.3.041
Posted: 22 May 2019 Last Revised: 22 May 2019
Accepted Paper Series
Andrej Gill and Nikolai Visnjic
Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt

Multiple version iconThere are 2 versions of this paper

18.

Inflation Expectations and Choices of Households

SAFE Working Paper No. 250 (2019)
Number of pages: 44 Posted: 07 May 2019
Working Paper Series
Nathanael Vellekoop and Mirko Wiederholt
University of Toronto and Sciences Po
Downloads 62
19.

Paying for Market Liquidity: Competition and Incentives

SAFE Working Paper No. 247, Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 63 Posted: 18 Apr 2019 Last Revised: 01 Oct 2019
Working Paper Series
Mario Bellia, Loriana Pelizzon, Marti G. Subrahmanyam and Darya Yuferova
European Union - JRC-Ispra, European Commision, Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Department of Finance and Norwegian School of Economics (NHH) - Department of Finance
Downloads 121
20.

Job Loss Expectations, Durable Consumption and Household Finances: Evidence from Linked Survey Data

SAFE Working Paper No. 249
Number of pages: 25 Posted: 04 Apr 2019
Working Paper Series
Yuri Pettinicchi and Nathanael Vellekoop
Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA) and University of Toronto
Downloads 33
21.

What Drives Banks' Geographic Expansion? The Role of Locally Non-Diversifiable Risk

SAFE Working Paper No. 246
Number of pages: 66 Posted: 01 Apr 2019 Last Revised: 29 Aug 2019
Working Paper Series
Reint Gropp, Felix Noth and Ulrich Schüwer
Halle Institute for Economic Research, Otto-von-Guericke-Universität Magdeburg and University of Bonn - Institute for Financial Economics and Statistics
Downloads 63
22.

High-Frequency Trading and Price Informativeness

SAFE Working Paper No. 248
Number of pages: 68 Posted: 24 Mar 2019 Last Revised: 15 Jul 2019
Working Paper Series
Jasmin Gider, Simon Schmickler and Christian Westheide
Tilburg University - School of Economics and Management, Princeton University, Department of Economics and University of Vienna - Department of Finance
Downloads 186
23.

Smoking Hot Portfolios? Overtrading from Self-Control Failure

SAFE Working Paper No. 245
Number of pages: 57 Posted: 06 Mar 2019 Last Revised: 07 Oct 2019
Working Paper Series
Charline Uhr, Steffen Meyer and Andreas Hackethal
Goethe University Frankfurt, University of Southern Denmark - Department of Business and Economics and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 147
24.

High-Dimensional Sparse Financial Networks Through a Regularised Regression Model

SAFE Working Paper No. 244 (2019)
Number of pages: 51 Posted: 27 Feb 2019
Working Paper Series
Mauro Bernardi and Michele Costola
University of Padova and Leibniz Institute for Financial Research SAFE
Downloads 75
25.

Professional Networks and their Coevolution with Executive Careers: Evidence from North America and Europe

SAFE Working Paper No. 243, 2019
Number of pages: 54 Posted: 05 Feb 2019 Last Revised: 29 Mar 2019
Working Paper Series
Nicoletta Berardi, Marie Lalanne and Paul Seabright
Banque de France - Economic Study and Research Division, University of Turin - Collegio Carlo Alberto and University of Toulouse I - Industrial Economic Institute (IDEI)
Downloads 28
26.

The Heterogeneous Cost of Wage Rigidity: Evidence and Theory

SAFE Working Paper No. 242
Number of pages: 64 Posted: 31 Jan 2019 Last Revised: 21 Jan 2020
Working Paper Series
Ester Faia and Vincenzo Pezone
Goethe University Frankfurt and Goethe University Frankfurt - Research Center SAFE
Downloads 68
27.

Macroprudential Policy in the Lab

SAFE Working Paper No. 239
Number of pages: 26 Posted: 07 Jan 2019
Working Paper Series
Paul Gortner and Baptiste Massenot
Leibniz Institute for Financial Research SAFE and Leibniz Institute for Financial Research SAFE
Downloads 28
28.

Much Ado About Nothing: A Study of Differential Pricing and Liquidity of Short and Long Term Bonds

SAFE Working Paper No. 238
Number of pages: 63 Posted: 11 Dec 2018 Last Revised: 16 Apr 2019
Working Paper Series
Joost Driessen, Theo Nijman and Zorka Simon
Tilburg University - Center and Faculty of Economics and Business Administration, Tilburg University - Center and Faculty of Economics and Business Administration and Goethe University Frankfurt - Research Center SAFE
Downloads 47
29.

Pitfalls of Central Clearing in the Presence of Systematic Risk

SAFE Working Paper No. 235
Number of pages: 79 Posted: 06 Nov 2018 Last Revised: 17 Sep 2019
Working Paper Series
Christian Kubitza, Loriana Pelizzon and Mila Getmansky Sherman
University of Bonn - Institute for Financial Economics and Statistics, Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Downloads 111
30.

A Tale of One Exchange and Two Order Books: Effects of Fragmentation in the Absence of Competition

SAFE Working Paper No. 234
Number of pages: 57 Posted: 05 Nov 2018 Last Revised: 16 Apr 2019
Working Paper Series
Alejandro Bernales, Nicolás Garrido, Satchit Sagade, Marcela Valenzuela and Christian Westheide
Universidad de Chile, University of Chile, Goethe University Frankfurt - Department of Finance, Pontificia Universidad Católica de Chile and University of Vienna - Department of Finance
Downloads 62
31.

Can Households See into the Future? Survey Evidence from the Netherlands

SAFE Working Paper No. 233
Number of pages: 28 Posted: 01 Nov 2018
Working Paper Series
Baptiste Massenot and Yuri Pettinicchi
Leibniz Institute for Financial Research SAFE and Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA)
Downloads 35
32.

Debt Holder Monitoring and Implicit Guarantees: Did the BRRD Improve Market Discipline?

SAFE Working Paper No. 232
Number of pages: 48 Posted: 13 Oct 2018 Last Revised: 20 Oct 2018
Working Paper Series
Jannic Cutura
Goethe University Frankfurt, House of Finance (HoF), Graduate School of Economics, Finance and Management (GSEFM), Students

Multiple version iconThere are 2 versions of this paper

Downloads 106
33.

Lighting up the Dark: Liquidity in the German Corporate Bond Market

SAFE Working Paper No. 230
Number of pages: 61 Posted: 05 Oct 2018
Working Paper Series
Yalin Gündüz, Giorgio Ottonello, Loriana Pelizzon, Michael Schneider and Marti G. Subrahmanyam
Deutsche Bundesbank, Nova School of Business and Economics, Goethe University Frankfurt - Faculty of Economics and Business Administration, Deutsche Bundesbank and New York University (NYU) - Department of Finance
Downloads 100
34.

Asset Pricing in OLG Economies With Borrowing Constraints and Idiosyncratic Income Risk

SAFE Working Paper No. 229
Number of pages: 53 Posted: 28 Sep 2018
Working Paper Series
Daniel Harenberg
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich
Downloads 39
35.

Endogenous Retirement Behavior of Heterogeneous Households Under Pension Reforms

SAFE Working Paper No. 221
Number of pages: 52 Posted: 31 Aug 2018
Working Paper Series
Axel H. Börsch-Supan, Klaus Härtl, Duarte Nuno Leite and Alexander Ludwig
Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA), Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA), Max Planck Institute for Social Law and Social Policy and Leibniz Institute for Financial Research SAFE

Multiple version iconThere are 2 versions of this paper

Downloads 30
36.

Quantifying Inertia in Retail Deposit Markets

SAFE Working Paper No. 223
Number of pages: 57 Posted: 31 Aug 2018
Working Paper Series
Florian Deuflhard
Goethe University Frankfurt

Multiple version iconThere are 2 versions of this paper

Downloads 39
37.

Idiosyncratic Volatility Puzzle: The Role of Assets' Interconnections

SAFE Working Paper No. 228
Number of pages: 41 Posted: 29 Aug 2018
Working Paper Series
Roberto Panzica
Joint Research Center of the European Commission
Downloads 96
38.

Reviving the Shadow Banking Chain in Europe: Regulatory Agency, Technical Complexity and the Dynamics of Co-Habitation

SAFE Working Paper No. 222
Number of pages: 32 Posted: 28 Aug 2018
Working Paper Series
Vanessa Endrejat and Matthias Thiemann
Goethe University Frankfurt, Students and Goethe University Frankfurt
Downloads 42
39.

Only Time Will Tell: A Theory of Deferred Compensation

SAFE Working Paper No. 218, Swedish House of Finance Research Paper No. 18-14
Number of pages: 41 Posted: 28 Aug 2018 Last Revised: 14 Sep 2018
Working Paper Series
Florian Hoffmann, Roman Inderst and Marcus M. Opp
University of Bonn, Goethe University Frankfurt and Stockholm School of Economics - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 52
40.

Liquidity Provision: Normal Times vs Crashes

SAFE Working Paper No. 227
Number of pages: 74 Posted: 27 Aug 2018 Last Revised: 07 Nov 2019
Working Paper Series
Ravi Jagannathan, Loriana Pelizzon, Ernst Schaumburg, Mila Getmansky Sherman and Darya Yuferova
Northwestern University - Kellogg School of Management, Goethe University Frankfurt - Faculty of Economics and Business Administration, Federal Reserve Banks - Federal Reserve Bank of New York, University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance and Norwegian School of Economics (NHH) - Department of Finance

Multiple version iconThere are 4 versions of this paper

Downloads 73
41.

Central Bank-Driven Mispricing

SAFE Working Paper No. 226
Number of pages: 61 Posted: 27 Aug 2018 Last Revised: 29 Oct 2018
Working Paper Series
Loriana Pelizzon, Marti G. Subrahmanyam, Davide Tomio and Jun Uno
Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Department of Finance, Darden School of Business and Waseda University
Downloads 206
42.

Networks in Risk Spillovers: A Multivariate GARCH Perspective

SAFE Working Paper No. 225
Number of pages: 86 Posted: 27 Aug 2018 Last Revised: 28 Aug 2018
Working Paper Series
Monica Billio, Massimiliano Caporin, Lorenzo Frattarolo and Loriana Pelizzon
Ca Foscari University of Venice - Dipartimento di Economia, University of Padua - Department of Statistical Sciences, Ca Foscari University of Venice - Dipartimento di Economia and Goethe University Frankfurt - Faculty of Economics and Business Administration

Multiple version iconThere are 2 versions of this paper

Downloads 86
43.

Portfolio Similarity and Asset Liquidation in the Insurance Industry

SAFE Working Paper No. 224
Number of pages: 56 Posted: 27 Aug 2018 Last Revised: 28 Aug 2018
Working Paper Series
Giulio Girardi, Kathleen Weiss Hanley, Stanislava (Stas) Nikolova, Loriana Pelizzon and Mila Getmansky Sherman
Securities and Exchange Commission, Lehigh University - College of Business, University of Nebraska - Lincoln, Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 57
44.

Life Insurance and Demographic Change: An Empirical Analysis of Surrender Decisions Based on Panel Data

ICIR Working Paper Series No. 24/2016 , SAFE Working Paper No. 240
Number of pages: 33 Posted: 24 Aug 2018 Last Revised: 26 Jan 2019
Accepted Paper Series
Irina Gemmo and Martin Richard Goetz
ETH Zurich and Leibniz Institute for Financial Research SAFE
Downloads 49
45.

Financial Constraints and Corporate Environmental Responsibility

SAFE Working Paper No. 241
Number of pages: 54 Posted: 24 Aug 2018 Last Revised: 21 Feb 2019
Working Paper Series
Martin Richard Goetz
Leibniz Institute for Financial Research SAFE
Downloads 165
46.

Financial Literacy and Socialist Education: Lessons from the German Reunification

SAFE Working Paper No. 217
Number of pages: 49 Posted: 01 Aug 2018 Last Revised: 28 Aug 2018
Working Paper Series
Maddalena Davoli and Jia Hou
Goethe University Frankfurt, House of Finance (HoF), Graduate School of Economics, Finance and Management (GSEFM), Students and Goethe University Frankfurt
Downloads 55
47.

The Pricing Implications of the Oligopolistic Securities Lending Market: A Beneficial Owner Perspective

SAFE Working Paper No. 215
Number of pages: 56 Posted: 17 Jul 2018
Working Paper Series
Zsuzsa R. Huszar and Zorka Simon
National University of Singapore and Goethe University Frankfurt - Research Center SAFE
Downloads 63
48.

Pricing Sin Stocks: Ethical Preference vs. Risk Aversion

SAFE Working Paper No. 216
Number of pages: 63 Posted: 12 Jul 2018
Working Paper Series
Stefano Colonnello, Giuliano Curatola and Alessandro Gioffré
Ca Foscari University of Venice, University of Siena - Department of Economics and Statistics and University of Florence - Department of Economics and Management

Multiple version iconThere are 2 versions of this paper

Downloads 39
49.

All Economic Ideas are Equal, but Some are more Equal than Others: A Differentiated Perspective on Macroprudential Ideas and Their Implementation

SAFE Working Paper No. 214
Number of pages: 42 Posted: 12 Jul 2018
Working Paper Series
Edin Ibrocevic and Matthias Thiemann
Goethe University Frankfurt, Students and Goethe University Frankfurt
Downloads 76
50.

Effects of Government Spending on Employment: Evidence from Winners and Runners-Up in Procurement Auctions

SAFE Working Paper No. 213
Number of pages: 46 Posted: 30 May 2018
Working Paper Series
Michael Weichselbaumer, Klaus Peter Gugler and Christine Zulehner
Vienna University of Economics and Business, Vienna University of Economics and Business and University of Vienna - Faculty of Business, Economics, and Statistics

Multiple version iconThere are 2 versions of this paper

Downloads 99