Access Statistics for Eva Lütkebohmert

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Absolutely continuous laws of Jump-Diffusions in finite and infinite dimensions with applications to mathematical Finance	0	0	0	21	0	1	4	68
Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve	0	0	0	54	2	3	5	162
Failure of saddle-point method in the presence of double defaults	0	0	0	36	0	0	2	133
Funding Liquidity, Debt Tenor Structure, and Creditor's Belief: An Exogenous Dynamic Debt Run Model	0	0	0	26	0	0	1	105
Granularity adjustment for Basel II	2	6	18	1,461	7	17	59	3,972
Improved Modeling of Double Default Effects in Basel II - An Endogenous Asset Drop Model without Additional Correlation	0	0	0	116	0	0	1	341
Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information	0	0	1	3	1	1	4	12
Measuring Name Concentrations through Deep Learning	1	1	2	3	3	4	7	10
On the Relevance and Appropriateness of Name Concentration Risk Adjustments for Portfolios of Multilateral Development Banks	0	1	3	13	2	5	14	30
Robust Bernoulli mixture models for credit portfolio risk	0	0	6	7	0	3	6	7
Robust deep hedging	0	0	0	12	2	4	4	52
Treatment of Double Default Effects within the Granularity Adjustment for Basel II	0	0	0	100	0	2	3	329
Total Working Papers	3	8	30	1,852	17	40	110	5,221

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Multiperiod Bank Run Model for Liquidity Risk	0	0	0	27	0	1	1	60
A Multiple Curve Lévy Swap Market Model	0	0	0	3	0	0	1	7
A hybrid convolutional neural network with long short-term memory for statistical arbitrage	1	2	11	61	2	3	22	110
Calculating capital charges for sector concentration risk	1	4	15	15	1	5	23	23
Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants	0	0	0	1	1	4	4	15
Empirical analysis and forecasting of multiple yield curves	0	1	4	27	2	3	10	65
Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk	1	1	1	3	1	1	2	30
Failure of the saddlepoint method in the presence of double defaults	0	0	0	0	0	0	3	3
Granularity Adjustment for Regulatory Capital Assessment	2	2	15	164	8	18	57	642
Improved robust price bounds for multi-asset derivatives under market-implied dependence information	0	0	0	0	1	2	3	7
Investor sentiment and global economic conditions	0	0	3	3	2	2	7	18
Measuring name concentrations through deep learning	0	0	0	0	0	0	0	0
Name concentration risk in Multilateral Development Banks’ portfolios: Measurement and capital adequacy implications	4	5	5	5	10	20	20	20
OPTIMAL CROSS-CURRENCY MORTGAGE DECISIONS	0	0	0	5	0	0	0	13
OPTIMALITY OF PAYOFFS IN LÉVY MODELS	0	0	0	1	1	1	3	18
Robust deep hedging	0	0	0	3	0	1	1	7
Robust statistical arbitrage strategies	0	0	0	20	0	1	3	53
Rollover risk and credit risk under time-varying margin	0	0	0	4	1	2	3	23
Tightening robust price bounds for exotic derivatives	0	0	1	9	1	1	2	36
Treatment of double default effects within the granularity adjustment for Basel II	0	0	0	0	0	0	0	0
VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES	0	0	0	6	0	1	3	27
Wealth management products, banking competition, and stability: Evidence from China	1	2	3	11	5	6	10	54
Total Journal Articles	10	17	58	368	36	72	178	1,231

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Statistics updated 2025-12-06