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 5 8 19 82
Avenues for the reduction of LDC-debt: An institutional analysis 0 0 0 1 0 2 5 14
Basic conditions for costless signalling in financial markets 0 0 0 3 1 6 13 49
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 2 20 817
Default risk sharing between banks and markets: The contribution of collateralized debt obligations 0 0 1 385 1 4 24 916
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 3 13 124
Economic analysis of debt-equity-swaps 0 0 1 15 1 2 6 46
Effective resolution of banks: Problems and solutions 0 0 0 85 2 6 13 212
Exchange rate volatility and international trade: The option approach 0 1 1 11 2 11 17 48
Heterogeneity of Investors and Asset Pricing in a Risk-Value World 0 0 0 87 0 4 13 394
Hostages, Free Lunches and Institutional Gaps: The Case of the European Currency Union 0 0 0 48 1 2 4 128
Idiosyncratic risk, sharing rules, and the theory of risk bearing 0 0 1 8 0 2 11 77
Inside information in bank lending and the European insider directive 0 0 0 1 1 2 4 27
Instabile Finanzmärkte 0 0 0 20 0 0 6 166
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 1 2 7 70
Loss Allocation in Securitization Transactions 1 1 1 41 1 3 9 228
M&A-Transaktionen - Fluch oder Segen der Realoptionstheorie?� 0 0 0 16 0 2 13 140
Multiplicative background risk 0 0 0 19 0 5 13 125
Portfolio Choice for HARA Investors: When Does 1/γ (not) Work? 0 0 0 40 1 2 11 127
Risk Taking with Additive and Multiplicative Background Risks 0 0 0 72 1 8 18 224
Risk-Taking-Neutral Background Risk 0 0 0 33 1 3 7 146
Risk-value efficient portfolios and asset pricing 0 0 0 3 1 4 14 38
The future of securitization 0 0 0 34 1 6 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 5 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 1 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 1 2 5 1,737 22 113 360 6,540

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 6 41
Exchange rate volatility and international trading strategy 0 1 3 763 1 10 30 1,880
Geschäfts‐ und Risikopolitik von Hedgefonds im Vergleich zu anderen Finanzintermediären: Sind Hedgefonds besonders gefährlich? 0 0 0 55 1 4 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 1 65 0 2 6 205
Instabile Finanzmärkte 0 0 0 58 0 2 9 178
Loss Allocation in Securitization Transactions 0 0 0 10 0 2 14 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 0 0 1 190
Performance and Policy of Foundation‐owned Firms in Germany 0 0 2 43 1 9 14 108
Risk taking with additive and multiplicative background risks 0 0 0 51 1 6 13 291
Securitization of mezzanine capital in Germany 0 0 0 63 0 1 8 249
Some Remarks on Modeling the Term Structure of Interest Rates 0 0 0 8 1 3 6 38
Transformation of Banks and Bank Services 0 0 0 0 2 7 9 1,030
Two-dimensional risk-neutral valuation relationships for the pricing of options 0 0 0 20 0 1 11 113
Who Buys and Who Sells Options: The Role of Options in an Economy with Background Risk 0 0 0 105 0 1 4 349
Total Journal Articles 0 1 6 1,333 7 57 173 5,345

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 0 4 26 330
Total Chapters 0 0 0 72 0 4 26 330

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04