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DateTitle Authors
2010 Illiquidity and derivative valuationHorst, Ulrich / Naujokat, Felix
2009 A factor analysis approach to measuring European loan and bond market integrationWagenvoort, Rien / Ebner, André / Morgese Borys, Magdalena
2009 Representations for optimal stopping under dynamic monetary utility functionalsKrätschmer, Volker / Schoenmakers, John G. M.
2010 Adaptive interest rate modellingGuo, Mengmeng / Härdle, Wolfgang Karl
2010 Deriving the Term Structure of Banking Crisis Risk with a Compound Option ApproachKarmann, Alexander / Eichler, Stefan / Maltritz, Dominik
2004 Non-market interaction in primary equity markets : evidence from France and GermanyStolpe, Michael
2006 Time dependent relative risk aversionGiacomini, Enzo / Handel, Michael / Härdle, Wolfgang Karl
2010 An empirical analysis of the relationship between US monetary policy and international asset pricesHerwartz, Helmut / Morales-Arias, Leonardo
2010 Determinants of government bond spreads in the Euro Area - in good times as in badBoysen-Hogrefe, Jens / Aßmann, Christian
2010 Cash Flow-Predictability: Still Going StrongSchmeling, Maik / Rangvid, Jesper / Schrimpf, Andreas

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