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Publications

by members of

Department of Finance
Faculté de droit, d'économie et de finance
Université du Luxembourg
Luxembourg, Luxembourg

(Department of Law, Economics and Finance, University of Luxembourg)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters | Software components |

Working papers

2023

  1. Kräussl, Roman & Oladiran, Tobi & Stefanova, Denitsa, 2023. "A review on ESG investing: Investors' expectations, beliefs and perceptions," CFS Working Paper Series 694, Center for Financial Studies (CFS).
  2. Kräussl, Roman & Pollet, Joshua M. & Stefanova, Denitsa, 2023. "Closed-end funds and discount control mechanisms," CFS Working Paper Series 707, Center for Financial Studies (CFS).
  3. Kräussl, Roman & Tugnetti, Alessandro, 2023. "Non-fungible tokens (NFTs): A review of pricing determinants, applications and opportunities," CFS Working Paper Series 693, Center for Financial Studies (CFS).
  4. Fridgen, Gilbert & Kräussl, Roman & Papageorgiou, Orestis & Tugnetti, Alessandro, 2023. "The fundamental value of art NFTs," CFS Working Paper Series 709, Center for Financial Studies (CFS).

2022

  1. Wolff, Christian & Zhang, Lu, 2022. "Is Bitcoin a better safe-haven asset for individual investors than Gold? – Evidence from sanctioned Russia," CEPR Discussion Papers 17745, C.E.P.R. Discussion Papers.
  2. Christos Koulovatianos & Carsten Schröder, 2022. "Income-Dependent Equivalence Scales and Choice Theory: Implications for Poverty Measurement," SOEPpapers on Multidisciplinary Panel Data Research 1157, DIW Berlin, The German Socio-Economic Panel (SOEP).
  3. Pavlova, Anna & Dahlquist, Magnus & Heyerdahl-Larsen, Christian & Penasse, Julien, 2022. "International Capital Markets and Wealth Transfers," CEPR Discussion Papers 17334, C.E.P.R. Discussion Papers.
  4. Marina Emiris & François Koulischer & Christophe Spaenjers, 2022. "Bank competition and bargaining over refinancing," Working Paper Research 422, National Bank of Belgium.

2021

  1. Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian Brownlees & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
    • Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & To, 2021. "Non-Standard Errors," Working Paper Series, Social and Economic Sciences 2021-11, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
    • Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023. "Non-Standard Errors," TSE Working Papers 23-1451, Toulouse School of Economics (TSE).
    • Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  2. Borsboom, Charlotte & Füllbrunn, Sascha, 2021. "Stock Price Level Effect," MPRA Paper 109286, University Library of Munich, Germany.
  3. Laeven, Luc & Baron, Matthew & Penasse, Julien & Usenko, Yevhenii, 2021. "Investing in Crises," CEPR Discussion Papers 15858, C.E.P.R. Discussion Papers.
  4. Marina Emiris & François Koulischer, 2021. "Low interest rates and the distribution of household debt," Working Paper Research 398, National Bank of Belgium.

2020

  1. Hubar, Sylwia & Koulovatianos, Christos & Li, Jian, 2020. "The role of labor-income risk in household risk-taking?," CFS Working Paper Series 640, Center for Financial Studies (CFS).
  2. Tibor Neugebauer & Jason Shachat & Wiebke Szymczak, 2020. "A test of the Modigliani-Miller theorem, dividend policy and algorithmic arbitrage in experimental asset markets," Working Papers 20-14, Chapman University, Economic Science Institute.
  3. Georgia E. Buckle & Sascha Füllbrunn & Wolfgang J. Luhan, 2020. "Lying for Others: The Impact of Agency on Misreporting," Working Papers in Economics & Finance 2020-12, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
  4. Roberto Marfè & Julien Pénasse, 2020. "Measuring Macroeconomic Tail Risk," Carlo Alberto Notebooks 621, Collegio Carlo Alberto.
  5. Julien Pénasse & Luc Renneboog & José A. Scheinkman, 2020. "When a Master Dies: Speculation and Asset Float," NBER Working Papers 26831, National Bureau of Economic Research, Inc.
  6. Daragh Clancy & Carmine Gabriele & Diana Zigraiova, 2020. "Sovereign bond market spillovers from crisis-time developments in Greece," Working Papers 45, European Stability Mechanism.

2019

  1. Wolff, Christian & Connelly, J. Thomas, 2019. "Dividend Policy Decisions and Ownership Concentration: Evidence from Thai Public Companies," CEPR Discussion Papers 13854, C.E.P.R. Discussion Papers.
  2. Hakobyana, Zaruhi & Koulovatianos, Christos, 2019. "Populism and polarization in social media without fake news: The vicious circle of biases, beliefs and network homophily," CFS Working Paper Series 626, Center for Financial Studies (CFS).
  3. Hakobyan, Zaruhi & Koulovatianos, Christos, 2019. "Symmetric Markovian games of commons with potentially sustainable endogenous growth," CFS Working Paper Series 638, Center for Financial Studies (CFS).
  4. Andrej Angelovski & Tibor Neugebauer & Maroš Servatka, 2019. "Can Rank-Order Competition Resolve the Free-Rider Problem in the Voluntary Provision of Impure Public Goods? Experimental Evidence," Working Papers CESARE 1705, Dipartimento di Economia e Finanza, LUISS Guido Carli.
  5. Angerer, Martin & Neugebauer, Tibor & Shachat, Jason, 2019. "Arbitrage bots in experimental asset markets," MPRA Paper 96224, University Library of Munich, Germany.
  6. Koijen, Ralph & Koulischer, Francois & Nguyen, Benoît & Yogo, Motohiro, 2019. "Inspecting the Mechanism of Quantitative Easing in the Euro Area," CEPR Discussion Papers 13906, C.E.P.R. Discussion Papers.
  7. Carmine Gabriele, 2019. "Learning from trees: A mixed approach to building early warning systems for systemic banking crises," Working Papers 40, European Stability Mechanism.

2018

  1. Rajnish Mehra & Christos Koulovatianos & John Donaldson, 2018. "Demographics and FDI: Lessons from China’s One-Child Policy," Working Papers id:12759, eSocialSciences.
  2. Christos Koulovatianos & Carsten Schroeder & Ulrich Schmidt, 2018. "Do Demographics Prevent Consumption Aggregates From Refflecting Micro-Level Preferences?," DEM Discussion Paper Series 18-12, Department of Economics at the University of Luxembourg.
  3. John B. Donaldson & Christos Koulovatianos & Jian Li & Rajnish Mehra, 2018. "Demographics and FDI: Lessons from China's One-Child Policy," NBER Working Papers 24256, National Bureau of Economic Research, Inc.
  4. Koulovatianos, Christos & Mavridis, Dimitris, 2018. "Increasing taxes after a financial crisis: Not a bad idea after all ..," CFS Working Paper Series 614, Center for Financial Studies (CFS).
  5. Enrica Carbone & John Hey & Tibor Neugebauer, 2018. "An Experimental Comparison of Two Exchange Mechanisms, An Asset Market versus a Credit Market," Discussion Papers 18/08, Department of Economics, University of York.
  6. Frederik Booysen & Sevias Guvuriro, 2018. "Family-type Public Goods and Intra-Household Decision-Making by Co-Resident South African Couples," Working Papers 160, Economic Research Southern Africa.
  7. Kräussl, Roman & Pollet, Joshua & Stefanova, Denitsa, 2018. "Signaling or marketing? The role of discount control mechanisms in closed-end funds," CFS Working Paper Series 597, Center for Financial Studies (CFS).

2017

  1. Wolff, Christian & Ekkayokkaya, Manapol & Foojinphan, Pimnipa, 2017. "Cross-Border Mergers and Acquisitions: Evidence from the Indochina Region," CEPR Discussion Papers 12078, C.E.P.R. Discussion Papers.
  2. Wolff, Christian, 2017. "Trading in style: Retail investors vs. institutions," CEPR Discussion Papers 12462, C.E.P.R. Discussion Papers.
  3. Goldstein, Joshua R. & Koulovatianos, Christos & Li, Jian & Schröder, Carsten, 2017. "Evaluating how child allowances and daycare subsidies affect fertility," CFS Working Paper Series 568, Center for Financial Studies (CFS).
  4. Koulovatianos, Christos & Li, Jian & Weber, Fabienne, 2017. "Market fragility and the paradox of the recent stock-bond dissonance," CFS Working Paper Series 589, Center for Financial Studies (CFS).
  5. Sascha Fullbrunn & Wolfgang J. Luhan, 2017. "Am I my peer's keeper? Social Responsibility in Financial Decision Making," Working Papers in Economics & Finance 2017-02, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
  6. Xisong Jin & Francisco Nadal De Simone, 2017. "Systemic Financial Sector and Sovereign Risks," BCL working papers 109, Central Bank of Luxembourg.
  7. Kräussl, Roman & Lehnert, Thorsten & Stefanova, Denitsa, 2017. "The European sovereign debt crisis: What have we learned?," CFS Working Paper Series 567, Center for Financial Studies (CFS).
  8. François Koulischer & Patrick Van Roy, 2017. "Using bank loans as collateral in Europe : The role of liquidity and funding purposes," Working Paper Research 318, National Bank of Belgium.
  9. Carmine Gabriele & Aitor Erce & Marialena Athanasopoulou & Juan Rojas, 2017. "Debt Stocks Meet Gross Financing Needs: A Flow Perspective into Sustainability," Working Papers 24, European Stability Mechanism.

2016

  1. Carolina Achury & Christos Koulovatianos & John Tsoukalas, 2016. "Political Economics of Fiscal Consolidations and External Sovereign Accidents," Working Papers 2016_12, Business School - Economics, University of Glasgow.
  2. Roberto Marfè & Julien Penasse, 2016. "The Time-Varying Risk of Macroeconomic Disasters," Carlo Alberto Notebooks 463, Collegio Carlo Alberto.
  3. Xisong Jin & Francisco Nadal De Simone, 2016. "Tracking Changes in the Intensity of Financial Sector's Systemic Risk," BCL working papers 102, Central Bank of Luxembourg.
  4. N. Cassola & F. Koulischer, 2016. "The Collateral Channel of Open Market Operations," Working papers 593, Banque de France.
  5. R. S.J. Koijen & F. Koulischer & B. Nguyen & M. Yogo, 2016. "Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices," Working papers 601, Banque de France.
  6. Francois Koulischer, 2016. "Essays in Financial Economics," ULB Institutional Repository 2013/228122, ULB -- Universite Libre de Bruxelles.
  7. Paolo Sodini & Stijn Van Nieuwerburgh & Roine Vestman & Ulf von Lilienfeld-Toal, 2016. "Identifying the Benefits from Homeownership: A Swedish Experiment," NBER Working Papers 22882, National Bureau of Economic Research, Inc.

2015

  1. Wolff, Christian & Bams, Dennis & Pisa, Magdalena, 2015. "Credit risk characteristics of US small business portfolios," CEPR Discussion Papers 10889, C.E.P.R. Discussion Papers.
  2. Wolff, Christian & Papanikolaou, Nikolaos I., 2015. "Leverage and risk in US commercial banking in the light of the current financial crisis," CEPR Discussion Papers 10890, C.E.P.R. Discussion Papers.
  3. Wolff, Christian & Bams, Dennis & Pisa, Magdalena, 2015. "Ripple effects from industry defaults," CEPR Discussion Papers 10891, C.E.P.R. Discussion Papers.
  4. Wolff, Christian & Papanikolaou, Nikolaos I., 2015. "Does the CAMEL bank ratings system follow a procyclical pattern?," CEPR Discussion Papers 10965, C.E.P.R. Discussion Papers.
  5. Wolff, Christian & Masror Khah, Sara Abed, 2015. "The Determinants of CoCo Bond Prices," CEPR Discussion Papers 10996, C.E.P.R. Discussion Papers.
  6. Janssen, Dirk-Jan & Weitzel, Utz & Füllbrunn, Sascha, 2015. "Speculative Bubbles - An introduction and application of the Speculation Elicitation Task (SET)," MPRA Paper 63028, University Library of Munich, Germany.
  7. Xisong Jin & Francisco Nadal De Simone, 2015. "Investment funds? vulnerabilities: A tail-risk dynamic CIMDO approach," BCL working papers 95, Central Bank of Luxembourg.
  8. Kräussl, Roman & Lehnert, Thorsten & Senulyte, Sigita, 2015. "Euro crash risk," CFS Working Paper Series 524, Center for Financial Studies (CFS).
  9. F. Koulischer, 2015. "Asymmetric shocks in a currency union: The role of central bank collateral policy," Working papers 554, Banque de France.

2014

  1. Christos Koulovatianos, 2014. "Strategic Exploitation of a Common-Property Resource Under Rational Learning About its Reproduction," DEM Discussion Paper Series 14-06, Department of Economics at the University of Luxembourg.
  2. Koulovatianos, Christos & Schröder, Carsten & Schmidt, Ulrich, 2014. "Do demographics prevent consumer aggregates from reflecting micro-level preferences?," CFS Working Paper Series 484, Center for Financial Studies (CFS).
  3. Hubar, Sylwia & Koulovatianos, Christos & Li, Jian, 2014. "Fitting parsimonious household- portfolio models to data," CFS Working Paper Series 489, Center for Financial Studies (CFS).
  4. Tibor Neugebauer & Daniela Di Cagno & Carlos Rodriguez-Palmero, & Abdolkarim Sadrieh, 2014. "Recall Searching with and without Recall," LSF Research Working Paper Series 14-09, Luxembourg School of Finance, University of Luxembourg.
  5. Füllbrunn, Sascha & Neugebauer, Tibor & Nicklisch, Andreas, 2014. "Underpricing of Initial Public Offerings in Experimental Asset Markets," WiSo-HH Working Paper Series 19, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
  6. Julien Pénasse & Luc Renneboog & Christophe Spaenjers, 2014. "Sentiment and art prices," Post-Print hal-00982427, HAL.
  7. Penasse, J.N.G. & Renneboog, L.D.R., 2014. "Bubbles and Trading Frenzies : Evidence from the Art Market," Discussion Paper 2014-068, Tilburg University, Center for Economic Research.
  8. Penasse, J.N.G., 2014. "Asset prices and priceless assets," Other publications TiSEM e0a9755c-c105-4c46-8d96-2, Tilburg University, School of Economics and Management.
  9. Theoharry Grammatikos & Thorsten Lehnert & Yoichi Otsubo, 2014. "Market Perceptions of US and European Policy Actions Around the Subprime Crisis," IMES Discussion Paper Series 14-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
  10. Thorsten Lehnert, 2014. "Press Freedom and Jumps in Stock Prices," Proceedings of International Academic Conferences 0902033, International Institute of Social and Economic Sciences.
  11. Roman Kräussl & Thorsten Lehnert & Nicolas Martelin, 2014. "Is there a Bubble in the Art Market?," LSF Research Working Paper Series 14-07, Luxembourg School of Finance, University of Luxembourg.
  12. Thorsten Lehnert & Yuehao Lin, 2014. "Skewness Term Structure Tests," LSF Research Working Paper Series 14-08, Luxembourg School of Finance, University of Luxembourg.
  13. Thorsten Lehnert & Gildas Blanchard & Dennis Bams, 2014. "Evaluating Option Pricing Model Performance Using Model Uncertainty," LSF Research Working Paper Series 14-06, Luxembourg School of Finance, University of Luxembourg.
  14. Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2014. "Pricing Default Risk: The Good, The Bad, and The Anomaly," MPRA Paper 53373, University Library of Munich, Germany.
  15. Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2014. "Forecasting Distress in European SME Portfolios," MPRA Paper 53572, University Library of Munich, Germany.
  16. Chouliaras, Andreas & Grammatikos, Theoharry, 2014. "Extreme Returns in the European Financial Crisis," MPRA Paper 58978, University Library of Munich, Germany.
  17. Denitsa Stefanova & Arjen Siegmann, 2014. "The Evolving Beta-Liquidity Relationship of Hedge Funds," LSF Research Working Paper Series 14-12, Luxembourg School of Finance, University of Luxembourg.
  18. Denitsa Stefanova & Arjen Siegmann & Marcin Zamojski, 2014. "Hedge Fund Innovation," LSF Research Working Paper Series 14-13, Luxembourg School of Finance, University of Luxembourg.

2013

  1. Wolff, Christian & Lehnert, Thorsten & Lin, Yuehao, 2013. "Skewness Risk Premium: Theory and Empirical Evidence," CEPR Discussion Papers 9349, C.E.P.R. Discussion Papers.
  2. Christian C.P. Wolff, & Nikolaos I. Papanikolaou, 2013. "The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis," LSF Research Working Paper Series 13-13, Luxembourg School of Finance, University of Luxembourg.
  3. Sylwia Hubar & Christos Koulovatianos & Jian Li, 2013. "Analytical Guidance for Fitting Parsimonious Household-Portfolio Models to Data," DEM Discussion Paper Series 13-16, Department of Economics at the University of Luxembourg.
  4. Carolina Achury & Christos Koulovatianos & John Tsoukalas, 2013. "Political Economics of External Sovereign Defaults," DEM Discussion Paper Series 13-23, Department of Economics at the University of Luxembourg.
  5. Tibor Neugebauer & Sascha F llbrunn, 2013. "Varying the number of bidders in the first-price sealed-bid auction: experimental evidence for the one-shot game," LSF Research Working Paper Series 13-10, Luxembourg School of Finance, University of Luxembourg.
  6. Tibor Neugebauer & Sascha Füllbrunn, 2013. "Deflating Bubbles in Experimental Asset Markets: Comparative Statics of Margin Regulations," LSF Research Working Paper Series 13-14, Luxembourg School of Finance, University of Luxembourg.
  7. Füllbrunn, Sascha & Rau, Holger & Weitzel, Utz, 2013. "Do ambiguity effects survive in experimental asset markets?," MPRA Paper 44700, University Library of Munich, Germany.
  8. Xisong Jin & Francisco Nadal De Simone, 2013. "Banking Systemic Vulnerabilities: A Tail-risk Dynamic CIMDO Approach," BCL working papers 82, Central Bank of Luxembourg.
  9. Alain Kabundi & Deniz Igan & Francisco N. de Simone & Natalia Tamirisa, 2013. "Monetary Policy and Balance Sheets," Working Papers 364, Economic Research Southern Africa.
  10. Jang Schiltz & Marc Boissaux, 2013. "A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems," LSF Research Working Paper Series 13-3, Luxembourg School of Finance, University of Luxembourg.
  11. Jang Schiltz & Marc Boissaux, 2013. "A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems," DEM Discussion Paper Series 13-3, Department of Economics at the University of Luxembourg.
  12. Thorsten Lehnert & Yuehao Lin & Nicolas Martelin, 2013. "Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior?," LSF Research Working Paper Series 13-11, Luxembourg School of Finance, University of Luxembourg.
  13. Fabian Irek & Thorsten Lehnert, 2013. "Do Fund Investors Know that Risk is Sometimes not Priced?," LSF Research Working Paper Series 13-1, Luxembourg School of Finance, University of Luxembourg.
  14. Theoharry Grammatikos, & Nikolaos I. Papanikolaou, 2013. "What lies behind the (Too-Small-To-Survive) banks?," LSF Research Working Paper Series 13-12, Luxembourg School of Finance, University of Luxembourg.
  15. Theoharry Grammatikos, & Nikolaos I. Papanikolaou, 2013. "What lies behind the (Too-Small-To-Survive) banks?," DEM Discussion Paper Series 13-12, Department of Economics at the University of Luxembourg.
  16. Dimitra Michala & Theoharry Grammatikos & Sara Ferreira Filipe, 2013. "Forecasting distress in European SME portfolios," DEM Discussion Paper Series 13-2, Department of Economics at the University of Luxembourg.
  17. Chouliaras, Andreas & Grammatikos, Theoharry, 2013. "News Flow, Web Attention and Extreme Returns in the European Financial Crisis," MPRA Paper 51335, University Library of Munich, Germany.
  18. Jean-Daniel Guigou & Bruno Lovat & Marc Boissaux, 2013. "Asymmetric contests with risky rents," LSF Research Working Paper Series 13-9, Luxembourg School of Finance, University of Luxembourg.

2012

  1. Wolff, Christian & Bams, Dennis & Pisa, Magdalena, 2012. "Modeling default correlation in a US retail loan portfolio," CEPR Discussion Papers 9205, C.E.P.R. Discussion Papers.
  2. Wolff, Christian & Lehnert, Thorsten & Jin, Xisong & Bekkour, Lamia & Rasmouki, Fanou, 2012. "Euro at Risk: The Impact of Member Countries? Credit Risk on the Stability of the Common Currency," CEPR Discussion Papers 9229, C.E.P.R. Discussion Papers.
  3. Magdalena Pisa & Dennis Bams & Christian Wolff, 2012. "Modeling default correlation in a US retail loan portfolio," DEM Discussion Paper Series 12-19, Department of Economics at the University of Luxembourg.
  4. Thorsten Lehnert & Lamia Bekkour & Xisong Jin & Fanou Rasmouki & Christian Wolff, 2012. "Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency," DEM Discussion Paper Series 12-4, Department of Economics at the University of Luxembourg.
  5. Tibor Neugebauer & Susana Cabrera & Enrique Fatas & Juan A. Lacomba, 2012. "Vertically Splitting a Firm: Promotion and Demotion in a Team Production Experiment," LSF Research Working Paper Series 12-3, Luxembourg School of Finance, University of Luxembourg.
  6. Sascha Füllbrunn & Tibor Neugebauer, 2012. "Margin Trading Bans in Experimental Asset Markets," Jena Economics Research Papers 2012-058, Friedrich-Schiller-University Jena.
  7. Xisong Jin & Francisco Nadal De Simone, 2012. "An Early-warning and Dynamic Forecasting Framework of Default Probabilities for the Macroprudential Policy Indicators Arsenal," BCL working papers 75, Central Bank of Luxembourg.
  8. Jean-Daniel Guigou & Jang Schiltz, 2012. "Optimal mix of funded and unfunded pension systems: the case of Luxembourg," LSF Research Working Paper Series 12-13, Luxembourg School of Finance, University of Luxembourg.
  9. Marc Boissaux & Jang Schiltz, 2012. "Conditioned Higher Moment Portfolio Optimisation Using Optimal Control," LSF Research Working Paper Series 12-2, Luxembourg School of Finance, University of Luxembourg.
  10. Marc Boissaux & Jang Schiltz, 2012. "Conditioned Higher Moment Portfolio Optimisation Using Optimal Control," DEM Discussion Paper Series 12-2, Department of Economics at the University of Luxembourg.
  11. Fabian Irek & Thorsten Lehnert & Nicolas Martelin, 2012. "Noise Trading and the Cross-Section of Index Option Prices," LSF Research Working Paper Series 12-1, Luxembourg School of Finance, University of Luxembourg.
  12. Thorsten Lehnert & Bart Frijns & Remco Zwinkels, 2012. "Sentiment Trades and Option Prices," LSF Research Working Paper Series 12-9, Luxembourg School of Finance, University of Luxembourg.
  13. Theoharry Grammatikos & Robert Vermeulen, 2012. "The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity," LSF Research Working Paper Series 12-8, Luxembourg School of Finance, University of Luxembourg.
  14. Yoichi Otsubo & Theoharry Grammatikos & Thorsten Lehnert, 2012. "Market Perceptions of US and European Policy Actions Around the Subprime Crisis," DEM Discussion Paper Series 12-14, Department of Economics at the University of Luxembourg.
  15. Theoharry Grammatikos & Robert Vermeulen, 2012. "The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity," DEM Discussion Paper Series 12-8, Department of Economics at the University of Luxembourg.
  16. Denitsa Stefanova, 2012. "Stock Market Asymmetries: A Copula Diffusion," Tinbergen Institute Discussion Papers 12-125/IV/DSF45, Tinbergen Institute.

2011

  1. Carolina Achury & Christos Koulovatianos & John D. Tsoukalas, 2011. "External Sovereign Debt in a Monetary Union: Bailouts and the Role of Corruption," CESifo Working Paper Series 3532, CESifo.
  2. Christos Koulovatianos, 2011. "A Paradox of Environmental Awareness Campaigns," Levine's Working Paper Archive 786969000000000041, David K. Levine.
  3. Wieland, Volker & Koulovatianos, Christos, 2011. "Asset Pricing under Rational Learning about Rare Disasters," CEPR Discussion Papers 8514, C.E.P.R. Discussion Papers.
  4. Christos Koulovatianos & Leonard J. Mirman & Marc Santugini, 2011. "Investment in a Monopoly with Bayesian Learning," Cahiers de recherche 11-05, HEC Montréal, Institut d'économie appliquée.
  5. Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2011. "Online Appendix to "Saving Rates and Portfolio Choice with Subsistence Consumption"," Online Appendices 10-11, Review of Economic Dynamics.
  6. Tibor Neugebauer & Stefan Traub, 2011. "Public Good and Private Good Valuation for Waiting, Time Reduction: A Laboratory Study," LSF Research Working Paper Series 11-03, Luxembourg School of Finance, University of Luxembourg.
  7. Sascha F llbrunn & Ernan Haruvy, 2011. "The Takeover Game," LSF Research Working Paper Series 11-5, Luxembourg School of Finance, University of Luxembourg.
  8. Xisong Jin & Francisco Nadal de Simone, 2011. "Market- and Book-Based Models of Probability of Default for Developing Macroprudential Policy Tools," BCL working papers 65, Central Bank of Luxembourg.
  9. Thorsten Lehnert & Xisong Jin & Francisco Nadal de Simone, 2011. "Does the GARCH Structural Credit Risk Model Make a Difference?," LSF Research Working Paper Series 11-6, Luxembourg School of Finance, University of Luxembourg.
  10. Thorsten Lehnert & Xisong Jin & Francisco Nadal de Simone, 2011. "Does the GARCH Structural Credit Risk Model Make a Difference?," DEM Discussion Paper Series 11-6, Department of Economics at the University of Luxembourg.
  11. Panetta, Fabio & Correa, Ricardo & Davies, Michael & Di Cesare, Antonio & Marques, José-Manuel & Nadal de Simone, Francisco & Signoretti, Federico & Vespro, Cristina & Vildo, Siret & Wieland, Martin &, 2011. "The impact of sovereign credit risk on bank funding conditions," MPRA Paper 32581, University Library of Munich, Germany.
  12. Jang Schiltz & Marc Boissaux, 2011. "Practical weight-constrained conditioned portfolio optimization using risk aversion indicator signals," LSF Research Working Paper Series 11-12, Luxembourg School of Finance, University of Luxembourg.
  13. Thorsten Lehnert & Xisong Jin, 2011. "Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas," LSF Research Working Paper Series 11-10, Luxembourg School of Finance, University of Luxembourg.
  14. Lamia Bekkour & Thorsten Lehnert & Maria Chiara Amadari, 2011. "The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps," LSF Research Working Paper Series 11-04, Luxembourg School of Finance, University of Luxembourg.
  15. Thorsten Lehnert & Bart Frijn & Aaron Gilbert & Alireza Tourani-Rad, 2011. "Cultural Values, CEO Risk Aversion and Corporate Takeovers," LSF Research Working Paper Series 11-01, Luxembourg School of Finance, University of Luxembourg.
  16. Redouane Elkamhia & Denitsa Stefanova, 2011. "Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection," Tinbergen Institute Discussion Papers 11-028/2/DSF10, Tinbergen Institute.
  17. Arjen Siegmann & Denitsa Stefanova, 2011. "Market Liquidity and Exposure of Hedge Funds," Tinbergen Institute Discussion Papers 11-150/2/DSF27, Tinbergen Institute.
  18. Jean-Daniel Guigou & Regis Blazy & Afef Boughanmi & Bruno Defffains, 2011. "Corporate Governance and Financial Development: A Study of the French Case," LSF Research Working Paper Series 11-11, Luxembourg School of Finance, University of Luxembourg.
  19. Dilip Mookherjee & Ulf von Lilienfeld-Toal, 2011. "How Did the US Housing Slump Begin? The Role of the 2005 Bankruptcy Reform," Boston University - Department of Economics - Working Papers Series WP2011-033, Boston University - Department of Economics.

2010

  1. Wolff, Christian & Pennacch, George G., 2010. "Contingent Capital: The Case for COERCs," CEPR Discussion Papers 8028, C.E.P.R. Discussion Papers.
  2. Christos Koulovatianos & Carsten Schröder & Ulrich Schmidt, 2010. "Confronting the Representative Consumer with Household-Size Heterogeneity," Discussion Papers of DIW Berlin 1056, DIW Berlin, German Institute for Economic Research.
  3. Carsten Schr der & Polina Minkovski & Christos Koulovatianos, 2010. "Per Capita Income Versus Household-Need Adjusted Income: A Cross-Country Comparison," LIS Working papers 528, LIS Cross-National Data Center in Luxembourg.
  4. Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2010. "Saving Rates and Portfolio Choice with Subsistence Consumption," Discussion Papers 10/01, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  5. Tibor Neugebauer & Maroš Servátka, 2010. "Does Competition Resolve the Free-Rider Problem in the Voluntary Provision of Impure Public Goods? Experimental Evidence," Working Papers in Economics 10/07, University of Canterbury, Department of Economics and Finance.
  6. Tibor Neugebauer & Sascha Füllbrunn, 2010. "Limited Liability, Moral Hazard and Risk Taking - A Safety Net Game Experiment," LSF Research Working Paper Series 10-04, Luxembourg School of Finance, University of Luxembourg.
  7. Tibor Neugebauer & John Hey & Carmen Pasca, 2010. "Georges-Louis Leclerc de Buffon’s‘Essays on Moral Arithmetic’," LSF Research Working Paper Series 10-06, Luxembourg School of Finance, University of Luxembourg.
  8. Tibor Neugebauer & Juan A. Lacomba & Francisco Lagos, 2010. "Modelling structural changes in the volatility process," LSF Research Working Paper Series 10-07, Luxembourg School of Finance, University of Luxembourg.
  9. Tibor Neugebauer, 2010. "Moral Impossibility in the Petersburg Paradox : A Literature Survey and Experimental Evidence," LSF Research Working Paper Series 10-14, Luxembourg School of Finance, University of Luxembourg.
  10. Francisco Nadal De Simone & Franco Stragiotti, 2010. "Market and Funding Liquidity Stress Testing of the Luxembourg Banking Sector," BCL working papers 45, Central Bank of Luxembourg.
  11. Marc Boissaux & Jang Schiltz, 2010. "An Optimal Control Approach to Portfolio Optimisation with Conditioning Information," LSF Research Working Paper Series 10-09, Luxembourg School of Finance, University of Luxembourg.
  12. Thorsten Lehnert & Bart Frijns & Remco C.J. Zwinkels, 2010. "Modelling structural changes in the volatility process," LSF Research Working Paper Series 10-05, Luxembourg School of Finance, University of Luxembourg.
  13. Augusto Hasman & Margarita Samartin & Jos van Bommel, 2010. "Financial Intermediaries and Transaction Costs," Documents de Travail de l'OFCE 2010-02, Observatoire Francais des Conjonctures Economiques (OFCE).
  14. Theoharry Grammatikos & Robert Vermeulen, 2010. "Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates," LSF Research Working Paper Series 10-13, Luxembourg School of Finance, University of Luxembourg.
  15. Uppal, Raman & DeMiguel, Victor & Plyakha, Yuliya & Vilkov, Grigory, 2010. "Improving Portfolio Selection Using Option-Implied Volatility and Skewness," CEPR Discussion Papers 7686, C.E.P.R. Discussion Papers.

2009

  1. Christian Wolff & Ron Jongen & Willem F.C. Verschoor, 2009. "Time-Variation in Term Permia: International Survey-Based Evidence," LSF Research Working Paper Series 09-02, Luxembourg School of Finance, University of Luxembourg.
  2. Christian Wolff & Thorsten Lehnert & Cokki Versluis, 2009. "A Cumulative Prospect Theory Approach to Option Pricing," LSF Research Working Paper Series 09-03, Luxembourg School of Finance, University of Luxembourg.
  3. Sascha Füllbrunn & Tim Hoppe, 2009. "Stochastic Deadlines: A Comparison of Parallel Multiple Auction Designs," FEMM Working Papers 09015, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
  4. Sascha Füllbrunn, 2009. "A comparison of Candle Auctions and Hard Close Auctions with Common Values," FEMM Working Papers 09019, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
  5. Sascha Füllbrunn & Katharina Richwien & Abdolkarim Sadrieh, 2009. "Trust and Trustworthiness in Anonymous Virtual Worlds," FEMM Working Papers 09033, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
  6. Thorsten Lehnert & Aleksandar Andonov & Florian Bardong, 2009. "TIPS, Inflation Expectations and the Financial Crisis," LSF Research Working Paper Series 09-09, Luxembourg School of Finance, University of Luxembourg.
  7. Thorsten Lehnert & Bart Frijns & Remco Zwinkels, 2009. "A Volatility Targeting GARCH model with Time-Varying Coefficients," LSF Research Working Paper Series 09-08, Luxembourg School of Finance, University of Luxembourg.
  8. Thorsten Lehnert & Bart Frijns & Remco Zwinkels, 2009. "Behavioral Heterogeneity in the Option Market," LSF Research Working Paper Series 09-07, Luxembourg School of Finance, University of Luxembourg.
  9. Régis Blazy & Bertrand Chopard & Agnès Fimayer & Jean-Daniel Guigou, 2009. "Financial versus Social Efficiency of Corporate Bankruptcy Law: the French Dilemma?," Working Papers of BETA 2009-12, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  10. Ulf von Lilienfeld-Toal & Dilip Mookherjee & Sujata Visaria, 2009. "The Distributive Impact of Reforms in Credit Enforcement: Evidence from Indian Debt Recovery Tribunals," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-183, Boston University - Department of Economics.

2008

  1. Wolff, Christian & Straetmans, Stefan & Versteeg, Roald, 2008. "Are Capital Controls in the Foreign Exchange Market Effective?," CEPR Discussion Papers 6727, C.E.P.R. Discussion Papers.
  2. Wolff, Christian & Verschoor, Willem F C & Jongen, Ron & Zwinkels, Remco C.J., 2008. "Dispersion of Beliefs in the Foreign Exchange Market," CEPR Discussion Papers 6738, C.E.P.R. Discussion Papers.
  3. Christian Wolff & Dennis Bams & Thorsten Lehnert, 2008. "Loss Functions in Option Valuation: A Framework for Selection," LSF Research Working Paper Series 08-11, Luxembourg School of Finance, University of Luxembourg.
  4. Grant, Charles & Koulovatianos, Christos & Michaelides, Alexander & Padula, Mario, 2008. "Evidence on the insurance effect of marginal income taxes," CFS Working Paper Series 2008/06, Center for Financial Studies (CFS).
  5. Christos Koulovatianos & Carsten Schröder & Ulrich Schmidt, 2008. "Confronting the Robinson Crusoe paradigm with household-size heterogeneity," Levine's Working Paper Archive 122247000000002324, David K. Levine.
  6. Carsten SCHRÖDER & Christos KOULOVATIANOS & Ulrich SCHMIDT, 2008. "Family-type Subistence Incomes," EcoMod2008 23800128, EcoMod.
  7. Charles Grant & Christos Koulovatianos & Alexander Michaelides & Mario Padula, 2008. "Evidence on the Insurance Effect of Redistributive Taxation," Discussion Papers 0809, University of Exeter, Department of Economics.
  8. Christos Koulovatianos & Carsten Schröder & Ulrich Schmidt, 2008. "Nonmarket Household Time and the Cost of Children," Discussion Papers 08/07, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  9. Tibor Neugebauer & Sascha Füllbrunn, 2008. "Anonymity deters collusion in hard-close auctions: Experimental Evidence," LSF Research Working Paper Series 08-09, Luxembourg School of Finance, University of Luxembourg.
  10. Tibor Neugebauer & John D. Hey & K Sadrieh, 2008. "An Experimental Analysis of Optimal Renewable Resource Management: The Fishery," LSF Research Working Paper Series 08-10, Luxembourg School of Finance, University of Luxembourg.
  11. Sascha Füllbrunn, 2008. "Information Revelation in an Online Auction with Common Values," FEMM Working Papers 08010, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
  12. Penasse, Julien, 2008. "Cash Flow-Wise ABCDS pricing," MPRA Paper 10853, University Library of Munich, Germany.
  13. Blonski, Matthias & von Lilienfeld-Toal, Ulf, 2008. "Excess returns and the distinguished player paradox," University of Göttingen Working Papers in Economics 78, University of Goettingen, Department of Economics.

2007

  1. Christos Koulovatianos & Leonard J. Mirman & Marc Santugini, 2007. "Optimal Growth and Uncertainty: Learning," Cahiers de recherche 07-05, HEC Montréal, Institut d'économie appliquée, revised Feb 2008.
  2. Koulovatianos, Christos & Schmidt, Ulrich & Schröder, Carsten, 2007. "Arbeitslosengeld II: Arbeitsanreize und Verteilungsgerechtigkeit," Kiel Working Papers 1390, Kiel Institute for the World Economy (IfW Kiel).
  3. Christos Koulovatianos & Elena Antoniadou & Leonard J.Mirman, 2007. "Strategic Exploitation of a Common-Property Resource under Uncertainty," Vienna Economics Papers vie0703, University of Vienna, Department of Economics.
  4. Tibor Neugebauer, 2007. "Bid and price effects of increased competition in the first-price auction: experimental evidence," LSF Research Working Paper Series 07-17, Luxembourg School of Finance, University of Luxembourg.
  5. Eva Camacho-Cuena & Tibor Neugebauer & Christian Seidl, 2007. "Leaky Buckets Versus Compensating Justice: An Experimental Investigation," Working Papers 74, ECINEQ, Society for the Study of Economic Inequality.
  6. Neugebauer, Tibor & Perote, Javier & Schmidt, Ulrich & Loos, Malte, 2007. "Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments," Kiel Working Papers 1376, Kiel Institute for the World Economy (IfW Kiel).
  7. Sascha Füllbrunn & Tibor Neugebauer, 2007. "An experimental investigation of collusion in hard-close auctions: partners and friends," FEMM Working Papers 07024, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
  8. Sascha Füllbrunn, 2007. "Collusion or Sniping in simultaneous ascending Auctions," FEMM Working Papers 07025, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
  9. Burcu Hacibedel & Jos van Bommel, 2007. "Do emerging markets benefit from index inclusion?," Money Macro and Finance (MMF) Research Group Conference 2006 128, Money Macro and Finance Research Group.
  10. Jos van Bommel, 2007. "Endogenous Cycles and Liquidity Risk," Money Macro and Finance (MMF) Research Group Conference 2006 149, Money Macro and Finance Research Group.
  11. Jean-Daniel Guigou & Bruno Lovat & Gwenaël Piase, 2007. "Relative Performance Evaluation, Risk Aversion and Entry," Working Papers of BETA 2007-26, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  12. Ulf von Lilienfeld-Toal & Stefan Ruenzi, 2007. "Why Managers Hold Shares of Their Firms: An Empirical Analysis," SFB 649 Discussion Papers SFB649DP2007-055, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

2006

  1. Rachel Croson & Enrique Fatas & Tibor Neugebauer, 2006. "An Experimental Analysis Of Conditional Cooperation," Working Papers. Serie AD 2006-24, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  2. Sascha Füllbrunn & Abdolkarim Sadrieh, 2006. "Sudden Termination Auctions – An Experimental Study," FEMM Working Papers 06024, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.

2005

  1. Wolff, Christian & van Tol, Michel R, 2005. "Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration," CEPR Discussion Papers 4958, C.E.P.R. Discussion Papers.
  2. Wolff, Christian & Verschoor, Willem F C & Jongen, Ron, 2005. "Time Variation in Term Premia: International Evidence," CEPR Discussion Papers 4959, C.E.P.R. Discussion Papers.
  3. Wolff, Christian & Bams, Dennis & Lehnert, Thorsten, 2005. "Loss Functions in Option Valuation: A Framework for Model Selection," CEPR Discussion Papers 4960, C.E.P.R. Discussion Papers.
  4. Christos Koulovatianos & Leonard J. Mirman, 2005. "The Effects of Market Structure on Industry Growth: Rivalrous Non-excludable Capital," Vienna Economics Papers vie0501, University of Vienna, Department of Economics.
  5. Christos Koulovatianos & Leonard J. Mirman, 2005. "Endogenous Public Policy and Long-Run Growth: Some Simple Analytics," Vienna Economics Papers vie0502, University of Vienna, Department of Economics.
  6. Christos Koulovatianos & Carsten Schröder & Ulrich Schmidt, 2005. "Properties of Equivalence Scales in Different Countries," Vienna Economics Papers vie0503, University of Vienna, Department of Economics.
  7. Christos Koulovatianos, 2005. "Preferences and the Dynamic Representative Consumer," Vienna Economics Papers vie0505, University of Vienna, Department of Economics.
  8. Christos Koulovatianos & Carsten Schröder & Ulrich Schmidt, 2005. "Non-Market Time and Household Well-Being," Vienna Economics Papers vie0507, University of Vienna, Department of Economics.
  9. Koulovatianos, Christos & Schröder, Carsten & Schmidt, Ulrich, 2005. "Welfare-Dependent Household Economies of Scale: Further Evidence," Discussion Papers 2005/2, Free University Berlin, School of Business & Economics.
  10. Enrique Fatas & Tibor Neugebauer & Javier Perote, 2005. "Within-Team Competition in the Minimum Effort Coordination Game," Experimental 0503006, University Library of Munich, Germany.
  11. Tibor Neugebauer, 2005. "Bidding Strategies Of Sequential First Price Auctions Programmed By Experienced Bidders," Experimental 0503007, University Library of Munich, Germany.
  12. Tibor Neugebauer & Javier Perote, 2005. "Theory And Misbehavior Of First-Price Auctions: The Importance Of Information Feedback In Experimental Markets," Experimental 0503008, University Library of Munich, Germany.
  13. Tibor Neugebauer, 2005. "Bioeconomics Of Sustainable Harvest Of Competing Species: A Comment," Others 0503012, University Library of Munich, Germany.
  14. Camacho Cuena, Eva & Neugebauer, Tibor & Seidl, Christian, 2005. "Compensating justice beats leaky buckets: an experimental investigation," Economics Working Papers 2005-06, Christian-Albrechts-University of Kiel, Department of Economics.
  15. Ulf von Lilienfeld-Toal & Dilip Mookherjee, 2005. "Bankruptcy Law, Bonded Labor And Inequality," Boston University - Department of Economics - Working Papers Series WP2005-035, Boston University - Department of Economics.

2004

  1. Christos Koulovatianos & Leonard J. Mirman, 2004. "The Effects of Market Structure on Industry Growth," 2004 Meeting Papers 639, Society for Economic Dynamics.
  2. Christos Koulovatianos & Carsten Schroder & Ulrich Schmidt, 2004. "On the Income Dependence of Equivalence Scales," University of Cyprus Working Papers in Economics 1-2004, University of Cyprus Department of Economics.
  3. Christos Koulovatianos & Leonard J. Mirman, 2004. "Endogenous Public Policy and Long-Run Growth," University of Cyprus Working Papers in Economics 2-2004, University of Cyprus Department of Economics.
  4. Rachel Croson & Enrique Fatás & Tibor Neugebauer, 2004. "Reciprocity, Matching and Conditional Cooperation in Two Public Goods Games," Economic Working Papers at Centro de Estudios Andaluces E2004/32, Centro de Estudios Andaluces.
  5. Enrique Fatás & Tibor Neugebauer & Pilar Tamborero, 2004. "How politicians make decisions under risk: a political choice experiment," Economic Working Papers at Centro de Estudios Andaluces E2004/58, Centro de Estudios Andaluces.
  6. Enrique Fatás & Tibor Neugebauer & Pilar Tamborero, 2004. "How Politicians Make Decisions: A Political Choice Experiment," IESA Working Papers Series 0410, Institute for Social Syudies of Andalusia - Higher Council for Scientific Research.
  7. Camacho Cuena, Eva & Neugebauer, Tibor & Seidl, Christian, 2004. "Leaky bucket Paradoxes in income inequality perceptions: an experimental investigation," Economics Working Papers 2004-04, Christian-Albrechts-University of Kiel, Department of Economics.

2003

  1. Wolff, Christian & Bams, Dennis & Walkowiak, Kim, 2003. "More Evidence on the Dollar Risk Premium in the Foreign Exchange Market," CEPR Discussion Papers 3726, C.E.P.R. Discussion Papers.
  2. Charles GRANT & Christos KOULOVATIANOS & Alexander MICHAELIDES & Mario PADULA, 2003. "Redistributive Policies through Taxation: Theory and Evidence," Economics Working Papers ECO2003/13, European University Institute.
  3. Christos Koulovatianos & Leonard J. Mirman, 2003. "R&D Investment, Market Structure, and Industry Growth," University of Cyprus Working Papers in Economics 8-2003, University of Cyprus Department of Economics.
  4. Tibor Neugebauer & Paul Pezanis-Christou, 2003. "Bidding at Sequential First-Price Auctions with(out) Supply Uncertainty: A Laboratory Analysis," UFAE and IAE Working Papers 558.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  5. Schmidt, Ulrich & Neugebauer, Tibor, 2003. "An Experimental Investigation of the Role of Errors for Explaining Violations of Expected Utility," Hannover Economic Papers (HEP) dp-279, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.

2002

  1. Wolff, Christian & Bams, Dennis & Lehnert, Thorsten, 2002. "An Evaluation Framework for Alternative VaR Models," CEPR Discussion Papers 3403, C.E.P.R. Discussion Papers.
  2. Neugebauer, Tibor & Poulsen, Anders & Schramm, Arthur, 2002. "Fairness and Reciprocity in the Hawk-Dove game," Working Papers 02-12, University of Aarhus, Aarhus School of Business, Department of Economics.
  3. Neugebauer, Tibor & Selten, Reinhard, 2002. "Individual Behavior of First-Price Sealed-Bid Auctions: The Importance of Information Feedback in Experimental Markets," Bonn Econ Discussion Papers 3/2003, University of Bonn, Bonn Graduate School of Economics (BGSE).
  4. Bruno Deffains & Jean-Daniel Guigou, 2002. "Droit, gouvernement d’entreprise et marches de capitaux," Cahiers du CEREFIGE 0204, CEREFIGE (Centre Europeen de Recherche en Economie Financiere et Gestion des Entreprises), Universite de Lorraine, revised 2002.

2001

  1. Wolff, Christian & Lehnert, Thorsten, 2001. "Modelling Scale-Consistent VaR with the Truncated Lévy Flight," CEPR Discussion Papers 2711, C.E.P.R. Discussion Papers.
  2. Maria Vittoria Levati & Tibor Neugebauer, 2001. "An Application of the English Clock Market Mechanism to Public Goods Games," Papers on Strategic Interaction 2001-04, Max Planck Institute of Economics, Strategic Interaction Group.
  3. Enrique Fatas & Tibor Neugebauer & Bruno Broseta, 2001. "Asset Markets And Equilibrium Selection In Public Goods Games With Provision Points: An Experimental Study," Working Papers. Serie AD 2001-29, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).

2000

  1. Wolff, Christian & Bams, Dennis, 2000. "Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach," CEPR Discussion Papers 2392, C.E.P.R. Discussion Papers.
  2. Gerardin, H. & Guigou, J.-D. & Ory, J.-N., 2000. "Infrastructures financieres et developpement: chocs et mutations," Papers 2000-3, Groupe de recherche en économie financière et en gestion des entreprises, Universite Nancy 2.

1998

  1. Harald A. Benink & Christian C. P. Wolffe, 1998. "Survey data and the interest rate sensitivity of U.S. bank stock returns," Proceedings 604, Federal Reserve Bank of Chicago.

1997

  1. Francisco Nadal De Simone, 1997. "Current account and exchange rate behaviour under inflation targeting in a small open economy," Reserve Bank of New Zealand Discussion Paper Series G97/4, Reserve Bank of New Zealand.

1991

  1. Nijman, T.E. & Palm, F.C. & Wolff, C.C.P., 1991. "Premia in Forward Foreign Exchange as Unobserved Components," Papers 9112, Tilburg - Center for Economic Research.

1990

  1. Fred G M C Nieuwland & Willem F C Verschoor & Christian C P Wolff, 1990. "EMS Exchange Rates," CEPR Financial Markets Paper 0002, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 33 Great Sutton Street, London EC1V 0DX..

1988

  1. Theoharry Grammatikos & Anthony Saunders, 1988. "Additions to bank loan-loss reserves: good news or bad news?," Working Papers 89-7, Federal Reserve Bank of Philadelphia.

1987

  1. Wolff, Christian C, 1987. "Forward Exchange Rates and Expected Future Spot Rates," CEPR Discussion Papers 187, C.E.P.R. Discussion Papers.
  2. Wolff, Christian C, 1987. "Exchange Rates, Innovations and Forecasting," CEPR Discussion Papers 188, C.E.P.R. Discussion Papers.
  3. Wolff, Christian C, 1987. "Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach," CEPR Discussion Papers 189, C.E.P.R. Discussion Papers.

1986

  1. Theoharry Grammatikos & Anthony Saunders & Itzhak Swary, 1986. "Returns and risks of U.S. bank foreign currency activities," Working Papers 86-2, Federal Reserve Bank of Philadelphia.

Journal articles

2024

  1. Christos Koulovatianos, 2024. "Rational Noncooperative Strategic Exploitation of Species in a Predator–Prey Ecosystem with Random Disturbances," Dynamic Games and Applications, Springer, vol. 14(1), pages 57-77, March.

2023

  1. J. Thomas Connelly & Christian C. P. Wolff, 2023. "Dividend Policy Decisions and Ownership Concentration: Evidence from Thai Public Companies," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 26(01), pages 1-35, March.
  2. Füllbrunn, Sascha & Vyrastekova, Jana, 2023. "Does trust break even? A trust-game experiment with negative endowments," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 103(C).

2022

  1. Manapol Ekkayokkaya & Suppasit Jirajaroenying & Christian C.P. Wolff, 2022. "Executing trades in style: retail investors vs. institutions," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, vol. 29(2), pages 344-362, March.
  2. Füllbrunn, Sascha & Neugebauer, Tibor, 2022. "Testing market regulations in experimental asset markets – The case of margin purchases," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 1160-1183.
  3. Dahlquist, Magnus & Pénasse, Julien, 2022. "The missing risk premium in exchange rates," Journal of Financial Economics, Elsevier, vol. 143(2), pages 697-715.
  4. Julien Pénasse, 2022. "Understanding Alpha Decay," Management Science, INFORMS, vol. 68(5), pages 3966-3973, May.
  5. Julien Pénasse & Luc Renneboog, 2022. "Speculative Trading and Bubbles: Evidence from the Art Market," Management Science, INFORMS, vol. 68(7), pages 4939-4963, July.
  6. François Koulischer & Pauline Perray & Thi Thu Huyen Tran, 2022. "COVID-19 and the Mortgage Market in Luxembourg," JRFM, MDPI, vol. 15(3), pages 1-24, March.
  7. Clancy, Daragh & Gabriele, Carmine & Žigraiová, Diana, 2022. "Sovereign bond market spillovers from crisis-time developments in Greece," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).

2021

  1. Dennis Bams & Magdalena Pisa & Christian C. P. Wolff, 2021. "Spillovers to small business credit risk," Small Business Economics, Springer, vol. 57(1), pages 323-352, June.
  2. Zaruhi Hakobyan & Christos Koulovatianos, 2021. "Symmetric Markovian Games of Commons with Potentially Sustainable Endogenous Growth," Dynamic Games and Applications, Springer, vol. 11(1), pages 54-83, March.
  3. Buckle, Georgia E. & Füllbrunn, Sascha & Luhan, Wolfgang J., 2021. "Lying for others: The impact of agency on misreporting," Economics Letters, Elsevier, vol. 198(C).
  4. Julien Pénasse & Luc Renneboog & José A Scheinkman & Stijn Van Nieuwerburgh, 2021. "When a Master Dies: Speculation and Asset Float [Optimal financial crises]," The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3840-3879.
  5. Nadal De Simone, Francisco, 2021. "Measuring the deadly embrace: Systemic and sovereign risks," Research in International Business and Finance, Elsevier, vol. 56(C).
  6. Theoharry Grammatikos & Nikolaos I. Papanikolaou, 2021. "Applying Benford’s Law to Detect Accounting Data Manipulation in the Banking Industry," Journal of Financial Services Research, Springer;Western Finance Association, vol. 59(1), pages 115-142, April.
  7. Koijen, Ralph S.J. & Koulischer, François & Nguyen, Benoît & Yogo, Motohiro, 2021. "Inspecting the mechanism of quantitative easing in the euro area," Journal of Financial Economics, Elsevier, vol. 140(1), pages 1-20.

2020

  1. Li, Jian & Koulovatianos, Christos, 2020. "The long shadows of war in China: Battle shocks in early life and health/wealth accumulation," China Economic Review, Elsevier, vol. 60(C).
  2. Hubar, Sylwia & Koulovatianos, Christos & Li, Jian, 2020. "The role of labor-income risk in household risk-taking," European Economic Review, Elsevier, vol. 129(C).
  3. Füllbrunn, Sascha & Luhan, Wolfgang J., 2020. "Responsibility and limited liability in decision making for others – An experimental consideration," Journal of Economic Psychology, Elsevier, vol. 77(C).
  4. Sascha Füllbrunn & Tibor Neugebauer & Andreas Nicklisch, 2020. "Underpricing of initial public offerings in experimental asset markets," Experimental Economics, Springer;Economic Science Association, vol. 23(4), pages 1002-1029, December.
  5. Jin, Xisong & Nadal De Simone, Francisco, 2020. "Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis," Journal of Financial Stability, Elsevier, vol. 49(C).
  6. Angeliki Skoura & Julian Presber & Jang Schiltz, 2020. "Luxembourg Fund Data Repository," Data, MDPI, vol. 5(3), pages 1-15, July.

2019

  1. Bams, Dennis & Pisa, Magdalena & Wolff, Christian C.P., 2019. "Are capital requirements on small business loans flawed?," Journal of Empirical Finance, Elsevier, vol. 52(C), pages 255-274.
  2. Lin, Yuehao & Lehnert, Thorsten & Wolff, Christian, 2019. "Skewness risk premium: Theory and empirical evidence," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 174-185.
  3. Koulovatianos, Christos & Schröder, Carsten & Schmidt, Ulrich, 2019. "Do demographics prevent consumption aggregates from reflecting micro-level preferences?," European Economic Review, Elsevier, vol. 111(C), pages 166-190.
  4. Andrej Angelovski & Tibor Neugebauer & Maroš Servátka, 2019. "Rank‐Order Competition In The Voluntary Provision Of Impure Public Goods," Economic Inquiry, Western Economic Association International, vol. 57(4), pages 2163-2183, October.
  5. Gary Charness & Tibor Neugebauer, 2019. "A Test of the Modigliani‐Miller Invariance Theorem and Arbitrage in Experimental Asset Markets," Journal of Finance, American Finance Association, vol. 74(1), pages 493-529, February.
  6. Carlé, Tim A. & Lahav, Yaron & Neugebauer, Tibor & Noussair, Charles N., 2019. "Heterogeneity of Beliefs and Trade in Experimental Asset Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(1), pages 215-245, February.
  7. Selten, Reinhard & Neugebauer, Tibor, 2019. "Experimental stock market dynamics: Excess bids, directional learning, and adaptive style-investing in a call-auction with multiple multi-period lived assets," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 209-224.
  8. Sascha Füllbrunn & Dirk‐Jan Janssen & Utz Weitzel, 2019. "Risk Aversion And Overbidding In First Price Sealed Bid Auctions: New Experimental Evidence," Economic Inquiry, Western Economic Association International, vol. 57(1), pages 631-647, January.
  9. Dirk-Jan Janssen & Sascha Füllbrunn & Utz Weitzel, 2019. "Individual speculative behavior and overpricing in experimental asset markets," Experimental Economics, Springer;Economic Science Association, vol. 22(3), pages 653-675, September.
  10. Thorsten Lehnert, 2019. "Big moves of mutual funds," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 9(1), pages 1-27, March.
  11. Cassola, Nuno & Koulischer, François, 2019. "The collateral channel of open market operations," Journal of Financial Stability, Elsevier, vol. 41(C), pages 73-90.

2018

  1. Koulovatianos, Christos & Li, Jian & Weber, Fabienne, 2018. "Market fragility and the paradox of the recent stock-bond dissonance," Economics Letters, Elsevier, vol. 162(C), pages 162-166.
  2. Jin Xisong & Lehnert Thorsten, 2018. "Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas," Dependence Modeling, De Gruyter, vol. 6(1), pages 19-46, February.
  3. Ralph S.J. Koijen & François Koulischer & Benoît Nguyen & Motohiro Yogo, 2018. "Eurosystem asset purchases and portfolio rebalancing in the euro area," Rue de la Banque, Banque de France, issue 60, April.

2017

  1. Ekkayokkaya, Manapol & Foojinphan, Pimnipa & Wolff, Christian C.P., 2017. "Cross-border mergers and acquisitions: Evidence from the Indochina region," Finance Research Letters, Elsevier, vol. 23(C), pages 253-256.
  2. Eva Sierminska & Christos Koulovatianos & Carsten Schröder, 2017. "Editorial to the Special Issue “The role of administrative data in empirical inequality research”," Journal of Income Distribution, Ad libros publications inc., vol. 25(1), pages 1-3, March.
  3. Eckel, Catherine C. & Füllbrunn, Sascha C., 2017. "Hidden vs. known gender effects in experimental asset markets," Economics Letters, Elsevier, vol. 156(C), pages 7-9.
  4. Füllbrunn, Sascha C. & Luhan, Wolfgang J., 2017. "Decision making for others: The case of loss aversion," Economics Letters, Elsevier, vol. 161(C), pages 154-156.
  5. Igan, Deniz & Kabundi, Alain & De Simone, Francisco Nadal & Tamirisa, Natalia, 2017. "Monetary policy and balance sheets," Journal of Policy Modeling, Elsevier, vol. 39(1), pages 169-184.
  6. Abed Masrorkhah, Sara & Lehnert, Thorsten, 2017. "Press freedom and jumps in stock prices," Economic Systems, Elsevier, vol. 41(1), pages 151-162.
  7. Bams, Dennis & Blanchard, Gildas & Lehnert, Thorsten, 2017. "Volatility measures and Value-at-Risk," International Journal of Forecasting, Elsevier, vol. 33(4), pages 848-863.
  8. Bams, Dennis & Blanchard, Gildas & Honarvar, Iman & Lehnert, Thorsten, 2017. "Does oil and gold price uncertainty matter for the stock market?," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 270-285.
  9. Tommy Gärling & Mary Blomman & Tim Alexander Carle, 2017. "Affect account of disposition effect and consequences for stock prices," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 9(2), pages 187-202, July.
  10. Andreas Chouliaras & Theoharry Grammatikos, 2017. "Extreme Returns in the European financial crisis," European Financial Management, European Financial Management Association, vol. 23(4), pages 728-760, September.
  11. Ralph S. J. Koijen & François Koulischer & Benoît Nguyen & Motohiro Yogo, 2017. "Euro-Area Quantitative Easing and Portfolio Rebalancing," American Economic Review, American Economic Association, vol. 107(5), pages 621-627, May.
  12. Siegmann, Arjen & Stefanova, Denitsa, 2017. "The evolving beta-liquidity relationship of hedge funds," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 286-303.

2016

  1. Sebastian J. Goerg & Tibor Neugebauer & Abdolkarim Sadrieh, 2016. "Impulse Response Dynamics in Weakest Link Games," German Economic Review, Verein für Socialpolitik, vol. 17(3), pages 284-297, August.
  2. Thorsten Lehnert & Yuehao Lin, 2016. "Skewness Term-Structure Tests," Applied Mathematical Finance, Taylor & Francis Journals, vol. 23(6), pages 484-504, November.
  3. Kräussl, Roman & Lehnert, Thorsten & Martelin, Nicolas, 2016. "Is there a bubble in the art market?," Journal of Empirical Finance, Elsevier, vol. 35(C), pages 99-109.
  4. Kräussl, Roman & Lehnert, Thorsten & Senulytė, Sigita, 2016. "Euro crash risk," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 417-428.
  5. Kräussl, Roman & Lehnert, Thorsten & Stefanova, Denitsa, 2016. "The European sovereign debt crisis: What have we learned?," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 363-373.
  6. Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2016. "Pricing default risk: The good, the bad, and the anomaly," Journal of Financial Stability, Elsevier, vol. 26(C), pages 190-213.
  7. Filipe, Sara Ferreira & Grammatikos, Theoharry & Michala, Dimitra, 2016. "Forecasting distress in European SME portfolios," Journal of Banking & Finance, Elsevier, vol. 64(C), pages 112-135.

2015

  1. Bekkour, Lamia & Jin, Xisong & Lehnert, Thorsten & Rasmouki, Fanou & Wolff, Christian, 2015. "Euro at risk: The impact of member countries' credit risk on the stability of the common currency," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 67-83.
  2. Christos Koulovatianos, 2015. "Strategic Exploitation of a Common-Property Resource Under Rational Learning About its Reproduction," Dynamic Games and Applications, Springer, vol. 5(1), pages 94-119, March.
  3. Croson, Rachel & Fatas, Enrique & Neugebauer, Tibor & Morales, Antonio J., 2015. "Excludability: A laboratory study on forced ranking in team production," Journal of Economic Behavior & Organization, Elsevier, vol. 114(C), pages 13-26.
  4. Catherine C. Eckel & Sascha C. Füllbrunn, 2015. "Thar SHE Blows? Gender, Competition, and Bubbles in Experimental Asset Markets," American Economic Review, American Economic Association, vol. 105(2), pages 906-920, February.
  5. Sascha Füllbrunn & Stefan Kreiner & Stefan Palan, 2015. "The value of a fallback option," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 23(2), pages 375-388, June.
  6. Grammatikos, Theoharry & Lehnert, Thorsten & Otsubo, Yoichi, 2015. "Market perceptions of US and European policy actions around the subprime crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 37(C), pages 99-113.
  7. Jan Jaap Hazenberg & Fabian Irek & Willem van der Scheer & Mariela Stefanova, 2015. "The Lure of the Brand: Evidence from the European Mutual Fund Industry," European Financial Management, European Financial Management Association, vol. 21(5), pages 867-904, November.
  8. Redouane Elkamhi & Denitsa Stefanova, 2015. "Dynamic Hedging and Extreme Asset Co-movements," The Review of Financial Studies, Society for Financial Studies, vol. 28(3), pages 743-790.

2014

  1. Pennacchi, George & Vermaelen, Theo & Wolff, Christian C. P., 2014. "Contingent Capital: The Case of COERCs," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 49(3), pages 541-574, June.
  2. Papanikolaou, Nikolaos I. & Wolff, Christian C.P., 2014. "The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis," Journal of Financial Stability, Elsevier, vol. 14(C), pages 3-22.
  3. M. I. Lau & T. Neugebauer & U. Schmidt, 2014. "Preface," Theory and Decision, Springer, vol. 77(3), pages 287-290, October.
  4. Daniela Cagno & Tibor Neugebauer & Carlos Rodriguez-Palmero & Abdolkarim Sadrieh, 2014. "Recall searching with and without recall," Theory and Decision, Springer, vol. 77(3), pages 297-311, October.
  5. Füllbrunn, Sascha & Haruvy, Ernan, 2014. "The takeover game," Journal of Behavioral and Experimental Finance, Elsevier, vol. 1(C), pages 85-98.
  6. Füllbrunn, Sascha & Rau, Holger A. & Weitzel, Utz, 2014. "Does ambiguity aversion survive in experimental asset markets?," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 810-826.
  7. Pénasse, Julien & Renneboog, Luc & Spaenjers, Christophe, 2014. "Sentiment and art prices," Economics Letters, Elsevier, vol. 122(3), pages 432-434.
  8. Jin, Xisong & Nadal De Simone, Francisco, 2014. "A framework for tracking changes in the intensity of investment funds' systemic risk," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 343-368.
  9. Jin, Xisong & Nadal De Simone, Francisco de A., 2014. "Banking systemic vulnerabilities: A tail-risk dynamic CIMDO approach," Journal of Financial Stability, Elsevier, vol. 14(C), pages 81-101.
  10. Thomas Busch & Thorsten Lehnert, 2014. "The impact of policy responses on stock liquidity," Applied Economics Letters, Taylor & Francis Journals, vol. 21(12), pages 842-845, August.
  11. Koulischer, François & Struyven, Daan, 2014. "Central bank liquidity provision and collateral quality," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 113-130.
  12. Lin Gao & Lu Liu, 2014. "The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(1), pages 93-101, January.
  13. Rose, Annica, 2014. "The informational effect and market quality impact of upstairs trading and fleeting orders on the Australian Securities Exchange," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 171-184.
  14. Ulf Von Lilienfeld-Toal & Stefan Ruenzi, 2014. "CEO Ownership, Stock Market Performance, and Managerial Discretion," Journal of Finance, American Finance Association, vol. 69(3), pages 1013-1050, June.

2013

  1. Straetmans, Stefan T.M. & Versteeg, Roald J. & Wolff, Christian C.P., 2013. "Are capital controls in the foreign exchange market effective?," Journal of International Money and Finance, Elsevier, vol. 35(C), pages 36-53.
  2. Antoniadou, Elena & Koulovatianos, Christos & Mirman, Leonard J., 2013. "Strategic exploitation of a common-property resource under uncertainty," Journal of Environmental Economics and Management, Elsevier, vol. 65(1), pages 28-39.
  3. Sascha Füllbrunn & Tibor Neugebauer, 2013. "Limited Liability, Moral Hazard, And Risk Taking: A Safety Net Game Experiment," Economic Inquiry, Western Economic Association International, vol. 51(2), pages 1389-1403, April.
  4. Susana Cabrera & Enrique Fatás & Juan Lacomba & Tibor Neugebauer, 2013. "Splitting leagues: promotion and demotion in contribution-based regrouping experiments," Experimental Economics, Springer;Economic Science Association, vol. 16(3), pages 426-441, September.
  5. Sascha Füllbrunn & Tibor Neugebauer, 2013. "Varying the number of bidders in the first-price sealed-bid auction: experimental evidence for the one-shot game," Theory and Decision, Springer, vol. 75(3), pages 421-447, September.
  6. Frijns, Bart & Gilbert, Aaron & Lehnert, Thorsten & Tourani-Rad, Alireza, 2013. "Uncertainty avoidance, risk tolerance and corporate takeover decisions," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2457-2471.
  7. DeMiguel, Victor & Plyakha, Yuliya & Uppal, Raman & Vilkov, Grigory, 2013. "Improving Portfolio Selection Using Option-Implied Volatility and Skewness," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(6), pages 1813-1845, December.

2012

  1. Jongen, Ron & Verschoor, Willem F.C. & Wolff, Christian C.P. & Zwinkels, Remco C.J., 2012. "Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach," Journal of Economic Dynamics and Control, Elsevier, vol. 36(5), pages 719-735.
  2. Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2012. "Saving Rates and Portfolio Choice with Subsistence Consumption," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(1), pages 108-126, January.
  3. Tibor Neugebauer & Stefan Traub, 2012. "Public good and private good valuation for waiting time reduction: a laboratory study," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 39(1), pages 35-57, June.
  4. Sascha Füllbrunn & Abdolkarim Sadrieh, 2012. "Sudden Termination Auctions—An Experimental Study," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 21(2), pages 519-540, June.
  5. Kabundi, Alain & Nadal De Simone, Francisco, 2012. "Recent French relative export performance: Is there a competitiveness problem?," Economic Modelling, Elsevier, vol. 29(4), pages 1408-1435.
  6. Ferreira Filipe, Sara, 2012. "Equity order flow and exchange rate dynamics," Journal of Empirical Finance, Elsevier, vol. 19(3), pages 359-381.
  7. Ulf von Lilienfeld‐Toal & Dilip Mookherjee & Sujata Visaria, 2012. "The Distributive Impact of Reforms in Credit Enforcement: Evidence From Indian Debt Recovery Tribunals," Econometrica, Econometric Society, vol. 80(2), pages 497-558, March.

2011

  1. Jongen, Ron & Verschoor, Willem F.C. & Wolff, Christian C.P., 2011. "Time-variation in term premia: International survey-based evidence," Journal of International Money and Finance, Elsevier, vol. 30(4), pages 605-622, June.
  2. Juan Lacomba & Francisco Lagos & Tibor Neugebauer, 2011. "Who makes the pie bigger? An experimental study on co-opetition," New Zealand Economic Papers, Taylor & Francis Journals, vol. 45(1-2), pages 59-68.
  3. Sascha Fullbrunn & Katharina Richwien & Abdolkarim Sadrieh, 2011. "Trust and Trustworthiness in Anonymous Virtual Worlds," Journal of Media Economics, Taylor & Francis Journals, vol. 24(1), pages 48-63.
  4. Sascha Füllbrunn, 2011. "Collusion Or Sniping In Simultaneous Ascending Auctions — A Prisoner'S Dilemma," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 13(01), pages 75-82.
  5. Igan, Deniz & Kabundi, Alain & Nadal De Simone, Francisco & Pinheiro, Marcelo & Tamirisa, Natalia, 2011. "Housing, credit, and real activity cycles: Characteristics and comovement," Journal of Housing Economics, Elsevier, vol. 20(3), pages 210-231, September.
  6. Alain Kabundi & Francisco Nadal De Simone, 2011. "France in the global economy: a structural approximate dynamic factor model analysis," Empirical Economics, Springer, vol. 41(2), pages 311-342, October.
  7. Frijns, Bart & Lehnert, Thorsten & Zwinkels, Remco C.J., 2011. "Modeling structural changes in the volatility process," Journal of Empirical Finance, Elsevier, vol. 18(3), pages 522-532, June.
  8. Jos, van Bommel, 2011. "Measuring price discovery: The variance ratio, the R2, and the weighted price contribution," Finance Research Letters, Elsevier, vol. 8(3), pages 112-119, September.
  9. Jean-Daniel Guigou & Agnès Fimayer & Bertrand Chopard & Régis Blazy, 2011. "Entreprises en difficultés : l’arbitrage des tribunaux entre maintien de l’emploi et apurement du passif," Économie et Statistique, Programme National Persée, vol. 443(1), pages 51-75.
  10. Blazy, Régis & Chopard, Bertrand & Fimayer, Agnès & Guigou, Jean-Daniel, 2011. "Employment preservation vs. creditors' repayment under bankruptcy law: The French dilemma?," International Review of Law and Economics, Elsevier, vol. 31(2), pages 126-141, June.

2010

  1. Charles Grant & Christos Koulovatianos & Alexander Michaelides & Mario Padula, 2010. "Evidence on the Insurance Effect of Redistributive Taxation," The Review of Economics and Statistics, MIT Press, vol. 92(4), pages 965-973, November.
  2. Frijns, Bart & Lehnert, Thorsten & Zwinkels, Remco C.J., 2010. "Behavioral heterogeneity in the option market," Journal of Economic Dynamics and Control, Elsevier, vol. 34(11), pages 2273-2287, November.
  3. Jos Van Bommel & Jay Dahya & Zhihong Shi, 2010. "An empirical investigation of the speed of information aggregation: a study of IPOs," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 2(1), pages 47-79.
  4. Ulf von Lilienfeld-Toal & Dilip Mookherjee, 2010. "The Political Economy of Debt Bondage," American Economic Journal: Microeconomics, American Economic Association, vol. 2(3), pages 44-84, August.

2009

  1. Dennis Bams & Thorsten Lehnert & Christian C. P. Wolff, 2009. "Loss Functions in Option Valuation: A Framework for Selection," Management Science, INFORMS, vol. 55(5), pages 853-862, May.
  2. Koulovatianos, Christos & Schrder, Carsten & Schmidt, Ulrich, 2009. "Nonmarket Household Time and the Cost of Children," Journal of Business & Economic Statistics, American Statistical Association, vol. 27, pages 42-51.
  3. Koulovatianos, Christos & Mirman, Leonard J. & Santugini, Marc, 2009. "Optimal growth and uncertainty: Learning," Journal of Economic Theory, Elsevier, vol. 144(1), pages 280-295, January.
  4. Christos Koulovatianos & Polina Minkovski & Carsten Schröder, 2009. "Per-capita income versus household-need adjusted income: a cross-country comparison," Journal of Income Distribution, Ad libros publications inc., vol. 18(3-4), pages 11-23, September.
  5. Neugebauer, Tibor & Perote, Javier & Schmidt, Ulrich & Loos, Malte, 2009. "Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments," Journal of Economic Psychology, Elsevier, vol. 30(1), pages 52-60, February.
  6. John Hey & Tibor Neugebauer & Abdolkarim Sadrieh, 2009. "An Experimental Analysis of Optimal Renewable Resource Management: The Fishery," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 44(2), pages 263-285, October.
  7. Sascha Fullbrunn & Tibor Neugebauer, 2009. "Anonymity deters collusion in hard-close auctions: experimental evidence," New Zealand Economic Papers, Taylor & Francis Journals, vol. 43(2), pages 131-148.
  8. Jay Dahya & Laura Galguera Garcia & Jos Van Bommel, 2009. "One Man Two Hats: What's All the Commotion!," The Financial Review, Eastern Finance Association, vol. 44(2), pages 179-212, May.

2008

  1. Ron Jongen & Willem F.C. Verschoor & Christian C.P. Wolff, 2008. "Foreign Exchange Rate Expectations: Survey And Synthesis," Journal of Economic Surveys, Wiley Blackwell, vol. 22(1), pages 140-165, February.
  2. S. T. M. Straetmans & W. F. C. Verschoor & C. C. P. Wolff, 2008. "Extreme US stock market fluctuations in the wake of 9|11," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(1), pages 17-42.
  3. Christos Koulovatianos & Ulrich Schmidt & Carsten Schröder, 2008. "Arbeitslosengeld II: Arbeitsanreize und Verteilungsgerechtigkeit," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 88(7), pages 461-466, July.
  4. Neugebauer, Tibor & Poulsen, Anders & Schram, Arthur, 2008. "Fairness and reciprocity in the Hawk-Dove Game," Journal of Economic Behavior & Organization, Elsevier, vol. 66(2), pages 243-250, May.
  5. Tibor Neugebauer & Javier Perote, 2008. "Bidding ‘as if’ risk neutral in experimental first price auctions without information feedback," Experimental Economics, Springer;Economic Science Association, vol. 11(2), pages 190-202, June.
  6. Florian Bardong & Thorsten Lehnert, 2008. "TIPS and inflation expectations," Applied Economics Letters, Taylor & Francis Journals, vol. 15(7), pages 513-517.
  7. Stefanie Kleimeier & Thorsten Lehnert & Willem F. C. Verschoor, 2008. "Measuring Financial Contagion Using Time‐Aligned Data: The Importance of the Speed of Transmission of Shocks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(4), pages 493-508, August.
  8. Frijns, Bart & Koellen, Esther & Lehnert, Thorsten, 2008. "On the determinants of portfolio choice," Journal of Economic Behavior & Organization, Elsevier, vol. 66(2), pages 373-386, May.

2007

  1. Koulovatianos, Christos & Mirman, Leonard J., 2007. "The effects of market structure on industry growth: Rivalrous non-excludable capital," Journal of Economic Theory, Elsevier, vol. 133(1), pages 199-218, March.
  2. Ulrich Schmidt & Tibor Neugebauer, 2007. "Testing expected utility in the presence of errors," Economic Journal, Royal Economic Society, vol. 117(518), pages 470-485, March.
  3. Neugebauer, Tibor & Pezanis-Christou, Paul, 2007. "Bidding behavior at sequential first-price auctions with(out) supply uncertainty: A laboratory analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 63(1), pages 55-72, May.
  4. Enrique Fatas & Tibor Neugebauer & Pilar Tamborero, 2007. "How Politicians Make Decisions: A Political Choice Experiment," Journal of Economics, Springer, vol. 92(2), pages 167-196, October.
  5. Nadal De Simone, Francisco & Clarke, Sean, 2007. "Asymmetry in business fluctuations: International evidence on Friedman's plucking model," Journal of International Money and Finance, Elsevier, vol. 26(1), pages 64-85, February.
  6. Luc Everaert & Francisco Simone, 2007. "Improving the estimation of total factor productivity growth: capital operating time in a latent variable approach," Empirical Economics, Springer, vol. 33(3), pages 449-468, November.
  7. Bertrand Chopard & Bruno Deffains & Jean-Daniel Guigou, 2007. "Droit, architecture financière et stratégies des banques," Revue de l'OFCE, Presses de Sciences-Po, vol. 101(2), pages 333-354.

2006

  1. Palm, Franz C. & Werner, Ingrid M. & Wolff, Christian C.P., 2006. "Introduction to the special issue on International Finance," Journal of Empirical Finance, Elsevier, vol. 13(4-5), pages 393-395, October.
  2. Enrique Fatas & Tibor Neugebauer & Javier Perote, 2006. "Within‐Team Competition In The Minimum Effort Coordination Game," Pacific Economic Review, Wiley Blackwell, vol. 11(2), pages 247-266, June.
  3. Neugebauer, Tibor & Selten, Reinhard, 2006. "Individual behavior of first-price auctions: The importance of information feedback in computerized experimental markets," Games and Economic Behavior, Elsevier, vol. 54(1), pages 183-204, January.

2005

  1. Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C.P., 2005. "An evaluation framework for alternative VaR-models," Journal of International Money and Finance, Elsevier, vol. 24(6), pages 944-958, October.
  2. Koulovatianos, Christos & Schroder, Carsten & Schmidt, Ulrich, 2005. "On the income dependence of equivalence scales," Journal of Public Economics, Elsevier, vol. 89(5-6), pages 967-996, June.
  3. Christos Koulovatianos & Carsten Schröder & Ulrich Schmidt, 2005. "Properties of Equivalence Scales in Different Countries," Journal of Economics, Springer, vol. 86(1), pages 19-27, October.
  4. Croson, Rachel & Fatas, Enrique & Neugebauer, Tibor, 2005. "Reciprocity, matching and conditional cooperation in two public goods games," Economics Letters, Elsevier, vol. 87(1), pages 95-101, April.
  5. Ferdi Aarts & Thorsten Lehnert, 2005. "On style momentum strategies," Applied Economics Letters, Taylor & Francis Journals, vol. 12(13), pages 795-799.

2004

  1. De Bondt, Werner & Palm, Franz & Wolff, Christian, 2004. "Introduction to the special issue on behavioral finance," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 423-427, September.
  2. Lehnert, Thorsten & Wolff, Christian C. P., 2004. "Scale-consistent Value-at-Risk," Finance Research Letters, Elsevier, vol. 1(2), pages 127-134, June.
  3. Bams, Dennis & Walkowiak, Kim & Wolff, Christian C. P., 2004. "More evidence on the dollar risk premium in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 23(2), pages 271-282, March.
  4. M. Vittoria Levati & Tibor Neugebauer, 2004. "An Application of the English Clock Market Mechanism to Public Goods Games," Experimental Economics, Springer;Economic Science Association, vol. 7(2), pages 153-169, June.
  5. Muurling, Rutger & Lehnert, Thorsten, 2004. "Option-based compensation: a survey," The International Journal of Accounting, Elsevier, vol. 39(4), pages 365-401.

2003

  1. Bams, Dennis & Wolff, Christian C. P., 2003. "Risk premia in the term structure of interest rates: a panel data approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(3), pages 211-236, July.
  2. Bruno Broseta & Enrique Fatas & Tibor Neugebauer, 2003. "Asset Markets and Equilibrium Selection in Public Goods Games with Provision Points: An Experimental Study," Economic Inquiry, Western Economic Association International, vol. 41(4), pages 574-591, October.
  3. van Bommel, Jos & Vermaelen, Theo, 2003. "Post-IPO capital expenditures and market feedback," Journal of Banking & Finance, Elsevier, vol. 27(2), pages 275-305, February.
  4. Ulf von Lilienfeld-Toal, 2003. "Asset Ownership and the Threat to Sell," Journal of Economics, Springer, vol. 80(1), pages 1-25, August.

2002

  1. Willem Verschoor & Christian Wolff, 2002. "Scandinavian exchange rate expectations," Applied Economics Letters, Taylor & Francis Journals, vol. 9(2), pages 111-116.
  2. van Bommel, Jos, 2002. "Messages from market to management: the case of IPOs," Journal of Corporate Finance, Elsevier, vol. 8(2), pages 123-138, March.
  3. Guigou, Jean-Daniel, 2002. "Contrats de dette participative en environnement stratégique," L'Actualité Economique, Société Canadienne de Science Economique, vol. 78(1), pages 5-17, Mars.

2001

  1. Verschoor, Willem F. C. & Wolff, Christian C. P., 2001. "Scandinavian forward discount bias risk premia," Economics Letters, Elsevier, vol. 73(1), pages 65-72, October.
  2. Verschoor, Willem F. C. & Wolff, Christian C. P., 2001. "Exchange risk premia, expectations formation and "news" in the Mexican peso/U.S. dollar forward exchange rate market," International Review of Financial Analysis, Elsevier, vol. 10(2), pages 157-174.
  3. Francisco De A. Nadal‐De Simone, 2001. "Inflation Targeters In Practice: A Lucky Lot?," Contemporary Economic Policy, Western Economic Association International, vol. 19(3), pages 239-253, July.
  4. Francisco Nadal De Simone, 2001. "Inflation Forecasting in Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 4(3), pages 59-85, December.
  5. Francisco de A. Nadal-De Simone, 2001. "Inflation targeting in a small open economy: The behaviour of price variables," New Zealand Economic Papers, Taylor & Francis Journals, vol. 35(1), pages 101-142.
  6. Jean-Daniel Guigou, 2001. "Oligopole et contrats financiers optimaux," Revue Française d'Économie, Programme National Persée, vol. 15(3), pages 167-185.

2000

  1. H. A. Benink & C. C. P. Wolff, 2000. "Survey Data and the Interest Rate Sensitivity of US Bank Stock Returns," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 29(2), pages 201-213, July.
  2. Wolff, Christian C. P., 2000. "Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(1), pages 1-8, January.

1999

  1. Jean-Daniel Guigou & Laurent Vilanova, 1999. "Les vertus du financement bancaire: fondements et limites," Revue Finance Contrôle Stratégie, revues.org, vol. 2(2), pages 97-133, June.

1998

  1. Nieuwland, Frederick G. M. C. & Verschoor, Willem F. C. & C.P. Wolff, Christian, 1998. "EMS exchange rate expectations and time-varying risk premia," Economics Letters, Elsevier, vol. 60(3), pages 351-355, September.
  2. Stefano Cavaglia & Willem F. C. Verschoor & Christian C. P. Wolff & Kees G. Koedijk, 1998. "Interest expectations and exchange rates news," Empirical Economics, Springer, vol. 23(4), pages 525-534.
  3. Sean Collins & Francisco Nadal De Simone & David Hargreaves, 1998. "The current account balance: an analysis of the issues," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 61, March.

1997

  1. Kees G. Koedijk & François G. J. A. Nissen & Peter C. Schotman & Christian C. P. Wolff, 1997. "The Dynamics of Short-Term Interest Rate Volatility Reconsidered," Review of Finance, European Finance Association, vol. 1(1), pages 105-130.
  2. Francisco Nadal de Simone & Jose Tongzon, 1997. "Is there a business cycle in Singapore? Is there a Singaporean business cycle?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 25(1), pages 60-79, March.

1996

  1. Koedijk, Kees G. & Wolff, Christian C. P., 1996. "Exchange rate returns, 'news', and risk premia," Economics Letters, Elsevier, vol. 50(1), pages 127-134, January.
  2. Cavaglia, Stefano M. F. G. & Wolff, Christian C. P., 1996. "A note on the determinants of unexpected exchange rate movements," Journal of Banking & Finance, Elsevier, vol. 20(1), pages 179-188, January.

1995

  1. Francisco D. A. Nadal De Simone, 1995. "A Macroeconomic Perspective Of Afta'S Problems And Prospects," Contemporary Economic Policy, Western Economic Association International, vol. 13(2), pages 49-62, April.
  2. Jean-Daniel Guigou, 1995. "Créanciers mixtes, liquidation et refinancement des entreprises : une analyse théorique," Revue Économique, Programme National Persée, vol. 46(1), pages 5-12.

1994

  1. Nieuwland, Frederick G M C & Verschoor, Willem F C & Wolff, Christian C P, 1994. "Stochastic trends and jumps in EMS exchange rates," Journal of International Money and Finance, Elsevier, vol. 13(6), pages 699-727, December.
  2. Cavaglia, Stefano M F G & Verschoor, Willem F C & Wolff, Christian C P, 1994. "On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia?," The Journal of Business, University of Chicago Press, vol. 67(3), pages 321-343, July.

1993

  1. Nijman, Theo E & Palm, Franz C & Wolff, Christian C P, 1993. "Premia in Forward Foreign Exchange as Unobserved Components: A Note," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(3), pages 361-365, July.
  2. Baillie, Richard T. & Palm, Franz C. & Pfann, Gerard A. & Vermaelen, Theo J. & Wolff, Christian C. P., 1993. "Statement by the editors," Journal of Empirical Finance, Elsevier, vol. 1(1), pages 1-2, June.
  3. Cavaglia, Stefano & Verschoor, Willem F. C. & Wolff, Christian C. P., 1993. "Further evidence on exchange rate expectations," Journal of International Money and Finance, Elsevier, vol. 12(1), pages 78-98, February.
  4. Cavaglia Stefano & Verschoor Willem F. C. & Wolff Christian C. P., 1993. "Asian Exchange Rate Expectations," Journal of the Japanese and International Economies, Elsevier, vol. 7(1), pages 57-77, March.
  5. Fedenia, Mark & Grammatikos, Theoharry, 1993. "Risk premia and the ex-dividend stock price behavior : Empirical evidence," Journal of Banking & Finance, Elsevier, vol. 17(4), pages 575-589, June.

1992

  1. Fedenia, Mark & Grammatikos, Theoharry, 1992. "Options Trading and the Bid-Ask Spread of the Underlying Stocks," The Journal of Business, University of Chicago Press, vol. 65(3), pages 335-351, July.

1991

  1. Fedenia, Mark & Grammatikos, Theoharry, 1991. "Portfolio rebalancing and the effective taxation of dividends and capital gains following the Tax Reform Act of 1986," Journal of Banking & Finance, Elsevier, vol. 15(3), pages 501-519, June.

1990

  1. Grammatikos, Theoharry & Yourougou, Pierre, 1990. "Market expectations of the effects of the Tax Reform Act of 1986 on banking organizations," Journal of Banking & Finance, Elsevier, vol. 14(6), pages 1171-1187, December.
  2. Grammatikos, Theoharry & Saunders, Anthony, 1990. "Additions to bank loan-loss reserves : Good news or bad news?," Journal of Monetary Economics, Elsevier, vol. 25(2), pages 289-304, March.

1989

  1. Serafino Marchese & Francisco Simone, 1989. "Monotonicity of indices of “Revealed“ comparative advantage: Empirical evidence on Hillman’s condition," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 125(1), pages 158-167, March.
  2. Arvind Bhandari & Theoharry Grammatikos & Anil K. Makhija & George Papaioannou, 1989. "Risk And Return On Newly Listed Stocks: The Post-Listing Experience," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 12(2), pages 93-102, June.
  3. Grammatikos, Theoharry, 1989. "Dividend Stripping, Risk Exposure, and the Effect of the 1984 Tax Reform Act on the Ex-dividend Day Behavior," The Journal of Business, University of Chicago Press, vol. 62(2), pages 157-173, April.

1988

  1. Wolff, Christian C. P., 1988. "Autoregressive conditional heteroscedasticity: A comparison of ARCH and random coefficient models," Economics Letters, Elsevier, vol. 27(2), pages 141-143.
  2. Wolff, Christian C. P., 1988. "Models of exchange rates : A comparison of forecasting results," International Journal of Forecasting, Elsevier, vol. 4(4), pages 605-607.
  3. Wolff, Christian C. L., 1988. "Time-varying parameters and the out-of-sample forecasting performance of structural exchange rate models : Christian C.P. Wolff, Journal of Business & Economic Statistics 5 (1987) 87-97," International Journal of Forecasting, Elsevier, vol. 4(4), pages 629-630.
  4. Wolff, Christian C. P., 1988. "Exchange rates, innovations and forecasting," Journal of International Money and Finance, Elsevier, vol. 7(1), pages 49-61, March.

1987

  1. Wolff, Christian C P, 1987. "Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(1), pages 87-97, January.
  2. Wolff, Christian C P, 1987. "Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach," Journal of Finance, American Finance Association, vol. 42(2), pages 395-406, June.

1986

  1. Wolff, Christian C. P., 1986. "Exchange rate models and innovations : A derivation," Economics Letters, Elsevier, vol. 20(4), pages 373-376.
  2. Grammatikos, Theoharry, 1986. "Intervalling Effects and the Hedging Performance of Foreign Currency Futures," The Financial Review, Eastern Finance Association, vol. 21(1), pages 21-36, February.
  3. Grammatikos, Thoeharry & Papaioannou, George J, 1986. "The Information Value of Listing on the New York Stock Exchange," The Financial Review, Eastern Finance Association, vol. 21(4), pages 485-499, November.
  4. Grammatikos, Theoharry & Saunders, Anthony & Swary, Itzhak, 1986. "Returns and Risks of U.S. Bank Foreign Currency Activities," Journal of Finance, American Finance Association, vol. 41(3), pages 671-682, July.
  5. Theoharry Grammatikos & George Papaioannou, 1986. "Market Reaction To Nyse Listings: Tests Of The Marketability Gains Hypothesis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(3), pages 215-227, September.
  6. Grammatikos, Theoharry & Saunders, Anthony, 1986. "Futures Price Variability: A Test of Maturity and Volume Effects," The Journal of Business, University of Chicago Press, vol. 59(2), pages 319-330, April.

1985

  1. Gerlach, Stefan & Nadal de Simone, Francisco, 1985. "A money demand equation for Brazil : Comments and additional evidence," Journal of Development Economics, Elsevier, vol. 18(2-3), pages 493-501, August.

1983

  1. Theoharry Grammatikos & Anthony Saunders, 1983. "Stability and the hedging performance of foreign currency futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 3(3), pages 295-305, September.

Chapters

2023

  1. Christos Koulovatianos & Carsten Schröder, 2023. "Income-dependent equivalence scales and choice theory: implications for poverty measurement," Chapters, in: Jacques Silber (ed.), Research Handbook on Measuring Poverty and Deprivation, chapter 4, pages 39-49, Edward Elgar Publishing.

2022

  1. Sascha Füllbrunn & Ola Kvaløy & Wolfgang Luhan, 2022. "Investing other people's money," Chapters, in: Sascha Füllbrunn & Ernan Haruvy (ed.), Handbook of Experimental Finance, chapter 12, pages 132-144, Edward Elgar Publishing.
  2. Sascha Füllbrunn & Christoph Huber & Christian König-Kersting, 2022. "Experimental finance and financial professionals," Chapters, in: Sascha Füllbrunn & Ernan Haruvy (ed.), Handbook of Experimental Finance, chapter 6, pages 64-72, Edward Elgar Publishing.

2019

  1. Sascha Füllbrunn & Lei Delsen & Jana Vyrastekova, 2019. "Experimental Economics: A Test-Bed for the Unconditional Basic Income?," Contributions to Economics, in: Lei Delsen (ed.), Empirical Research on an Unconditional Basic Income in Europe, chapter 0, pages 171-199, Springer.

2014

  1. Sascha Füllbrunn & Ernan Haruvy, 2014. "The dividend puzzle: A laboratory investigation," Research in Experimental Economics, in: Experiments in Financial Economics, volume 16, pages 87-110, Emerald Group Publishing Limited.

2013

  1. Marc Boissaux & Jang Schiltz, 2013. "Conditioned Higher-Moment Portfolio: Optimization Using Optimal Control," Palgrave Macmillan Books, in: Virginie Terraza & Hery Razafitombo (ed.), Understanding Investment Funds, chapter 5, pages 106-128, Palgrave Macmillan.

Software components

2011

  1. Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2011. "Code and data files for "Saving Rates and Portfolio Choice with Subsistence Consumption"," Computer Codes 10-11, Review of Economic Dynamics.

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