1.
Horizontal Industry Relationships and Return Predictability
SAFE Working Paper No. 256 (2019)
Number of pages: 56
Posted: 12 Aug 2019
Working Paper Series
Goethe University Frankfurt - Research Center SAFE and Jiangxi University of Science and Technology
Downloads
42
2.
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
USI Lugano, European Central Bank (ECB), Goethe University Frankfurt - Faculty of Economics and Business Administration and European Central Bank (ECB)
There are 2 versions of this paper
The Anatomy of the Euro Area Interest Rate Swap Market
ECB Working Paper No. 2242 (2019); ISBN 978-92-899-3504-3
Number of pages: 70
Posted: 19 Feb 2019
Downloads
243
The Anatomy of the Euro Area Interest Rate Swap Market
SAFE Working Paper No. 255, 2019
Number of pages: 60
Posted: 08 Aug 2019
Downloads
9
Downloads
9
3.
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
Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt - Research Center SAFE
Downloads
15
4.
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
Goethe University Frankfurt - Research Center SAFE
Downloads
24
5.
Belief Formation and Belief Updating Under Ambiguity: Evidence from Experiments
SAFE Working Paper No. 251 (2019)
Number of pages: 56
Posted: 07 Jun 2019
Working Paper Series
Goethe University Frankfurt - Department of Finance and SAFE Goethe University Frankfurt
Downloads
26
6.
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
University of Mannheim - Finance Area, University of Technology Sydney (UTS), Goethe University Frankfurt - Department of Finance and University of Vienna - Department of Finance
Downloads
87
7.
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
Goethe University Frankfurt - Research Center SAFE and University of Amsterdam - Center for Experimental Economics and political Decision making (CREED)
Downloads
16
8.
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
Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt
There are 2 versions of this paper
Performance Benefits of Tight Control
Number of pages: 31
Posted: 22 Oct 2010
Last Revised: 15 Mar 2011
Downloads
125
Performance Benefits of Tight Control
SAFE Working Paper No. 24, https://doi.org/10.3905/jpe.2015.18.3.041
Posted: 22 May 2019
9.
Inflation Expectations and Choices of Households
SAFE Working Paper No. 250 (2019)
Number of pages: 44
Posted: 07 May 2019
Working Paper Series
Goethe University Frankfurt and Sciences Po
Downloads
35
10.
Paying for Market Liquidity: Competition and Incentives
SAFE Working Paper No. 247
Number of pages: 60
Posted: 18 Apr 2019
Last Revised: 18 Apr 2019
Working Paper Series
European Commission Joint Research Center - JRC-Ispra, European Commision, Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Department of Finance, Waseda University and Norwegian School of Economics (NHH) - Department of Finance
Downloads
98
11.
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
Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA) and Goethe University Frankfurt
Downloads
22
12.
What Drives Banks' Geographic Expansion? The Role of Locally Non-Diversifiable Risk
SAFE Working Paper No. 246
Number of pages: 61
Posted: 01 Apr 2019
Working Paper Series
Halle Institute for Economic Research, Otto-von-Guericke-Universität Magdeburg and University of Bonn - Institute for Financial Economics and Statistics
Downloads
39
13.
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
Tilburg University - School of Economics and Management, Princeton University, Department of Economics and University of Vienna - Department of Finance
Downloads
149
14.
Smoking Hot Portfolios? Self-Control and Investor Decisions
SAFE Working Paper No. 245 (2019)
Number of pages: 44
Posted: 06 Mar 2019
Last Revised: 20 Jun 2019
Working Paper Series
Goethe University Frankfurt, University of Southern Denmark - Department of Business and Economics and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads
118
15.
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
University of Padova and Goethe University Frankfurt - Research Center SAFE
Downloads
62
16.
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
Banque de France - Economic Study and Research Division, Goethe University Frankfurt - Research Center SAFE and University of Toulouse I - Industrial Economic Institute (IDEI)
Downloads
25
17.
Monetary Policy and the Cost of Wage Rigidity: Evidence from the Stock Market
SAFE Working Paper No. 242 (2019)
Number of pages: 51
Posted: 31 Jan 2019
Working Paper Series
Goethe University Frankfurt and Goethe University Frankfurt - Research Center SAFE
Downloads
43
18.
Macroprudential Policy in the Lab
SAFE Working Paper No. 239
Number of pages: 26
Posted: 07 Jan 2019
Working Paper Series
Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt - Research Center SAFE
Downloads
25
19.
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
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
40
20.
Statistical Inferences for Price Staleness
SAFE Working Paper No. 236
Number of pages: 60
Posted: 13 Nov 2018
Working Paper Series
University of Manchester - Manchester Business School, Scuola Normale Superiore and Department of Economics and Finance, University of Rome "Tor Vergata"
Downloads
40
21.
The Pitfalls of Central Clearing in the Presence of Systematic Risk
SAFE Working Paper No. 235
Number of pages: 54
Posted: 06 Nov 2018
Last Revised: 22 May 2019
Working Paper Series
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
91
22.
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
Universidad de Chile, University of Chile, Goethe University Frankfurt - Department of Finance, University of Chile and University of Vienna - Department of Finance
Downloads
52
23.
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
Goethe University Frankfurt - Research Center SAFE and Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA)
Downloads
31
24.
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
Goethe University Frankfurt, House of Finance (HoF), Graduate School of Economics, Finance and Management (GSEFM), Students
There are 2 versions of this paper
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
Downloads
82
Downloads
82
25.
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
Deutsche Bundesbank, Vienna Graduate School of Finance (VGSF), Goethe University Frankfurt - Faculty of Economics and Business Administration, Deutsche Bundesbank and New York University (NYU) - Department of Finance
Downloads
86
26.
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
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich
Downloads
35
27.
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
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 Goethe University Frankfurt - Research Center SAFE
There are 2 versions of this paper
Endogenous Retirement Behavior of Heterogeneous Households Under Pension Reforms
MEA Discussion Paper No. 04-2018
Number of pages: 52
Posted: 08 May 2018
Downloads
28
Endogenous Retirement Behavior of Heterogeneous Households Under Pension Reforms
SAFE Working Paper No. 221
Number of pages: 52
Posted: 31 Aug 2018
Downloads
27
Downloads
27
28.
Quantifying Inertia in Retail Deposit Markets
SAFE Working Paper No. 223
Number of pages: 57
Posted: 31 Aug 2018
Working Paper Series
Goethe University Frankfurt
There are 2 versions of this paper
Quantifying Inertia in Retail Deposit Markets
Number of pages: 55
Posted: 31 May 2017
Last Revised: 02 Jun 2017
Downloads
64
Quantifying Inertia in Retail Deposit Markets
SAFE Working Paper No. 223
Number of pages: 57
Posted: 31 Aug 2018
Downloads
37
Downloads
37
29.
Idiosyncratic Volatility Puzzle: The Role of Assets' Interconnections
SAFE Working Paper No. 228
Number of pages: 41
Posted: 29 Aug 2018
Working Paper Series
Goethe University Frankfurt - Research Center SAFE
Downloads
85
30.
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
Goethe University Frankfurt, Students and Goethe University Frankfurt
Downloads
39
31.
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
University of Bonn, Goethe University Frankfurt and Stockholm School of Economics - Department of Finance
There are 2 versions of this paper
Only Time Will Tell: A Theory of Deferred Compensation
Swedish House of Finance Research Paper No. 19-4
Number of pages: 42
Posted: 09 Jan 2017
Last Revised: 21 Feb 2019
Downloads
99
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
Downloads
49
Downloads
49
32.
Stock Price Crashes: Role of Slow-Moving Capital
SAFE Working Paper No. 227
Number of pages: 64
Posted: 27 Aug 2018
Working Paper Series
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, Northwestern University - Kellogg School of Management, Goethe University Frankfurt - Faculty of Economics and Business Administration, Federal Reserve Banks - Federal Reserve Bank of New York and Norwegian School of Economics (NHH) - Department of Finance
There are 3 versions of this paper
Liquidity Provision: Normal Times vs Crashes
Number of pages: 72
Posted: 04 Dec 2017
Last Revised: 06 Apr 2019
Downloads
117
Stock Price Crashes: Role of Slow-Moving Capital
SAFE Working Paper No. 227
Number of pages: 64
Posted: 27 Aug 2018
Downloads
60
Stock Price Crashes: Role of Slow-Moving Capital
NBER Working Paper No. w24098
Number of pages: 62
Posted: 16 Dec 2017
Downloads
2
Downloads
60
33.
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
Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Department of Finance, Darden School of Business and Waseda University
Downloads
175
34.
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
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
There are 2 versions of this paper
Networks in Risk Spillovers: A Multivariate GARCH Perspective
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. No. 03/WP/ 2016
Number of pages: 52
Posted: 04 Mar 2016
Downloads
167
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
Downloads
72
Downloads
72
35.
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
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
There are 2 versions of this paper
Portfolio Similarity and Asset Liquidation in the Insurance Industry
Number of pages: 54
Posted: 10 Oct 2017
Last Revised: 14 Aug 2018
Downloads
763
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
Downloads
45
Downloads
45
36.
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
Goethe University Frankfurt and Goethe University Frankfurt - Research Center SAFE
Downloads
38
37.
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
Goethe University Frankfurt - Research Center SAFE
Downloads
135
38.
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
Goethe University Frankfurt, House of Finance (HoF), Graduate School of Economics, Finance and Management (GSEFM), Students and Goethe University Frankfurt
Downloads
50
39.
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
National University of Singapore and Goethe University Frankfurt - Research Center SAFE
Downloads
53
40.
Pricing Sin Stocks: Ethical Preference vs. Risk Aversion
SAFE Working Paper No. 216
Number of pages: 63
Posted: 12 Jul 2018
Working Paper Series
Otto-von-Guericke-Universität Magdeburg, University of Siena - Department of Economics and Statistics and University of Florence - Department of Economics and Management
There are 2 versions of this paper
Pricing Sin Stocks: Ethical Preference vs. Risk Aversion
Number of pages: 60
Posted: 20 Mar 2017
Last Revised: 20 May 2018
Downloads
134
Pricing Sin Stocks: Ethical Preference vs. Risk Aversion
SAFE Working Paper No. 216
Number of pages: 63
Posted: 12 Jul 2018
Downloads
37
Downloads
37
41.
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
Goethe University Frankfurt, Students and Goethe University Frankfurt
Downloads
70
42.
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
Vienna University of Economics and Business, Vienna University of Economics and Business and University of Vienna - Faculty of Business, Economics, and Statistics
There are 2 versions of this paper
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
Downloads
64
Effects of Government Spending on Employment: Evidence from Winners and Runners-Up in Procurement Auctions
CEPR Discussion Paper No. DP12548
Number of pages: 43
Posted: 02 Jan 2018
Downloads
64
43.
Client Involvement in Expert Advice: Antibiotics in Finance?
SAFE Working Paper No. 219
Number of pages: 44
Posted: 30 May 2018
Last Revised: 16 Apr 2019
Working Paper Series
Goethe University Frankfurt - Faculty of Economics and Business Administration, Goethe University Frankfurt, University of Southern Denmark - Department of Business and Economics and Goethe University Frankfurt
Downloads
121
44.
Volatility-of-Volatility Risk
SAFE Working Paper No. 210
Number of pages: 62
Posted: 29 May 2018
Last Revised: 04 Jun 2018
Working Paper Series
Goethe University Frankfurt - Research Center SAFE, University of Wisconsin - Madison, Karlsruhe Institute of Technology and Cornell University - Department of Finance
There are 2 versions of this paper
Volatility-of-Volatility Risk
Number of pages: 65
Posted: 19 Sep 2014
Last Revised: 19 Feb 2018
Downloads
1,154
Volatility-of-Volatility Risk
SAFE Working Paper No. 210
Number of pages: 62
Posted: 29 May 2018
Last Revised: 04 Jun 2018
Downloads
212
Downloads
212
45.
Bargaining with a Bank
SAFE Working Paper No. 211
Number of pages: 62
Posted: 29 May 2018
Last Revised: 11 Jun 2018
Working Paper Series
Goethe University Frankfurt - Research Center SAFE
There are 2 versions of this paper
Bargaining with a Bank
SAFE Working Paper No. 211
Number of pages: 62
Posted: 29 May 2018
Last Revised: 11 Jun 2018
Downloads
45
Bargaining with a Bank
Number of pages: 58
Posted: 16 Oct 2017
Last Revised: 23 Jan 2018
Downloads
43
Downloads
45
46.
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
There are 2 versions of this paper
Pro-Rich Inflation in Europe: Implications for the Measurement of Inequality
SAFE Working Paper No. 209
Number of pages: 44
Posted: 24 May 2018
Downloads
347
Pro-Rich Inflation in Europe: Implications for the Measurement of Inequality
CESifo Working Paper Series No. 7085
Number of pages: 43
Posted: 21 Jul 2018
Downloads
27
Downloads
347
47.
Financial Bridges and Network Communities
SAFE Working Paper No. 208
Number of pages: 47
Posted: 14 May 2018
Last Revised: 16 Apr 2019
Working Paper Series
University Ca' Foscari of Venice - Department of Economics, Goethe University Frankfurt - Research Center SAFE and Washington University in St. Louis - Department of Economics
Downloads
57
48.
The Geography of Alternative Work
SAFE Working Paper No. 207
Number of pages: 51
Posted: 09 May 2018
Last Revised: 15 May 2018
Working Paper Series
Lund University - School of Economics and Management and Research Center SAFE, Goethe University Frankfurt
Downloads
41
49.
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: 72
Posted: 08 May 2018
Last Revised: 09 May 2019
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
564
50.
Endogenous Retirement Behavior of Heterogeneous Households Under Pension Reforms
MEA Discussion Paper No. 04-2018
Number of pages: 52
Posted: 08 May 2018
Working Paper Series
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 Goethe University Frankfurt - Research Center SAFE
There are 2 versions of this paper
Endogenous Retirement Behavior of Heterogeneous Households Under Pension Reforms
MEA Discussion Paper No. 04-2018
Number of pages: 52
Posted: 08 May 2018
Downloads
28
Endogenous Retirement Behavior of Heterogeneous Households Under Pension Reforms
SAFE Working Paper No. 221
Number of pages: 52
Posted: 31 Aug 2018
Downloads
27
Downloads
28
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