Malte Schumacher

University of Zurich - Department of Business Administration

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Rämistrasse 71

Zurich, CH-8006

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  • University of Zurich - Department of Business Administration

SCHOLARLY PAPERS

7

DOWNLOADS

1,089

SSRN CITATIONS

1

CROSSREF CITATIONS

4

Ideas:
“  GDA preferences in Asset Pricing  ”

  • University of Zurich - Department of Business Administration

Scholarly Papers (7)

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1.

Downside Risks and the Price of Variance Uncertainty

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 65 Posted: 13 Feb 2018 Last Revised: 18 Nov 2019
Friedrich Lorenz and Malte Schumacher
University of Münster - Finance Center Muenster and University of Zurich - Department of Business Administration
Downloads 259 (196,438)

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Downside Risks, Variance Risk Premium, Generalized Disappointment Aversion

2.

The Effects of Oil Inventories on Growth Prospects, Futures Markets, and Risk Premia

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 66 Posted: 04 Jun 2016 Last Revised: 29 Sep 2017
Nicole Branger, Nikolai Gräber and Malte Schumacher
University of Münster - Finance Center Muenster, University of Münster - Finance Center Muenster and University of Zurich - Department of Business Administration
Downloads 171 (288,659)
Citation 1

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Commodities, storage, futures markets, endogenous growth

3.

Nonlinear Dynamics in Conditional Volatility

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 48 Posted: 08 May 2020 Last Revised: 13 Oct 2020
Friedrich Lorenz, Karl Schmedders and Malte Schumacher
University of Münster - Finance Center Muenster, IMD Lausanne and University of Zurich - Department of Business Administration
Downloads 170 (290,069)
Citation 1

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asset pricing, conditional volatility, variance risk premium

4.

The Risk Premium Channel and Long-Term Growth

Downloads 168 (292,934)
Citation 1

The Risk Premium Channel and Long-Term Growth

Number of pages: 65 Posted: 26 Sep 2017
Malte Schumacher and Dawid Żochowski
University of Zurich - Department of Business Administration and European Central Bank
Downloads 92 (463,954)
Citation 2

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Risk Premia, Financial Accelerator, Asset Pricing, Endogenous Growth

The Risk Premium Channel and Long-Term Growth

ECB Working Paper No. 2114, ISBN: 978-92-899-3030-7
Number of pages: 68 Posted: 07 Dec 2017
Malte Schumacher and Dawid Żochowski
University of Zurich - Department of Business Administration and European Central Bank
Downloads 76 (522,143)

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risk premia, financial accelerator, asset pricing, endogenous growth

5.

Asset Pricing in Production Economies When Capital Inputs are Heterogeneous

Number of pages: 66 Posted: 14 Oct 2016
Nicole Branger, Nikolai Gräber and Malte Schumacher
University of Münster - Finance Center Muenster, University of Münster - Finance Center Muenster and University of Zurich - Department of Business Administration
Downloads 161 (303,569)

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Heterogeneous assets, production economy, long-run risks

6.

Solving DSGE Models - When Local Approximations Fail

Number of pages: 57 Posted: 26 Jun 2017 Last Revised: 15 Jan 2019
Nikolai Gräber and Malte Schumacher
University of Münster - Finance Center Muenster and University of Zurich - Department of Business Administration
Downloads 160 (305,168)
Citation 1

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Growth risks, DSGE models, solution methods

7.

Computing Economic Equilibria Using Projection Methods

Annual Review of Economics, Vol. 12, pp. 317-353, 2020
Posted: 14 Aug 2020
Alena Miftakhova, Karl Schmedders and Malte Schumacher
CER-ETH - Center of Economic Research at ETH Zurich, IMD Lausanne and University of Zurich - Department of Business Administration

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