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

Bohl, M., N. Branger, M. Trede: Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid?, Working Paper, 2019.

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

Branger, N., A. Mahayni, C. Sende: Optimal Insurance Demand – Low Probability, High Consequence versus High Probability, Low Consequence, Working Paper, 2018.

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

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

Branger, N., Flacke, R. M., Gräber, N.: Monopoly Power in the Oil Market and the Macroeconomy, Working Paper, 2017. (available at SSRN)

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

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

Branger, N., Grüning, P., Schlag, C.: Commodities, Financialization, and Heterogeneous Agents, Working Paper, 2016. (available at SSRN and at Bank of Lithuania)

Branger, N., Gräber, N., Schumacher, M.: The Effects of Oil Inventories on Growth Prospects, Futures Markets, and Risk Premia, Working Paper, 2016. (available at SSRN)

Branger, N., Lucivjanska, K., Weissensteiner, A.: Optimal Granularity for Portfolio Choice, Working Paper, 2016. (available at SSRN)

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

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

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

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

Branger, N., Gräber, N., Schumacher, M.: Asset Pricing in Production Economies When Capital Inputs are Heterogeneous, Working Paper, 2015. (available at SSRN)

Branger, N., Hülsbusch, H., Kraftschik, A.: The Volatility-of-Volatility Term Structure, Working Paper 2015.

Branger, N., Herold, M., Muck, M.: International Stochastic Discount Factors and Stochastic Correlation, Working Paper, 2014. (available at SSRN)

Branger, N., Dierkes, M., Konermann, P.: On the Horizon Effects of Estimation Risk and Smooth Ambiguity Aversion, Working Paper, 2014

Branger, N., Konermann, P., Meinerding, C., Schlag, C.: Equilibrium Asset Pricing in Networks with Mutually Exciting Jumps, Working Paper, 2014. (available at SSRN)

Branger, N., Schlag, C., Thimme, J.: Does Ambiguity about Volatility Matter Emprically?, Working Paper, 2015. (available at SSRN)

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

Branger, N., Grüning, P., Kraft, H., Meinerding, C., Schlag, C.: Asset Pricing under Uncertainty about Shock Propagation, Working Paper, 2014. (available at SSRN)

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

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

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

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

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

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

Branger, N., Kraft, H., Mahayni, A., Schlag, C.: Reconciling Smiles for Index and Stock Options, Working Paper, 2008.

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

Branger, N.: An Anatomy of Option Pricing Models, Working Paper, December 2004. (PDF)

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