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 1 2 0 0 1 5
Anonymous electronic trading versus floor trading 0 1 1 13 0 3 15 46
Avenues for the reduction of LDC-debt: An institutional analysis 0 0 0 1 1 1 1 7
Basic conditions for costless signalling in financial markets 0 0 0 2 1 1 2 23
Betriebliche Investitionsentscheidungen bei Risiko 0 1 1 5 1 3 4 22
Currency choice for credit contracts and exchange rate regime 0 0 0 1 0 0 0 15
Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations 0 0 2 277 1 3 10 739
Default risk sharing between banks and markets: The contribution of collateralized debt obligations 0 0 0 380 1 1 4 858
Die Bilanzierung von Terminkontrakten und Optionen bei Einsatz im Risikomanagement 0 0 1 2 1 2 9 29
Does Portfolio Optimization Pay? 0 0 0 35 1 5 12 99
Economic analysis of debt-equity-swaps 0 1 4 13 0 1 7 31
Effective resolution of banks: Problems and solutions 1 1 4 78 2 5 15 168
Exchange rate volatility and international trade: The option approach 0 0 0 7 0 0 0 18
Heterogeneity of Investors and Asset Pricing in a Risk-Value World 0 0 0 87 3 5 12 370
Hostages, Free Lunches and Institutional Gaps: The Case of the European Currency Union 0 0 0 48 3 4 10 115
Idiosyncratic risk, sharing rules, and the theory of risk bearing 0 1 4 7 1 3 26 46
Inside information in bank lending and the European insider directive 0 0 0 0 0 1 2 18
Instabile Finanzmärkte 0 0 2 14 1 3 13 105
Institutionelle Gestaltungsmöglichkeiten zur Erleichterung des LDC-Portefeuille-Managements der Gläubigerbanken 0 0 0 0 0 1 1 13
Kritik an der Kritik der Publikumsgesellschaft 0 0 0 6 0 0 7 56
Loss Allocation in Securitization Transactions 0 0 0 40 2 3 12 201
M&A-Transaktionen - Fluch oder Segen der Realoptionstheorie?� 0 0 1 12 0 1 5 108
Multiplicative background risk 1 1 1 18 2 4 11 91
Portfolio Choice for HARA Investors: When Does 1/γ (not) Work? 0 0 0 37 0 4 9 98
Risk Taking with Additive and Multiplicative Background Risks 0 1 5 67 1 5 21 177
Risk-Taking-Neutral Background Risk 0 0 3 31 1 3 14 128
Risk-value efficient portfolios and asset pricing 0 0 1 2 0 0 3 17
The future of securitization 0 1 2 28 0 6 36 123
Tranching and Pricing in CDO-Transactions 0 0 2 41 1 5 15 150
Transformation nicht-gehandelter in handelbare Kreditrisiken� 0 0 0 6 0 2 4 63
Vermögensmaximierung durch Stiftungen als Unternehmensträger? Eine Analyse der Steuerwirkungen 0 0 0 4 0 1 3 17
When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel 0 0 1 385 0 1 8 1,607
Who buys and who sells options: The role and pricing of options in an economy with background risk 0 0 0 4 1 2 4 23
Zur Festlegung von Abstimmungsregeln im Insolvenzverfahren 0 0 0 0 0 2 2 11
Zur rechtzeitigen Auslösung von Sanierungsverfahren 0 0 0 2 0 1 1 10
Total Working Papers 2 8 36 1,655 25 82 299 5,607


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 3 26
Background risk and the demand for state-contingent claims 0 0 0 21 0 0 2 92
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 2 34
Exchange rate volatility and international trading strategy 1 4 24 675 8 25 72 1,626
Geschäfts‐ und Risikopolitik von Hedgefonds im Vergleich zu anderen Finanzintermediären: Sind Hedgefonds besonders gefährlich? 0 0 1 55 0 1 3 265
Hostages, free lunches and institutional gaps: the case of the European Currency Union 0 0 0 3 1 3 5 44
Information diffusion in electronic and floor trading 0 0 0 64 0 0 2 184
Instabile Finanzmärkte 0 1 1 57 0 2 7 159
Loss Allocation in Securitization Transactions 0 0 1 8 1 3 12 52
Multiplicative Background Risk 0 0 0 10 1 3 9 73
Optimization of Dividend Policy and Capital Structure with Predetermined Investments: Comment 0 0 0 45 0 0 1 182
Performance and Policy of Foundation‐owned Firms in Germany 0 0 1 14 0 1 3 44
Risk taking with additive and multiplicative background risks 0 0 0 49 0 1 5 258
Securitization of mezzanine capital in Germany 0 0 1 62 0 0 3 224
Some Remarks on Modeling the Term Structure of Interest Rates 0 0 0 8 0 0 1 30
Transformation of Banks and Bank Services 0 0 0 0 1 4 12 974
Two-dimensional risk-neutral valuation relationships for the pricing of options 0 0 0 20 1 3 5 97
Who Buys and Who Sells Options: The Role of Options in an Economy with Background Risk 0 0 0 97 1 2 5 327
Total Journal Articles 1 5 29 1,195 14 48 152 4,691


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 66 0 4 11 252
Total Chapters 0 0 1 66 0 4 11 252


Statistics updated 2020-02-04