185 Results

1. 2017
2. Published

   The Effect of Tax Preparation Expenses for Employees: Evidence from Germany

   Blaufus, K., Hechtner, F. & Möhlmann, A., 13 Mar 2017, In: Contemporary accounting research. 34, 1, p. 525-554 30 p.

   Research output: Contribution to journal › Article › Research › peer review

3. Published

   About depression babies and red diaper babies: Do macroeconomic experiences affect everybody's risk taking in the same way?

   Cordes, H. & Dierkes, M., 16 Feb 2017, In: Journal of Behavioral and Experimental Finance. 13, p. 25-27 3 p.

   Research output: Contribution to journal › Article › Research › peer review

4. Published

   Measures of Systemic Risk

   Feinstein, Z., Rudloff, B. & Weber, S., Jan 2017, In: SIAM Journal on Financial Mathematics. 8, 1, p. 672-708 37 p.

   Research output: Contribution to journal › Article › Research › peer review

5. 2016
6. Published

   Prediction of extreme price occurrences in the German day-ahead electricity market

   Hagfors, L. I., Kamperud, H. H., Paraschiv, F., Prokopczuk, M., Sator, A. & Westgaard, S., 1 Dec 2016, In: Quantitative Finance. 16, 12, p. 1929-1948 20 p.

   Research output: Contribution to journal › Article › Research › peer review

7. Published

   A moment-based analytic approximation of the risk-neutral density of American options

   Arismendi, J. C. & Prokopczuk, M., 1 Nov 2016, In: Applied Mathematical Finance. 23, 6, p. 409-444 36 p.

   Research output: Contribution to journal › Article › Research › peer review

8. Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets

   Prokopczuk, M., Symeonidis, L. & Wese Simen, C., 1 Aug 2016, In: Journal of Futures Markets. 36, 8, p. 758-792 35 p.

   Research output: Contribution to journal › Article › Research › peer review

9. Published

   Estimating Beta

   Hollstein, F. & Prokopczuk, M., Aug 2016, In: Journal of Financial and Quantitative Analysis. 51, 4, p. 1437-1466 30 p.

   Research output: Contribution to journal › Article › Research › peer review

10. Minimum return guarantees, investment caps, and investment flexibility

    Mahayni, A. & Schneider, J. C., 1 Jul 2016, In: Review of derivatives research. 19, 2, p. 85-111 27 p.

    Research output: Contribution to journal › Article › Research › peer review

11. Published

    Inference on the long-memory properties of time series with non-stationary volatility

    Demetrescu, M. & Sibbertsen, P., Jul 2016, In: Economics letters. 144, p. 80-84 5 p.

    Research output: Contribution to journal › Article › Research › peer review

12. Published

    Seasonal Stochastic Volatility: Implications for the pricing of commodity options

    Arismendi, J. C., Back, J., Prokopczuk, M., Paschke, R. & Rudolf, M., May 2016, In: Journal of Banking and Finance. 66, p. 53-65 13 p.

    Research output: Contribution to journal › Article › Research › peer review

13. Innovating across boundaries: A portfolio perspective on innovation partnerships of multinational corporations

    Piening, E. P., Salge, T. O. & Schäfer, S., 1 Apr 2016, In: Journal of world business. 51, 3, p. 474-485 12 p.

    Research output: Contribution to journal › Article › Research › peer review

14. Published

    Letter from the editors

    Prokopczuk, M., Simkins, B. J. & Westgaard, S., 1 Mar 2016, In: Journal of Commodity Markets. 1, 1, p. 1-2 2 p.

    Research output: Contribution to journal › Editorial in journal › Research

15. Published

    Editorial

    Graf von der Schulenburg, J. M., 1 Feb 2016, In: Zeitschrift fur die gesamte Versicherungswissenschaft. 105, 1

    Research output: Contribution to journal › Editorial in journal › Research › peer review

16. Published

    Jump and variance risk premia in the S&P 500

    Neumann, M., Prokopczuk, M. & Wese Simen, C., 1 Jan 2016, In: Journal of Banking and Finance. 69, p. 72-83 12 p.

    Research output: Contribution to journal › Article › Research › peer review

17. Published

    Contests, private provision of public goods and evolutionary stability

    Wagener, A., Jan 2016, In: Economics letters. 138, p. 34-37 4 p.

    Research output: Contribution to journal › Article › Research › peer review

18. 2015
19. Published

    The Axiomatic Approach to Risk Measures for Capital Determination

    Föllmer, H. & Weber, S., 7 Dec 2015, In: Annual Review of Financial Economics. 7, p. 301-337 37 p.

    Research output: Contribution to journal › Review article › Research › peer review

20. Published

    School-track environment or endowment: What determines different other-regarding behavior across peer groups?

    John, K. & Thomsen, S. L., 15 Oct 2015, In: Games and economic behavior. 94, p. 122-141 20 p.

    Research output: Contribution to journal › Article › Research › peer review

21. Published

    Booms and Busts in Commodity Markets: Bubbles or Fundamentals?

    Brooks, C., Prokopczuk, M. & Wu, Y., 1 Oct 2015, In: Journal of Futures Markets. 35, 10, p. 916-938 23 p.

    Research output: Contribution to journal › Article › Research › peer review

22. Make or Buy or Something Else? Ein Vorschlag zur Stärkung der Internen-Rating-Kompetenz der Versicherungswirtschaft

    Linderkamp, T., Schwarzbach, C., Korn, M., Schwalba, M. & Graf von der Schulenburg, J. M., Aug 2015, In: Zeitschrift fur die gesamte Versicherungswissenschaft. 104, 3, p. 271-283 13 p.

    Research output: Contribution to journal › Article › Research › peer review

23. Published

    Self-serving bias and tax morale

    Blaufus, K., Braune, M., Hundsdoerfer, J. & Jacob, M., Jun 2015, In: Economics letters. 131, p. 91-93 3 p.

    Research output: Contribution to journal › Article › Research › peer review