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EBS: Finance, Accounting, Real Estate (Topic)

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Viewing: 1 - 12 of 12 papers

1.

Changing Risk Perception and the Time-Varying Price of Risk

Review of Finance, Vol. 20, No. 4, 2016.
Number of pages: 38 Posted: 10 Mar 2011 Last Revised: 03 Dec 2016
Accepted Paper Series
University of St. Gallen - School of Finance, University of Vienna - Faculty of Business, Economics, and Statistics and EBS Universität für Wirtschaft und Recht - EBS Business School

Multiple version iconThere are 3 versions of this paper

Downloads 898
2.

Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk (SDSVaR) Approach

Journal of Financial and Quantitative Analysis (JFQA), Vol. 49, No. 3, 2014
Number of pages: 42 Posted: 11 Nov 2010 Last Revised: 08 Jun 2015
Accepted Paper Series
University of St. Gallen, University of St. Gallen - School of Finance and Halle Institute for Economic Research
Downloads 638
3.

Bank Owners or Bank Managers: Who is Keen on Risk? Evidence from the Financial Crisis

European Business School Research Paper No. 10-02
Number of pages: 40 Posted: 19 Feb 2010 Last Revised: 28 Feb 2010
Working Paper Series
Halle Institute for Economic Research and Deutsche Bundesbank

Multiple version iconThere are 3 versions of this paper

Downloads 636
4.

The Impact of Macroeconomic Announcements on Implied Volatility

Applied Financial Economics, Vol. 21, No. 21, 2011
Number of pages: 27 Posted: 03 Nov 2010 Last Revised: 22 Mar 2016
Accepted Paper Series
University of St. Gallen - School of Finance, EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting, Deutsche Börse AG and EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting
Downloads 314
5.

Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance

Number of pages: 53 Posted: 24 Nov 2011 Last Revised: 29 Jun 2016
Working Paper Series
University of St. Gallen - School of Finance, University of St. Gallen - School of Finance and European Business School (EBS) Wiesbaden, Germany - Department of Finance, Accounting and Real Estate

Multiple version iconThere are 2 versions of this paper

Downloads 266
6.

Competition, Risk-Shifting, and Public Bail-Out Policies

Review of Financial Studies, Forthcoming, European Business School Research Paper No. 09-13
Number of pages: 42 Posted: 08 Jul 2009 Last Revised: 23 Nov 2010
Working Paper Series
Halle Institute for Economic Research, Finance Group and Institute for Finance & Statistics

Multiple version iconThere are 3 versions of this paper

Downloads 204
7.

Lead-Lag Relationships and Rating Convergence Among Credit Rating Agencies

Journal of Credit Risk 7 (2011), 95–119,
Number of pages: 29 Posted: 21 Dec 2009 Last Revised: 20 Jan 2016
Accepted Paper Series
University of Ulm - Department of Mathematics and Economics

Multiple version iconThere are 2 versions of this paper

Downloads 191
8.

Alternative Objective Functions for Quasi-Shrinkage Portfolio Optimization

European Business School Research Paper No. 10-07
Number of pages: 33 Posted: 24 Mar 2010 Last Revised: 07 Feb 2011
Working Paper Series
University of Ulm - Department of Mathematics and Economics and EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting
Downloads 142
9.

Embedded Option in Pension Funds: The Case of Conditional Indexation Policy

Number of pages: 10 Posted: 18 Jan 2010 Last Revised: 21 Jan 2015
Working Paper Series
Università di Salerno - Faculty of Economics, University of Naples Federico II - Faculty of Economics and University of Naples Federico II
Downloads 100
10.

Who Invests in Home Equity to Exempt Wealth from Bankruptcy?

European Business School Research Paper No. 10-15
Number of pages: 50 Posted: 18 Nov 2010
Working Paper Series
European Central Bank (ECB), Halle Institute for Economic Research, Tilburg University - Center for Economic Research (CentER) and European Central Bank (ECB)
Downloads 55
11.

A Regime Switching Approach to Modeling Rental Prices of UK Real Estate Sectors

Real Estate Economics, Vol. 40, No. 1, 317-350.
Posted: 21 Dec 2009 Last Revised: 12 Oct 2013
Accepted Paper Series
University of St. Gallen - School of Finance, University of Duisburg-Essen and EBS University, EBS Business School
12.

What Drives CEOs to Take on More Risk? Some Evidence from the Laboratory of REITs

Journal of Applied Corporate Finance, Vol. 23, No. 1, pp. 80-94, 2011.
Posted: 28 Feb 2010 Last Revised: 29 May 2013
Accepted Paper Series
University of St. Gallen - School of Finance, European Business School (EBS) Wiesbaden - Department Finance, Accounting & Real Estate and EBS University, EBS Business School