Discussion paper DP15070 Do institutional investors stabilize equity markets in crisis periods? Evidence from COVID-19 Simon Glossner Pedro Pinto Matos Stefano Ramelli Alexander F. Wagner 4 May 2022 Corporate cash holdings Coronavirus Corporate debt Covid-19 Esg Fire sales Institutional ownership Leverage Retail investors Tail risk Financial Economics G01 G12 G14 G32
Discussion paper DP15070 Where do institutional investors seek shelter when disaster strikes? Evidence from COVID-19 Simon Glossner Pedro Pinto Matos Stefano Ramelli Alexander F. Wagner 20 Jul 2020 Corporate cash holdings Coronavirus Corporate debt Covid-19 Esg Institutional ownership Leverage Retail investors Tail risk Financial Economics G01 G12 G14 G32 F14
Discussion paper DP14511 Feverish Stock Price Reactions to COVID-19 Stefano Ramelli Alexander F. Wagner 19 Mar 2020 Corporate debt Coronavirus Covid-19 Event study Global value chains Leverage Pandemic Sars-cov-2 Supply chains Tail risk Financial Economics G01 G02 G14 G15 F15 F23 F36
Discussion paper DP11352 The Tail that Wags the Economy: Beliefs and Persistent Stagnation Laura Veldkamp Venky Venkateswaran 22 Oct 2018 Stagnation Tail risk Propagation Belief-driven business cycles Financial Economics Macroeconomics and Growth D84 E32
VoxEU Column Insurers as asset managers and systemic risk Andrew Ellul Chotibhak Jotikasthira Anastasia Kartasheva Christian Lundblad Wolf Wagner 5 Jun 2018 Financial Markets Insurance Life insurance Systemic risk Financial system Tail risk Variable annuities reach for yield
VoxEU Column The signalling content of asset prices for inflation Leo de Haan Jan Willem van den End 29 Sep 2017 Financial Markets Monetary Policy inflation Asset prices Tail risk Qe Bubbles Disinflation Price stability
VoxEU Column The tail that wags the economy: The origin of secular stagnation Julian Kozlowski Laura Veldkamp Venky Venkateswaran 11 Sep 2016 Global crisis Global economy Macroeconomic policy Secular stagnation beliefs Expectations Tail risk Debt Great recession Global crisis
VoxEU Column What the Swiss FX shock says about risk models Jon Danielsson 18 Jan 2015 Exchange Rates Financial Markets Swiss franc peg risk models Exchange rates Switzerland Central banks Currency pegs currency ceilings Forecasting Risk risk forecasting Tail risk Structural breaks Basel iii Financial regulation
VoxEU Column Unconventional monetary policy and tail-risk perceptions Masazumi Hattori Andreas Schrimpf Vladyslav Sushko 17 Nov 2013 Financial Markets Monetary Policy Tail risk Unconventional monetary policy Forward guidance Risk premia Asset purchases
VoxEU Column Tail risk: Higher capital is not enough Enrico Perotti Lev Ratnovski Razvan Vlahu 26 Aug 2011 Global crisis International Finance Tail risk Financial regulation Macroprudential policies
Discussion paper DP8526 Capital Regulation and Tail Risk Enrico Perotti Lev Ratnovski Razvan Vlahu 1 Aug 2011 Capital regulation Keywords: banking Risk Risk-taking Systemic risk Tail risk Financial Economics G21 G28
VoxEU Column Regulating the international financial system: towards a more balanced, market-based model Richard Portes 15 Nov 2007 Financial Markets Global imbalances Subprime crisis Financial stability Carry trade Hedge funds Volatility large complex financial institutions Tail risk Ratings strutured finance buy and hold Originate to distribute
