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Research Center SAFE Working Paper Series

SAFE Working Paper Series
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Viewing: 1 - 50 of 227 papers

1.

Too Interconnected to Fail: A Survey of the Interbank Networks Literature

SAFE Working Paper No. 91
Number of pages: 47 Posted: 13 Mar 2015 Last Revised: 11 Nov 2016
Working Paper Series
Bank of England
Downloads 945
2.

The Single Supervisory Mechanism – Panacea or Quack Banking Regulation?

European Business Organization Law Review, Forthcoming, SAFE Working Paper No. 27
Number of pages: 48 Posted: 18 Aug 2013 Last Revised: 11 Nov 2016
Accepted Paper Series
Goethe University Frankfurt - Research Center SAFE
Downloads 840
3.

Does Exchange of Information between Tax Authorities Influence Multinationals’ Use of Tax Havens?

SAFE Working Paper No. 89
Number of pages: 43 Posted: 05 Mar 2015
Working Paper Series
Vienna University of Economics and Business - Department of Economics and Goethe University Frankfurt - Department of Applied Econometrics and International Economic Policy

Multiple version iconThere are 3 versions of this paper

Downloads 832
4.

Resolution Planning and Structural Bank Reform within the Banking Union

"European Banking Union. Prospects and challenges" (Juan Castaneda, Giannoula Karamichailidou, David Mayes, Geoffrey Wood, eds.), Routledge: 2015, SAFE Working Paper No. 81
Number of pages: 35 Posted: 20 Dec 2014 Last Revised: 11 Nov 2016
Accepted Paper Series
Eberhard-Karls-University - Faculty of Law
Downloads 628
5.

Financial Regulation in the EU – Cross-Border Capital Flows, Systemic Risk and the European Banking Union as Reference Points for EU Financial Market Integration

The Oxford Handbook of Financial Regulation (Oxford University Press 2014) (eds. Eilís Ferran, Niamh Moloney, and Jennifer Payne), Forthcoming, SAFE Working Paper No. 57,
Number of pages: 52 Posted: 28 Jun 2014
Accepted Paper Series
Goethe University Frankfurt - Research Center SAFE
Downloads 539
6.

Bank Response to Higher Capital Requirements: Evidence from a Quasi-Natural Experiment

SAFE Working Paper No. 156
Number of pages: 86 Posted: 01 Dec 2016 Last Revised: 22 Jan 2018
Working Paper Series
Halle Institute for Economic Research, Goethe University Frankfurt - Research Center SAFE, University of Zurich - Department of Banking and Finance and Goethe University Frankfurt - Research Center SAFE

Multiple version iconThere are 2 versions of this paper

Downloads 527
7.

The Dynamics of Crises and the Equity Premium

SAFE Working Paper No. 11
Number of pages: 48 Posted: 02 Jul 2010 Last Revised: 20 May 2015
Working Paper Series
University of Muenster - Finance Center Muenster, Goethe University Frankfurt and Deutsche Bundesbank
Downloads 481
8.

The Effects of Contingent Convertible (CoCo) Bonds on Insurers' Capital Requirements Under Solvency II

SAFE Working Paper No. 98
Number of pages: 37 Posted: 12 Apr 2015
Working Paper Series
Goethe University Frankfurt, Chair for Insurance and Regulation and Goethe University Frankfurt - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 471
9.

Rent-Seeking in Elite Networks

Forthcoming in Journal of Political Economy, SAFE Working Paper No. 132
Number of pages: 55 Posted: 03 Feb 2017 Last Revised: 10 Feb 2017
Working Paper Series
Goethe University Frankfurt - Research Center SAFE, Princeton University, Bendheim Center for Finance and London Business School
Downloads 444
10.

Sovereign Credit Risk, Liquidity, and ECB Intervention: Deus Ex Machina?

SAFE Working Paper No. 95
Number of pages: 66 Posted: 01 Apr 2015
Working Paper Series
Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University - Stern School of Business, Darden School of Business and Waseda University
Downloads 442
11.

Corporate Groups

German and Nordic Perspectives on Corporate and Capital Market Law 157-200 (Holger Fleischer, Jesper Lau Hansen & Wolf Georg Ringe eds., 2015), SAFE Working Paper No. 66
Number of pages: 44 Posted: 23 Sep 2014 Last Revised: 31 May 2016
Accepted Paper Series
Goethe University Frankfurt - Research Center SAFE
Downloads 435
12.

Endogenous Banks' Networks, Cascades and Systemic Risk

SAFE Working Paper No. 12
Number of pages: 76 Posted: 20 Mar 2013 Last Revised: 04 Jul 2014
Working Paper Series
Wang Yanan Institute for Studies in Economics, Goethe University Frankfurt and Faculty of Economics and Business Administration
Downloads 414
13.

Too Complex to Work: A Critical Assessment of the Bail-In Tool Under the European Bank Recovery and Resolution Regime

Journal of Financial Regulation, Vol. 4, Issue 1 , SAFE Working Paper No. 179, European Banking Institute Working Paper No. 12
Number of pages: 41 Posted: 23 Aug 2017 Last Revised: 07 Feb 2018
Accepted Paper Series
Goethe University Frankfurt - Research Center SAFE
Downloads 403
14.

The Limits of Model-Based Regulation

SAFE Working Paper No. 75
Number of pages: 52 Posted: 13 Nov 2014 Last Revised: 01 Dec 2014
Working Paper Series
European Central Bank (ECB), Goethe University Frankfurt - Research Center SAFE and London Business School

Multiple version iconThere are 2 versions of this paper

Downloads 376
15.

Equilibrium Asset Pricing in Directed Networks

SAFE Working Paper No. 74, Finance Down Under 2016 Building on the Best from the Cellars of Finance
Number of pages: 73 Posted: 11 Nov 2014 Last Revised: 29 Oct 2018
Working Paper Series
University of Muenster - Finance Center Muenster, BI Norwegian Business School, Deutsche Bundesbank and Goethe University Frankfurt - Research Center SAFE
Downloads 372
16.

Option-Implied Information and Predictability of Extreme Returns

SAFE Working Paper No. 5
Number of pages: 40 Posted: 01 Feb 2013
Working Paper Series
Frankfurt School of Finance & Management and Goethe University Frankfurt

Multiple version iconThere are 2 versions of this paper

Downloads 361
17.

Competition Between Equity Markets: A Review of the Consolidation Versus Fragmentation Debate

SAFE Working Paper No. 35, Forthcoming in the Journal of Economic Surveys
Number of pages: 32 Posted: 03 Dec 2013 Last Revised: 28 Aug 2016
Working Paper Series
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt - Department of Finance, University of Mannheim - Finance Area, Goethe University Frankfurt Faculty of Economics and Business Administration and University of Mannheim - Finance Area

Multiple version iconThere are 2 versions of this paper

Downloads 352
18.

Does Say on Pay Matter? Evidence from Germany

SAFE Working Paper No. 125
Number of pages: 36 Posted: 29 Jan 2016 Last Revised: 25 Jun 2018
Working Paper Series
Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt - Institute of Economics
Downloads 346
19.

Banking Union and the Governance of Credit Institutions - A Legal Perspective

SAFE Working Paper No. 96/2015
Number of pages: 30 Posted: 09 Apr 2015 Last Revised: 10 Apr 2015
Working Paper Series
Eberhard-Karls-University - Faculty of Law
Downloads 345
20.

Bank Rescues and Bailout Expectations: The Erosion of Market Discipline During the Financial Crisis

SAFE Working Paper No. 36
Number of pages: 46 Posted: 10 Dec 2013 Last Revised: 31 Oct 2016
Working Paper Series
Goethe University Frankfurt - Department of Management and Applied Microeconomics and Deutsche Bundesbank
Downloads 344
21.

Peer Effects and Risk Sharing in Experimental Asset Markets

SAFE Working Paper No. 67
Number of pages: 40 Posted: 03 Oct 2014 Last Revised: 02 Feb 2015
Working Paper Series
Goethe University, Goethe University Frankfurt - Research Center SAFE and University of Amsterdam - Center for Experimental Economics and political Decision making (CREED)
Downloads 327
22.

Systemic Risk in an Interconnected Banking System with Endogenous Asset Markets

SAFE Working Paper No. 48
Number of pages: 50 Posted: 08 Apr 2014
Working Paper Series
Wang Yanan Institute for Studies in Economics and Faculty of Economics and Business Administration
Downloads 326
23.

P2P Lenders versus Banks: Cream Skimming or Bottom Fishing?

SAFE Working Paper No. 206, Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-13
Number of pages: 67 Posted: 08 May 2018 Last Revised: 28 Nov 2018
Working Paper Series
Reserve Bank of Australia, Goethe University Frankfurt - Faculty of Economics and Business Administration and Washington University, Saint Louis - John M. Olin School of Business
Downloads 321
24.

Measuring Ambiguity Aversion: A Systematic Experimental Approach

SAFE Working Paper No. 55
Number of pages: 42 Posted: 22 Jun 2014
Working Paper Series
Faculty of Economics and Business Administration, Goethe University Frankfurt - Institute of Economics and Goethe University Frankfurt - Department of Finance
Downloads 319
25.

Partial Information about Contagion Risk, Self-Exciting Processes and Portfolio Optimization

SAFE Working Paper No. 28
Number of pages: 42 Posted: 02 Jul 2010 Last Revised: 27 Aug 2013
Working Paper Series
University of Muenster - Finance Center Muenster, Goethe University Frankfurt and Deutsche Bundesbank
Downloads 319
26.

Pro-Rich Inflation in Europe: Implications for the Measurement of Inequality

SAFE Working Paper No. 209
Number of pages: 44 Posted: 24 May 2018
Working Paper Series
Goethe University Frankfurt - Department of Applied Econometrics and International Economic Policy and Goethe University Frankfurt - Department of Applied Econometrics and International Economic Policy

Multiple version iconThere are 2 versions of this paper

Downloads 318
27.

An Optimist Gets the Job Done? Financial Advisers’ Sophistication and Stock Return Expectations

SAFE Working Paper
Number of pages: 48 Posted: 21 Dec 2012 Last Revised: 29 Jun 2017
Working Paper Series
Aalto University School of Business, Bank of Finland and Aalto University - School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 315
28.

Stock Ownership and Political Behavior: Evidence from Demutualizations

SAFE Working Paper No. 2
Number of pages: 50 Posted: 01 Feb 2013 Last Revised: 12 Dec 2013
Working Paper Series
Aalto University School of Business, BI Norwegian Business School and Aalto University
Downloads 297
29.

Incentive Effects from Write-down CoCo Bonds: An Empirical Analysis

SAFE Working Paper No. 212
Number of pages: 42 Posted: 19 Jun 2016 Last Revised: 04 Jun 2018
Working Paper Series
Goethe University Frankfurt
Downloads 295
30.

How Special Are They? – Targeting Systemic Risk by Regulating Shadow Banking

Reshaping Markets. Economic Governance and Liberal Utopia 185-207 (Bertram Lomfeld, Alessandro Somma & Peer Zumbansen (eds.), Cambridge: Cambridge University Press, 2016), SAFE Working Paper No. 68
Number of pages: 22 Posted: 06 Oct 2014 Last Revised: 31 May 2016
Accepted Paper Series
Goethe University Frankfurt - Research Center SAFE
Downloads 287
31.

Why MREL Won't Help Much

Journal of Banking Regulation Vol. 19, 2018, Forthcoming, SAFE Working Paper No. 180, European Banking Institute Working Paper No. 13
Number of pages: 30 Posted: 23 Aug 2017 Last Revised: 02 May 2018
Accepted Paper Series
Goethe University Frankfurt - Research Center SAFE
Downloads 284
32.

Optimal Consumption and Investment with Epstein-Zin Recursive Utility

SAFE Working Paper No. 52
Number of pages: 43 Posted: 04 Jun 2014 Last Revised: 06 Jul 2016
Working Paper Series
Goethe University Frankfurt, University of Kaiserslautern - Department of Mathematics and University of Trier

Multiple version iconThere are 2 versions of this paper

Downloads 275
33.

How Do Insured Deposits Affect Bank Risk? Evidence from the 2008 Emergency Economic Stabilization Act

Journal of Financial Intermediation, Forthcoming, SAFE Working Paper No. 38, DIW Berlin Discussion Paper No. 1347
Number of pages: 57 Posted: 19 Dec 2013 Last Revised: 08 Oct 2015
Accepted Paper Series
European Central Bank (ECB), University of Magdeburg and University of Bonn - Institute for Financial Economics and Statistics
Downloads 271
34.

Systemic Co-Jumps

SAFE Working Paper No. 149
Number of pages: 49 Posted: 15 Oct 2016
Working Paper Series
University of Padua - Department of Statistical Sciences, University of Manchester - Manchester Business School and University of Verona - Department of Economics
Downloads 271
35.

Austerity, Fiscal Uncertainty, and Economic Growth: Insights from Fiscally Weak EU Countries

SAFE Working Paper No. 56
Number of pages: 42 Posted: 27 Jun 2014 Last Revised: 25 Feb 2015
Working Paper Series
Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Research Center SAFE, University of Florence - Department of Economics and Management and Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER)
Downloads 267
36.

Mutual Excitation in Eurozone Sovereign CDS

SAFE Working Paper No. 51
Number of pages: 36 Posted: 19 May 2014 Last Revised: 02 Jun 2014
Working Paper Series
Princeton University - Department of Economics, University of Amsterdam - Department of Quantitative Economics (KE) and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 266
37.

Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach

SAFE Working Paper No. 20
Number of pages: 49 Posted: 22 May 2013
Working Paper Series
University of St. Gallen - School of Finance, University of St. Gallen - School of Finance and Halle Institute for Economic Research
Downloads 255
38.

Monetary Policy and Risk Taking

SAFE Working Paper No. 8
Number of pages: 41 Posted: 09 Mar 2013
Working Paper Series
Italian Finance Ministry - International Financial Relations, Goethe University Frankfurt and European Central Bank (ECB)
Downloads 254
39.

Non-Mandatory Say on Pay Votes and AGM Participation: Evidence from Germany

SAFE Working Paper No. 107
Number of pages: 38 Posted: 02 Jun 2015 Last Revised: 03 Jun 2015
Working Paper Series
University of Marburg - School of Business & Economics and University of Marburg - School of Business & Economics
Downloads 250
40.

Asset Pricing Under Uncertainty About Shock Propagation

SAFE Working Paper No. 34
Number of pages: 67 Posted: 28 Nov 2013 Last Revised: 25 Mar 2014
Working Paper Series
University of Muenster - Finance Center Muenster, Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER), Goethe University Frankfurt, Deutsche Bundesbank and Goethe University Frankfurt - Research Center SAFE
Downloads 249
41.

Monetary Policy Implementation in an Interbank Network: Effects on Systemic Risk

SAFE Working Paper No. 46
Number of pages: 43 Posted: 29 Mar 2014 Last Revised: 19 Nov 2016
Working Paper Series
Wang Yanan Institute for Studies in Economics, Goethe University Frankfurt and Faculty of Economics and Business Administration
Downloads 243
42.

The Effects of a Low Interest Rate Environment on Life Insurers

SAFE Working Paper No. 65
Number of pages: 60 Posted: 01 Nov 2014 Last Revised: 24 Feb 2018
Working Paper Series
Generali & International Center for Insurance Regulation and Goethe University Frankfurt - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 241
43.

Liquidity Coinsurance and Bank Capital

SAFE Working Paper No. 45
Number of pages: 48 Posted: 13 Mar 2014
Working Paper Series
Tilburg University - Department of Finance, IE Business School, IE University, University of Vienna and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 240
44.

Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods

SAFE Working Paper No. 144
Number of pages: 90 Posted: 21 Sep 2016 Last Revised: 07 Jun 2017
Working Paper Series
European Commission Joint Research Center - JRC-Ispra, European Commision, Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University - Stern School of Business, Waseda University and Norwegian School of Economics (NHH) - Department of Finance
Downloads 237
45.

How Do Banks React to Catastrophic Events? Evidence from Hurricane Katrina

SAFE Working Paper No. 94
Number of pages: 69 Posted: 28 Mar 2015 Last Revised: 14 Nov 2017
Working Paper Series
University of Bonn - Institute for Financial Economics and Statistics, European Central Bank (ECB) and University of Magdeburg
Downloads 234
46.

The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification

SAFE Working Paper No. 166
Number of pages: 63 Posted: 13 Feb 2017
Working Paper Series
Ca Foscari University of Venice - Dipartimento di Economia, University of Padua - Department of Statistical Sciences, Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 234
47.

Regulatory Influence on Market Conditions in the Banking Union

European Business Organization Law Review, Vol. 16, No. 3, 2015, SAFE Working Paper No. 109
Number of pages: 20 Posted: 04 Jun 2015 Last Revised: 01 Jun 2016
Accepted Paper Series
Goethe University Frankfurt - Research Center SAFE
Downloads 226
48.

Life Insurance Demand under Health Shock Risk

SAFE Working Paper No. 40
Number of pages: 55 Posted: 09 Feb 2014 Last Revised: 11 Jan 2016
Working Paper Series
Goethe University Frankfurt, Goethe University Frankfurt, Goethe University Frankfurt and University of Copenhagen

Multiple version iconThere are 2 versions of this paper

Downloads 225
49.

Asset Market Participation and Portfolio Choice Over the Life-Cycle

SAFE Working Paper No. 115
Number of pages: 54 Posted: 15 Sep 2015
Working Paper Series
Statistics Norway, University of St. Gallen - SEPS: Economics and Political Sciences and Einaudi Institute for Economics and Finance (EIEF)

Multiple version iconThere are 4 versions of this paper

Downloads 218
50.

Are Tax Havens Good? Implications of the Crackdown on Secrecy

SAFE Working Paper No. 111
Number of pages: 19 Posted: 23 Jul 2015
Working Paper Series
Goethe University Frankfurt - Department of Applied Econometrics and International Economic Policy and Goethe University Frankfurt

Multiple version iconThere are 2 versions of this paper

Downloads 217