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 1 1 1 64
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 0 36
Betriebliche Investitionsentscheidungen bei Risiko 0 0 0 6 0 0 1 33
Currency choice for credit contracts and exchange rate regime 0 0 0 3 1 1 1 26
Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations 0 0 0 293 0 1 4 798
Default risk sharing between banks and markets: The contribution of collateralized debt obligations 0 0 2 384 0 0 4 892
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 1 1 2 112
Economic analysis of debt-equity-swaps 0 1 2 15 0 1 3 41
Effective resolution of banks: Problems and solutions 0 0 1 85 0 0 2 199
Exchange rate volatility and international trade: The option approach 0 0 0 10 0 1 1 32
Heterogeneity of Investors and Asset Pricing in a Risk-Value World 0 0 0 87 0 0 0 381
Hostages, Free Lunches and Institutional Gaps: The Case of the European Currency Union 0 0 0 48 0 0 1 124
Idiosyncratic risk, sharing rules, and the theory of risk bearing 0 0 0 7 0 1 5 67
Inside information in bank lending and the European insider directive 0 0 0 1 0 0 0 23
Instabile Finanzmärkte 0 0 1 20 0 0 3 160
Institutionelle Gestaltungsmöglichkeiten zur Erleichterung des LDC-Portefeuille-Managements der Gläubigerbanken 0 0 0 0 0 0 0 21
Kritik an der Kritik der Publikumsgesellschaft 0 0 0 6 0 0 2 63
Loss Allocation in Securitization Transactions 0 0 0 40 0 0 2 219
M&A-Transaktionen - Fluch oder Segen der Realoptionstheorie?� 0 0 1 16 0 1 2 128
Multiplicative background risk 0 0 0 19 1 1 2 113
Portfolio Choice for HARA Investors: When Does 1/γ (not) Work? 0 0 0 40 0 0 1 116
Risk Taking with Additive and Multiplicative Background Risks 0 0 0 72 0 0 1 206
Risk-Taking-Neutral Background Risk 0 0 0 33 0 0 1 139
Risk-value efficient portfolios and asset pricing 0 0 0 3 0 0 0 24
The future of securitization 0 0 1 34 0 0 2 162
Tranching and Pricing in CDO-Transactions 0 0 0 45 0 0 5 175
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 0 2 27
When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel 0 0 0 388 0 0 1 1,619
Who buys and who sells options: The role and pricing of options in an economy with background risk 0 0 0 5 0 0 2 38
Zur Festlegung von Abstimmungsregeln im Insolvenzverfahren 0 0 0 0 0 0 1 14
Zur rechtzeitigen Auslösung von Sanierungsverfahren 0 0 0 2 0 0 1 12
Total Working Papers 0 1 8 1,733 4 9 53 6,189

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 0 23 2 2 8 115
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 1 36
Exchange rate volatility and international trading strategy 1 2 7 761 3 6 21 1,855
Geschäfts‐ und Risikopolitik von Hedgefonds im Vergleich zu anderen Finanzintermediären: Sind Hedgefonds besonders gefährlich? 0 0 0 55 0 0 1 270
Hostages, free lunches and institutional gaps: the case of the European Currency Union 0 0 0 4 0 0 0 50
Information diffusion in electronic and floor trading 0 1 1 65 0 1 3 200
Instabile Finanzmärkte 0 1 1 58 0 1 1 169
Loss Allocation in Securitization Transactions 0 0 0 10 0 1 1 72
Multiplicative Background Risk 0 0 0 12 0 1 1 87
Optimization of Dividend Policy and Capital Structure with Predetermined Investments: Comment 0 0 0 46 0 0 1 189
Performance and Policy of Foundation‐owned Firms in Germany 0 2 11 41 0 3 17 94
Risk taking with additive and multiplicative background risks 0 0 1 51 0 1 4 278
Securitization of mezzanine capital in Germany 0 0 0 63 0 0 0 241
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 1 1 3 1,022
Two-dimensional risk-neutral valuation relationships for the pricing of options 0 0 0 20 0 0 1 102
Who Buys and Who Sells Options: The Role of Options in an Economy with Background Risk 0 0 2 105 0 0 3 345
Total Journal Articles 1 6 23 1,329 6 18 66 5,183

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 2 3 306
Total Chapters 0 0 0 72 2 2 3 306

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Statistics updated 2025-08-05