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 1 3 16
Anonymous electronic trading versus floor trading 0 0 0 15 1 9 20 83
Avenues for the reduction of LDC-debt: An institutional analysis 0 0 0 1 0 0 5 14
Basic conditions for costless signalling in financial markets 0 0 0 3 1 5 14 50
Betriebliche Investitionsentscheidungen bei Risiko 0 0 0 6 0 0 1 34
Currency choice for credit contracts and exchange rate regime 0 0 0 3 0 1 12 37
Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations 0 0 0 293 0 1 19 817
Default risk sharing between banks and markets: The contribution of collateralized debt obligations 0 0 1 385 1 4 25 917
Die Bilanzierung von Terminkontrakten und Optionen bei Einsatz im Risikomanagement 0 0 0 3 0 4 10 48
Does Portfolio Optimization Pay? 0 0 0 36 0 2 13 124
Economic analysis of debt-equity-swaps 0 0 0 15 1 3 6 47
Effective resolution of banks: Problems and solutions 0 0 0 85 0 4 13 212
Exchange rate volatility and international trade: The option approach 0 0 1 11 0 6 16 48
Heterogeneity of Investors and Asset Pricing in a Risk-Value World 0 0 0 87 0 3 13 394
Hostages, Free Lunches and Institutional Gaps: The Case of the European Currency Union 0 0 0 48 0 1 4 128
Idiosyncratic risk, sharing rules, and the theory of risk bearing 0 0 1 8 0 1 10 77
Inside information in bank lending and the European insider directive 0 0 0 1 0 2 4 27
Instabile Finanzmärkte 0 0 0 20 1 1 7 167
Institutionelle Gestaltungsmöglichkeiten zur Erleichterung des LDC-Portefeuille-Managements der Gläubigerbanken 0 0 0 0 0 0 1 22
Kritik an der Kritik der Publikumsgesellschaft 0 0 0 6 0 2 7 70
Loss Allocation in Securitization Transactions 0 1 1 41 0 2 9 228
M&A-Transaktionen - Fluch oder Segen der Realoptionstheorie?� 0 0 0 16 0 2 12 140
Multiplicative background risk 0 0 0 19 0 4 13 125
Portfolio Choice for HARA Investors: When Does 1/γ (not) Work? 0 0 0 40 0 2 11 127
Risk Taking with Additive and Multiplicative Background Risks 0 0 0 72 0 7 18 224
Risk-Taking-Neutral Background Risk 0 0 0 33 0 3 7 146
Risk-value efficient portfolios and asset pricing 0 0 0 3 0 3 14 38
The future of securitization 0 0 0 34 0 4 18 180
Tranching and Pricing in CDO-Transactions 0 0 0 45 0 3 10 185
Transformation nicht-gehandelter in handelbare Kreditrisiken� 0 0 0 7 0 4 8 73
Vermögensmaximierung durch Stiftungen als Unternehmensträger? Eine Analyse der Steuerwirkungen 0 0 0 4 0 2 7 34
When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel 0 0 0 388 0 2 10 1,629
Who buys and who sells options: The role and pricing of options in an economy with background risk 0 0 0 5 0 2 9 47
Zur Festlegung von Abstimmungsregeln im Insolvenzverfahren 0 0 0 0 0 3 5 19
Zur rechtzeitigen Auslösung von Sanierungsverfahren 0 0 0 2 0 1 6 18
Total Working Papers 0 1 4 1,737 5 94 360 6,545

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 2 4 30
Background risk and the demand for state-contingent claims 0 0 0 23 0 1 7 120
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 1 5 41
Exchange rate volatility and international trading strategy 0 1 3 763 0 5 28 1,880
Geschäfts‐ und Risikopolitik von Hedgefonds im Vergleich zu anderen Finanzintermediären: Sind Hedgefonds besonders gefährlich? 0 0 0 55 0 3 10 280
Hostages, free lunches and institutional gaps: the case of the European Currency Union 0 0 0 4 0 2 8 58
Information diffusion in electronic and floor trading 0 0 0 65 0 1 5 205
Instabile Finanzmärkte 0 0 0 58 0 1 9 178
Loss Allocation in Securitization Transactions 0 0 0 10 0 1 13 85
Multiplicative Background Risk 0 0 0 12 0 3 13 100
Optimization of Dividend Policy and Capital Structure with Predetermined Investments: Comment 0 0 0 46 1 1 2 191
Performance and Policy of Foundation‐owned Firms in Germany 0 0 2 43 2 4 16 110
Risk taking with additive and multiplicative background risks 0 0 0 51 0 4 13 291
Securitization of mezzanine capital in Germany 0 0 0 63 1 1 9 250
Some Remarks on Modeling the Term Structure of Interest Rates 0 0 0 8 0 3 6 38
Transformation of Banks and Bank Services 0 0 0 0 0 7 9 1,030
Two-dimensional risk-neutral valuation relationships for the pricing of options 0 0 0 20 1 2 12 114
Who Buys and Who Sells Options: The Role of Options in an Economy with Background Risk 0 0 0 105 0 0 4 349
Total Journal Articles 0 1 5 1,333 5 42 173 5,350

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 0 72 2 4 28 332
Total Chapters 0 0 0 72 2 4 28 332

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Statistics updated 2026-07-10