CFS Working Paper Series, Universität Frankfurt a. M.

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 579
Year of PublicationTitleAuthor(s)
2017 Implied volatility sentiment: A tale of two tailsFelix, Luiz; Kräussl, Roman; Stork, Philip
2017 Single stock call options as lottery ticketsFelix, Luiz; Kräussl, Roman; Stork, Philip
2017 The European sovereign debt crisis: What have we learned?Kräussl, Roman; Lehnert, Thorsten; Stefanova, Denitsa
2017 Evaluating how child allowances and daycare subsidies affect fertilityGoldstein, Joshua R.; Koulovatianos, Christos; Li, Jian; Schröder, Carsten
2017 Buffer-stock saving and households' response to income shocksFella, Giulio; Frache, Serafin; Koeniger, Winfried
2017 Volatility, information feedback and market microstructure noise: A tale of two regimesAndersen, Torben G.; Cebiroglu, Gökhan; Hautsch, Nikolaus
2017 Communication of monetary policy in unconventional timesCoenen, Günter; Ehrmann, Michael; Gaballo, Gaetano; Hoffmann, Peter; Nakov, Anton; Nardelli, Stefano; Persson, Eric; Strasser, Georg H.
2017 Optimal trend inflationAdam, Klaus; Weber, Henning
2017 Real-time forecast evaluation of DSGE models with stochastic volatilityDiebold, Francis X.; Schorfheide, Frank; Shin, Minchul
2017 Das Clearing von Euro-OTC-Derivaten post Brexit: Eine Analyse der vorliegenden KostenschätzungenBrühl, Volker
2017 Loanable funds vs money creation in banking: A benchmark resultFaure, Salomon A.; Gersbach, Hans
2017 Market fragility and the paradox of the recent stock-bond dissonanceKoulovatianos, Christos; Li, Jian; Weber, Fabienne
2017 Clearing of euro OTC derivatives post Brexit: An analysis of the present cost estimatesBrühl, Volker
2017 The ambivalent role of high-frequency trading in turbulent market periodsHautsch, Nikolaus; Noé, Michael; Zhang, S. Sarah
2017 CEO-speeches and stock returnsBannier, Christina; Pauls, Thomas; Walter, Andreas
2017 Large-scale portfolio allocation under transaction costs and model uncertaintyHautsch, Nikolaus; Voigt, Stefan
2017 Counterparty credit limits: An effective tool for mitigating counterparty risk?Gould, Martin D.; Hautsch, Nikolaus; Howison, Sam D.; Porter, Mason A.
2017 The agency of CoCo: Why do banks issue contingent convertible bonds?Goncharenko, Roman; Ongena, Steven; Rauf, Asad
2017 How effective are trading pauses?Hautsch, Nikolaus; Horvath, Akos
2017 A two-step indirect inference approach to estimate the long-run risk asset pricing modelGrammig, Joachim; Küchlin, Eva-Maria
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 579
Also listed in RePEc / EconPapers