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DateTitle Authors
2008 Why and how to integrate liquidity risk into a VaR-frameworkStange, Sebastian / Kaserer, Christoph
2008 Equilibrium security prices with capital income taxes and an exogenous interest rateRapp, Marc Steffen / Schwetzler, Bernhard
2009 Measuring market liquidity risk - which model works best?Ernst, Cornelia / Stange, Sebastian / Kaserer, Christoph
2009 Market liquidity risk: an overviewStange, Sebastian / Kaserer, Christoph
2007 Corporate governance in IndiaChakrabarti, Rajesh / Megginson, William L. / Yadav, Pradeep K.
2009 Naked short selling: The emperor`s new clothes?Yadav, Pradeep K. / Fotak, Veljko / Raman, Vikas
2005 On Partial Defaults in Portfolio Credit Risk : A Poisson Mixture Model ApproachWeißbach, Rafael / von Lieres und Wilkau, Carsten
2005 Testing Homogeneity of Time-Continuous Rating TransitionsLawrenz, Claudia / Tschiersch, Patrick / Weißbach, Rafael
2009 Do economic policymakers practice what they preach? : the case of pension decisionsDahan, Momi / Kogut, Tehila / Shalem, Moshe
2011 Lessons from international central counterparties: Benchmarking and analysisLazarow, Alexandre

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