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 0 13
Anonymous electronic trading versus floor trading 0 0 0 15 0 2 3 66
Avenues for the reduction of LDC-debt: An institutional analysis 0 0 0 1 1 3 3 12
Basic conditions for costless signalling in financial markets 0 0 0 3 0 2 2 38
Betriebliche Investitionsentscheidungen bei Risiko 0 0 0 6 0 0 0 33
Currency choice for credit contracts and exchange rate regime 0 0 0 3 2 2 3 28
Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations 0 0 0 293 4 6 10 804
Default risk sharing between banks and markets: The contribution of collateralized debt obligations 0 0 3 385 3 9 14 903
Die Bilanzierung von Terminkontrakten und Optionen bei Einsatz im Risikomanagement 0 0 0 3 0 0 0 38
Does Portfolio Optimization Pay? 0 0 0 36 0 2 4 114
Economic analysis of debt-equity-swaps 0 0 1 15 0 1 2 42
Effective resolution of banks: Problems and solutions 0 0 1 85 1 2 4 202
Exchange rate volatility and international trade: The option approach 0 0 0 10 1 2 3 34
Heterogeneity of Investors and Asset Pricing in a Risk-Value World 0 0 0 87 3 5 5 386
Hostages, Free Lunches and Institutional Gaps: The Case of the European Currency Union 0 0 0 48 1 1 2 125
Idiosyncratic risk, sharing rules, and the theory of risk bearing 0 0 0 7 1 2 6 70
Inside information in bank lending and the European insider directive 0 0 0 1 0 2 2 25
Instabile Finanzmärkte 0 0 1 20 1 2 4 162
Institutionelle Gestaltungsmöglichkeiten zur Erleichterung des LDC-Portefeuille-Managements der Gläubigerbanken 0 0 0 0 0 1 1 22
Kritik an der Kritik der Publikumsgesellschaft 0 0 0 6 0 2 4 65
Loss Allocation in Securitization Transactions 0 0 0 40 2 6 8 225
M&A-Transaktionen - Fluch oder Segen der Realoptionstheorie?� 0 0 0 16 1 4 6 133
Multiplicative background risk 0 0 0 19 1 2 4 115
Portfolio Choice for HARA Investors: When Does 1/γ (not) Work? 0 0 0 40 3 3 4 119
Risk Taking with Additive and Multiplicative Background Risks 0 0 0 72 1 2 3 209
Risk-Taking-Neutral Background Risk 0 0 0 33 2 2 2 141
Risk-value efficient portfolios and asset pricing 0 0 0 3 1 3 4 28
The future of securitization 0 0 1 34 1 2 3 164
Tranching and Pricing in CDO-Transactions 0 0 0 45 1 3 6 178
Transformation nicht-gehandelter in handelbare Kreditrisiken� 0 0 0 7 0 1 1 66
Vermögensmaximierung durch Stiftungen als Unternehmensträger? Eine Analyse der Steuerwirkungen 0 0 0 4 2 3 4 30
When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel 0 0 0 388 3 4 6 1,624
Who buys and who sells options: The role and pricing of options in an economy with background risk 0 0 0 5 3 6 7 44
Zur Festlegung von Abstimmungsregeln im Insolvenzverfahren 0 0 0 0 0 0 0 14
Zur rechtzeitigen Auslösung von Sanierungsverfahren 0 0 0 2 0 1 1 13
Total Working Papers 0 0 7 1,734 39 88 131 6,285

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 1 2 2 28
Background risk and the demand for state-contingent claims 0 0 0 23 2 2 5 117
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 1 3 4 39
Exchange rate volatility and international trading strategy 0 1 5 762 0 3 21 1,864
Geschäfts‐ und Risikopolitik von Hedgefonds im Vergleich zu anderen Finanzintermediären: Sind Hedgefonds besonders gefährlich? 0 0 0 55 2 2 3 272
Hostages, free lunches and institutional gaps: the case of the European Currency Union 0 0 0 4 1 1 2 52
Information diffusion in electronic and floor trading 0 0 1 65 1 2 4 202
Instabile Finanzmärkte 0 0 1 58 1 1 2 170
Loss Allocation in Securitization Transactions 0 0 0 10 1 3 4 75
Multiplicative Background Risk 0 0 0 12 1 2 5 91
Optimization of Dividend Policy and Capital Structure with Predetermined Investments: Comment 0 0 0 46 0 1 1 190
Performance and Policy of Foundation‐owned Firms in Germany 0 1 10 43 0 2 13 97
Risk taking with additive and multiplicative background risks 0 0 1 51 0 2 4 280
Securitization of mezzanine capital in Germany 0 0 0 63 3 5 5 246
Some Remarks on Modeling the Term Structure of Interest Rates 0 0 0 8 1 2 2 34
Transformation of Banks and Bank Services 0 0 0 0 0 0 3 1,023
Two-dimensional risk-neutral valuation relationships for the pricing of options 0 0 0 20 4 7 7 109
Who Buys and Who Sells Options: The Role of Options in an Economy with Background Risk 0 0 0 105 1 2 3 347
Total Journal Articles 0 2 18 1,332 20 42 90 5,236

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 7 9 313
Total Chapters 0 0 0 72 2 7 9 313

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Statistics updated 2026-01-09