Beckmeyer, H., Branger, N., Grünthaler, T. (2019): Fed Tails: FOMC Announcements and Stock Market Uncertainty. (Available at SSRN)

Branger, N., Flacke, R., Middelhoff, F. (2019): Jumps and the Correlation Risk Premium: Evidence from Equity Options.

Branger, N., Chen, A., Mahayni, A., Gatzert, N. (2018): Optimal Investments Under Linear Sharing Rules.

Branger, N., Cordes, H., Langer, T. (2018): Don’t Ignore Inflation Ignorance: On the Relevance of Money Illusion for Economic Modeling. (Available at SSRN)

Grünthaler, T., Hülsbusch, H. (2018): Tail Risks and Volatility-of-Volatility. (available at SSRN)

Lorenz, F., Schumacher, M. (2018): Downside Risks and the Price of Variance Uncertainty. (Available at SSRN) 

Branger, N., Hülsbusch, H., Kraftschik, A. (2017): The Volatility-of-Volatility Term Structure. (Available at SSRN) 

Branger, N., Hülsbusch, H., Middelhoff, T. F. (2017): Idiosyncratic Volatility, its Expected Variation, and the Cross-Section of Stock Returns. (Available at SSRN) 

Cordes, H., Erner, C., Langer, T. (2017): Countering Money Illusion? How Personalization Affects the Consideration of Inflation in Financial Planning.

Cordes, H., Langer, T. (2017): Perceiving the Real Value: How Inflation Communication Affects the Attractiveness of Long-Term Investments. (Available at SSRN)

Goedde-Menke, M., Sträter, N., Pfingsten, A., Cornelißen, M. (2017): Depositor behavior during a financial crisis: What determines the decision to withdraw?

Gräber, N., Schumacher, M. (2017): Solving DSGE Models - When Local Approximations Fail. (Available at SSRN) 

Hülsbusch, H., Kraftschik, A. (2017): Consistency between S&P500 and VIX Derivatives: Insights from Model-Free VIX Futures Pricing. (Available at SSRN) 

Kraftschik, A. (2017): Time-Varying Uncertainty and Jump Intensities: Why Should Variance Jumps Be Different? (Available at SSRN)  

Branger, N., Mahayni, A., Schweizer, N., Sende, C. (2016): Precautionary Saving and Insurance under Generalized Mean-Variance Preferences.

Branger, N., Pfeiffer, P., Schumacher, M. (2016): Endogenous Growth Cycles and Asset Prices in a Search Economy.

Branger, N., Semenischev, M. (2016): Expected Growth Rate Risk: In-Sample Estimation, Out-of-Sample Asset Pricing Implication. 

Branger, N., Semenischev, M., Thimme, J. (2016): Macroeconomic Risk: What the Predictability of Stock Returns and Cash-Flows tells us.

Branger, N., Kraftschik, A., Völkert, C. (2016): The Fine Structure of Variance: Pricing VIX Derivatives in Consistent and Log-VIX Models. (Available at SSRN) 

Branger, N., Schlag, C., Shaliastovich, I., Song, D. (2016): Macroeconomic Bond Risks at the Zero Lower Bound. (Available at SSRN) 

Schlag, C., Semenischev, M., Thimme, J. (2016): Predictability and the Cross-Section of Expected Returns in Models with Long-Run Risks. (Available at SSRN)

Semenischev, M. (2016): Global Bad and Good Uncertainties and their Impact on Macro Aggregates and Stock Returns. (Available at SSRN) 

Branger, N., Gräber, N., Schumacher, M. (2016): Asset Pricing in Production Economies when Capital Inputs are Heterogeneous. (Available at SSRN) 

Branger, N., Muck, M., Weisheit, S. (2016): Correlation Risk and International Portfolio Choice. (Available at SSRN)

Branger, N., Grüning, P., Schlag, C. (2016): Commodities, Financialization, and Heterogeneous Agents. (Available at SSRN)

Semenischev, M. (2016): Variance Risk Premium and Option Prices in General Equilibrium: A Literature Review. 

Nolte, S., Langer, T. (2016): An Experimental Analysis of Annuity Aversion.

Borgers, A., Derwall, J., Guenster, N., Rodrigues, P. (2016): Values and investments: Evidence from institutional trading responses to news components.

Chalabi, J., Guenster, N., Kleimeier, S. (2016): Do Banks Really Care? Social Norms in Bank Lending.

Branger, N., Konermann, P., Schlag, C. (2015): Optimists, Pessimists, and the Stock Market: The Role of Preferences and Market (In)Completeness. (Available at SSRN)

Branger, N., Konermann, P., Meinerding, C., Schlag, C. (2015): Equilibrium Asset Pricing in Directed Networks with Mutually Exciting Jumps. (Available at SSRN)

Bohl, M. T., Branger, N., Trede, M. (2015): The Case for Herding is Stronger than You Think.

Branger, N., Muck, M., Weisheit, S. (2015): Optimal Portfolios when Variances and Covariances can Jump. (Available at SSRN)

Branger, N., Schlag, C., Thimme, J. (2015): Does Ambiguity about Volatility Matter Emprically?

Guenster, N., Koegst, J. (2015): Corporate Value and environmental responsibility.

Branger, N., Dierkes, M., Konermann, P. (2014): On the horizon effects of estimation risk and smooth ambiguity aversion.

Konermann, P. (2014): Asset Pricing with Learning and Heterogeneous Investors: A Literature Overview.

Thimme, J. (2014): Intertemporal Substitution in Consumption: A Literature Review. 

Branger, N., Semenischev, M. (2014): Global Long Run-Risk in Durable Consumption and Asset Pricing.

Foltice, B., Langer, T. (2014): When Formulas Fail: On the Variability of the Exponential Growth Bias. (Available at SSRN)

Foltice, B., Langer, T. (2014): How to Decrease the Amortization Bias: Experience vs. Rules. 

Lehmensiek-Starke, M., Nolte, S. (2014): The Empirical Frame of the Decision to Annuitize.

Lehmensiek-Starke, M., Nolte, S. (2014): Recovering Longevity Expectations from Subjective Surival Probabilities: Uncertainty Matters.

Branger, N., Grüning, P., Kraft, H., Meinerding, C., Schlag, C. (2013): Asset Pricing under Uncertainty about Shock Propagation. (Available at SSRN)

Branger, N., Kraftschik, A., Völkert, C. (2013): The Variance Process Implied in VIX Options: Affine vs. Non-Affine Models.

Branger, N., Konermann, P., Thimme, J. (2013): Returns on Cyclical and Defensive Stocks in Times of Scarce Information about the Business Cycle. (Available at SSRN)

Völkert, C. (2012): The Distribution of Uncertainty: Evidence from the VIX Options Market. (Available at SSRN) 

Zeisberger, S., Langer, T., Weber, M. (2012): How Sticky is Myopic Loss Aversion? Do Changes in Information Feedback and Investment Flexibility Affect Risk taking Behavior? (available at SSRN) 

Branger, N., Dumitrescu, I., Ivanova, V., Schlag, C. (2011): Preference Heterogeneity and Survival in Long-Run Risk Models.

Branger, N., Schlag, C., Zaharia, S. (2011): An Equilibrium Foundation for the Heston Stochastic Volatility Model and U-Shaped Pricing Kernels.

Branger, N., Dumitrescu, I., Ivanova, V., Schlag, C. (2010): Two Trees the EZ Way.

Branger, N., Rodrigues, P., Schlag, C. (2010): The Role of Volatility Shocks and Rare Events in Long-Run Risk Models.

Branger, N., Völkert, C. (2010): What is the Equilibrium Price of Variance Risk? A Long-Run Risks Model with Two Volatility Factors. (Available at SSRN) 

Vrecko, D., Langer, T. (2010): Do Long-Term Investors Care About Inflation?. (Available at SSRN)

Vrecko, D., Branger, N. (2009): Why is Portfolio Insurance Attractive to Investors? (Available at SSRN) 

Branger, N., Hansis, A., Schlag, C. (2009): Expected Option Returns and the Structure of Jump Risk Premia.

Branger, N., Schlag, C. (2005): Put Options Are Not Too Expensive - An Analysis of Path Peso Problems. 

Branger, N., Schlag, C. (2005): An Economic Motivation for Variance Contracts.

Branger, N., Schlag, C. (2004): Model Risk: A Conceptual Framework for Risk Measurement and Hedging. 

Branger, N. (2004): An Anatomy of Option Pricing Models.