Malte Schumacher

University of Zurich - Department of Business Administration

Post Doc

Rämistrasse 71

Zurich, CH-8006

Switzerland

SCHOLARLY PAPERS

5

DOWNLOADS

668

CITATIONS

2

Ideas:
“  GDA preferences in Asset Pricing  ”

Scholarly Papers (5)

1.

Downside Risks and the Price of Variance Uncertainty

Number of pages: 65 Posted: 13 Feb 2018 Last Revised: 27 Jun 2019
Friedrich Lorenz and Malte Schumacher
University of Muenster - Finance Center Muenster and University of Zurich - Department of Business Administration
Downloads 200 (150,957)

Abstract:

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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 Muenster - Finance Center Muenster, University of Muenster - Finance Center Muenster and University of Zurich - Department of Business Administration
Downloads 141 (204,454)
Citation 1

Abstract:

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Commodities, storage, futures markets, endogenous growth

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 73 (323,584)

Abstract:

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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 47 (403,771)

Abstract:

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risk premia, financial accelerator, asset pricing, endogenous growth

4.

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 Muenster - Finance Center Muenster, University of Muenster - Finance Center Muenster and University of Zurich - Department of Business Administration
Downloads 112 (243,748)

Abstract:

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Heterogeneous assets, production economy, long-run risks

5.

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 Muenster - Finance Center Muenster and University of Zurich - Department of Business Administration
Downloads 95 (272,729)
Citation 1

Abstract:

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Growth risks, DSGE models, solution methods