Spread Risk Premia in Corporate Credit Default Swap Markets

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

Regulation, Credit Risk Transfer with CDS, and Bank Lending

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

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

Networks and News in Credit Risk Management

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

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

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

Post-financial crisis times: Only a short phase of re-intermediation and re-direction to boring banking business models? Regulatory burden, fintech competition and concentration processes

Vierteljahrshefte zur Wirtschaftsforschung, Vol. 87 (2018), Iss. 4 : pp. 87–117

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

Leverage Ratios for Different Bank Business Models

Credit and Capital Markets – Kredit und Kapital, Vol. 50 (2017), Iss. 4 : pp. 545–573

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

The Time Variation of Liquidity Risk on US Stock Markets

Credit and Capital Markets – Kredit und Kapital, Vol. 51 (2018), Iss. 2 : pp. 205–225

The Bank Lending Channel with Endogenous Money - A Simple Macro Model

Credit and Capital Markets – Kredit und Kapital, Vol. 48 (2015), Iss. 4 : pp. 567–595

Stock Repurchases, ESG Ratings and Systemic Risk in Banking

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

Vergleichende Analyse alternativer Kreditrisikomodelle

Credit and Capital Markets – Kredit und Kapital, Vol. 33 (2000), Iss. 2 : pp. 235–257

Ein dynamisches Modell der Kreditbeziehungen zwischen einer Bank und ihren Kreditnehmern

Credit and Capital Markets – Kredit und Kapital, Vol. 14 (1981), Iss. 1 : pp. 94–113

Risk-Taking and Solvency Regulation in Banking – A Note –

Credit and Capital Markets – Kredit und Kapital, Vol. 43 (2010), Iss. 3 : pp. 339–347

Über die Vorteilhaftigkeit von Copula-GARCH-Modellen im finanzwirtschaftlichen Risikomanagement

Credit and Capital Markets – Kredit und Kapital, Vol. 44 (2011), Iss. 4 : pp. 543–577

The Link Between Incomplete Information on the Interbank Network and Counterparty Risk

Credit and Capital Markets – Kredit und Kapital, Vol. 52 (2019), Iss. 2 : pp. 213–227