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Sebastian Pfeil

Personal Details

First Name:Sebastian
Middle Name:
Last Name:Pfeil
Suffix:
RePEc Short-ID:ppf16
http://www.sebastianpfeil.de
Terminal Degree:2011 (from RePEc Genealogy)

Affiliation

(50%) Faculteit der Economische Wetenschappen
Erasmus Universiteit Rotterdam

Rotterdam, Netherlands
http://www.few.eur.nl/few/

: 31 10 4081111

Postbus 1738, 3000 DR Rotterdam
RePEc:edi:feeurnl (more details at EDIRC)

(50%) Erasmus Research Institute of Management (ERIM)
Erasmus Universiteit Rotterdam

Rotterdam, Netherlands
http://www.erim.eur.nl/

: 31-10-408 1182
31-10-408 9020
RSM Erasmus University & Erasmus School of Economics, PoBox 1738, 3000 DR Rotterdam
RePEc:edi:erimanl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Nataliya Klimenko & Sebastian Pfeil & Jean-Charles Rochet & Gianni De Nicolo, 2016. "Aggregate Bank Capital and Credit Dynamics," Swiss Finance Institute Research Paper Series 16-42, Swiss Finance Institute.
  2. Fecht, Falko & Inderst, Roman & Pfeil, Sebastian, 2015. "A theory of the boundaries of banks with implications for financial integration and regulation," IMFS Working Paper Series 87, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  3. Inderst, Roman & Pfeil, Sebastian, 2014. "An "Image Theory" of RPM," MPRA Paper 54139, University Library of Munich, Germany.
  4. Inderst, Roman & Pfeil, Sebastian, 2010. "Securitization and Compensation in Financial Institutions," CEPR Discussion Papers 8089, C.E.P.R. Discussion Papers.

Articles

  1. Klimenko, Nataliya & Pfeil, Sebastian & Rochet, Jean-Charles, 2017. "A simple macroeconomic model with extreme financial frictions," Journal of Mathematical Economics, Elsevier, vol. 68(C), pages 92-102.
  2. Roman Inderst & Sebastian Pfeil, 2013. "Securitization and Compensation in Financial Institutions," Review of Finance, European Finance Association, vol. 17(4), pages 1323-1364.
  3. Florian Hoffmann & Sebastian Pfeil, 2010. "Reward for Luck in a Dynamic Agency Model," Review of Financial Studies, Society for Financial Studies, vol. 23(9), pages 3329-3345.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Nataliya Klimenko & Sebastian Pfeil & Jean-Charles Rochet & Gianni De Nicolo, 2016. "Aggregate Bank Capital and Credit Dynamics," Swiss Finance Institute Research Paper Series 16-42, Swiss Finance Institute.

    Cited by:

    1. Borovicka, J. & Hansen, L.P., 2016. "Term Structure of Uncertainty in the Macroeconomy," Handbook of Macroeconomics, Elsevier.
    2. Enoch Hill & David Perez-Reyna, 2016. "Macroprudential Regulation and Misallocation," DOCUMENTOS CEDE 014974, UNIVERSIDAD DE LOS ANDES-CEDE.
    3. Tetiana Davydiuk, 2017. "Dynamic Bank Capital Requirements," 2017 Meeting Papers 1328, Society for Economic Dynamics.

  2. Fecht, Falko & Inderst, Roman & Pfeil, Sebastian, 2015. "A theory of the boundaries of banks with implications for financial integration and regulation," IMFS Working Paper Series 87, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).

    Cited by:

    1. Taylor, John B. & Wieland, Volker, 2016. "Finding the equilibrium real interest rate in a fog of policy deviations," IMFS Working Paper Series 103, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).

  3. Inderst, Roman & Pfeil, Sebastian, 2014. "An "Image Theory" of RPM," MPRA Paper 54139, University Library of Munich, Germany.

    Cited by:

    1. David E. Mills, 2017. "Inducing Cooperation with a Carrot Instead of a Stick," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 50(2), pages 245-261, March.

  4. Inderst, Roman & Pfeil, Sebastian, 2010. "Securitization and Compensation in Financial Institutions," CEPR Discussion Papers 8089, C.E.P.R. Discussion Papers.

    Cited by:

    1. Pagès, Henri, 2013. "Bank monitoring incentives and optimal ABS," Journal of Financial Intermediation, Elsevier, vol. 22(1), pages 30-54.
    2. Riachi, Ilham & Schwienbacher, Armin, 2013. "Securitization of corporate assets and executive compensation," Journal of Corporate Finance, Elsevier, vol. 21(C), pages 235-251.
    3. Colonnello, Stefano & Curatola, Giuliano & Hoang, Ngoc Giang, 2017. "Direct and indirect risk-taking incentives of inside debt," Journal of Corporate Finance, Elsevier, vol. 45(C), pages 428-466.
    4. Jeong-Bon Kim & Li Li & Mary L. Z. Ma & Frank M. Song, 2013. "CEO Option Compensation, Risk-Taking Incentives, and Systemic Risk in the Banking Industry," Working Papers 182013, Hong Kong Institute for Monetary Research.
    5. Hoffmann, Florian & Inderst, Roman & Opp, Marcus, 2014. "Regulating Deferred Incentive Pay," CEPR Discussion Papers 9877, C.E.P.R. Discussion Papers.
    6. Thomas Bauer & Thomas Kourouxous & Peter Krenn, 2018. "Taxation and agency conflicts between firm owners and managers: a review," Business Research, Springer;German Academic Association for Business Research, vol. 11(1), pages 33-76, February.
    7. John Thanassoulis, 2013. "Industry Structure, Executive Pay, and Short-Termism," Management Science, INFORMS, vol. 59(2), pages 402-419, June.
    8. Pagès, H., 2009. "Bank incentives and optimal CDOs," Working papers 253, Banque de France.
    9. Feess, Eberhard & Wohlschlegel, Ansgar, 2014. "Bank Capital Requirements and Mandatory Deferral of Compensation," MPRA Paper 59456, University Library of Munich, Germany.
    10. Cambrea, Domenico Rocco & Colonnello, Stefano & Curatola, Giuliano & Fantini, Giulia, 2017. "Abandon ship: Deferred compensation and risk-taking incentives in bad times," SAFE Working Paper Series 160, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.

Articles

  1. Roman Inderst & Sebastian Pfeil, 2013. "Securitization and Compensation in Financial Institutions," Review of Finance, European Finance Association, vol. 17(4), pages 1323-1364.
    See citations under working paper version above.
  2. Florian Hoffmann & Sebastian Pfeil, 2010. "Reward for Luck in a Dynamic Agency Model," Review of Financial Studies, Society for Financial Studies, vol. 23(9), pages 3329-3345.

    Cited by:

    1. Hiroshi Osano & Keiichi Hori, 2013. "Managerial Incentives and the Role of Advisors in the Continuous-Time Agency Model," KIER Working Papers 863, Kyoto University, Institute of Economic Research.
    2. Katolnik, Svetlana & Schöndube, Jens Robert, 2015. "Don't Kill the Goose that Lays the Golden Eggs: Strategic Delay in Project Completion," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113046, Verein für Socialpolitik / German Economic Association.
    3. Pagès, Henri, 2013. "Bank monitoring incentives and optimal ABS," Journal of Financial Intermediation, Elsevier, vol. 22(1), pages 30-54.
    4. Katolnik, Svetlana & Schöndube, Jens Robert, 2014. "Don't Kill the Goose that Lays the Golden Eggs: Strategic Delay in Project Completion," Hannover Economic Papers (HEP) dp-533, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    5. Pierre Chaigneau & Nicolas Sahuguet, "undated". "The structure of CEO pay: pay-for-luck and stock-options," FMG Discussion Papers dp713, Financial Markets Group.
    6. Moreno-Bromberg, Santiago & Vo, Quynh-Anh, 2017. "Resolution of financial distress under agency frictions," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 40-58.
    7. Li, Rui, 2017. "Dynamic agency with persistent observable shocks," Journal of Mathematical Economics, Elsevier, vol. 71(C), pages 74-91.
    8. Anderson, Ronald W. & Bustamante, Maria Cecilia & Guibaud, Stéphane & Zervos, Mihail, 2017. "Agency, firm growth, and managerial turnover," LSE Research Online Documents on Economics 68784, London School of Economics and Political Science, LSE Library.
    9. Grochulski, Borys & Wong, Russell & Zhang, Yuzhe, 2017. "Optimal Incentive Contracts with Job Destruction Risk," Working Paper 17-11, Federal Reserve Bank of Richmond.
    10. de Oliveira, Angela C.M. & Smith, Alexander & Spraggon, John, 2017. "Reward the lucky? An experimental investigation of the impact of agency and luck on bonuses," Journal of Economic Psychology, Elsevier, vol. 62(C), pages 87-97.
    11. Brett Green & Curtis R. Taylor, 2016. "Breakthroughs, Deadlines, and Self-Reported Progress: Contracting for Multistage Projects," American Economic Review, American Economic Association, vol. 106(12), pages 3660-3699, December.
    12. Liu, Bo & Mu, Congming & Yang, Jinqiang, 2017. "Dynamic agency and investment theory with time-inconsistent preferences," Finance Research Letters, Elsevier, vol. 20(C), pages 88-95.
    13. Jonathan Wiley & Brandon Cline & Xudong Fu & Tian Tang, 2012. "Valuation Effects for Asset Sales," Journal of Financial Services Research, Springer;Western Finance Association, vol. 41(3), pages 103-120, June.
    14. Pagès, H., 2009. "Bank incentives and optimal CDOs," Working papers 253, Banque de France.
    15. li, Hong & Mu, Congming & Yang, Jinqiang, 2016. "Optimal contract theory with time-inconsistent preferences," Economic Modelling, Elsevier, vol. 52(PB), pages 519-530.
    16. Hiroshi Osano & Keiichi Hori, 2015. "A Dynamic Agency Theory of Investment and Managerial Replacement," KIER Working Papers 921, Kyoto University, Institute of Economic Research.
    17. Hengjie Ai & Rui Li, 2012. "Moral hazard, investment, and firm dynamics," FRB Atlanta CQER Working Paper 2012-01, Federal Reserve Bank of Atlanta.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (2) 2015-05-02 2016-07-30. Author is listed
  2. NEP-CBA: Central Banking (1) 2015-05-02. Author is listed
  3. NEP-COM: Industrial Competition (1) 2014-03-15. Author is listed
  4. NEP-CTA: Contract Theory & Applications (1) 2014-03-15. Author is listed
  5. NEP-DGE: Dynamic General Equilibrium (1) 2016-07-30. Author is listed
  6. NEP-MAC: Macroeconomics (1) 2016-07-30. Author is listed
  7. NEP-MKT: Marketing (1) 2014-03-15. Author is listed

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