Publications

2002

23-12-2002 2002/17 Collateral, Relationship Lending and Financial Distress: An Empirical Study on Financial Contracting

Ralf Elsas (Goethe University Frankfurt) / Jan Pieter Krahnen (Goethe University Frankfurt, Center for Financial Studies, and CEPR)

Category: CFS Working Paper, 2002, G21

07-08-2002 Newsletter 2/02

Category: CFS Newsletter, 2002

16-04-2002 2002/16 Over-Allotment Options in IPOs on Germany's Neuer Markt - An Empirical Investigation -

Stefanie A. Franzke (Center for Financial Studies) / Christian Schlag (Goethe University Frankfurt)

Category: CFS Working Paper, 2002, G32, G13

15-04-2002 2002/15 Activist Stabilization Policy and Inflation: The Taylor Rule in the 1970s

Athanasios Orphanides (Board of Governors of the Federal Reserve System)

Category: CFS Working Paper, 2002, E3, E52, E58

14-04-2002 2002/14 The Pricing Puzzle: The Default Term Structure of Collateralised Loan Obligations

Andreas A. Jobst (London School of Economics and Political Science (LSE), Financial Markets Group (FMG) / Goethe University Frankfurt)

Category: CFS Working Paper, 2002, C15, C22, D82, F34, G13, G18, G20

13-04-2002 2002/13 Collateralised Loan Obligations (CLOs) - A Primer

Andreas A. Jobst (London School of Economics and Political Science (LSE), Financial Markets Group (FMG) / Goethe University Frankfurt)

Category: CFS Working Paper, 2002, E3, E52, E58

12-04-2002 2002/12 On the Short and Long Term Real Effects of Nominal Exchange Rates

Yunus Aksoy (University of Kent at Canterbury) / Hanno Lustig (University of Chicago)

Category: CFS Working Paper, 2002, C33

11-04-2002 2002/11 Core Inflation in the Euro Area: An Application of the Generalized Dynamic Factor Model

Elke Hahn (Center for Financial Studies)

 

Category: CFS Working Paper, 2002, C33, E31

10-04-2002 2002/10 Mixed Normal Conditional Heteroskedasticity

Stefan Mittnik (University of Kiel / Center for Financial Studies) / Markus Haas (University of Kiel) / Marc S. Paolella (University of Kiel)

Category: CFS Working Paper, 2002, C22, C51, G10

08-04-2002 2002/09 The Credibility of Central Bank Announcements

Marco Hoeberichts (De Nederlandsche Bank)

 

Category: CFS Working Paper, 2002, E52, E58

07-04-2002 2002/07 Exit Timing of Venture Capitalists in the Course of an Initial Public Offering

Werner Neus (University of Tübingen) / Uwe Walz (Goethe University Frankfurt/Main / CEPR / Center for Financial Studies)

Category: CFS Working Paper, 2002, G24, G14, D82

06-04-2002 2002/06 Internalisierung und Marktqualität: Was bringt Xetra Best?

Erik Theissen (University of Bonn)

Category: CFS Working Paper, 2002, G10, G14

05-04-2002 2002/05 Return and Volatility Spillovers to Industry Returns: Does EMU Play a Role?

Bernd Kaltenhäuser (Deutsche Bundesbank)

Category: CFS Working Paper, 2002, G01, F36

04-04-2002 2002/04 Forecasting Stock Market Volatility and the Informational Efficiency of the DAX-index Options Market

Holger Claessen (Deutsche Bank AG) / Stefan Mittnik (University of Kiel / Center for Financial Studies)

Category: CFS Working Paper, 2002, G14, C22, C53

03-04-2002 2002/03 Money-Back Guarantees in Individual Pension Accounts: Evidence from the German Pension Reform

Raimond Maurer (Goethe University Frankfurt) / Christian Schlag (Goethe University Frankfurt)

Category: CFS Working Paper, 2002, G11, G23, G28

02-04-2002 2002/02 Why Borrowers Pay Premiums to Larger Lenders: Empirical Evidence from Sovereign Syndicated Loans

Issam Hallak (Center for Financial Studies)

Category: CFS Working Paper, 2002, F34, G21, G33

01-04-2002 2002/01 Die Vertragsbeziehung zwischen Investoren und Venture Capital-Fonds: Eine empirische Untersuchung des europäischen Venture Capital-Marktes

Stefan Feinendegen (Goethe University Frankfurt) / Daniel Schmidt (VCM Center of Private Equity Research and Goethe University Frankfurt) / Mark Wahrenburg (Goethe University Frankfurt)

Category: CFS Working Paper, 2002, G32

16-01-2002 Newsletter 1/02

Category: CFS Newsletter, 2002

01-01-2002 Finanzmärkte und E-Commerce & Cross Border Financial Integration - Trends, Strategies and Lessons Learnt

"Beiträge zum CFScolloquium", Volume 44

Category: Other publications, 2002