.
Uhrig-Homburg, Marliese's
Scholarly Papers
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column.
Aggregate Statistics
Total 7,068
Total Citations 51
1.
Wagner, Michael Wolfgang University of Karlsruhe (TH)
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
Posted:
01 Nov 06
Last Revised:
26 Feb 10
1,876(3,137)
14
CO2 emission certificates, price dynamics, CO2 forwards
2.
Bühler, Wolfgang University of New South Wales, Australian Business School
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
Walter, Ulrich University of Mannheim
Weder, Thomas University of Mannheim
1,613(4,101)
1
3.
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
Kempf, Alexander University of Cologne - Department of Finance & Centre for Financial Research (CFR)
831(12,417)
7
4.
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
525(23,939)
15
5.
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
Schläfer, Timo University of Karlsruhe
Posted:
16 May 09
Last Revised:
26 Feb 11
489(26,244)
Market-implied recovery rate, risk-neutral probability of default, LCDS, CDS, loan-only credit default swap, capital structure, probability distribution of recovery, risk aversion
6.
Seifert, Jan University of Karlsruhe (TH)
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
424(31,634)
6
electricity prices, jump diffusion, derivatives pricing
7.
Hitzemann, Steffen Karlsruhe Institute of Technology
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
Posted:
17 Feb 11
Last Revised:
22 Feb 13
309(46,745)
emission permits, spot and futures price dynamics, carbon derivatives, stochastic optimal control
8.
Korn , Olaf Georg-August-Universität Göttingen
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
281(51,989)
option pricing, lead-lag effects
9.
Schuster, Philipp Karlsruhe Institute of Technology
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
Posted:
02 Apr 12
Last Revised:
15 Mar 13
188(79,476)
bond liquidity, term structure of illiquidity premiums, regime-switching, financial crisis, flight-to-liquidity
10.
Korn , Olaf Georg-August-Universität Göttingen
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
Paschke, Clemens affiliation not provided to SSRN
173(86,046)
1
stock option plans, robustness, accounting valuation, corporate governance
11.
Kunisch, Michael University of Karlsruhe
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
167(88,877)
dependent default, contagion, top-down approach, reduced-form models, valuation of defaultable securities
12.
Gunduz, Yalin Deutsche Bundesbank
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
Posted:
19 Feb 09
Last Revised:
23 Jan 11
101(134,298)
1
Credit risk, structural models, reduced-form models, default intensity, stationary leverage, credit default swaps
13.
Korn , Olaf Georg-August-Universität Göttingen
Paschke, Clemens affiliation not provided to SSRN
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
65(176,355)
1
stock option plans, robustness, accounting valuation, corporate governance
14.
Schuster, Philipp Karlsruhe Institute of Technology
Trapp, Monika University of Cologne
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
24(261,569)
bond liquidity, term structure of liquidity premia, heterogeneous agents, aging effect, trading volume, equilibrium
15.
Investment Timing When External Financing is Costly
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Hirth, Stefan University of Aarhus
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
Posted:
06 Mar 05
Last Revised:
19 Nov 11
2(335,975)
5
Hirth, Stefan University of Aarhus
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
2
5
Hirth, Stefan University of Aarhus
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
Posted:
06 Mar 05
Last Revised:
19 Nov 11
0
investment timing, underinvestment, overinvestment, real option valuation, costly external financing
16.
Schläfer, Timo University of Karlsruhe
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
Posted:
09 Nov 08
Last Revised:
23 Feb 11
CDS, LCDS, Loan-only Credit Default Swap
17.
Seifert, Jan University of Karlsruhe (TH)
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
Wagner, Michael Wolfgang University of Karlsruhe (TH)
Posted:
05 Mar 08
Last Revised:
26 Jun 09
CO2 emission certificates, emissions trading, spot price process, stochastic optimal control
18.
Hirth, Stefan University of Aarhus
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
Posted:
03 Mar 08
Last Revised:
19 Nov 11
investment timing, liquidity, agency costs of debt, capital structure, real options
19.
Wagner, Michael Wolfgang University of Karlsruhe (TH)
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
Posted:
19 Feb 06
Last Revised:
27 Oct 08
CO2 emission certificates, market environment, CO2 derivatives, expert survey
20.
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
Continuous-time bankruptcy model, corporate bond pricing, credit spreads, equity finance costs, optimal capital structure
21.
Duellmann, Klaus Deutsche Bundesbank
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
Windfuhr, Marc affiliation not provided to SSRN
22.
Duellmann, Klaus Deutsche Bundesbank
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
Windfuhr, Marc affiliation not provided to SSRN
Credit spreads, term structure estimation, bond ratings
23.
Importance of Mean-Reversion of Interest Rate Processes for Options: The Example of Range Warrants
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Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
Posted:
02 Feb 99
Last Revised:
19 May 99
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
0
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
0
24.
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
25.
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
