185 Results

1. 2015
2. Published

   The impact of model risk on capital reserves: a quantitative analysis

   Bertram, P., Sibbertsen, P. & Stahl, G., 15 May 2015, In: Journal of risk. 17, 5, p. 67-97 31 p.

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

3. Published

   Time-variations in commodity price jumps

   Diewald, L., Prokopczuk, M. & Wese Simen, C., 1 Mar 2015, In: Journal of Empirical Finance. 31, p. 72-84 13 p.

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

4. Published

   Editorial

   Lohse, U., Feb 2015, In: Zeitschrift fur die gesamte Versicherungswissenschaft. 104, 1

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

5. 2014
6. Published

   Insurance demand and first-order risk increases under (μ, σ)-preferences revisited

   Eichner, T. & Wagener, A., Dec 2014, In: Finance research letters. 11, 4, p. 326-331 6 p.

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

7. Published

   Income Tax Compliance Costs of Working Individuals: Empirical Evidence from Germany

   Blaufus, K., Eichfelder, S. & Hundsdoerfer, J., Nov 2014, In: Public Finance Review. 42, 6, p. 800-829 30 p.

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

8. Published

   Laboratory federalism: The open method of coordination (OMC) as an evolutionary learning process

   Ania, A. B. & Wagener, A., 15 Aug 2014, In: Journal of public economic theory. 16, 5, p. 767-795 29 p.

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

9. Published

   Financial sustainability of the German statutory pension scheme through 2060: Can higher fertility rates and immigration mitigate the financial pressure?

   Zuchandke, A., Lohse, U. & von der Schulenburg, J. M. G., Aug 2014, In: Zeitschrift fur die gesamte Versicherungswissenschaft. 103, 3, p. 283-299 17 p.

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

10. Published

    Accounting change and value creation in public services-Do relational archetypes make a difference in improving public service performance?

    Bruns, H. J., Jul 2014, In: Critical Perspectives on Accounting. 25, 4-5, p. 339-367 29 p.

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

11. Published

    Property taxes and dynamic efficiency: A correction

    Homburg, S., Jun 2014, In: Economics letters. 123, 3, p. 327-328 2 p.

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

12. Published

    Testing for a break in the persistence in yield spreads of EMU government bonds

    Sibbertsen, P., Wegener, C. & Basse, T., Apr 2014, In: Journal of Banking and Finance. 41, p. 109-118 10 p.

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

13. The importance of the volatility risk premium for volatility forecasting

    Prokopczuk, M. & Wese Simen, C., Mar 2014, In: Journal of Banking and Finance. 40, 1, p. 303-320 18 p.

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

14. Published

    Are interest rates too low? Empirical evidence and implications for German life insurers

    Basse, T., Friedrich, M., Kleffner, A. & Graf Von Der Schulenburg, J. M., Feb 2014, In: Zeitschrift fur die gesamte Versicherungswissenschaft. 103, 1, p. 31-43 13 p.

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

15. Published

    Security Returns and Tax Aversion Bias: Behavioral Responses to Tax Labels

    Blaufus, K. & Möhlmann, A., 2014, In: Journal of Behavioral Finance. 15, 1, p. 56-69 14 p.

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

16. 2013

17. Commodity price dynamics and derivative valuation: A review

    Back, J. & Prokopczuk, M., 1 Sept 2013, In: International Journal of Theoretical and Applied Finance. 16, 6, 1350032.

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

18. Business credit information sharing and default risk of private firms

    Dierkes, M., Erner, C., Langer, T. & Norden, L., 26 Apr 2013, In: Journal of Banking and Finance. 37, 8, p. 2867-2878 12 p.

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

19. The dynamics of commodity prices

    Brooks, C. & Prokopczuk, M., 1 Apr 2013, In: Quantitative Finance. 13, 4, p. 527-542 16 p.

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

20. Published

    A distributional approach to comparing vulnerability, applied to rural provinces in Thailand and Vietnam

    Hardeweg, B., Wagener, A. & Waibel, H., Apr 2013, In: Journal of Asian Economics. 25, p. 53-65 13 p.

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

21. Credit risk in covered bonds

    Prokopczuk, M., Siewert, J. B. & Vonhoff, V., 1 Mar 2013, In: Journal of empirical finance. 21, 1, p. 102-120 19 p.

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

22. Commodity futures prices: More evidence on forecast power, risk premia and the theory of storage

    Brooks, C., Prokopczuk, M. & Wu, Y., 1 Feb 2013, In: Quarterly Review of Economics and Finance. 53, 1, p. 73-85 13 p.

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

23. Seasonality and the valuation of commodity options

    Back, J., Prokopczuk, M. & Rudolf, M., 1 Feb 2013, In: Journal of Banking and Finance. 37, 2, p. 273-290 18 p.

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