Browsing All of EconStor by Author Schlag, Christian

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Year of PublicationTitleAuthor(s)
1994Neues zum Intervalling-Effekt am deutschen AktienmarktSchlag, Christian
1999An Empirical Comparison of Alternative Stochastic Volatility ModelsBelledin, Michael; Schlag, Christian
2000Has there always been underpricing and long-run underperformance? IPOs in Germany before World War ISchlag, Christian; Wodrich, Anja
2001A Note on Forward and Backward Partial Differential Equations for Derivative Contracts with Forwards as UnderlyingsEsser, Angelika; Schlag, Christian
2001Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate EffectsGrammig, Joachim; Melvin, Michael; Schlag, Christian
2002Money-back guarantees in individual pension accounts: Evidence from the German pension reformMaurer, Raimond H.; Schlag, Christian
2002Over-allotment options in IPOs on Germany's Neuer Markt: An empirical investigationFranzke, Stefanie A.; Schlag, Christian
2003Over-allotment options in IPOs on Germany's Neuer Markt: An empirical investigationFranzke, Stefanie A.; Schlag, Christian
2004Is Jump Risk Priced? What We Can (and Cannot) Learn From Option Hedging ErrorsBranger, Nicole; Schlag, Christian
2004When are Static Superhedging Strategies Optimal?Branger, Nicole; Esser, Angelika; Schlag, Christian
2004Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?Branger, Nicole; Schlag, Christian
2014What does US money market mutual fund reform portend for the European Union?Lewis, Craig M.; Schlag, Christian
2015"Nobody is perfect": Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errorsBranger, Nicole; Schlag, Christian; Wu, Lue
2016Commodities, financialization, and heterogeneous agentsBranger, Nicole; Grüning, Patrick; Schlag, Christian
2017Level and slope of volatility smiles in Long-Run Risk ModelsBranger, Nicole; Rodrigues, Paulo; Schlag, Christian
2017Temperature shocks and welfare costsDonadelli, Michael; Jüppner, Marcus; Riedel, Max; Schlag, Christian
2018Equilibrium asset pricing in directed networksBranger, Nicole; Konermann, Patrick; Meinerding, Christoph; Schlag, Christian
2018Volatility-of-volatility riskHuang, Darien; Schlag, Christian; Shaliastovich, Ivan; Thimme, Julian
2019Horizontal industry relationships and return predictabilitySchlag, Christian; Zeng, Kailin
2019Optimists and pessimists in (in)complete marketsBranger, Nicole; Konermann, Patrick; Schlag, Christian