Jan Pieter Krahnen

Faculty of Economics and Business Administration

Goethe University Frankfurt

Theodor-W.-Adorno-Platz 3

Frankfurt am Main, 60629

Germany

Goethe University Frankfurt - Research Center SAFE

Research Center SAFE

(http://www.safe-frankfurt.de)

Theodor-W.-Adorno-Platz 3

Frankfurt am Main, 60629

Germany

Center for Financial Studies (CFS)

Center for Financial Studies

Theodor-W.-Adorno-Platz 3

Frankfurt am Main, 60629

Germany

Centre for Economic Policy Research (CEPR)

Fellow

London

United Kingdom

SCHOLARLY PAPERS

23

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7,976

CITATIONS
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Top 7,075

in Total Papers Citations

79

Scholarly Papers (23)

1.

Does Credit Securitization Reduce Bank Risk? Evidence from the European CDO Market

Number of pages: 21 Posted: 02 Mar 2007
Dennis Haensel and Jan Pieter Krahnen
Goethe University Frankfurt - Department of Finance and Faculty of Economics and Business Administration
Downloads 2,997 (3,582)
Citation 10

Abstract:

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risk transfer, systemic risk, event study, bank risk, securitization

2.
Downloads 1,288 ( 14,508)
Citation 16

Risk Transfer with CDOs and Systemic Risk in Banking

CFS Working Paper No. 2006/04, EFA 2007 Ljubljana Meetings Paper
Number of pages: 32 Posted: 20 Mar 2006
Jan Pieter Krahnen and Christian Wilde
Faculty of Economics and Business Administration and Goethe University Frankfurt - Department of Finance
Downloads 1,262 (14,679)
Citation 20

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Banking, risk transfer, systematic risk, systemic risk

Risk Transfer with Cdos and Systemic Risk in Banking

CEPR Discussion Paper No. 5618
Number of pages: 34 Posted: 05 Jul 2006
Jan Pieter Krahnen and Christian Wilde
Faculty of Economics and Business Administration and Goethe University Frankfurt - Department of Finance
Downloads 26 (495,564)
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Risk transfer, systemic risk, systematic risk

Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 45 Posted: 20 Mar 2002
Antje Brunner and Jan Pieter Krahnen
Humboldt University of Berlin and Faculty of Economics and Business Administration
Downloads 577 (44,957)
Citation 17

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Bank Lending, Bank Pool, Distress, Reorganization, Co-ordination Risk, Bankruptcy

Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring

CEPR Discussion Paper No. 4287
Number of pages: 37 Posted: 16 Jul 2004
Antje Brunner and Jan Pieter Krahnen
Humboldt University of Berlin and Faculty of Economics and Business Administration
Downloads 19 (539,210)
Citation 36
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Bank lending, bank pool, distress, reorganization, coordination risk, bankruptcy

4.

Endogenous Banks' Networks, Cascades and Systemic Risk

SAFE Working Paper No. 12
Number of pages: 76 Posted: 20 Mar 2013 Last Revised: 04 Jul 2014
Marcel Bluhm, Ester Faia and Jan Pieter Krahnen
Wang Yanan Institute for Studies in Economics, Goethe University Frankfurt and Faculty of Economics and Business Administration
Downloads 441 (63,874)
Citation 27

Abstract:

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network formation, tâtonnement, contagion

5.

A Primer on Rating Agencies as Monitors: An Analysis of the Watchlist Period

EFA 2007 Ljubljana Meetings Paper
Number of pages: 38 Posted: 05 Mar 2007
Christian W. Hirsch and Jan Pieter Krahnen
University of Frankfurt and Faculty of Economics and Business Administration
Downloads 382 (75,805)
Citation 3

Abstract:

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Credit Rating Agencies, Watchlist, Distance to Default, Rating Actions

6.
Downloads 351 ( 83,613)
Citation 4

Universal Banks and Relationships with Firms

CFS Working Paper No. 2003/20
Number of pages: 48 Posted: 17 Oct 2003
Jan Pieter Krahnen and Ralf Elsas
Faculty of Economics and Business Administration and Ludwig Maximilian University of Munich - Faculty of Business Administration (Munich School of Management)
Downloads 308 (96,206)
Citation 2

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Universal Banks and Relationships with Firms

CEPR Discussion Paper No. 4224
Number of pages: 55 Posted: 26 Feb 2004
Jan Pieter Krahnen and Ralf Elsas
Faculty of Economics and Business Administration and Ludwig Maximilian University of Munich - Faculty of Business Administration (Munich School of Management)
Downloads 43 (415,977)
Citation 5
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Relationship lending, Hausbank, universal banking, corporate finance, corporate governance

7.

Systemic Risk in an Interconnected Banking System with Endogenous Asset Markets

SAFE Working Paper No. 48
Number of pages: 50 Posted: 08 Apr 2014
Marcel Bluhm and Jan Pieter Krahnen
Wang Yanan Institute for Studies in Economics and Faculty of Economics and Business Administration
Downloads 337 (87,598)
Citation 17

Abstract:

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systemic risk, systemic risk charge, macroprudential supervision, Shapley value, financial network

8.

Measuring Ambiguity Aversion: A Systematic Experimental Approach

SAFE Working Paper No. 55
Number of pages: 42 Posted: 22 Jun 2014
Jan Pieter Krahnen, Peter Ockenfels and Christian Wilde
Faculty of Economics and Business Administration, Goethe University Frankfurt - Institute of Economics and Goethe University Frankfurt - Department of Finance
Downloads 333 (88,777)
Citation 2

Abstract:

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ambiguity, valuation discount, experimental economics

9.

The Anatomy of a Call Market: Evidence from Germany

Number of pages: 38 Posted: 15 Nov 1999
Carl-Heinrich Kehr, Jan Pieter Krahnen and Erik Theissen
BankBetriebsWirtschaft Jacob & Co. KG, Faculty of Economics and Business Administration and University of Mannheim - Finance Area
Downloads 284 (105,644)
Citation 13

Abstract:

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Skin-in-the-Game in ABS Transactions: A Critical Review of Policy Options

SAFE Working Paper No. 46, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 549/2018
Number of pages: 31 Posted: 14 Feb 2017 Last Revised: 05 Feb 2018
Jan Pieter Krahnen and Christian Wilde
Faculty of Economics and Business Administration and Goethe University Frankfurt - Department of Finance
Downloads 261 (114,920)

Abstract:

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Structured finance, ABS, STS (simple, transparent, and standardized securitizations), regulation, retention, Dodd-Frank Act

Skin-in-The-Game in ABS Transactions: A Critical Review of Policy Options

CEPR Discussion Paper No. DP12619
Number of pages: 32 Posted: 14 Feb 2018
Jan Pieter Krahnen and Christian Wilde
Faculty of Economics and Business Administration and Goethe University Frankfurt - Department of Finance
Downloads 1 (675,558)
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ABS, and standardized securitizations), Dodd-Frank Act, regulation, retention, Structured finance, STS (simple, transparent

11.

Monetary Policy Implementation in an Interbank Network: Effects on Systemic Risk

SAFE Working Paper No. 46
Number of pages: 43 Posted: 29 Mar 2014 Last Revised: 19 Nov 2016
Marcel Bluhm, Ester Faia and Jan Pieter Krahnen
Wang Yanan Institute for Studies in Economics, Goethe University Frankfurt and Faculty of Economics and Business Administration
Downloads 259 (116,369)
Citation 3

Abstract:

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Network formation, contagion, central banks' interventions

Default Risk Sharing between Banks and Markets: The Contribution of Collateralized Debt Obligations

NBER Working Paper No. w11741
Number of pages: 39 Posted: 22 Jan 2006 Last Revised: 02 Aug 2010
Guenter Franke and Jan Pieter Krahnen
University of Konstanz - Department of Economics and Faculty of Economics and Business Administration
Downloads 133 (213,466)
Citation 28

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Default Risk Sharing between Banks and Markets: The Contribution of Collateralized Debt Obligations

CFS Working Paper No. 2005/06
Posted: 17 Feb 2005
Guenter Franke and Jan Pieter Krahnen
University of Konstanz - Department of Economics and Faculty of Economics and Business Administration

Abstract:

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13.

Default Risk in an Interconnected Banking System with Endogeneous Asset Markets

CFS Working Paper Series No. 2011/19
Number of pages: 63 Posted: 14 Sep 2011 Last Revised: 13 Feb 2012
Marcel Bluhm and Jan Pieter Krahnen
Wang Yanan Institute for Studies in Economics and Faculty of Economics and Business Administration
Downloads 123 (225,983)

Abstract:

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systemic risk, systemic risk charge, systemic risk fund, macroprudential supervision, shapley value, financial network

14.

Is Rated Debt Arm’s Length? Evidence from Mergers and Acquisitions

Number of pages: 43 Posted: 17 Mar 2011
Reint Gropp, Christian W. Hirsch and Jan Pieter Krahnen
Halle Institute for Economic Research, University of Frankfurt and Faculty of Economics and Business Administration
Downloads 95 (270,780)
Citation 2

Abstract:

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Acquisitions; Credit ratings; mergers and acquisitions; arm’s length debt, Abnormal returns

15.

Interbank Intermediation

Bundesbank Discussion Paper No. 16/2016
Number of pages: 45 Posted: 21 Jun 2016
Marcel Bluhm, Co-Pierre Georg and Jan Pieter Krahnen
Wang Yanan Institute for Studies in Economics, Deutsche Bundesbank and Faculty of Economics and Business Administration
Downloads 67 (333,034)
Citation 1

Abstract:

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interbank markets, liquidity, financial stability

16.

Corporate Debt Restructuring: Evidence on Lending Coordination in Financial Distress

CEPR Discussion Paper No. 3030
Number of pages: 41 Posted: 13 Nov 2001
Antje Brunner and Jan Pieter Krahnen
Humboldt University of Berlin and Faculty of Economics and Business Administration
Downloads 28 (471,206)
Citation 2
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Bank lending, distress, workout, coordination risk

17.

CDOs and Systematic Risk: Why Bond Ratings are Inadequate

CFS Working Paper No. 2009/11
Posted: 07 Jul 2009
Jan Pieter Krahnen and Christian Wilde
Faculty of Economics and Business Administration and Goethe University Frankfurt - Department of Finance

Abstract:

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credit risk, risk transfer, systematic risk

18.

The Future of Securitization

CFS Working Paper No. 2008/31
Posted: 16 Oct 2008
Jan Pieter Krahnen and Guenter Franke
Faculty of Economics and Business Administration and University of Konstanz - Department of Economics

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Financial Crisis 2007/08, Bank Regulation, First Loss Position, Rating Process, Securitization, Transparency

19.

The Trade of Credit Risks: A New Dimension of the Capital Market (Der Handel Von Kreditrisiken: Eine Neue Dimension Des Kapitalmarktes)

CFS Working Paper No. 2005/05
Posted: 17 Feb 2005
Jan Pieter Krahnen
Faculty of Economics and Business Administration

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20.

Competition Among Banks: Introduction and Conference Overview

European Finance Review, Vol. 5, No. 1-2
Posted: 06 Jan 2002
Imperial College London, ETH Zurich - CER-ETH -Center of Economic Reseaarch, Faculty of Economics and Business Administration and University of Pennsylvania - The Wharton School

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21.

Price Fads in Experimental Asset Markets

Posted: 06 Nov 2000
Jan Pieter Krahnen, Christian Rieck and Erik Theissen
Faculty of Economics and Business Administration, SerCom IBM Global Services and University of Mannheim - Finance Area

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22.

Insider Trading and Portfolio Structure in Experimental Asset Markets

Posted: 22 Oct 2000
Jan Pieter Krahnen, Christian Rieck and Erik Theissen
Faculty of Economics and Business Administration, SerCom IBM Global Services and University of Mannheim - Finance Area

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23.

Inferring Risk Attitudes from Certainty Equivalents: Some Lessons from an Experimental Study

Posted: 21 Oct 2000
Jan Pieter Krahnen, Christian Rieck and Erik Theissen
Faculty of Economics and Business Administration, SerCom IBM Global Services and University of Mannheim - Finance Area

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