1. 2014
  2. E-pub ahead of print

    Computation of compound distributions i: Aliasing errors and exponential tilting

    Grübel, R. & Hermesmeier, R., 29 Aug 2014, (E-pub ahead of print) In: Astin bulletin. 29, 2, p. 197-214 18 p.

    Research output: Contribution to journalArticleResearchpeer review

  3. 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 journalArticleResearchpeer review

  4. 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 journalArticleResearchpeer review

  5. E-pub ahead of print

    Property taxes and dynamic efficiency: A correction

    Homburg, S., 25 Mar 2014, (E-pub ahead of print) In: Economics letters. 123, 3, p. 327-328 2 p.

    Research output: Contribution to journalArticleResearchpeer review

  6. 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 journalArticleResearchpeer review

  7. 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 journalArticleResearchpeer review

  8. 2013
  9. 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 journalArticleResearchpeer review

  10. 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 journalArticleResearchpeer review

  11. 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 journalArticleResearchpeer review

  12. 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 journalArticleResearchpeer review

  13. 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 journalArticleResearchpeer review

  14. 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 journalArticleResearchpeer review

  15. 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 journalArticleResearchpeer review

  16. 2012
  17. 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 journalArticleResearchpeer review

  18. 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 journalArticleResearchpeer review

  19. 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 journalArticleResearchpeer review

  20. 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 journalArticleResearchpeer review

  21. 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 journalArticleResearchpeer review

  22. 2011
  23. 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 journalArticleResearchpeer review

  24. 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 journalArticleResearchpeer review