185 Results

1. 2012
2. Published

   On tests for linearity against STAR models with deterministic trends

   Kaufmann, H., Kruse, R. & Sibbertsen, P., Oct 2012, In: Economics letters. 117, 1, p. 268-271 4 p.

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

3. Risk premia in covered bond markets

   Prokopczuk, M. & Vonhoff, V., 1 Sept 2012, In: Journal of Fixed Income. 22, 2, p. 19-29 11 p.

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

4. The value of extended delegation in dynamic agency

   Schöndube-Pirchegger, B. & Schöndube, J. R., 24 Jul 2012, In: Management Accounting Research. 23, 3, p. 158-170 13 p.

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

5. Published

   Chancen und Herausforderungen der Rückversicherung in der gesetzlichen Krankenversicherung

   Schwarzbach, C., Krummaker, S. & Graf V. D. Schulenburg, J. M., May 2012, In: Zeitschrift fur die gesamte Versicherungswissenschaft. 101, 2, p. 209-222 14 p.

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

6. Published

   The treatment effect, the cross difference, and the interaction term in nonlinear "difference-in-differences" models

   Puhani, P. A., Apr 2012, In: Economics letters. 115, 1, p. 85-87 3 p.

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

7. Published

   Corporate Management of Highly Dynamic Risks: Evidence from the Demand for Terrorism Insurance in Germany

   Thomann, C., Pascalau, R. & Von Der Schulenburg, J. M. G., Mar 2012, In: GENEVA Risk and Insurance Review. 37, 1, p. 57-82 26 p.

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

8. Published

   Long memory and changing persistence

   Kruse, R. & Sibbertsen, P., Mar 2012, In: Economics letters. 114, 3, p. 268-272 5 p.

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

9. Published

   Danksagung

   Graf Von Der Schulenburg, J. M., Feb 2012, In: Zeitschrift fur die gesamte Versicherungswissenschaft. 101, 1, p. 1 1 p.

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

10. 2011
11. Published

    Eine Notiz zum Thema "Nachhaltigkeit als Kernelement der Versicherungswirtschaft"

    Von Der Schulenburg, J. M. G., Dec 2011, In: Zeitschrift fur die gesamte Versicherungswissenschaft. 100, 5, p. 611-613 3 p.

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

12. Optimal portfolio choice in the presence of domestic systemic risk: Empirical evidence from stock markets

    Prokopczuk, M., 1 Nov 2011, In: Decisions in Economics and Finance. 34, 2, p. 141-168 28 p.

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

13. American option valuation: Implied calibration of GARCH pricing models

    Weber, M. & Prokopczuk, M., 1 Oct 2011, In: Journal of Futures Markets. 31, 10, p. 971-994 24 p.

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

14. Published

    Auswirkungen der EU-Vermittlerrichtlinie auf die deutsche Vermittlerlandschaft

    Schwarzbach, C., Klosterkemper, C., Lohse, U. & Graf V. D. Schulenburg, J. M., Aug 2011, In: Zeitschrift fur die gesamte Versicherungswissenschaft. 100, 3, p. 369-387 19 p.

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

15. A note on representativeness and household finance

    Dierkes, M., Klos, A. & Langer, T., 10 Jun 2011, In: Economics letters. 113, 1, p. 62-64 3 p.

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

16. Pricing and hedging in the freight futures market

    Prokopczuk, M., 1 May 2011, In: Journal of Futures Markets. 31, 5, p. 440-464 25 p.

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

17. Published

    Die Zeitschrift für die gesamte Versicherungswissenschaft wird 100!

    Graf Von Der Schulenburg, J. M., Feb 2011, In: Zeitschrift fur die gesamte Versicherungswissenschaft. 100, 1, p. 1-2 2 p.

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

18. Published

    Dividend policy and the global financial crisis: empirical evidence from the Italian insurance industry

    Basse, T., Reddemann, S., Riegler, J. J. & Graf Von Der Schulenburg, J. M., Feb 2011, In: Zeitschrift fur die gesamte Versicherungswissenschaft. 100, 1, p. 131-140 10 p.

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

19. 2010

20. Commodity derivatives valuation with autoregressive and moving average components in the price dynamics

    Paschke, R. & Prokopczuk, M., 1 Nov 2010, In: Journal of Banking and Finance. 34, 11, p. 2742-2752 11 p.

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

21. Intra-industry contagion effects of earnings surprises in the banking sector

    Prokopczuk, M., 14 Oct 2010, In: Applied Financial Economics. 20, 20, p. 1601-1613 13 p.

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

22. Published

    Impact of the Introduction of the Social Long-Term Care Insurance in Germany on Financial Security Assessment in Case of Long-Term Care Need

    Zuchandke, A., Reddemann, S., Krummaker, S. & Von Der Schulenburg, J. M. G., 1 Oct 2010, In: Geneva Papers on Risk and Insurance: Issues and Practice. 35, 4, p. 626-643 18 p.

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

23. Published

    Does a military draft discourage enrollment in higher education?

    Keller, K., Poutvaara, P. & Wagener, A., Jun 2010, In: FINANZARCHIV. 66, 2, p. 97-120 24 p.

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