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 1 10
Anonymous electronic trading versus floor trading 0 0 0 14 0 2 3 58
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 2 34
Betriebliche Investitionsentscheidungen bei Risiko 0 0 0 5 0 0 2 31
Currency choice for credit contracts and exchange rate regime 0 0 0 1 0 0 1 22
Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations 0 0 4 291 1 1 11 786
Default risk sharing between banks and markets: The contribution of collateralized debt obligations 0 0 1 382 0 0 3 886
Die Bilanzierung von Terminkontrakten und Optionen bei Einsatz im Risikomanagement 0 0 0 3 0 0 2 37
Does Portfolio Optimization Pay? 0 0 0 36 0 0 0 109
Economic analysis of debt-equity-swaps 0 0 0 13 0 0 1 38
Effective resolution of banks: Problems and solutions 0 0 1 83 0 1 5 193
Exchange rate volatility and international trade: The option approach 0 0 1 10 0 1 2 29
Heterogeneity of Investors and Asset Pricing in a Risk-Value World 0 0 0 87 0 0 0 379
Hostages, Free Lunches and Institutional Gaps: The Case of the European Currency Union 0 0 0 48 0 0 0 123
Idiosyncratic risk, sharing rules, and the theory of risk bearing 0 0 0 7 0 1 3 57
Inside information in bank lending and the European insider directive 0 0 0 1 0 0 0 23
Instabile Finanzmärkte 0 0 0 19 0 2 10 152
Institutionelle Gestaltungsmöglichkeiten zur Erleichterung des LDC-Portefeuille-Managements der Gläubigerbanken 0 0 0 0 0 0 1 21
Kritik an der Kritik der Publikumsgesellschaft 0 0 0 6 0 1 3 61
Loss Allocation in Securitization Transactions 0 0 0 40 1 1 1 213
M&A-Transaktionen - Fluch oder Segen der Realoptionstheorie?� 0 0 0 14 0 0 2 124
Multiplicative background risk 0 0 0 19 0 0 4 109
Portfolio Choice for HARA Investors: When Does 1/γ (not) Work? 0 0 0 40 0 2 2 113
Risk Taking with Additive and Multiplicative Background Risks 0 0 1 71 0 0 2 202
Risk-Taking-Neutral Background Risk 0 0 0 33 0 0 0 138
Risk-value efficient portfolios and asset pricing 0 0 1 3 1 1 3 24
The future of securitization 1 1 3 33 1 1 7 159
Tranching and Pricing in CDO-Transactions 0 0 0 44 0 0 1 167
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 3 22
When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel 0 1 2 388 0 1 3 1,616
Who buys and who sells options: The role and pricing of options in an economy with background risk 0 0 0 5 0 0 4 34
Zur Festlegung von Abstimmungsregeln im Insolvenzverfahren 0 0 0 0 0 0 0 13
Zur rechtzeitigen Auslösung von Sanierungsverfahren 0 0 0 2 0 0 0 11
Total Working Papers 1 2 14 1,715 4 16 82 6,068


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 1 23 0 0 3 99
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 4 5 17 746 7 8 39 1,795
Geschäfts‐ und Risikopolitik von Hedgefonds im Vergleich zu anderen Finanzintermediären: Sind Hedgefonds besonders gefährlich? 0 0 0 55 0 0 2 268
Hostages, free lunches and institutional gaps: the case of the European Currency Union 0 0 0 4 0 0 1 50
Information diffusion in electronic and floor trading 0 0 0 64 0 0 0 195
Instabile Finanzmärkte 0 0 0 57 0 0 0 166
Loss Allocation in Securitization Transactions 0 0 0 10 0 1 2 69
Multiplicative Background Risk 0 0 1 12 0 0 1 85
Optimization of Dividend Policy and Capital Structure with Predetermined Investments: Comment 0 0 0 46 0 1 1 187
Performance and Policy of Foundation‐owned Firms in Germany 0 1 4 23 0 1 6 61
Risk taking with additive and multiplicative background risks 0 0 0 49 0 1 2 267
Securitization of mezzanine capital in Germany 0 0 0 63 0 0 5 241
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 2 5 13 1,009
Two-dimensional risk-neutral valuation relationships for the pricing of options 0 0 0 20 0 0 0 101
Who Buys and Who Sells Options: The Role of Options in an Economy with Background Risk 1 1 1 100 1 1 1 336
Total Journal Articles 5 7 24 1,287 10 18 76 5,022


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 70 2 2 3 292
Total Chapters 0 0 1 70 2 2 3 292


Statistics updated 2022-12-04