Vienna Graduate School in Finance

Vienna Graduate School in Finance

Josef Zechner (ORCID: 0000-0002-3357-0208)

Wissenschaftsdisziplinen

Mathematik (5%); Wirtschaftswissenschaften (95%)

Konsortium
Forschungsstätte(n)
  • Institut für Höhere Studien - IHS
  • Wirtschaftsuniversität Wien
  • Wirtschaftsuniversität Wien
  • Wirtschaftsuniversität Wien
  • Universität Wien
Nationale Projektbeteiligte
Internationale Projektbeteiligte

Research Output

  • 5115 Zitationen
  • 201 Publikationen
Publikationen
  • 2024
    Titel Building trust takes time: limits to arbitrage for blockchain-based assets
    DOI 10.1093/rof/rfae004
    Typ Journal Article
    Autor Hautsch N
    Journal Review of Finance
    Seiten 1345-1381
    Link Publikation
  • 2016
    Titel The Adverse Effect of Information on Governance and Leverage.
    Typ Journal Article
    Autor Laux C
  • 2016
    Titel Constrained efficiency versus unanimity in incomplete markets
    DOI 10.1007/s00199-016-0968-1
    Typ Journal Article
    Autor Zierhut M
    Journal Economic Theory
    Seiten 23-45
  • 2018
    Titel The Adverse Effect of Information on Governance and Leverage
    DOI 10.1287/mnsc.2016.2599
    Typ Journal Article
    Autor Laux C
    Journal Management Science
    Seiten 1510-1527
    Link Publikation
  • 2019
    Titel Perceived Precautionary Savings Motives: Evidence from Digital Banking
    DOI 10.2139/ssrn.3499013
    Typ Preprint
    Autor D'Acunto F
    Link Publikation
  • 2017
    Titel Do Empty Creditors Matter? Evidence from Distressed Exchange Offers
    DOI 10.1287/mnsc.2015.2375
    Typ Journal Article
    Autor Danis A
    Journal Management Science
    Seiten 1285-1301
  • 2017
    Titel The funding of subsidiaries equity, double leverage and the risk of bank holding companies
    DOI 10.1111/jbfa.12288
    Typ Journal Article
    Autor Bressan S
    Journal Journal of Business Finance & Accounting
    Seiten 209-231
  • 2017
    Titel Are Stocks Riskier over the Long Run? Taking Cues from Economic Theory
    DOI 10.1093/rfs/hhx079
    Typ Journal Article
    Autor Avramov D
    Journal The Review of Financial Studies
    Seiten 556-594
    Link Publikation
  • 2017
    Titel Procyclicality of U.S. Bank Leverage
    DOI 10.1111/1475-679x.12163
    Typ Journal Article
    Autor Laux C
    Journal Journal of Accounting Research
    Seiten 237-273
  • 2017
    Titel How do financial institutions react to a tax increase?
    DOI 10.1016/j.jfi.2016.08.002
    Typ Journal Article
    Autor Schandlbauer A
    Journal Journal of Financial Intermediation
    Seiten 86-106
  • 2017
    Titel The response of soil microbial communities to variation in annual precipitation depends on soil nutritional status in an oligotrophic desert
    DOI 10.7717/peerj.4007
    Typ Journal Article
    Autor Montiel-González C
    Journal PeerJ
    Link Publikation
  • 2013
    Titel Successful Issues on the European Equity ETF Market.
    Typ Journal Article
    Autor Horvath A
    Journal Hitelintézeti Szemle (Financial and Economic Review).
  • 2013
    Titel Investment, firm value, and risk for a system operator balancing energy grids
    DOI 10.1016/j.eneco.2013.01.007
    Typ Journal Article
    Autor Dockner E
    Journal Energy Economics
    Seiten 182-192
    Link Publikation
  • 2013
    Titel Modeling Time-Varying Dependencies Between Positive-Valued High-Frequency Time Series
    DOI 10.1007/978-3-642-35407-6_6
    Typ Book Chapter
    Autor Hautsch N
    Verlag Springer Nature
    Seiten 115-127
  • 2013
    Titel Rating Through-the-Cycle: What does the Concept Imply for Rating Stability and Accuracy?
    DOI 10.5089/9781475552119.001
    Typ Journal Article
    Autor Kiff J
    Journal IMF Working Papers
    Seiten 1
    Link Publikation
  • 2013
    Titel Efficiency Analysis of Silage Maize Production in the Province of Canakkale
    DOI 10.9734/ajaees/2013/4007
    Typ Journal Article
    Autor Orhun G
    Journal Asian Journal of Agricultural Extension, Economics & Sociology
    Seiten 140-151
  • 2018
    Titel Building Trust Takes Time: Limits to Arbitrage for Blockchain-Based Assets
    DOI 10.48550/arxiv.1812.00595
    Typ Preprint
    Autor Hautsch N
  • 2016
    Titel Pricing Asian Options: A Comparison of Numerical and Simulation Approaches Twenty Years Later
    DOI 10.4236/jmf.2016.65056
    Typ Journal Article
    Autor Akos H
    Journal Journal of Mathematical Finance
    Seiten 810-841
    Link Publikation
  • 2016
    Titel Voluntary Disclosure and Market Competition: Theory and Evidence from The US Services Sector.
    Typ Conference Proceeding Abstract
    Autor Dong Gn
  • 2016
    Titel Integration of physical and futures prices in the US natural gas market
    DOI 10.1016/j.eneco.2016.03.011
    Typ Journal Article
    Autor Ghoddusi H
    Journal Energy Economics
    Seiten 229-238
  • 2016
    Titel The Black–Litterman Approach and Views from Predictive Regressions: Theory and Implementation
    DOI 10.3905/jpm.2016.42.4.038
    Typ Journal Article
    Autor Geyer A
    Journal The Journal of Portfolio Management
    Seiten 38-48
  • 2016
    Titel How Effective are Trading Pauses?
    DOI 10.2139/ssrn.2806474
    Typ Preprint
    Autor Hautsch N
  • 2016
    Titel Leverage dynamics over the business cycle
    DOI 10.1016/j.jfineco.2016.07.001
    Typ Journal Article
    Autor Halling M
    Journal Journal of Financial Economics
    Seiten 21-41
    Link Publikation
  • 2009
    Titel Accounting to Acceptability: With Applications to the Pricing of Ones Own Credit Risk
    DOI 10.2139/ssrn.1540778
    Typ Preprint
    Autor Eberlein E
  • 2009
    Titel Board Committees, CEO Compensation, and Earnings Management
    DOI 10.2308/accr.2009.84.3.869
    Typ Journal Article
    Autor Laux C
    Journal The Accounting Review
    Seiten 869-891
    Link Publikation
  • 2009
    Titel PRICING CORPORATE SECURITIES UNDER NOISY ASSET INFORMATION
    DOI 10.1111/j.1467-9965.2009.00374.x
    Typ Journal Article
    Autor Frey R
    Journal Mathematical Finance
    Seiten 403-421
  • 2009
    Titel The Case for Restarting Securitization,
    Typ Journal Article
    Autor Jobst A
    Journal Global Financial Stability Report (Box 2.1).
  • 2009
    Titel Optimal Retention Policies for Loan Securitization.
    Typ Journal Article
    Autor Kiff J
    Journal Global Financial Stability Report (Box 2.7).
  • 2009
    Titel Did Fair-Value Accounting Contribute to the Financial Crisis?
    DOI 10.3386/w15515
    Typ Other
    Autor Laux C
  • 2009
    Titel Cross-Selling Lending and Underwriting: Scope Economies and Incentives.
    Typ Journal Article
    Autor Laux C
  • 2009
    Titel A general equilibrium analysis of corporate control and the stock market
    DOI 10.1007/s00199-009-0511-8
    Typ Journal Article
    Autor Demichelis S
    Journal Economic Theory
    Seiten 221-254
  • 2009
    Titel Catastrophe Bonds and Reinsurance: The Competitive Effect of Information-Insensitive Triggers
    DOI 10.1111/j.1539-6975.2009.01317.x
    Typ Journal Article
    Autor Finken S
    Journal Journal of Risk and Insurance
    Seiten 579-605
  • 2009
    Titel On the Emergence of Money: the formation of media of exchange in artificial societies.
    Typ Book
    Autor Elendner H
  • 2009
    Titel Life-cycle Asset Allocation and Consumption Using Stochastic Linear Programming.
    Typ Journal Article
    Autor Geyer A
  • 2009
    Titel The crisis of fair-value accounting: Making sense of the recent debate
    DOI 10.1016/j.aos.2009.04.003
    Typ Journal Article
    Autor Laux C
    Journal Accounting, Organizations and Society
    Seiten 826-834
    Link Publikation
  • 2009
    Titel Modelling Financial High Frequency Data Using Point Processes
    DOI 10.1007/978-3-540-71297-8_41
    Typ Book Chapter
    Autor Bauwens L
    Verlag Springer Nature
    Seiten 953-979
  • 2009
    Titel Price competition with population uncertainty
    DOI 10.1016/j.mathsocsci.2009.05.005
    Typ Journal Article
    Autor Ritzberger K
    Journal Mathematical Social Sciences
    Seiten 145-157
  • 2008
    Titel Price Dispersion in OTC Markets: A New Measure of Liquidity
    DOI 10.2139/ssrn.1100704
    Typ Preprint
    Autor Jankowitsch R
    Link Publikation
  • 2008
    Titel Option Compensation and Industry Competition
    DOI 10.1093/rof/rfn001
    Typ Journal Article
    Autor Stoughton N
    Journal Review of Finance
    Seiten 147-180
    Link Publikation
  • 2008
    Titel Why Leverage Affects Pricing
    DOI 10.1093/rfs/hhn048
    Typ Journal Article
    Autor Pichler P
    Journal The Review of Financial Studies
    Seiten 1733-1765
  • 2008
    Titel Time consistency, subgame perfectness, solution concepts and information patterns in dynamic models of stabilization policies.
    Typ Book Chapter
    Autor Dockner Ej
  • 2008
    Titel A Latent Variable Approach to Validate Credit Rating Systems
    DOI 10.2139/ssrn.1269306
    Typ Preprint
    Autor Hornik K
  • 2008
    Titel Endogenous horizontal mergers in dynamic markets.
    Typ Book
    Autor Dockner Ej
  • 2008
    Titel Cross-Selling Lending and Underwriting: Scope Economies and Incentives*
    DOI 10.1093/rof/rfn027
    Typ Journal Article
    Autor Laux C
    Journal Review of Finance
    Seiten 341-367
    Link Publikation
  • 2007
    Titel Optimal capital allocation using RAROC™ and EVA®
    DOI 10.1016/j.jfi.2006.12.004
    Typ Journal Article
    Autor Stoughton N
    Journal Journal of Financial Intermediation
    Seiten 312-342
  • 2007
    Titel General equilibrium asset pricing under Regime switching.
    Typ Journal Article
    Autor Elliott Rj
  • 2007
    Titel Life-Cycle Asset Allocation and Consumption Using Stochastic Linear Programming
    DOI 10.2139/ssrn.952956
    Typ Preprint
    Autor Geyer A
    Link Publikation
  • 2007
    Titel Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law
    DOI 10.1007/s10463-007-0130-8
    Typ Journal Article
    Autor Frühwirth-Schnatter S
    Journal Annals of the Institute of Statistical Mathematics
    Seiten 159-179
  • 2007
    Titel Capital accumulation, asset values and imperfect product market competition
    DOI 10.1080/10236190601069127
    Typ Journal Article
    Autor Dockner E
    Journal Journal of Difference Equations and Applications
    Seiten 197-215
  • 2007
    Titel Validation of credit rating systems using multi-rater information
    DOI 10.21314/jcr.2007.051
    Typ Journal Article
    Autor Hornik K
    Journal The Journal of Credit Risk
    Seiten 3-29
  • 2006
    Titel IPO Pricing with Bookbuilding and a When-Issued Market
    DOI 10.1017/s0022109000002660
    Typ Journal Article
    Autor Aussenegg W
    Journal Journal of Financial and Quantitative Analysis
    Seiten 829-862
    Link Publikation
  • 2005
    Titel Capital accumulation games with a non-concave production function
    DOI 10.1016/j.jebo.2005.04.004
    Typ Journal Article
    Autor Dockner E
    Journal Journal of Economic Behavior & Organization
    Seiten 408-420
  • 0
    Titel Rating-Induced Default Risk and Downgrade Hesitation.
    Typ Other
    Autor Eledner H
  • 0
    Titel Structural Model of Commodity Price Dynamics.
    Typ Other
    Autor Ghoddusi H
  • 0
    Titel Financial Media, Price Discovery, and Merger Arbitrage.
    Typ Other
    Autor Bühlmaier Mmm
  • 0
    Titel Islamic Finance and the Energy Sector.
    Typ Other
    Autor Ghoddusi H
  • 0
    Titel The Interplay between Payout Policies and Debt inside Banking Firms.
    Typ Other
    Autor Bressan S
  • 0
    Titel Correlation and Contagion as Sources of Systemic Risk.
    Typ Other
    Autor Frey R
  • 0
    Titel Information Acquisition Costs and Credit Spreads.
    Typ Other
    Autor Jaskowski M
  • 0
    Titel Does tradeoff theory explain high frequency debt issuers?
    Typ Other
    Autor Eckbo E
  • 0
    Titel NASDAQ Trading Pauses: Pacifiers or Amplifiers.
    Typ Other
    Autor Horvath A
  • 0
    Titel Dividend Covenants and Investment Policy.
    Typ Other
    Autor Dockner E
  • 0
    Titel Foreclosure and Catastrophe Insurance.
    Typ Other
    Autor Laux C
  • 0
    Titel Rumors and Runs in Opaque Markets: Evidence from The Panic of 1907.
    Typ Other
    Autor Fohlin C
  • 0
    Titel The Stability of Dividends and Wages: Effects of Competitor Inflexibility.
    Typ Other
    Autor Rettl Da
  • 0
    Titel Deleveraging Via Asset Sales: Agency Costs, Taxes, and Government Policies.
    Typ Other
    Autor Reindl J
  • 0
    Titel The Impact of Borrowing Diversity on Firm Value, Financing and Real Decisions.
    Typ Other
    Autor Tengulov A
  • 0
    Titel Discretion and Systemic Risk in Credit-Line Contracts: Theory and Evidence.
    Typ Other
    Autor Chaderina M
  • 2020
    Titel Perceived Precautionary Savings Motives: Evidence from FinTech
    DOI 10.3386/w26817
    Typ Other
    Autor D'Acunto F
  • 2020
    Titel Perceived Precautionary Savings Motives: Evidence from FinTech
    DOI 10.2139/ssrn.3545719
    Typ Preprint
    Autor D'Acunto F
    Link Publikation
  • 2020
    Titel Perceived Precautionary Savings Motives: Evidence from Fintech
    DOI 10.2139/ssrn.3554858
    Typ Preprint
    Autor D'Acunto F
    Link Publikation
  • 2012
    Titel Financial Instruments, Financial Reporting, and Financial Stability
    DOI 10.2139/ssrn.1991825
    Typ Preprint
    Autor Laux C
  • 2012
    Titel Bayesian inference in a Stochastic Volatility Nelson–Siegel model
    DOI 10.1016/j.csda.2010.07.003
    Typ Journal Article
    Autor Hautsch N
    Journal Computational Statistics & Data Analysis
    Seiten 3774-3792
    Link Publikation
  • 2012
    Titel The Impact of Longevity risk on U.S. Corporate Defined Benefit Pension Plans.
    Typ Journal Article
    Autor Kisser M
    Journal Global Financial Stability Report (Chapter 4).
  • 2012
    Titel The Determinants of Recovery Rates in the US Corporate Bond Market
    DOI 10.2139/ssrn.2140793
    Typ Preprint
    Autor Jankowitsch R
    Link Publikation
  • 2012
    Titel Econometrics of Financial High-Frequency Data
    DOI 10.1007/978-3-642-21925-2
    Typ Book
    Autor Hautsch N
    Verlag Springer Nature
  • 2011
    Titel Towards a Role for Regional Banks.
    Typ Journal Article
    Autor Gehrig T
    Journal Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung.
  • 2011
    Titel Socioeconomic Factors and Suicide
    DOI 10.1097/jom.0b013e31820d161c
    Typ Journal Article
    Autor Barth A
    Journal Journal of Occupational and Environmental Medicine
    Seiten 313-317
  • 2011
    Titel Nonlinear Filtering in Models for Interest- Rate and Credit Risk.
    Typ Book Chapter
    Autor Frey R
  • 2014
    Titel Health status and portfolio choice: Is their relationship economically relevant?
    DOI 10.1016/j.irfa.2014.01.008
    Typ Journal Article
    Autor Bressan S
    Journal International Review of Financial Analysis
    Seiten 109-122
    Link Publikation
  • 2014
    Titel Optimal Investment and Premium Policies Under Risk Shifting and Solvency Regulation
    DOI 10.1111/jori.12021
    Typ Journal Article
    Autor Filipovic D
    Journal Journal of Risk and Insurance
    Seiten 261-288
    Link Publikation
  • 2014
    Titel Is Imperfection Better? Evidence from Predicting Stock and Bond Returns
    DOI 10.2139/ssrn.2168941
    Typ Preprint
    Autor Lucivjanska K
  • 2014
    Titel The Determinants of Recovery Rates in the US Corporate Bond Market.
    Typ Journal Article
    Autor Jankowitsch R
  • 2014
    Titel Comment on “Collateral premia and risk sharing under limited commitment” [Econ. Theory 46, 475–501 (2011)]
    DOI 10.1007/s40505-013-0027-z
    Typ Journal Article
    Autor Zierhut M
    Journal Economic Theory Bulletin
    Seiten 111-113
    Link Publikation
  • 2014
    Titel IPO Pricing Mechanisms in the Presence of When-Issued Markets
    DOI 10.1142/s2010139214500165
    Typ Journal Article
    Autor Pichler P
    Journal The Quarterly Journal of Finance
    Seiten 1450016
  • 2015
    Titel Should zombie lending always be prevented?
    DOI 10.1016/j.iref.2015.02.023
    Typ Journal Article
    Autor Jaskowski M
    Journal International Review of Economics & Finance
    Seiten 191-203
  • 2015
    Titel Partially revealing rational expectations equilibrium with real assets and binding constraints
    DOI 10.1007/s00199-015-0910-y
    Typ Journal Article
    Autor Zierhut M
    Journal Economic Theory
    Seiten 495-516
  • 2015
    Titel Defence versus Offence: Disclosure and Media in Takeovers
    DOI 10.5539/ijef.v7n3p217
    Typ Journal Article
    Autor Orhun E
    Journal International Journal of Economics and Finance
    Link Publikation
  • 2015
    Titel Volatility smirk as an externality of agency conflict and growing debt
    DOI 10.1111/ijet.12072
    Typ Journal Article
    Autor Jaskowski M
    Journal International Journal of Economic Theory
    Seiten 389-404
    Link Publikation
  • 2015
    Titel HIDDEN REGRET IN INSURANCE MARKETS
    DOI 10.1111/jori.12096
    Typ Journal Article
    Autor Huang R
    Journal Journal of Risk and Insurance
    Seiten 181-216
  • 2014
    Titel Two-sided Information Dissemination in Takeovers: Disclosure and Media.
    Typ Conference Proceeding Abstract
    Autor Orhun E
    Konferenz EFMA Meeting.
  • 2014
    Titel Hidden Regret in Insurance Markets.
    Typ Journal Article
    Autor Huang Rj
  • 2014
    Titel Debt, equity, and information
    DOI 10.1016/j.jmateco.2013.09.003
    Typ Journal Article
    Autor Buehlmaier M
    Journal Journal of Mathematical Economics
    Seiten 54-62
  • 2011
    Titel Price dispersion in OTC markets: A new measure of liquidity.
    Typ Journal Article
    Autor Jankowitsch R
  • 2011
    Titel A Welfare Evaluation of History-Based Price Discrimination
    DOI 10.1007/s10842-011-0111-8
    Typ Journal Article
    Autor Gehrig T
    Journal Journal of Industry, Competition and Trade
    Seiten 373-393
  • 2011
    Titel Large extensive form games
    DOI 10.1007/s00199-011-0674-y
    Typ Journal Article
    Autor Alós-Ferrer C
    Journal Economic Theory
    Seiten 75-102
  • 2011
    Titel Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data
    DOI 10.2139/ssrn.1914293
    Typ Preprint
    Autor Hautsch N
    Link Publikation
  • 2011
    Titel Decentralized screening: Coordination failure, multiple equilibria and cycles
    DOI 10.1016/j.jfs.2009.08.003
    Typ Journal Article
    Autor Gehrig T
    Journal Journal of Financial Stability
    Seiten 60-69
  • 2011
    Titel Voluntary Disclosure with a Potential Competitor.
    Typ Conference Proceeding Abstract
    Autor Orhun E
    Konferenz EFMA Meeting.
  • 2011
    Titel Nonlinear BlackScholes Equations in Finance: Associated Control Problems and Properties of Solutions
    DOI 10.1137/090773647
    Typ Journal Article
    Autor Frey R
    Journal SIAM Journal on Control and Optimization
    Seiten 185-204
  • 2011
    Titel Strategic games beyond expected utility
    DOI 10.1007/s00199-011-0638-2
    Typ Journal Article
    Autor Jungbauer T
    Journal Economic Theory
    Seiten 377-398
  • 2011
    Titel Filtering and Incomplete Information in Credit Risk; In: Credit Risk Frontiers - Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity
    DOI 10.1002/9781118531839.ch7
    Typ Book Chapter
    Verlag Wiley
  • 2011
    Titel Intermediated Investment Management
    DOI 10.1111/j.1540-6261.2011.01656.x
    Typ Journal Article
    Autor Stoughton N
    Journal The Journal of Finance
    Seiten 947-980
  • 2011
    Titel A Theory of Debt Market Illiquidity and Leverage Cyclicality
    DOI 10.1093/rfs/hhr051
    Typ Journal Article
    Autor Hennessy C
    Journal The Review of Financial Studies
    Seiten 3369-3400
  • 2011
    Titel The impact of macroeconomic news on quote adjustments, noise, and informational volatility
    DOI 10.1016/j.jbankfin.2011.03.004
    Typ Journal Article
    Autor Hautsch N
    Journal Journal of Banking & Finance
    Seiten 2733-2746
    Link Publikation
  • 2011
    Titel Regulation of multinational banks: A theoretical inquiry
    DOI 10.1016/j.jfi.2010.02.002
    Typ Journal Article
    Autor Calzolari G
    Journal Journal of Financial Intermediation
    Seiten 178-198
    Link Publikation
  • 2011
    Titel Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering
    DOI 10.1007/s00780-011-0153-0
    Typ Journal Article
    Autor Frey R
    Journal Finance and Stochastics
    Seiten 105-133
  • 2011
    Titel History-based price discrimination and entry in markets with switching costs: A welfare analysis
    DOI 10.1016/j.euroecorev.2010.09.001
    Typ Journal Article
    Autor Gehrig T
    Journal European Economic Review
    Seiten 732-739
  • 2016
    Titel Bank Regulation, CEO Compensation, and Boards*
    DOI 10.1093/rof/rfw046
    Typ Journal Article
    Autor Kolm J
    Journal Review of Finance
    Seiten 1901-1932
  • 2015
    Titel Political risk and dividend policy: Evidence from international political crises
    DOI 10.1057/jibs.2015.2
    Typ Journal Article
    Autor Huang T
    Journal Journal of International Business Studies
    Seiten 574-595
  • 2015
    Titel Stock Prices and CEO Turnover: The Role of Bad Luck.
    Typ Conference Proceeding Abstract
    Autor Rauter T
    Konferenz 22nd Annual Meeting of the German Finance Association (DGF).
  • 2015
    Titel Globalization and Foreign Bank Entry in Turkey.
    Typ Conference Proceeding Abstract
    Autor Orhun E
    Konferenz Proceedings of the 9th International Conference on Business Administration (ICBA '15).
  • 2015
    Titel Increasing Foreign Banks' Presence through M&As: The Case of Turkey.
    Typ Journal Article
    Autor Orhun E
  • 2015
    Titel Value and risk dynamics over the innovation cycle
    DOI 10.1016/j.jedc.2015.07.005
    Typ Journal Article
    Autor Dockner E
    Journal Journal of Economic Dynamics and Control
    Seiten 1-16
  • 2015
    Titel Firm crash risk, information environment, and speed of leverage adjustment
    DOI 10.1016/j.jcorpfin.2015.01.015
    Typ Journal Article
    Autor An Z
    Journal Journal of Corporate Finance
    Seiten 132-151
  • 2014
    Titel A shot at regulating securitization
    DOI 10.1016/j.jfs.2013.02.003
    Typ Journal Article
    Autor Kiff J
    Journal Journal of Financial Stability
    Seiten 32-49
    Link Publikation
  • 2014
    Titel Refinancing, profitability, and capital structure
    DOI 10.1016/j.jfineco.2014.07.010
    Typ Journal Article
    Autor Danis A
    Journal Journal of Financial Economics
    Seiten 424-443
  • 2014
    Titel Choice of rating technology and loan pricing in imperfect credit markets
    DOI 10.21314/jor.2014.275
    Typ Journal Article
    Autor De Silva H
    Journal The Journal of Risk
    Seiten 29-62
  • 2013
    Titel Complexity reduction of explicit model predictive control via separation
    DOI 10.1016/j.automatica.2013.02.018
    Typ Journal Article
    Autor Kvasnica M
    Journal Automatica
    Seiten 1776-1781
  • 2013
    Titel The effect of financial constraints on energy-climate scenarios
    DOI 10.1016/j.enpol.2013.04.001
    Typ Journal Article
    Autor Ekholm T
    Journal Energy Policy
    Seiten 562-572
  • 2010
    Titel Optimal Choice and Beliefs with Ex Ante Savoring and Ex Post Disappointment
    DOI 10.1287/mnsc.1100.1185
    Typ Journal Article
    Autor Gollier C
    Journal Management Science
    Seiten 1272-1284
    Link Publikation
  • 2010
    Titel Optimal securitization of credit portfolios via impulse control
    DOI 10.1007/s11579-010-0033-y
    Typ Journal Article
    Autor Frey R
    Journal Mathematics and Financial Economics
    Seiten 1-28
  • 2010
    Titel Dynamic investment strategies with demand-side and cost-side risks
    DOI 10.1016/j.amc.2010.04.065
    Typ Journal Article
    Autor Dockner E
    Journal Applied Mathematics and Computation
    Seiten 1001-1009
  • 2010
    Titel Pricing credit derivatives under incomplete information: a nonlinear-filtering approach
    DOI 10.1007/s00780-010-0129-5
    Typ Journal Article
    Autor Frey R
    Journal Finance and Stochastics
    Seiten 495-526
    Link Publikation
  • 2010
    Titel Human Capital, Bankruptcy, and Capital Structure
    DOI 10.1111/j.1540-6261.2010.01556.x
    Typ Journal Article
    Autor Berk J
    Journal The Journal of Finance
    Seiten 891-926
    Link Publikation
  • 2010
    Titel Dynamic hedging of synthetic CDO tranches with spread risk and default contagion
    DOI 10.1016/j.jedc.2009.10.013
    Typ Journal Article
    Autor Frey R
    Journal Journal of Economic Dynamics and Control
    Seiten 710-724
  • 2010
    Titel On the evolution of professional consulting
    DOI 10.1016/j.jebo.2010.02.016
    Typ Journal Article
    Autor Gehrig T
    Journal Journal of Economic Behavior & Organization
    Seiten 113-126
    Link Publikation
  • 2010
    Titel A blocking and regularization approach to high-dimensional realized covariance estimation
    DOI 10.1002/jae.1218
    Typ Journal Article
    Autor Hautsch N
    Journal Journal of Applied Econometrics
    Seiten 625-645
    Link Publikation
  • 2010
    Titel Determinants of heterogeneity in European credit ratings
    DOI 10.1007/s11408-010-0134-x
    Typ Journal Article
    Autor Hornik K
    Journal Financial Markets and Portfolio Management
    Seiten 271-287
  • 2010
    Titel Equilibrium two-part cost structures
    DOI 10.1007/s10100-010-0177-0
    Typ Journal Article
    Autor Dockner E
    Journal Central European Journal of Operations Research
    Seiten 525-537
  • 2010
    Titel On the Role of Insurance Brokers in resolving the Known, the Unknown and the Unknowable.
    Typ Book Chapter
    Autor Diebold
  • 2010
    Titel Public initiatives to support entrepreneurs: Credit guarantees versus co-funding
    DOI 10.1016/j.jfs.2009.05.009
    Typ Journal Article
    Autor Arping S
    Journal Journal of Financial Stability
    Seiten 26-35
    Link Publikation
  • 2010
    Titel No-arbitrage conditions, scenario trees, and multi-asset financial optimization
    DOI 10.1016/j.ejor.2010.03.022
    Typ Journal Article
    Autor Geyer A
    Journal European Journal of Operational Research
    Seiten 609-613
  • 2010
    Titel Point-in-time versus through-the-cycle credit ratings,, International Monetary Fund
    Typ Journal Article
    Autor Kisser M
    Journal Global Financial Stability Report (Box 3.8).
  • 2009
    Titel Bonus Payments and Fund Managers’ Behavior: Transatlantic Evidence
    DOI 10.1093/cesifo/ifn038
    Typ Journal Article
    Autor Gehrig T
    Journal CESifo Economic Studies
    Seiten 569-594
    Link Publikation
  • 2009
    Titel INVESTMENT TIMING UNDER REGIME SWITCHING
    DOI 10.1142/s0219024909005361
    Typ Journal Article
    Autor Elliott R
    Journal International Journal of Theoretical and Applied Finance
    Seiten 443-463
    Link Publikation
  • 2013
    Titel Capital, confiance et compétitivité dans le secteur bancaire
    DOI 10.3917/ecofi.112.0175
    Typ Journal Article
    Autor Gehrig T
    Journal Revue d'économie financière
    Seiten 175-194
  • 2013
    Titel Deriving consensus ratings of the big three rating agencies
    DOI 10.21314/jcr.2013.156
    Typ Journal Article
    Autor Grün B
    Journal The Journal of Credit Risk
    Seiten 75-98
    Link Publikation
  • 2013
    Titel The impact of voluntary disclosures by targets on takeover outcomes.
    Typ Journal Article
    Autor Orhun E
  • 2013
    Titel Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence
    DOI 10.1080/07350015.2012.754313
    Typ Journal Article
    Autor Hautsch N
    Journal Journal of Business & Economic Statistics
    Seiten 165-183
    Link Publikation
  • 2013
    Titel Insuring Nonverifiable Losses*
    DOI 10.1093/rof/rft056
    Typ Journal Article
    Autor Doherty N
    Journal Review of Finance
    Seiten 283-316
    Link Publikation
  • 2013
    Titel The Real Option Value of Cash*
    DOI 10.1093/rof/rfs034
    Typ Journal Article
    Autor Kisser M
    Journal Review of Finance
    Seiten 1649-1697
    Link Publikation
  • 2012
    Titel Modelling and forecasting liquidity supply using semiparametric factor dynamics
    DOI 10.1016/j.jempfin.2012.04.002
    Typ Journal Article
    Autor Härdle W
    Journal Journal of Empirical Finance
    Seiten 610-625
    Link Publikation
  • 2012
    Titel Bayesian Analysis and Model Selection of GARCH Models with Additive Jumps
    DOI 10.1007/978-1-4614-1653-1_7
    Typ Book Chapter
    Autor Haefke C
    Verlag Springer Nature
    Seiten 179-208
  • 2012
    Titel Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields
    DOI 10.1016/j.jbankfin.2012.06.020
    Typ Journal Article
    Autor Hautsch N
    Journal Journal of Banking & Finance
    Seiten 2988-3007
    Link Publikation
  • 2012
    Titel Sind Finanzprodukte mit Kapitalgarantie eine attraktive Anlageform?
    Typ Book Chapter
    Autor Asset Management: Festschrift Für Prof. Dr. Rer. Nat. Dr. H.C. Rer. Pol. Klaus Spremann Zur Emeritierung.
  • 2012
    Titel Disclosure, Transparency, and Market Discipline.
    Typ Book Chapter
    Autor Freixas X
  • 2012
    Titel Price adjustment to news with uncertain precision
    DOI 10.1016/j.jimonfin.2011.11.013
    Typ Journal Article
    Autor Hautsch N
    Journal Journal of International Money and Finance
    Seiten 337-355
    Link Publikation
  • 2012
    Titel Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises
    DOI 10.1016/j.jfineco.2012.02.001
    Typ Journal Article
    Autor Friewald N
    Journal Journal of Financial Economics
    Seiten 18-36
    Link Publikation
  • 2012
    Titel The market impact of a limit order
    DOI 10.1016/j.jedc.2011.09.012
    Typ Journal Article
    Autor Hautsch N
    Journal Journal of Economic Dynamics and Control
    Seiten 501-522
    Link Publikation
  • 2012
    Titel Universitätsendowments – Eine Bestandsaufnahme der theoretischen und empirischen Forschung
    DOI 10.1007/s11301-012-0087-4
    Typ Journal Article
    Autor Cejnek G
    Journal Journal für Betriebswirtschaft
    Seiten 225-260
  • 2012
    Titel PORTFOLIO OPTIMIZATION UNDER PARTIAL INFORMATION WITH EXPERT OPINIONS
    DOI 10.1142/s0219024911006486
    Typ Journal Article
    Autor Frey R
    Journal International Journal of Theoretical and Applied Finance
    Seiten 1250009
    Link Publikation
  • 2011
    Titel When machines read the news: Using automated text analytics to quantify high frequency news-implied market reactions
    DOI 10.1016/j.jempfin.2010.11.009
    Typ Journal Article
    Autor Groß-Klußmann A
    Journal Journal of Empirical Finance
    Seiten 321-340
  • 2010
    Titel Financing risk transfer under governance problems: Mutual versus stock insurers
    DOI 10.1016/j.jfi.2009.06.002
    Typ Journal Article
    Autor Laux C
    Journal Journal of Financial Intermediation
    Seiten 333-354
  • 2010
    Titel Preisfindung, Liquidität und Marktmanipulation.
    Typ Journal Article
    Autor Dockner Ej
    Journal Österreichisches Bankarchiv.
  • 2010
    Titel The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk
    DOI 10.1017/s0022109010000554
    Typ Journal Article
    Autor Schneider P
    Journal Journal of Financial and Quantitative Analysis
    Seiten 1517-1547
    Link Publikation
  • 2010
    Titel The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market
    DOI 10.1111/j.1468-036x.2009.00503.x
    Typ Journal Article
    Autor Frühwirth M
    Journal European Financial Management
    Seiten 658-685
    Link Publikation
  • 2010
    Titel DYNAMIC INVESTMENT IN EXTRACTION CAPACITY OF EXHAUSTIBLE RESOURCES
    DOI 10.1111/j.1467-9485.2009.00522.x
    Typ Journal Article
    Autor Ghoddusi H
    Journal Scottish Journal of Political Economy
    Seiten 359-373
  • 0
    Titel Shareholder Monitoring with Strategic Investors.
    Typ Other
    Autor Danis A
  • 0
    Titel The Transmission of Bank Liquidity Shocks: Evidence from House Prices.
    Typ Other
    Autor Dursun-De-Neef Hö
  • 0
    Titel Blending under Uncertainty: The Option Value of Biofuels Mandates.
    Typ Other
    Autor Ghoddusi H
  • 0
    Titel Re-Mapping Credit Ratings.
    Typ Other
    Autor Eisl A
  • 0
    Titel Exploring the Performance of Government Debt Issuance.
    Typ Other
    Autor Eisl A
  • 0
    Titel Understanding Bond Risk Premia Uncovered by the Term Structure.
    Typ Other
    Autor Radwanski J
  • 0
    Titel Estimating Discrete-Time Gaussian Term Structure Models in Canonical Companion Form.
    Typ Other
    Autor Radwanski J
  • 0
    Titel Debt Refinancing and Equity Returns.
    Typ Other
    Autor Friewald N
  • 0
    Titel The Role of the Media in Takeovers: Theory and Evidence.
    Typ Other
    Autor Bühlmaier Mmm
  • 0
    Titel Payroll and Financial Leverage.
    Typ Other
    Autor He L
  • 0
    Titel Deviations from the Target Capital Structure of Financial Institutions.
    Typ Other
    Autor Schandlbauer A
  • 0
    Titel Posterior Inference for Portfolio Weights.
    Typ Other
    Autor Frey C
  • 0
    Titel The Politics of Related Lending.
    Typ Other
    Autor Halling M
  • 0
    Titel Sovereign Credit Risk and Banking.
    Typ Other
    Autor Mayer M
  • 0
    Titel The Real Effects of Credit Default Swaps.
    Typ Other
    Autor Danis A
  • 0
    Titel The Effect of Loan Sales on the Capital Structure of Banks.
    Typ Other
    Autor Dursun-De-Neef Hö
  • 0
    Titel Valuation and long-term growth expectations.
    Typ Other
    Autor Tengulov A
  • 0
    Titel A Structural View of Sovereign Risk Contagion in the Euro Zone.
    Typ Other
    Autor Mayer M
  • 0
    Titel Human Capital Investment and the Value of Risky R&D Projects.
    Typ Other
    Autor Dockner E
  • 0
    Titel Value at Risk (VaR) Method: An Application for Swedish National Pension Funds (AP1, AP2, AP3) by Using Parametric Model.
    Typ Other
    Autor Grubjesic B
  • 0
    Titel Biofuels Supply Risks and Price Volatility.
    Typ Other
    Autor Ghoddusi H
  • 0
    Titel Anomalous Trading Prior to Lehman Brothers' Failure.
    Typ Other
    Autor Gehrig T
  • 0
    Titel Asset and Liability Management of Short Term Life Insurance Contracts Under Correlated Default Risk of Assets.
    Typ Other
    Autor Georgiopoulos N
  • 0
    Titel Can Long-Run Risks Explain the Distress Puzzle?
    Typ Other
    Autor Radwanski J
  • 0
    Titel Migration Options for Skilled Labor and Optimal Investment in Human Capital.
    Typ Other
    Autor Ghoddusi H
  • 0
    Titel Optimal Granularity for Portfolio Choice.
    Typ Other
    Autor Branger N
  • 0
    Titel The Causal Relationship between Bank Capital and Loan Supply.
    Typ Other
    Autor Dursun-De Neef Hö
  • 0
    Titel Rolling over Corporate Bonds: How Market Liquidity affects Credit Risk.
    Typ Other
    Autor Nagler F
  • 0
    Titel The Value of Money: An Asset-Pricing Investigation.
    Typ Other
    Autor Elendner H
  • 0
    Titel Efficiency, Leverage and Exit: The Role of Information Asymmetry in Concentrated Industries.
    Typ Other
    Autor Siyahhan B
  • 0
    Titel Equity Short Sales and Options: Complements or Substitutes?
    Typ Other
    Autor Haas M
  • 0
    Titel The Dark Side of Stress Tests: Negative Effects of Information Disclosure.
    Typ Other
    Autor Goncharenko R
  • 0
    Titel Discrete or continuous trading? HFT Competition and Liquidity on Batch Auction Markets.
    Typ Other
    Autor Haas M
  • 0
    Titel Are Financial Constraints Priced? Evidence from Textual Analysis.
    Typ Other
    Autor Bühlmaier Mmm
  • 0
    Titel Dealer Inventory and the Cross-Section of Corporate Bond Returns.
    Typ Other
    Autor Friewald N
  • 0
    Titel Illiquidity Contagion and Information Spillover from CDS to Equity Markets.
    Typ Other
    Autor Haas M
  • 0
    Titel Regulation NMS and Co-Movements in Equity Liquidity.
    Typ Other
    Autor Reynolds Je
  • 0
    Titel In for the Long Haul: Activist Hedge Funds and Fragility Risk.
    Typ Other
    Autor Reynolds Je
  • 0
    Titel Sovereign Bond Risk Premiums.
    Typ Other
    Autor Dockner E
  • 0
    Titel Can Long-Run Risks Explain Commodity Excess Risk Premium Puzzle?
    Typ Other
    Autor Ghoddusi H
  • 0
    Titel Do bond covenants prevent asset Substitution - using a novel structural estimation Approach.
    Typ Other
    Autor Reindl J
  • 0
    Titel Jean Tirole's Enduring Influence on Energy Policy Analysis.
    Typ Other
    Autor Dadpay A
  • 0
    Titel Prestige and Loan Pricing.
    Typ Other
    Autor Muermann A