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- Info
Publikationen
Publications in Refereed Journals
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- "Competition,
Risk-Shifting, and Public Bail-out Policies", with Reint Gropp
(European Central Bank) and Isabel Schnabel (University of Mainz), Review of Financial Studies, to appear. Working paper version: SSRN
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- "Banks without Parachutes –- Competitive Effects of Government Bail-out Policies," with Isabel Schnabel (University of Mainz), Journal of Financial Stability, 6(3), 2010, 156-168. Working paper version: SSRN
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- "Umbrella Branding and External Certification," with Martin Peitz (University of Mannheim), European Economic Review, 53(2), 2009, 186-196. Working paper version: SSRN
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- "Something out of nothing? Neoclassical Growth and the 'Trivial' Steady State", with Andreas Irmen (University of Heidelberg), Journal of Macroeconomics, 30(3), 2008, 1097-1103. Working paper version: SSRN
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- "The Long-Run Evolution of Technological Knowledge," with Andreas Irmen (University of Heidelberg), Economic Theory, 30(1), 2007, 171–180
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- "Regional Banks in a Globalized World," (in German) with Isabel Schnabel (University of Mainz), Kredit und Kapital, 40(3), 2007, 351-380
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- "Is
there a Need for a 'Strong Private German Bank'? On the Desirability of
National Champions in the Banking Sector," (in German) with Isabel
Schnabel (University of Mainz), Kredit und Kapital, 39(2), 2006, 163–181
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- "The
Privatization of Italian Savings Banks – A Role Model for Germany?"
with Elena Carletti (Center for Financial Studies, Frankfurt) and Isabel
Schnabel (University of Mainz), DIW Quarterly Journal of Economic Research, 74(4), December 2005, 32–50
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- "From
Poverty Measurement to the Measurement of Downside Risk," with Carsten
Breitmeyer and Andreas Pfingsten (University of Münster), Mathematical Social Sciences, 47(3), 2004, 327–348
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- "Using Extreme Value Theory to Calculate the Value-at-Risk," with Sascha Wilkens, Finanz-Betrieb, December 2003, 821–829
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- Hakenes, H: Banks as Delegated Risk Managers (in German), Dissertation Thesis. Fritz Knapp Verlag, Frankfurt a.M., 2002.
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Publications in Edited Volumes
- "The
Regulation of Credit Derivative Markets," with Isabel Schnabel, in
"Macroeconomic Stability and Financial Regulation: Key Issues for the
G20," eds. Mathias Dewatripont, Xavier Freixas and Richard Portes, 2009,
113-128. CEPR, London
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- "Kapitalabwanderung
aus strukturschwachen Regionen -- ein Argument für regionale
öffentliche Banken?" (in German), with Isabel Schnabel, in
"Sparkassenhistorisches Symposium", ed. Thorsten Wehber, 2009, 84-88.
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- "The
Impact of Basel II on the Risk Appetite of Large and Small Banks," (in
German) with Isabel Schnabel, in "The Future of the Financial Services
Industry in Germany," eds. Klaus-Peter Müller and Udo Steffen, 2008,
139-150. Frankfurt School Verlag, Frankfurt
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- "Poverty
Measures as Downside Risk Measures: An Approach to Risk Measures that
Dominate the Value-at-Risk," (in German) with Andreas Pfingsten, Carsten
Breitmeyer, Frank Eggers, Christoph Rechtien and Sven Rieso, in Handbuch Risikomanagement, eds. Lutz Johanning and Bernd Rudolph, 2000, 85–110. Uhlenbruch Verlag, Bad Soden
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- "Measuring
Downside Risk and Poverty: A Transfer of Concepts and Axioms," with
Carsten Breitmeyer and Christoph Rechtien, in Proceedings of the Third
International Stockholm Seminar on Risk Behavior and Risk Management,
Volume I, Risk Assessment in Finance, Stockholm, 1999, 116–127
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- "The
Advantages of Car Banks – Subsidiary Banks as Signals for Product
Quality," (in German) Finanzierung Leasing Factoring, März 2004, 87–91
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- "Poverty
and Risk," (in German) with Carsten Breitmeyer and Christoph Rechtien,
Forschungsjournal der Westfälischen Wilhelms-Universität Münster, 8(2),
1999, 9–11
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Unpublished Research Papers
- "On the Existence and Prevention of Asset Price Bubbles," with Zeno Enders (University of Bonn), SSRN 2010
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- "Capital Market Frictions and Economic Geography," with Jan Kranich (University of Hannover)
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- "Bank Bonuses and Bail-out Guarantees," with Isabel Schnabel (University of Mainz), download
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- "A Theory of Private Research Funding," with Karola Friedrici (University of Hannover)
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- "Information Disclosure, Intertemporal Risk Sharing, and Stock Prices," with Tri Vi Dang (University of Mannheim), SSRN 2009
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- "Regional Banks and Economic Development," with Xie Ru (Bangor Business School), SSRN 2009
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- "To
Know is to Act – The Drivers of Active Risk Management in Banking,"
with Dilek Bülbül and Claudia Lambert (both University of Frankfurt)
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- "Looting and Risk Shifting in Banking Crises," with John Boyd (University of Minnesota), EEA 2008
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- "The Politician and his Banker," with Christa Hainz (Ifo Institute), MPI Preprint 2008
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- "Money Market Derivatives and the Allocation of Liquidity Risk in the Banking Sector," with Falko Fecht (EBS), SSRN 2006
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- "Complementary Inputs and Ownership Change? An Information-Based Theory," with Martin Peitz (University of Mannheim)
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- "Risk Management, Financial Contagion, and Banking Regulation"
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- "Consumer Finance for Experience Goods"
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- "Creditor Conflicts, Coalitions, and Inverse Risk Shifting" (with Jochen Bigus)
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