//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Discussion paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Dealer Networks
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
50
Theory
50
Insolvency
37
Insolvenz
37
Liquidity
29
Liquidität
29
Deutschland
25
Germany
25
Credit risk
24
Estimation
24
Financial crisis
24
Finanzkrise
24
Kreditrisiko
24
Schätzung
24
Geldpolitik
21
Monetary policy
21
Bank liquidity
16
Bankenliquidität
16
Börsenkurs
15
EU countries
15
EU-Staaten
15
Financial market
15
Finanzmarkt
15
Risikoprämie
15
Risk premium
15
Share price
15
Yield curve
15
Zinsstruktur
15
Business start-up
13
Portfolio selection
13
Portfolio-Management
13
Unternehmensgründung
13
Welt
13
World
13
Bank lending
11
Bankenkrise
11
Banking crisis
11
Capital income
11
Kapitaleinkommen
11
Kreditgeschäft
11
more ...
less ...
Online availability
All
Free
154
Undetermined
1
Type of publication
All
Book / Working Paper
174
Type of publication (narrower categories)
All
Working Paper
170
Arbeitspapier
162
Graue Literatur
161
Non-commercial literature
161
Language
All
English
170
German
4
Author
All
Fecht, Falko
5
Gündüz, Yalın
5
Jank, Stephan
5
Matsumura, Marco Shinobu
5
Stahl, Konrad
5
Baltzer, Markus
4
Harhoff, Dietmar
4
Horst, Ulrich
4
Hottenrott, Hanna
4
Meinerding, Christoph
4
Moreira, Ajax
4
Schlepper, Kathi
4
Spengel, Christoph
4
Strausz, Roland
4
Degryse, Hans
3
Fricke, Daniel
3
Greppmair, Stefan
3
Hertrich, Markus
3
Kick, Thomas
3
Podlich, Natalia
3
Ristolainen, Kim
3
Schlag, Christian
3
Smajlbegovic, Esad
3
Speck, Christian
3
Vilsmeier, Johannes
3
Abbassi, Puriya
2
Alvarez, Luis H. R.
2
Anand, Kartik
2
Anders, Ulrich
2
Berger, Marius
2
Bersch, Johannes
2
Bleich, Dirk
2
Brückbauer, Frank
2
Chapman, Gary
2
Dötz, Niko
2
Eder, Armin
2
Fricke, Christoph
2
Georg, Co-Pierre
2
Giebel, Marek
2
Koetter, Michael
2
more ...
less ...
Institution
All
Centre for Economic Performance
1
Published in...
All
Discussion paper
MPRA Paper
1,056
NBER Working Papers
971
CEPR Discussion Papers
615
Working Paper
525
NBER working paper series
477
ECB Working Paper
473
Research paper series / Swiss Finance Institute
416
CESifo Working Paper
386
Economics Papers from University Paris Dauphine
375
Journal of Banking & Finance
363
Journal of banking & finance
319
CESifo working papers
310
Swiss Finance Institute Research Paper
290
Working paper / National Bureau of Economic Research, Inc.
285
NBER Working Paper
255
Journal of financial economics
236
CESifo Working Paper Series
220
Staff reports / Federal Reserve Bank of New York
217
Working paper series / European Central Bank
213
Finance
209
Journal of Financial Economics
205
Finance research letters
204
Working paper
204
IMF Working Paper
195
Journal of risk and financial management : JRFM
172
SAFE working paper
163
FEDS Working Paper
162
CFS Working Paper Series
160
Discussion paper / Tinbergen Institute
159
SAFE Working Paper
159
Staff Report
159
ZEW Discussion Papers
153
The review of financial studies
150
Cogent economics & finance
149
FRB of New York Staff Report
147
IESE Research Papers
147
International review of financial analysis
147
Discussion paper / Centre for Economic Policy Research
144
BIS Working Paper
135
more ...
less ...
Source
All
ECONIS (ZBW)
166
EconStor
8
Showing
1
-
10
of
174
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Updating the option implied probability of default methodology
Vilsmeier, Johannes
-
2014
In this paper we ‘update’ the option implied probability of default (option iPoD) approach recently suggested in the literature. First, a numerically more stable objective function for the estimation of the risk neutral density is derived whose integrals can be solved analytically. Second,...
Persistent link: https://www.econbiz.de/10010471968
Saved in:
2
OTC discount
Roure, Calebe de
;
Mönch, Emanuel
;
Pelizzon, Loriana
; …
-
2019
discount than comparable bilateral OTC trades. Dealers trade on the exchange for
immediacy
, highlighting the complementary …
Persistent link: https://www.econbiz.de/10012125222
Saved in:
3
Mandatory financial information disclosure and credit ratings
Vanhaverbeke, Steven
;
Balsmeier, Benjamin
;
Doherr, Thorsten
-
2022
When firms are forced to publicly disclose financial information, credit rating agencies are supposed to improve their risk assessments. Theory predicts such an information quality effect but also an adverse reputational concerns effect because credit analysts may become increasingly concerned...
Persistent link: https://www.econbiz.de/10013411270
Saved in:
4
The price impact of CDS trading
Gündüz, Yalın
;
Nasev, Julia
;
Gehde-Trapp, Monika
-
2013
In this paper we show that informational and real frictions in CDS markets strongly affect CDS premia. We derive this main finding using a proprietary set of individual CDS transactions cleared by the Depository Trust & Clearing Corporation. We first show that CDS traders adjust the CDS premium...
Persistent link: https://www.econbiz.de/10009751104
Saved in:
5
Inflation anchoring in the euro area
Speck, Christian
-
2016
Did the decline in inflation rates from 2012 to 2015 and the low levels of market-based inflation expectations lead to de-anchored inflation dynamics in the euro area? This paper is the first time-varying event study to investigate the reaction of inflation-linked swap (ILS) rates - a...
Persistent link: https://www.econbiz.de/10011456474
Saved in:
6
Credit risk interconnectedness : what does the market really know?
Abbassi, Puriya
;
Brownlees, Christian
;
Hans, Christina
; …
-
2016
We analyze the relation between market-based credit risk interconnectedness among banks during the crisis and the associated balance sheet linkages via funding and securities holdings. For identification, we use a proprietary dataset that has the funding positions of banks at the bank-to-bank...
Persistent link: https://www.econbiz.de/10011456511
Saved in:
7
High-frequency trading in the Bund futures market
Schlepper, Kathi
-
2016
evidence that HFTs tend to supply less
liquidity
after an unexpected rise in market volatility and prior to upcoming …
Persistent link: https://www.econbiz.de/10011483067
Saved in:
8
The time-varying impact of systematic risk factors on corporate bond spreads
Klein, Arne Christian
;
Pliszka, Kamil
-
2018
During the global financial crisis, stressed market conditions led to skyrocketing corporate bond spreads that could not be explained by conventional modeling approaches. This paper builds on this observation and sheds light on time-variations in the relationship between systematic risk factors...
Persistent link: https://www.econbiz.de/10011855295
Saved in:
9
Trading under market impact : crossing networks interacting with dealer markets
Bielagk, Jana
;
Horst, Ulrich
;
Moreno-Bromberg, Santiago
-
2017
We use a model with agency frictions to analyze the structure of a dealer market that faces competition from a crossing network. Traders are privately informed about their types (e.g. their portfolios), which is something the dealer must take into account when engaging his counterparties....
Persistent link: https://www.econbiz.de/10011705180
Saved in:
10
Listening to the noise : on price efficiency with dynamic trading
Arnold, Lutz
;
Russ, David
-
2024
This paper shows that, in the canonical dynamic rational expectations equilibrium model, public information about future noise trading is potentially detrimental to contemporaneous price efficiency. Our result supports concerns that social sentiment investing, sparked by growing availability of...
Persistent link: https://www.econbiz.de/10014559283
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->