Publications of the Research Unit Pensions and Sustainable Financial Markets

  1. Discussion and Working Paper // 2005

    Pricing and Risk Analysis of Maturity Guarantees Embedded in the Retirement Investment Products

    Numerous insurance and investment products offered by the private financial industry contain embedded investment guarantees. In these products the contributions are invested on the capital market, which involves…

  2. Contributions to Edited Volumes and Conference Proceedings // 2005

    Pricing and Risk Analysis of Maturity Guarantees Embedded in the Retirement Investment Products - Markov Switching Approach

    Numerous insurance and investment products offered by the private financial industry contain embedded investment guarantees. In these products the contributions are invested on the capital market, which involves…

  3. ZEW Discussion Paper No. 05-91 // 2005

    The Impact of a Stock Market Downturn on Corporate Financing Activities in Germany

    The paper analyses the potential impact of stock market developments on lending behaviour from different perspectives. First we scrutinize the impact of stock market movements on the banks’ and on the…

  4. ZEW Discussion Paper No. 05-83 // 2005

    The Dynamics of Overconfidence: Evidence from Stock Market Forecasters

    As a group, market forecasters are egregiously overconfident. In conformity to the dynamic model of overconfidence of Gervais and Odean (2001), successful forecasters become more overconfident. What’s more, more…

  5. Refereed Journal // 2005

    Comparing the Fed and the ECB Using Taylor-Type Rules

    This paper analyses whether Taylor-type policy rules can be used to describe monetary policy in the U.S., Germany, and the euro area between 1992-2004, and if the interest rate setting in one currency area…

Further Publications

ZEW Financial Market Survey

German Real Estate Finance Index (DIFI Report)