Browsing All of EconStor by Author Schlag, Christian

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Year of PublicationTitleAuthor(s)
1999 An Empirical Comparison of Alternative Stochastic Volatility ModelsBelledin, Michael; Schlag, Christian
2000 Has there always been underpricing and long-run underperformance? IPOs in Germany before World War ISchlag, Christian; Wodrich, Anja
2001 Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate EffectsGrammig, Joachim; Melvin, Michael; Schlag, Christian
2001 A Note on Forward and Backward Partial Differential Equations for Derivative Contracts with Forwards as UnderlyingsEsser, Angelika; Schlag, Christian
2002 Money-back guarantees in individual pension accounts: Evidence from the German pension reformMaurer, Raimond H.; Schlag, Christian
2002 Over-allotment options in IPOs on Germany's Neuer Markt: An empirical investigationFranzke, Stefanie A.; Schlag, Christian
2003 Over-allotment options in IPOs on Germany's Neuer Markt: An empirical investigationFranzke, Stefanie A.; Schlag, Christian
2004 When are Static Superhedging Strategies Optimal?Branger, Nicole; Esser, Angelika; Schlag, Christian
2004 Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?Branger, Nicole; Schlag, Christian
2004 Is Jump Risk Priced? What We Can (and Cannot) Learn From Option Hedging ErrorsBranger, Nicole; Schlag, Christian
2014 What 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
2016 Commodities, financialization, and heterogeneous agentsBranger, Nicole; Grüning, Patrick; Schlag, Christian
2017 Temperature shocks and welfare costsDonadelli, Michael; Jüppner, Marcus; Riedel, Max; Schlag, Christian
2017 Level and slope of volatility smiles in Long-Run Risk ModelsBranger, Nicole; Rodrigues, Paulo; Schlag, Christian
2018 Volatility-of-volatility riskHuang, Darien; Schlag, Christian; Shaliastovich, Ivan; Thimme, Julian
2018 Equilibrium asset pricing in directed networksBranger, Nicole; Konermann, Patrick; Meinerding, Christoph; Schlag, Christian
2019 Extreme inflation and time-varying consumption growthDergunov, Ilya; Meinerding, Christoph; Schlag, Christian
2019 Optimists and pessimists in (in)complete marketsBranger, Nicole; Konermann, Patrick; Schlag, Christian
2019 Horizontal industry relationships and return predictabilitySchlag, Christian; Zeng, Kailin