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DateTitle Authors
2012 The price impact of CDS tradingGündüz, Yalin / Nasev, Julia / Trapp, Monika
2010 The cross-Section of German stock returns: New data and new evidenceArtmann, Sabine / Finter, Philipp / Kempf, Alexander / Koch, Stefan / Theissen, Erik
2014 Market transparency and the marking precision of bond mutual fund managersCici, Gjergji / Gibson, Scott / Gündüz, Yalin / Merrick, John J.
2014 Decomposition of country-specific corporate bond spreadsDötz, Niko
2014 Financial conditions, macroeconomic factors and (un)expected bond excess returnsFricke, Christoph / Menkhoff, Lukas
2005 A dynamic semiparametric factor model for implied volatility string dynamicsFengler, Matthias R. / Härdle, Wolfgang Karl / Mammen, Enno
2008 Testing monotonicity of pricing KernelsGolubev, Yuri / Härdle, Wolfgang Karl / Timofeev, Roman
2006 Calibration risk for exotic optionsDetlefsen, Kai / Härdle, Wolfgang Karl
2012 Reexamining possible mispricing of customer satisfactionBell, David R. / Ledoit, Olivier / Wolf, Michael
2013 A heterogeneous agents equilibrium model for the term structure of bond market liquiditySchuster, Philipp / Trapp, Monika / Uhrig-Homburg, Marliese

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