Michael Schröder

ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management

L 7,1

P.O. Box 10 34 43

D-68034 Mannheim

Germany

http://www.zew.de/en/team/msc/?cHash=c9507802336d8f7db96848c539ed2f89

  • ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management

    • Email
    • Tel: +49 621 1235 368
    • Fax: +49 621 1235 223
SCHOLARLY PAPERS

28

DOWNLOADS
Rank 7,264

SSRN RANKINGS

Top 7,264

in Total Papers Downloads

7,390

SSRN CITATIONS
Rank 7,693

SSRN RANKINGS

Top 7,693

in Total Papers Citations

59

CROSSREF CITATIONS

107

Scholarly Papers (28)

Actions:
Email selected abstracts
1.

Socially Responsible Investments in Germany, Switzerland and the United States - an Analysis of Investment Funds and Indices

ZEW Discussion Paper No. 03-10
Number of pages: 46 Posted: 10 Sep 2003
Michael Schröder
ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management
Downloads 1,222 (19,688)
Citation 15

Abstract:

Loading...

Socially responsible investing, performance measurement, investment style, investment funds

2.

The Systemic Risk Potential in European Banking - Evidence from Bivariate GARCH Models

ZEW Discussion Paper No. 03-11
Number of pages: 42 Posted: 30 Apr 2003
Michael Schröder and Martin Schüler
ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management and Centre for European Economic Research (ZEW)
Downloads 752 (39,465)
Citation 13

Abstract:

Loading...

systemic risk, banking, contagion, Europe, bivariate GARCH

3.

Exchange Rate Pass-Through to Consumer Prices: A European Perspective

ZEW Working Paper No. 02-20
Number of pages: 31 Posted: 28 Mar 2002
Felix P. Hüfner and Michael Schröder
Organization for Economic Co-Operation and Development (OECD) and ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management
Downloads 683 (44,954)
Citation 5

Abstract:

Loading...

pass-through, inflation, exchange rate, euro area

4.

Forecasting Economic Activity in Germany - How Useful are Sentiment Indicators?

ZEW Discussion Paper No. 02-56
Number of pages: 18 Posted: 06 Nov 2002
Felix P. Hüfner and Michael Schröder
Organization for Economic Co-Operation and Development (OECD) and ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management
Downloads 651 (47,921)
Citation 10

Abstract:

Loading...

leading indicators, Germany, ifo, ZEW, PMI, ESIN

5.

Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets

Number of pages: 48 Posted: 11 Apr 2010
Pei Kuang, Michael Schröder and Qingwei Wang
Goethe University Frankfurt - House of Finance, ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management and Cardiff University - Cardiff Business School
Downloads 612 (51,941)
Citation 2

Abstract:

Loading...

Foreign Exchange, Technical Trading, Data Snooping, Emerging Market

6.

Is There a Difference? The Performance Characteristics of Sri Equity Indexes

ZEW - Centre for European Economic Research Discussion Paper No. 05-050
Number of pages: 29 Posted: 10 Aug 2005 Last Revised: 20 Aug 2008
Michael Schröder
ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management
Downloads 586 (54,920)
Citation 6

Abstract:

Loading...

Socially responsible investing, equity indexes, performance, risk

7.

The Dynamics of Overconfidence: Evidence from Stock Market Forecasters

ZEW - Centre for European Economic Research Discussion Paper No. 05-083
Number of pages: 25 Posted: 09 Dec 2005 Last Revised: 20 Aug 2008
Richard Deaves, Erik Lueders and Michael Schröder
McMaster University - Michael G. DeGroote School of Business, Laval University and ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management
Downloads 416 (83,652)
Citation 21

Abstract:

Loading...

Overconfidence, market forecasters

8.

Evaluating Conditional Asset Pricing Models for the German Stock Market

ZEW - Centre for European Economic Research Discussion Paper No. 06-043
Number of pages: 45 Posted: 17 Jul 2006 Last Revised: 26 Aug 2008
Andreas Schrimpf, Michael Schröder and Richard Stehle
Bank for International Settlements (BIS) - Monetary and Economic Department, ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management and Humboldt University of Berlin - School of Business and Economics
Downloads 288 (125,959)
Citation 4

Abstract:

Loading...

Asset Pricing, Conditioning Information, Hansen-Jagannathan Distance

9.

The Prospects of Capital Markets in Central and Eastern Europe

ZEW Discussion Paper No. 02-57
Number of pages: 32 Posted: 17 Oct 2003
Jens F. Koke and Michael Schröder
Allianz Group and ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management
Downloads 283 (128,305)
Citation 9

Abstract:

Loading...

Securities Exchanges, Corporate Finance, Central and Eastern Europe

10.

What Determines the Inclusion in a Sustainability Stock Index? A Panel Data Analysis for European Companies

ZEW - Centre for European Economic Research Discussion Paper No. 06-041
Number of pages: 34 Posted: 13 Jul 2006 Last Revised: 02 Jun 2014
Andreas Ziegler and Michael Schröder
Center for European Economic Research (ZEW) and ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management
Downloads 255 (142,835)
Citation 6

Abstract:

Loading...

Corporate sustainability performance, Sustainability stock indexes, Economic performance, Panel data, Probit models, Simulated maximum likelihood estimation

11.

The Effects of Corporate and Country Sustainability Characteristics on the Cost of Debt: An International Investigation

Downloads 226 (160,657)
Citation 9

The Effects of Corporate and Country Sustainability Characteristics on the Cost of Debt: An International Investigation

ZEW - Centre for European Economic Research Discussion Paper No. 14-100
Number of pages: 37 Posted: 15 Dec 2014
Andreas G. F. Hoepner, Ioannis Oikonomou, Bert Scholtens and Michael Schröder
Smurfit Graduate Business School, University College Dublin, University of Reading - ICMA Centre, University of Groningen - Department of Finance & Accounting and ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management
Downloads 161 (218,216)
Citation 6

Abstract:

Loading...

corporate social responsibility; CSR; CSP; sustainability; banking; financial contracts; culture

The Effects of Corporate and Country Sustainability Characteristics on the Cost of Debt: An International Investigation

Number of pages: 40 Posted: 02 Dec 2014
Andreas G. F. Hoepner, Ioannis Oikonomou, Bert Scholtens and Michael Schröder
Smurfit Graduate Business School, University College Dublin, University of Reading - ICMA Centre, University of Groningen - Department of Finance & Accounting and ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management
Downloads 65 (407,055)
Citation 4

Abstract:

Loading...

corporate social responsibility, CSR, CSP, sustainability, banking, financial contracts, culture

The Effects of Corporate and Country Sustainability Characteristics on the Cost of Debt: An International Investigation

Journal of Business Finance & Accounting, Vol. 43, Issue 1-2, pp. 158-190, 2016
Number of pages: 33 Posted: 21 Mar 2016
Andreas G. F. Hoepner, Ioannis Oikonomou, Bert Scholtens and Michael Schröder
Smurfit Graduate Business School, University College Dublin, University of Reading - ICMA Centre, University of Groningen - Department of Finance & Accounting and ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management
Downloads 0
  • Add to Cart

Abstract:

Loading...

corporate social responsibility, CSR, CSP, sustainability, banking, financial contracts, culture, loans, international

12.

Gpd-Linked Bonds as a Financing Tool for Developing Countries and Emerging Markets

ZEW - Centre for European Economic Research Discussion Paper No. 04-064
Number of pages: 62 Posted: 15 Oct 2004 Last Revised: 15 Aug 2008
Michael Schröder, Susanne Kruse, Friedrich Heinemann and Matthias Meitner
ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management, Karlsruhe University of Applied Sciences, ZEW – Leibniz Centre for European Economic Research and Allianz SE
Downloads 196 (183,586)
Citation 2

Abstract:

Loading...

GDP-linked bonds, bonds, development finance, public finance

13.

The Power Law and Dividend Yields

ZEW - Centre for European Economic Research Discussion Paper No. 04-051
Number of pages: 17 Posted: 01 Aug 2004 Last Revised: 14 Aug 2008
Erik Lueders, Inge Lueders-Amann and Michael Schröder
Laval University, Université Laval and ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management
Downloads 195 (184,377)
Citation 1

Abstract:

Loading...

Power law, stock prices, dividends, co-integration

14.

Investment Opportunities in Central and Eastern European Equity Markets

ZEW Discussion Paper No. 00-42
Number of pages: 24 Posted: 11 Apr 2003
Michael Schröder
ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management
Downloads 175 (202,966)
Citation 1

Abstract:

Loading...

Spanning Test, Diversification, Emerging Markets, Central and Eastern Europe

15.

Are SRI Funds Conventional Funds in Disguise or Do They Live Up to Their Name?

ZEW - Centre for European Economic Research Discussion Paper No. 15-027
Number of pages: 36 Posted: 20 Jun 2015
Christin Nitsche and Michael Schröder
Frankfurt School of Finance & Management gemeinnützige GmbH and ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management
Downloads 168 (211,284)
Citation 3

Abstract:

Loading...

Mutual funds; socially responsible investments; ESG performance; ESG ratings

16.

Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach

CESifo Working Paper Series No. 2502
Number of pages: 31 Posted: 18 Dec 2008
Lukas Menkhoff, Rafael R. Rebitzky and Michael Schröder
German Institute for Economic Research (DIW Berlin), Leibniz University Hannover and ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management
Downloads 108 (296,136)
Citation 2

Abstract:

Loading...

exchange rate, heterogeneity, dispersion, chartists, fundamentalists

17.

Modeling Asset Returns: A Comparison of Theoretical and Empirical Models

Number of pages: 29 Posted: 06 Feb 2004
Erik Lueders and Michael Schröder
Laval University and ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management
Downloads 108 (296,136)

Abstract:

Loading...

Asset pricing, HARA-utility function, behavioral finance, NGARCH-in-mean

18.

What's on Their Mind: Do Exchange Rate Forecasters Stick to Theoretical Models?

ZEW Discussion Paper No. 99-08
Number of pages: 16 Posted: 17 Jul 2003
Michael Schröder and Robert Dornau
ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management and International Emissions Trading Association (IETA)
Downloads 98 (315,983)
Citation 1

Abstract:

Loading...

Exchange rate modelling, Expectations, Survey data, Categorical Data

19.

Do We Need a Separate Banking System? An Assessment

ZEW - Centre for European Economic Research Discussion Paper No. 13-011
Number of pages: 25 Posted: 15 Mar 2013
Gunnar Lang and Michael Schröder
ZEW and ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management
Downloads 91 (331,322)
Citation 6

Abstract:

Loading...

Banking Regulation, Commercial and Investment Banking, Financial Crises

20.

Politicians' Promotion Incentives and Bank Risk Exposure in China

ZEW - Centre for European Economic Research Discussion Paper No. 15-026
Number of pages: 54 Posted: 20 Jun 2015
Li Wang, Lukas Menkhoff, Michael Schröder and Xian Xu
Fudan University - The Center for Pediatric Liver Diseases, German Institute for Economic Research (DIW Berlin), ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management and Fudan University - School of Economics
Downloads 72 (380,362)
Citation 2

Abstract:

Loading...

Bank Lending; Bank Risk Exposure; Local Politicians; Promotion Incentives

21.

Forecaster Overconfidence and Market Survey Performance

ZEW - Centre for European Economic Research Discussion Paper No. 15-029
Number of pages: 50 Posted: 21 May 2015 Last Revised: 16 Apr 2018
Richard Deaves, Jin Lei and Michael Schröder
McMaster University - Michael G. DeGroote School of Business, Brock University and ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management
Downloads 64 (404,873)
Citation 1

Abstract:

Loading...

Overconfidence, Forecasting Performance, Stock Market

22.

What Drives the Demand of Monetary Financial Institutions for Domestic Government Bonds?: Empirical Evidence on the Impact of Basel II and Basel III

ZEW - Centre for European Economic Research Discussion Paper No. 14-123
Number of pages: 36 Posted: 10 Feb 2015
Michael Lang and Michael Schröder
Vienna University of Economics and Business and ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management
Downloads 51 (450,559)
Citation 1

Abstract:

Loading...

Monetary Financial Institutions; Financial sector regulation; Sovereign bond holdings; Investment incentives

23.

Is There a Difference? The Performance Characteristics of SRI Equity Indices

Journal of Business Finance & Accounting, Vol. 34, No. 1-2, pp. 331-348, January/March 2007
Number of pages: 18 Posted: 01 Mar 2007
Michael Schröder
ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management
Downloads 28 (557,810)
Citation 4
  • Add to Cart

Abstract:

Loading...

24.

Cross-Sectional Tests of Conditional Asset Pricing Models: Evidence from the German Stock Market

European Financial Management, Vol. 13, No. 5, pp. 880-907, November 2007
Number of pages: 28 Posted: 26 Oct 2007
Andreas Schrimpf, Michael Schröder and Richard Stehle
Bank for International Settlements (BIS) - Monetary and Economic Department, ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management and Humboldt University of Berlin - School of Business and Economics
Downloads 20 (608,901)
Citation 2
  • Add to Cart

Abstract:

Loading...

25.

Laguerre Series in Contingent Claim Valuation, with Applications to Asian Options

Mathematical Finance, Vol. 15, No. 3, pp. 491-531, July 2005
Number of pages: 41 Posted: 01 Jul 2005
Michael Schröder
ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management
Downloads 16 (636,122)
Citation 1
  • Add to Cart

Abstract:

Loading...

26.

Politicians' Promotion Incentives and Bank Risk Exposure in China

DIW Berlin Discussion Paper No. 1771
Number of pages: 82 Posted: 11 Dec 2018
Li Wang, Lukas Menkhoff, Michael Schröder and Xian Xu
Independent, German Institute for Economic Research (DIW Berlin), ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management and Fudan University - School of Economics
Downloads 13 (657,794)

Abstract:

Loading...

Bank lending, bank risk exposure, local politicians, promotion pressure

27.

Who is Afraid of the Asset Quality Review? Potential Losses and Capital Shortfalls in the European Banking System

ZEW - Centre for European Economic Research Discussion Paper No. 14-074
Number of pages: 50 Posted: 14 Sep 2018
Thomas Bonczek, Clemens Fuest and Michael Schröder
Yale School of Management, ifo Institute – Leibniz Institute for Economic Research at the University of Munich and ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management
Downloads 13 (657,794)

Abstract:

Loading...

28.

The Performance of Socially Responsible Investments: Investment Funds and Indices

Financial Markets and Portfolio Management, Vol. 18, No. 2, pp. 122-142, 2004
Posted: 12 Sep 2005
Michael Schröder
ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management

Abstract:

Loading...