Zobrazeno 1 - 10
of 43
pro vyhledávání: '"Kubitza, Christian"'
Publikováno v:
In Journal of Public Economics October 2020 190
Publikováno v:
Review of Asset Pricing Studies; Jun2024, Vol. 14 Issue 2, p237-273, 37p
Autor:
Kubitza, Christian, Bittner, Florian, Ginsel, Carsten, Havemeyer, Antje, Clement, Bernd, Scheidig, Axel J.
Publikováno v:
Proceedings of the National Academy of Sciences of the United States of America, 2018 Nov . 115(47), 11958-11963.
Externí odkaz:
https://www.jstor.org/stable/26564486
Akademický článek
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Autor:
Kubitza, Christian
This paper documents that the bond investments of insurance companies transmit shocks from insurance markets to the real economy. Liquidity windfalls from household insurance purchases increase insurers' demand for corporate bonds. Exploiting the fac
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::fe3db8e3f42ef89d48c2b6b0d0097052
https://hdl.handle.net/10419/252305
https://hdl.handle.net/10419/252305
Life insurers massively sell savings contracts with surrender options which allow policyholders to withdraw a guaranteed amount before maturity. These options move toward the money when interest rates rise. Using data on German life insurers, we esti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::2af4fb360c2b4005e81c79f7f29daac0
https://hdl.handle.net/10419/262098
https://hdl.handle.net/10419/262098
Autor:
Kubitza, Christian1, Ginsel, Carsten2, Bittner, Florian3, Havemeyer, Antje2, Clement, Bernd2, Scheidig, Axel J.1 axel.scheidig@strubio.uni-kiel.de
Publikováno v:
Acta Crystallographica: Section F, Structural Biology Communications. Jun2018, Vol. 74 Issue 6, p337-344. 7p.
Autor:
Kubitza, Christian1, Faust, Annette1, Gutt, Miriam2, Gäth, Luzia1, Ober, Dietrich2, Scheidig, Axel J.1 axel.scheidig@strubio.uni-kiel.de
Publikováno v:
Acta Crystallographica: Section D, Structural Biology. May2018, Vol. 74 Issue 5, p422-432. 10p.
Autor:
Kubitza, Christian
This paper proposes Spillover Persistence as a measure for financial fragility. The volatility paradox predicts that fragility builds up when volatility is low, which challenges existing measures. Spillover Persistence tackles this challenge by explo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::1f8c918fd924d27422078c591dcaf4b8
https://hdl.handle.net/10419/237324
https://hdl.handle.net/10419/237324
Central clearing counterparties (CCPs) were created to reduce default losses for market participants in derivatives markets. We show that not all market participants benefit, and some are worse off. Loss sharing rules and their interaction with marke
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::fdda4e257af56fd6462c79749ad2cb08
https://hdl.handle.net/10419/231491
https://hdl.handle.net/10419/231491