Tom Zimmermann

University of Cologne

Albertus-Magnus-Platz

Cologne, 50923

Germany

  • University of Cologne

SCHOLARLY PAPERS

12

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268

CROSSREF CITATIONS

14

Scholarly Papers (12)

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1.

Open Source Cross-Sectional Asset Pricing

Downloads 8,101 ( 1,392)
Citation 110

Open Source Cross-Sectional Asset Pricing

Critical Finance Review, Forthcoming
Number of pages: 69 Posted: 12 Jun 2020 Last Revised: 17 Jun 2021
Andrew Y. Chen and Tom Zimmermann
Board of Governors of the Federal Reserve System and University of Cologne
Downloads 7,931 (1,430)
Citation 28

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stock market anomalies, replication, asset pricing

Open Source Cross-Sectional Asset Pricing

FEDS Working Paper No. 2021-37
Number of pages: 66 Posted: 30 Jun 2021 Last Revised: 07 Sep 2021
Andrew Y. Chen and Tom Zimmermann
Board of Governors of the Federal Reserve System and University of Cologne
Downloads 170 (300,861)
Citation 85

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replications, Stock market anomalies

2.

The Debt-Inflation Channel of the German Hyperinflation

Downloads 1,183 (31,284)
Citation 1

The Debt-Inflation Channel of the German Hyperinflation

Number of pages: 90 Posted: 30 Dec 2022 Last Revised: 26 May 2023
Markus K. Brunnermeier, Sergio Correia, Stephan Luck, Emil Verner and Tom Zimmermann
Princeton University - Department of Economics, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Cologne
Downloads 1,175 (31,123)

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Inflation, macro-finance, macroeconomics, financial frictions, hyperinflation, economic history

The Debt-Inflation Channel of the German Hyperinflation

NBER Working Paper No. w31298
Number of pages: 42 Posted: 05 Jun 2023 Last Revised: 09 Jul 2023
Markus K. Brunnermeier, Sergio Correia, Stephan Luck, Emil Verner and Tom Zimmermann
Princeton University - Department of Economics, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Cologne
Downloads 8 (1,034,359)
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3.

Publication Bias and the Cross-Section of Stock Returns

Downloads 170 (39,088)
Citation 30

Publication Bias and the Cross-Section of Stock Returns

FEDS Working Paper No. 2018-33
Number of pages: 73 Posted: 06 Jun 2018 Last Revised: 29 Apr 2020
Andrew Y. Chen and Tom Zimmermann
Board of Governors of the Federal Reserve System and University of Cologne
Downloads 170 (299,395)
Citation 24

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4.

Employment Effects of Unconventional Monetary Policy: Evidence from QE

Downloads 98 (45,446)
Citation 30

Employment Effects of Unconventional Monetary Policy: Evidence from QE

FEDS Working Paper No. 2018-71
Number of pages: 79 Posted: 27 Nov 2018 Last Revised: 21 Feb 2019
Stephan Luck and Tom Zimmermann
Federal Reserve Bank of New York and University of Cologne
Downloads 98 (459,764)
Citation 31

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5.

Deep Parametric Portfolio Policies

Number of pages: 64 Posted: 12 Jul 2022 Last Revised: 10 Feb 2023
Frederik Simon, Sebastian Weibels and Tom Zimmermann
University of Cologne, University of Cologne and University of Cologne
Downloads 540 (89,618)
Citation 1

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Portfolio Choice, Machine Learning, Expected Utility

6.

Peer-Reviewed Theory Does Not Help Predict the Cross-section of Stock Returns

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 32 Posted: 28 Dec 2022 Last Revised: 28 Jul 2023
Andrew Y. Chen, Alejandro Lopez-Lira and Tom Zimmermann
Board of Governors of the Federal Reserve System, University of Florida - Department of Finance, Insurance and Real Estate and University of Cologne
Downloads 311 (169,382)

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Cross-Section of Returns,Return Predictability, Machine Learning, Big Data

7.

The Algorithmic Assignment of Incentive Schemes

Number of pages: 67 Posted: 17 Apr 2022 Last Revised: 24 Oct 2023
Saskia Opitz, Dirk Sliwka, Timo Vogelsang and Tom Zimmermann
University of Cologne, University of Cologne - Faculty of Management, Economics and Social Sciences, Frankfurt School of Finance & Management and University of Cologne
Downloads 270 (195,369)

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Randomized Controlled Trial, Incentives, Heterogeneity, Treatment Effects, Selection, Algorithm

8.

Limits of Disclosure Regulation in the Municipal Bond Market

Number of pages: 65 Posted: 03 Feb 2022 Last Revised: 28 Jul 2022
Ivan Ivanov, Tom Zimmermann and Nathan Heinrich
Federal Reserve Bank of Chicago, University of Cologne and Board of Governors of the Federal Reserve System
Downloads 257 (204,490)

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municipal bond pricing, disclosure regulation, private debt

9.

Can Government Demand Stimulate Private Investment? Evidence from U.S. Federal Procurement

Downloads 80 (296,557)
Citation 7

Can Government Demand Stimulate Private Investment? Evidence from U.S. Federal Procurement

CESifo Working Paper No. 7534
Number of pages: 43 Posted: 08 Mar 2019
Shafik Hebous and Tom Zimmermann
International Monetary Fund and University of Cologne
Downloads 80 (523,488)
Citation 1

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investment, federal procurement, financing constraints, spending, multipliers

10.

City Hall Has Been Hacked! The Financial Costs of Lax Cybersecurity

Number of pages: 47 Posted: 02 Jun 2023 Last Revised: 13 Oct 2023
Filippo Curti, Ivan Ivanov, Marco Macchiavelli and Tom Zimmermann
Federal Reserve Bank of Richmond - Quantitative Supervision & Research, Federal Reserve Bank of Chicago, Isenberg School of Management and University of Cologne
Downloads 159 (316,961)
Citation 1

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Cyberattacks, financing costs, municipal debt, cybersecurity regulation.

11.

Bottom-Up Leading Macroeconomic Indicators: An Application to Non-Financial Corporate Defaults Using Machine Learning

FEDS Working Paper No. 2019-70
Number of pages: 40 Posted: 22 Oct 2019
Tyler Pike, Horacio Sapriza and Tom Zimmermann
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and University of Cologne
Downloads 125 (383,331)
Citation 1

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12.

Inflating Away the Debt: The Debt-Inflation Channel of German Hyperinflation

Liberty Street Economics
Posted: 13 Jul 2023
Markus K. Brunnermeier, Sergio Correia, Stephan Luck, Emil Verner and Tom Zimmermann
Princeton University - Department of Economics, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Cologne

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hyperinflation, debt-inflation, macro-finance