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DateTitle Authors
2008 Estimating asset correlations from stock prices or default rates: which method is superior?Düllmann, Klaus / Kunisch, Michael / Küll, Jonathan
2009 Stress testing German banks in a downturn in the automobile industryDüllmann, Klaus / Erdelmeier, Martin
2004 Financial Risks, Bankruptcy Probabilities, and the Investment Behaviour of EnterprisesKirchesch, Kai
2011 Default risk in an interconnected banking system with endogeneous asset marketsBluhm, Marcel / Krahnen, Jan Pieter
2010 Hold-up in multiple banking: Evidence from SME lendingBrunner, Antje / Krahnen, Jan Pieter
2003 Courts and sovereign eurobonds: Credibility of the judicial enforcement of repaymentHallak, Issam
2007 The economics of rating watchlists: Evidence from rating changesHirsch, Christian / Bannier, Christina E.
2006 Country Default Probabilities: Assessing and BacktestingVogl, Konstantin / Maltritz, Dominik / Huschens, Stefan / Karmann, Alexander
2012 Capital regulation, liquidity requirements and taxation in a dynamic model of bankingDe Nicolò, Gianni / Gamba, Andrea / Luccetta, Marcella
2012 Stress testing German banks against a global cost-of-capital shockDuellmann, Klaus / Kick, Thomas

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