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
Anforderungen in Zeiten eines beschleunigten „industriellen“ Strukturwandels: Integrierte Finanzwertschöpfung 0 2 3 6 0 3 7 12
Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations 5 8 32 209 8 16 66 441
Default risk sharing between banks and markets: the contribution of collateralized debt obligations 2 2 24 122 7 11 59 286
Gefahren kurzsichtigen Risikomanagements durch Value At Risk 1 1 11 91 2 3 23 279
Heterogeneity of Investors and Asset Pricing in a Risk-Value World 0 1 3 18 2 5 20 72
Heterogeneity of Investors and Asset Pricing in a Risk-Value World 0 1 4 75 3 10 29 270
Incremental Risk Vulnerability 1 4 32 69 7 15 103 238
Information asymmetries and securitization design 2 7 44 79 5 20 93 164
Kapitalmarktverfassung, Managerentlohnung und Bilanzpolitik 3 6 14 47 7 14 51 155
M&A Transaktionen: Fluch und Segen der Realoptionstheorie 2 4 6 23 2 5 20 97
M&A-Transaktionen - Fluch oder Segen der Realoptionstheorie? 0 0 1 2 0 4 10 19
Multiplicative Background Risk 0 1 14 49 2 6 35 121
Non-Market Wealth, Background Risk and Portfolio Choice 1 1 5 21 2 5 18 46
Präferenzfreie Strategien zum Absichern von Wechselkursrisiken 1 3 5 26 2 5 33 103
Return Predictability and Stock Market Crashes in a Simple Rational Expectations Model¤ 0 3 11 25 2 5 28 78
SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices 1 1 8 185 3 5 26 506
Securitisation of Mezzanine Capital in Germany 2 6 40 96 4 13 79 172
Transformation nicht-gehandelter in handelbare Kreditrisiken 0 0 1 3 0 0 6 15
Transformation nicht-gehandelter in handelbare Kreditrisiken 0 0 1 13 1 1 7 43
Two-Dimensional Risk-Neutral Valuation Relationships for the Pricing of Options 3 6 17 29 12 20 64 97
What Can We Expect From the New Trade of C02-Allowances? 1 2 5 36 1 3 10 67
When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel 0 1 6 371 1 3 32 1,385
When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel 1 2 14 356 8 16 102 1,379
Wie werden Collateralized Debt Obligation-Transaktionen gestaltet? 0 1 10 23 2 7 25 54
Wieweit tragen rationale Modelle in der Finanzmarktforschung? 2 3 11 18 5 8 25 47
Total Working Papers 28 66 322 1,992 88 203 971 6,146

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Background risk and the demand for state-contingent claims 0 0 4 16 0 0 8 50
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 2 0 0 9 12
Exchange rate volatility and international trading strategy 5 14 103 329 10 23 221 769
Geschäfts- und Risikopolitik von Hedgefonds im Vergleich zu anderen Finanzintermediären: Sind Hedgefonds besonders gefährlich? 0 0 2 35 1 3 26 175
Information diffusion in electronic and floor trading 1 1 5 46 2 3 10 101
Securitization of mezzanine capital in Germany 1 4 24 32 4 14 52 72
Transformation of Banks and Bank Services 0 0 0 0 2 9 52 176
Two-dimensional risk-neutral valuation relationships for the pricing of options 2 2 4 9 3 4 22 38
Who Buys and Who Sells Options: The Role of Options in an Economy with Background Risk 1 2 7 53 2 5 30 174
Total Journal Articles 10 23 149 522 24 61 430 1,567

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Statistics updated 2009-11-04