Spread Risk Premia in Corporate Credit Default Swap Markets

Credit and Capital Markets – Kredit und Kapital, Vol. 47 (2014), Iss. 4 : pp. 571–610

Corporate Social Irresponsibility and Credit Risk Prediction: A Machine Learning Approach

Credit and Capital Markets – Kredit und Kapital, Vol. 53 (2020), Iss. 4 : pp. 513–554

Regulation, Credit Risk Transfer with CDS, and Bank Lending

Credit and Capital Markets – Kredit und Kapital, Vol. 46 (2013), Iss. 4 : pp. 439–465

Concentration Risk under Pillar 2: When are Credit Portfolios Infinitely Fine Grained?

Credit and Capital Markets – Kredit und Kapital, Vol. 41 (2008), Iss. 1 : pp. 79–124

Stochastie Essentials for the Risk Management of Credit Portfolios

Credit and Capital Markets – Kredit und Kapital, Vol. 36 (2003), Iss. 1 : pp. 52–81

2nd International Conference on Credit Analysis and Risk Management 2013 in Basel – Challenging the Establishment

Credit and Capital Markets – Kredit und Kapital, Vol. 47 (2014), Iss. 2 : pp. 367–375

Networks and News in Credit Risk Management

Credit and Capital Markets – Kredit und Kapital, Vol. 52 (2019), Iss. 2 : pp. 229–250

Adapt to the Outside But Stay True to Your DNA-Report on the 5th International Conference on Credit Risk Analysis and Management

Credit and Capital Markets – Kredit und Kapital, Vol. 51 (2018), Iss. 3 : pp. 491–500

Transformation Needed

Report on the 6th International Conference on Credit Risk Analysis and Management

Credit and Capital Markets – Kredit und Kapital, Vol. 53 (2020), Iss. 2 : pp. 285–298

Catching up with Complexity – Report on the 4th International Conference on Credit Risk Analysis and Management

Credit and Capital Markets – Kredit und Kapital, Vol. 48 (2015), Iss. 4 : pp. 693–702

Systemic Usury and the European Consumer Credit Directive

Vierteljahrshefte zur Wirtschaftsforschung, Vol. 89 (2020), Iss. 1 : pp. 115–132

On the Valuation and Analysis of Risky Debt: A Practical Approach Using Rating Migrations

Credit and Capital Markets – Kredit und Kapital, Vol. (2024), Online First : pp. 1–26

On the Valuation and Analysis of Risky Debt: A Practical Approach Using Rating Migrations

Credit and Capital Markets – Kredit und Kapital, Vol. 56 (2023), Iss. 3-4 : pp. 287–312

Do Large TARGET2 Balances Bear Risks for the Euro Area?

Credit and Capital Markets – Kredit und Kapital, Vol. 55 (2022), Iss. 1 : pp. 3–34

The ECB’s 2019 Liquidity Stress Test: An Event Study Evaluating the Impact on Owners and Creditors

Credit and Capital Markets – Kredit und Kapital, Vol. 54 (2021), Iss. 2 : pp. 223–263

Credit Spreads und ihre Determinanten: Eine empirische Analyse für Deutschland

Credit and Capital Markets – Kredit und Kapital, Vol. 41 (2008), Iss. 1 : pp. 59–78

On the Valuation and Analysis of Risky Debt: A Theoretical Approach Using a Multivariate Extension of the Merton Model

Credit and Capital Markets – Kredit und Kapital, Vol. 56 (2023), Iss. 2 : pp. 197–232

The Non-Standard Monetary Policy Measures of the ECB: Motivations, Effectiveness and Risks

Credit and Capital Markets – Kredit und Kapital, Vol. 51 (2018), Iss. 4 : pp. 513–560

Loss Potential from Credit Derivative Use by Corporate Bond Funds under U.S. and German Regulation – A Cross Country Comparison

Credit and Capital Markets – Kredit und Kapital, Vol. 49 (2016), Iss. 2 : pp. 245–298

Stock Repurchases, ESG Ratings and Systemic Risk in Banking

Vierteljahreshefte zur Arbeits- und Wirtschaftsforschung, Vol. 1 (2024), Iss. 2 : pp. 207–223