| A1 International
Finance |
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|
Wolfgang
Bessler and Heiko Opfer |
Macroeconomic
Factors and Stock Returns: An Empirical Analysis for Germany |
download |
| Christina Bannier |
The
Role of Information Disparity in the 1994/95 Mexican Peso Crisis:
Empirical Evidence |
download |
| Claudia
Buch and Alexander Lipponer |
FDI
versus cross-border Financial Services: The Globalisation of German
Banks |
download |
| A2 Central
Banking |
|
|
| Duca |
Stock
Market Shocks and Broad Money Growth |
download |
| Kugler |
Implementing
Swiss Monetary Policy: Steering the 3M-Libor with Repo Transactions |
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| A3
Financial Integration |
|
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| Dirk
Baur |
What
Is Co-movement? |
download |
| Sergei Sontchik |
Financial
Integration of European Equity Markets |
download |
| Gebka Bartosz
and Serwa Dobromil |
Intra-
and Inter-regional Spillovers between Emerging Capital Markets
around the World |
download |
| A4 Hedge
Funds |
|
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| Roy
Kouwenberg and William T. Ziemba |
Incentives
and Risk Taking in Hedge Funds |
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| Olivier
Kündig, Sonia Lodeiro, Peter Meier and
Andreas Ruckstuhl |
Funds
of Hedge Funds Indices: Properties, Purpose and Representativeness |
download |
| Laurent
Favre and Angelo Ranaldo |
How
to Price Hedge Funds: From Two- to Four-Moment CAPM |
download |
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|
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| B1
Management and Rating |
|
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| Mario Straßberger |
Profit&Loss-Dependent
Market Risk Budgeting with Implicit Options |
download |
| Stefan
Jaschke, Gerhard Stahl and Richard Stehle |
Evaluating
VaR Forecasts under Stress – The German Experience |
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| André Güttler
and Walter Krämer |
Comparing
the Accuracy of Default Predictions in the Rating Industry: The Case
of Moody's vs. S& |
download |
| B2 Banking |
|
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| Stéphanie
Stolz, Frank Heid and Daniel Porath |
Does
Capital Regulation Matter for Bank Behavior? Evidence for German
Savings Banks |
download |
| Frank
Niemeyer |
Bank
Lending with Information Asymmetry, Information Sharing and Winner's
Curse |
download |
| B3 Credit
Risk 1 |
|
|
| Alfred
Hamerle and Daniel Rösch |
Parameterizing
Credit Risk Models |
download |
| Manuel
Ammann and Michael Genser |
A
Testable Credit Risk Framework with Optimal Bankruptcy, Taxes, and a
Complex Capital Structure |
download |
| Jochen
Andritzky |
Implied
Default Probabilities and Default Recovery Ratios: An Analysis of
Argentine Eurobonds 2000 - 2002 |
download |
| B4 Credit
Risk 2 |
|
|
| Stefen
Huschens, Konstantin Vogl and Robert Wania |
Estimation
of Default Probabilities and Default Correlations |
download |
| Matthias
Bank |
On
the Pricing of Options on Corporate Debt, the Term Structure of
Default Spreads, and the Pricing of Risky Forward Loans |
download |
| Andriy
Demchuk and Rajna Gibson |
Stock
Market Performance and the Term Structure of Credit Spreads |
download |
|
|
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| C1
Corporate Finance |
|
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| Jörg
Laitenberger |
Capital
Budgeting in the Presence of Autocorrelated Returns |
download |
| Carsten
Reimund, Bernhard Schwetzler and Florian Zainhofer |
Costs
of Financial Distress: The German Evidence |
download |
| Wolfgang Kürsten |
Hedging
und Shareholder Value |
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| C2
Employee Stock Options |
|
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| Manuel
Ammann and Ralf Seiz |
Does
the Model Matter? A Valuation Analysis of Employee Stock Options |
download |
| Peter Raupach |
The
Cost of Employee Stock Options |
download |
| C3 Mergers
and Acquisition |
|
|
| Felix
Lowinski, Dirk Schiereck and Thomas W. Thomas |
The
Effects of Cross Border Acquisitions on Shareholder Wealth- Evidence
from Switzerland |
download |
| Orit Ronen |
Are
Profitable Takeovers possible? |
|
| Derick Beitel
and Dirk Schiereck |
Value
Creation of Investment Bank Participation in the German
M&A-Business |
download |
| C4 Stock
Markets |
|
|
| Pierre-André Dumont, Dušan Isakov and
Christophe Pérignon |
Stock
Repurchases on a Second Trading Line |
|
| Christian
Andres, André Betzer and Mark Hoffmann |
Going
Private via LBO - Shareholder Gains in the European Markets |
download |
| Matthias
Meitner |
Option-Style
Multi-Factor Comparable Company Valuation for Practical Use |
download |
|
|
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| D1 Price
Discovery |
|
|
| Karl Keiber |
The
Intertemporal Role of Overconfidence in Competitive Securities
Markets |
|
| Isabel
Figuerola-Ferretti and Chris Gilbert |
Price
Discovery in the Aluminium Market |
download |
| Eskandar
Tooma |
The
Magnetic Attraction of Price Limits |
download |
| D2
Liquidity |
|
|
| Burkart Mönch |
Optimal
Liquidation Strategies |
download |
| Mike
Rierson and Yigal Newman |
lliquidity
Spillovers: Theory and EvidenceFrom European Telecom Bond Issuance |
download |
| D3 Hedging |
|
|
| Nicole
Branger, Angelika Esser and Christian Schlag |
When
are Static Superhedging Strategies Optimal? |
download |
| Shohreh Valiani |
Dynamics of Moment
Linkages in the International Settings
|
download
1
download 2 |
| Matthias
Muck |
On
the Similarity Between Constant Elasticity of Variance and Displaced
Diffusion Market Models of the Term Structure |
download |
| D4 Market
Microstructure and Stock Exchanges |
|
|
| Paul Bennett
and Li Wei |
Market
Structure, Fragmentation and Market Quality - Evidence From Recent
Listing Switches |
|
| Alexis
Derviz |
Dealer
Quotes, Order Flow and Indirect Foreign Currency Utility in a
Multiple Dealership Market |
download |
| Cyril
Monnet and Thorsten Koeppl |
Guess
What? It’s the Settlements! |
download |
|
|
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| E1 Asset
Pricing |
|
|
| Jean-Christophe
Meyfredi and Octave
Jokung |
Improving
the Market Model: The 4-State Model Alternative |
download |
| Dominik Boos,
Olivier Schmid and Jérôme Koller |
Dynamic
Asset Allocation with Regime Shifts |
download |
| Patrick Coggi and Bogdan Manescu |
A
Multifactor Model of Stock Returns with Endogenous Regime Switching |
download |
| E2
Investments 1 |
|
|
| Andreas Grünbichler
and Hanspeter Wohlwend |
The
Valuation of Structured Products: Empirical Findings for the Swiss
Market |
download |
| Michel Ruffa |
The
Performance of Market Neutral Strategies and the Limits of Arbitrage
in Switzerland |
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| E3
Investments 2 |
|
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| Wolfgang
Gerke, Ferdinand Mager and Alexander Röhrs |
Twenty
Years of International Diversification from a German Perspective |
download |
| Erik Theissen |
An
Analysis of Private Investors’ Stock Market Return Forecasts |
download |
| Alexander
Kempf and Stefan Ruenzi |
Family
Matters – Determinants of Mutual Fund Flows |
download |
| E4
Empirical Finance |
|
|
| David Schröder |
The
Implied Equity Risk Premium - An Evaluation of Empirical Methods |
download |
| Mathias
Binswanger |
Assessing
Fundamental Shocks by Using Structural VARs -
A Comparison of Different Models for the US |
download |
| Lars
Norden and Martin Weber |
Informational
Efficiency of Credit Default Swap and Stock Markets: The Impact of
Credit Rating Announcements |
download |
