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

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SCHOLARLY PAPERS

28

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Scholarly Papers (28)

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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 1,233 (20,357)
Citation 15

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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 760 (40,615)

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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 695 (45,779)
Citation 5

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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 665 (48,575)
Citation 10

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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 617 (53,614)
Citation 2

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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 588 (56,962)
Citation 6

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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 424 (84,988)
Citation 21

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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 291 (129,238)
Citation 4

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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 284 (132,640)
Citation 9

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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 256 (147,499)
Citation 6

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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 232 (162,277)
Citation 12

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 166 (220,045)
Citation 6

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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 66 (416,790)
Citation 4

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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
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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 197 (189,248)
Citation 2

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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 (190,984)
Citation 1

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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 (210,105)
Citation 1

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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 and ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management
Downloads 171 (214,381)
Citation 3

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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 (305,973)
Citation 2

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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 (305,973)

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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 (326,518)
Citation 1

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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 93 (337,562)
Citation 6

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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 (392,749)
Citation 2

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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 65 (414,767)
Citation 1

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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 (465,128)
Citation 1

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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 (575,758)
Citation 4
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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 (628,574)
Citation 2
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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 (656,813)
Citation 1
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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 14 (671,556)

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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 (679,132)

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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

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