Access Statistics for Eva Lütkebohmert

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
Absolutely continuous laws of Jump-Diffusions in finite and infinite dimensions with applications to mathematical Finance 0 0 0 21 0 1 3 67
Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve 0 0 0 54 0 1 3 159
Failure of saddle-point method in the presence of double defaults 0 0 0 36 0 1 2 133
Funding Liquidity, Debt Tenor Structure, and Creditor's Belief: An Exogenous Dynamic Debt Run Model 0 0 0 26 0 0 1 105
Granularity adjustment for Basel II 1 2 14 1,456 1 5 49 3,956
Improved Modeling of Double Default Effects in Basel II - An Endogenous Asset Drop Model without Additional Correlation 0 0 0 116 0 0 1 341
Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information 0 0 1 3 0 1 3 11
Measuring Name Concentrations through Deep Learning 0 0 1 2 1 1 4 7
On the Relevance and Appropriateness of Name Concentration Risk Adjustments for Portfolios of Multilateral Development Banks 0 0 2 12 2 3 12 27
Robust Bernoulli mixture models for credit portfolio risk 0 0 7 7 1 2 5 5
Robust deep hedging 0 0 0 12 0 0 0 48
Treatment of Double Default Effects within the Granularity Adjustment for Basel II 0 0 0 100 0 0 2 327
Total Working Papers 1 2 25 1,845 5 15 85 5,186

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multiperiod Bank Run Model for Liquidity Risk 0 0 1 27 0 0 1 59
A Multiple Curve Lévy Swap Market Model 0 0 0 3 0 0 2 7
A hybrid convolutional neural network with long short-term memory for statistical arbitrage 1 2 11 60 1 3 25 108
Calculating capital charges for sector concentration risk 1 3 12 12 1 6 19 19
Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants 0 0 0 1 0 0 0 11
Empirical analysis and forecasting of multiple yield curves 1 1 5 27 1 1 11 63
Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk 0 0 0 2 0 0 1 29
Failure of the saddlepoint method in the presence of double defaults 0 0 0 0 0 2 3 3
Granularity Adjustment for Regulatory Capital Assessment 0 5 15 162 1 16 47 625
Improved robust price bounds for multi-asset derivatives under market-implied dependence information 0 0 0 0 0 0 4 5
Investor sentiment and global economic conditions 0 1 3 3 0 1 5 16
OPTIMAL CROSS-CURRENCY MORTGAGE DECISIONS 0 0 0 5 0 0 1 13
OPTIMALITY OF PAYOFFS IN LÉVY MODELS 0 0 0 1 0 0 2 17
Robust deep hedging 0 0 0 3 0 0 0 6
Robust statistical arbitrage strategies 0 0 1 20 0 0 4 52
Rollover risk and credit risk under time-varying margin 0 0 0 4 0 1 2 21
Tightening robust price bounds for exotic derivatives 0 0 1 9 0 0 1 35
Treatment of double default effects within the granularity adjustment for Basel II 0 0 0 0 0 0 0 0
VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES 0 0 0 6 0 2 2 26
Wealth management products, banking competition, and stability: Evidence from China 0 1 1 9 0 1 6 48
Total Journal Articles 3 13 50 354 4 33 136 1,163

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06