Access Statistics for Eva Lütkebohmert

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	2	3	6	70
Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve	0	0	0	54	4	7	9	166
Failure of saddle-point method in the presence of double defaults	0	0	0	36	4	4	5	137
Funding Liquidity, Debt Tenor Structure, and Creditor's Belief: An Exogenous Dynamic Debt Run Model	0	0	0	26	1	1	1	106
Granularity adjustment for Basel II	2	7	18	1,463	17	33	70	3,989
Improved Modeling of Double Default Effects in Basel II - An Endogenous Asset Drop Model without Additional Correlation	0	0	0	116	3	3	4	344
Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information	0	0	1	3	2	3	6	14
Measuring Name Concentrations through Deep Learning	0	1	2	3	0	3	6	10
On the Relevance and Appropriateness of Name Concentration Risk Adjustments for Portfolios of Multilateral Development Banks	0	1	3	13	0	3	14	30
Robust Bernoulli Mixture Models for Credit Portfolio Risk	0	0	6	7	1	3	7	8
Robust deep hedging	0	0	0	12	2	6	6	54
Treatment of Double Default Effects within the Granularity Adjustment for Basel II	0	0	0	100	2	4	5	331
Total Working Papers	2	9	30	1,854	38	73	139	5,259

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Multiperiod Bank Run Model for Liquidity Risk	0	0	0	27	1	2	2	61
A Multiple Curve Lévy Swap Market Model	0	0	0	3	0	0	1	7
A hybrid convolutional neural network with long short-term memory for statistical arbitrage	0	1	9	61	2	4	20	112
Calculating capital charges for sector concentration risk	1	4	16	16	2	6	25	25
Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants	0	0	0	1	2	6	6	17
Empirical analysis and forecasting of multiple yield curves	0	0	4	27	1	3	11	66
Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk	0	1	1	3	1	2	3	31
Failure of the saddlepoint method in the presence of double defaults	0	0	0	0	2	2	5	5
Granularity Adjustment for Regulatory Capital Assessment	0	2	15	164	2	19	56	644
Improved robust price bounds for multi-asset derivatives under market-implied dependence information	0	0	0	0	1	3	4	8
Investor sentiment and global economic conditions	1	1	3	4	3	5	9	21
Measuring name concentrations through deep learning	0	0	0	0	1	1	1	1
Name concentration risk in Multilateral Development Banks’ portfolios: Measurement and capital adequacy implications	2	7	7	7	4	23	24	24
OPTIMAL CROSS-CURRENCY MORTGAGE DECISIONS	0	0	0	5	0	0	0	13
OPTIMALITY OF PAYOFFS IN LÉVY MODELS	0	0	0	1	1	2	4	19
Robust deep hedging	0	0	0	3	1	2	2	8
Robust statistical arbitrage strategies	0	0	0	20	1	2	4	54
Rollover risk and credit risk under time-varying margin	0	0	0	4	1	3	4	24
Tightening robust price bounds for exotic derivatives	0	0	1	9	1	2	3	37
Treatment of double default effects within the granularity adjustment for Basel II	0	0	0	0	2	2	2	2
VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES	0	0	0	6	0	1	3	27
Wealth management products, banking competition, and stability: Evidence from China	0	2	3	11	0	6	10	54
Total Journal Articles	4	18	59	372	29	96	199	1,260

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Statistics updated 2026-01-09