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DateTitle Authors
2014 Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial MarketsFricke, Daniel / Gerig, Austin
2013 Testing for monotonicity in expected asset returnsRomano, Joseph P. / Wolf, Michael
2007 The economics of rating watchlists: Evidence from rating changesHirsch, Christian / Bannier, Christina E.
2006 Overreaction and multiple tail dependence at the high-frequency level: the copula roseNg, Wing Lon
2005 A "wreckers theory" of financial distressvon Kalckreuth, Ulf
2002 Tail Wags Dog? Time-Varying Information Shares in the Bund MarketUpper, Christian / Werner, Thomas
2010 Systemic Risk, Contagion, and State-Dependent Sensitivities in Value-at-Risk Estimation: Evidence from Hedge FundsGropp, Reint / Adams, Zeno / Füss, Roland
2010 Empirical Evaluations of Heterogeneous Firm Models: An Event Study ApproachBreinlich, Holger
2010 The impact of macroeconomic news on quote adjustments, noise, and informational volatilityHautsch, Nikolaus / Hess, Dieter E. / Veredas, David
2006 Forecasting ECB monetary policy: accuracy is (still) a matter of geographyBerger, Helge / Ehrmann, Michael / Fratzscher, Marcel

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