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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
2013 The European Investment Bank: Lessons for developing countriesGriffith-Jones, Stephany / Tyson, Judith
2012 Credit growth and countercyclical capital buffers: Empirical evidence from Central and Eastern European countriesGeršl, Adam / Seidler, Jakub

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