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 1 1 3 16
Anonymous electronic trading versus floor trading 0 0 0 15 3 7 14 77
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 3 8 12 48
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 1 1 12 37
Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations 0 0 0 293 1 9 20 817
Default risk sharing between banks and markets: The contribution of collateralized debt obligations 0 0 1 385 2 7 23 915
Die Bilanzierung von Terminkontrakten und Optionen bei Einsatz im Risikomanagement 0 0 0 3 4 5 10 48
Does Portfolio Optimization Pay? 0 0 0 36 2 4 13 124
Economic analysis of debt-equity-swaps 0 0 1 15 1 2 5 45
Effective resolution of banks: Problems and solutions 0 0 0 85 2 6 11 210
Exchange rate volatility and international trade: The option approach 0 1 1 11 4 9 15 46
Heterogeneity of Investors and Asset Pricing in a Risk-Value World 0 0 0 87 3 4 13 394
Hostages, Free Lunches and Institutional Gaps: The Case of the European Currency Union 0 0 0 48 0 1 3 127
Idiosyncratic risk, sharing rules, and the theory of risk bearing 0 1 1 8 1 6 11 77
Inside information in bank lending and the European insider directive 0 0 0 1 1 1 3 26
Instabile Finanzmärkte 0 0 0 20 0 1 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 6 69
Loss Allocation in Securitization Transactions 0 0 0 40 1 2 8 227
M&A-Transaktionen - Fluch oder Segen der Realoptionstheorie?� 0 0 0 16 2 4 13 140
Multiplicative background risk 0 0 0 19 4 5 13 125
Portfolio Choice for HARA Investors: When Does 1/γ (not) Work? 0 0 0 40 1 4 10 126
Risk Taking with Additive and Multiplicative Background Risks 0 0 0 72 6 7 17 223
Risk-Taking-Neutral Background Risk 0 0 0 33 2 2 6 145
Risk-value efficient portfolios and asset pricing 0 0 0 3 2 4 13 37
The future of securitization 0 0 0 34 3 10 17 179
Tranching and Pricing in CDO-Transactions 0 0 0 45 3 4 10 185
Transformation nicht-gehandelter in handelbare Kreditrisiken� 0 0 0 7 4 6 8 73
Vermögensmaximierung durch Stiftungen als Unternehmensträger? Eine Analyse der Steuerwirkungen 0 0 0 4 2 2 7 34
When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel 0 0 0 388 1 2 9 1,628
Who buys and who sells options: The role and pricing of options in an economy with background risk 0 0 0 5 2 2 9 47
Zur Festlegung von Abstimmungsregeln im Insolvenzverfahren 0 0 0 0 3 3 5 19
Zur rechtzeitigen Auslösung von Sanierungsverfahren 0 0 0 2 1 1 6 18
Total Working Papers 0 2 4 1,736 67 134 338 6,518

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 2 2 4 30
Background risk and the demand for state-contingent claims 0 0 0 23 1 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 1 1 6 41
Exchange rate volatility and international trading strategy 1 1 4 763 4 12 30 1,879
Geschäfts‐ und Risikopolitik von Hedgefonds im Vergleich zu anderen Finanzintermediären: Sind Hedgefonds besonders gefährlich? 0 0 0 55 2 5 9 279
Hostages, free lunches and institutional gaps: the case of the European Currency Union 0 0 0 4 2 3 8 58
Information diffusion in electronic and floor trading 0 0 1 65 1 2 6 205
Instabile Finanzmärkte 0 0 1 58 1 4 10 178
Loss Allocation in Securitization Transactions 0 0 0 10 1 5 14 85
Multiplicative Background Risk 0 0 0 12 3 3 14 100
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 4 43 1 9 16 107
Risk taking with additive and multiplicative background risks 0 0 0 51 3 6 13 290
Securitization of mezzanine capital in Germany 0 0 0 63 0 2 8 249
Some Remarks on Modeling the Term Structure of Interest Rates 0 0 0 8 2 2 5 37
Transformation of Banks and Bank Services 0 0 0 0 5 5 7 1,028
Two-dimensional risk-neutral valuation relationships for the pricing of options 0 0 0 20 1 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 1 1 10 1,333 30 64 173 5,338

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 14 26 330
Total Chapters 0 0 0 72 2 14 26 330

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Statistics updated 2026-05-06