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 2 2 7
Anonymous electronic trading versus floor trading 0 0 2 14 0 2 8 51
Avenues for the reduction of LDC-debt: An institutional analysis 0 0 0 1 0 0 1 7
Basic conditions for costless signalling in financial markets 1 1 1 3 1 4 7 29
Betriebliche Investitionsentscheidungen bei Risiko 0 0 1 5 0 2 8 27
Currency choice for credit contracts and exchange rate regime 0 0 0 1 1 2 3 18
Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations 0 2 8 285 1 4 17 753
Default risk sharing between banks and markets: The contribution of collateralized debt obligations 0 0 0 380 1 7 12 869
Die Bilanzierung von Terminkontrakten und Optionen bei Einsatz im Risikomanagement 0 0 1 3 0 2 7 34
Does Portfolio Optimization Pay? 0 0 0 35 2 3 11 105
Economic analysis of debt-equity-swaps 0 0 1 13 0 1 3 33
Effective resolution of banks: Problems and solutions 0 0 2 79 2 4 13 176
Exchange rate volatility and international trade: The option approach 0 0 1 8 0 1 5 23
Heterogeneity of Investors and Asset Pricing in a Risk-Value World 0 0 0 87 0 3 12 377
Hostages, Free Lunches and Institutional Gaps: The Case of the European Currency Union 0 0 0 48 0 1 9 120
Idiosyncratic risk, sharing rules, and the theory of risk bearing 0 0 1 7 0 3 10 53
Inside information in bank lending and the European insider directive 0 0 0 0 0 3 4 21
Instabile Finanzmärkte 1 1 3 17 2 5 18 120
Institutionelle Gestaltungsmöglichkeiten zur Erleichterung des LDC-Portefeuille-Managements der Gläubigerbanken 0 0 0 0 0 0 1 13
Kritik an der Kritik der Publikumsgesellschaft 0 0 0 6 0 0 1 57
Loss Allocation in Securitization Transactions 0 0 0 40 0 1 11 209
M&A-Transaktionen - Fluch oder Segen der Realoptionstheorie?� 0 0 1 13 0 1 8 115
Multiplicative background risk 0 0 2 19 0 2 10 97
Portfolio Choice for HARA Investors: When Does 1/γ (not) Work? 0 0 0 37 1 3 10 104
Risk Taking with Additive and Multiplicative Background Risks 0 0 4 70 2 6 21 193
Risk-Taking-Neutral Background Risk 1 1 2 33 2 2 9 134
Risk-value efficient portfolios and asset pricing 0 0 0 2 0 1 1 18
The future of securitization 0 0 3 30 0 5 19 136
Tranching and Pricing in CDO-Transactions 0 0 2 43 1 3 14 159
Transformation nicht-gehandelter in handelbare Kreditrisiken� 0 1 1 7 0 2 4 65
Vermögensmaximierung durch Stiftungen als Unternehmensträger? Eine Analyse der Steuerwirkungen 0 0 0 4 0 1 2 18
When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel 0 0 0 385 0 2 3 1,609
Who buys and who sells options: The role and pricing of options in an economy with background risk 0 0 1 5 0 0 4 25
Zur Festlegung von Abstimmungsregeln im Insolvenzverfahren 0 0 0 0 0 1 4 13
Zur rechtzeitigen Auslösung von Sanierungsverfahren 0 0 0 2 0 1 2 11
Total Working Papers 3 6 37 1,684 16 80 274 5,799


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 1 22 0 0 2 94
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 1 35
Exchange rate volatility and international trading strategy 3 7 30 701 6 22 89 1,690
Geschäfts‐ und Risikopolitik von Hedgefonds im Vergleich zu anderen Finanzintermediären: Sind Hedgefonds besonders gefährlich? 0 0 0 55 0 0 1 265
Hostages, free lunches and institutional gaps: the case of the European Currency Union 0 0 0 3 0 0 5 46
Information diffusion in electronic and floor trading 0 0 0 64 0 1 4 188
Instabile Finanzmärkte 0 0 1 57 0 0 5 162
Loss Allocation in Securitization Transactions 0 0 1 9 0 0 11 60
Multiplicative Background Risk 0 0 0 10 0 1 6 76
Optimization of Dividend Policy and Capital Structure with Predetermined Investments: Comment 0 0 1 46 0 1 2 184
Performance and Policy of Foundation‐owned Firms in Germany 0 0 1 15 1 1 3 46
Risk taking with additive and multiplicative background risks 0 0 0 49 0 1 3 260
Securitization of mezzanine capital in Germany 0 0 0 62 0 0 6 230
Some Remarks on Modeling the Term Structure of Interest Rates 0 0 0 8 0 1 1 31
Transformation of Banks and Bank Services 0 0 0 0 0 1 10 980
Two-dimensional risk-neutral valuation relationships for the pricing of options 0 0 0 20 0 0 3 97
Who Buys and Who Sells Options: The Role of Options in an Economy with Background Risk 0 0 1 98 0 0 5 330
Total Journal Articles 3 7 36 1,226 8 30 157 4,800


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 1 2 68 2 6 18 266
Total Chapters 0 1 2 68 2 6 18 266


Statistics updated 2020-11-03