Access Statistics for Günter Franke

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Closet dollars" and taxes 0 0 0 2 0 0 2 13
Anonymous electronic trading versus floor trading 0 0 0 15 0 0 0 63
Avenues for the reduction of LDC-debt: An institutional analysis 0 0 0 1 0 0 0 9
Basic conditions for costless signalling in financial markets 0 0 0 3 0 0 0 36
Betriebliche Investitionsentscheidungen bei Risiko 0 0 1 6 0 0 2 33
Currency choice for credit contracts and exchange rate regime 0 0 1 3 0 0 2 25
Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations 0 0 0 293 1 3 3 797
Default risk sharing between banks and markets: The contribution of collateralized debt obligations 1 2 2 384 1 2 4 892
Die Bilanzierung von Terminkontrakten und Optionen bei Einsatz im Risikomanagement 0 0 0 3 0 0 0 38
Does Portfolio Optimization Pay? 0 0 0 36 0 1 1 111
Economic analysis of debt-equity-swaps 0 0 1 14 0 0 2 40
Effective resolution of banks: Problems and solutions 1 1 1 85 1 1 2 199
Exchange rate volatility and international trade: The option approach 0 0 0 10 0 0 1 31
Heterogeneity of Investors and Asset Pricing in a Risk-Value World 0 0 0 87 0 0 1 381
Hostages, Free Lunches and Institutional Gaps: The Case of the European Currency Union 0 0 0 48 0 0 1 124
Idiosyncratic risk, sharing rules, and the theory of risk bearing 0 0 0 7 0 1 6 66
Inside information in bank lending and the European insider directive 0 0 0 1 0 0 0 23
Instabile Finanzmärkte 1 1 1 20 1 2 3 160
Institutionelle Gestaltungsmöglichkeiten zur Erleichterung des LDC-Portefeuille-Managements der Gläubigerbanken 0 0 0 0 0 0 0 21
Kritik an der Kritik der Publikumsgesellschaft 0 0 0 6 0 2 2 63
Loss Allocation in Securitization Transactions 0 0 0 40 0 1 2 219
M&A-Transaktionen - Fluch oder Segen der Realoptionstheorie?� 0 0 2 16 0 0 2 127
Multiplicative background risk 0 0 0 19 1 1 2 112
Portfolio Choice for HARA Investors: When Does 1/γ (not) Work? 0 0 0 40 1 1 1 116
Risk Taking with Additive and Multiplicative Background Risks 0 0 0 72 0 0 2 206
Risk-Taking-Neutral Background Risk 0 0 0 33 0 0 1 139
Risk-value efficient portfolios and asset pricing 0 0 0 3 0 0 0 24
The future of securitization 1 1 1 34 1 1 3 162
Tranching and Pricing in CDO-Transactions 0 0 0 45 0 2 5 175
Transformation nicht-gehandelter in handelbare Kreditrisiken� 0 0 0 7 0 0 0 65
Vermögensmaximierung durch Stiftungen als Unternehmensträger? Eine Analyse der Steuerwirkungen 0 0 0 4 0 1 2 27
When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel 0 0 0 388 1 1 1 1,619
Who buys and who sells options: The role and pricing of options in an economy with background risk 0 0 0 5 0 1 2 38
Zur Festlegung von Abstimmungsregeln im Insolvenzverfahren 0 0 0 0 0 0 1 14
Zur rechtzeitigen Auslösung von Sanierungsverfahren 0 0 0 2 0 0 1 12
Total Working Papers 4 5 10 1,732 8 21 57 6,180

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Inter-Temporal Approach to the Optimization of Dividend Policy with Pre-Determined Investment: Reply 0 0 0 0 0 0 0 26
Background risk and the demand for state-contingent claims 0 0 0 23 0 1 7 113
Comment on "A Limit-Risk Capital Adequacy Rule: An Alternative Approach to Capital Adequacy Regulation for Banks with an Empirical Application to Switzerland" 0 0 0 7 0 0 0 35
Exchange rate volatility and international trading strategy 1 1 5 759 3 4 18 1,849
Geschäfts‐ und Risikopolitik von Hedgefonds im Vergleich zu anderen Finanzintermediären: Sind Hedgefonds besonders gefährlich? 0 0 0 55 0 0 1 270
Hostages, free lunches and institutional gaps: the case of the European Currency Union 0 0 0 4 0 0 0 50
Information diffusion in electronic and floor trading 0 0 0 64 0 0 2 199
Instabile Finanzmärkte 0 0 0 57 0 0 0 168
Loss Allocation in Securitization Transactions 0 0 0 10 0 0 0 71
Multiplicative Background Risk 0 0 0 12 0 0 0 86
Optimization of Dividend Policy and Capital Structure with Predetermined Investments: Comment 0 0 0 46 0 0 1 189
Performance and Policy of Foundation‐owned Firms in Germany 1 5 10 39 1 6 16 91
Risk taking with additive and multiplicative background risks 0 1 1 51 0 1 3 277
Securitization of mezzanine capital in Germany 0 0 0 63 0 0 0 241
Some Remarks on Modeling the Term Structure of Interest Rates 0 0 0 8 0 0 0 32
Transformation of Banks and Bank Services 0 0 0 0 0 1 4 1,021
Two-dimensional risk-neutral valuation relationships for the pricing of options 0 0 0 20 0 0 1 102
Who Buys and Who Sells Options: The Role of Options in an Economy with Background Risk 0 0 2 105 0 0 3 345
Total Journal Articles 2 7 18 1,323 4 13 56 5,165

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Default Risk Sharing between Banks and Markets: The Contribution of Collateralized Debt Obligations 0 0 1 72 0 0 4 304
Total Chapters 0 0 1 72 0 0 4 304

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Statistics updated 2025-05-12