Arne Klein

University of Muenster

Schlossplatz 2

Muenster, D-48149

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

498

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Short Selling Bans and Institutional Investors' Herding Behavior: Evidence from the Global Financial Crisis

Number of pages: 29 Posted: 23 Jan 2011 Last Revised: 11 Oct 2011
Wilfrid Laurier University - School of Business & Economics, University of Muenster and University of Muenster
Downloads 456 (88,522)
Citation 2

Abstract:

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Short Selling Ban, Herding, Herding Measure, Bootstrapping

2.

The Time-Varying Impact of Systematic Risk Factors on Corporate Bond Spreads

Deutsche Bundesbank Discussion Paper No. 14/2018
Number of pages: 35 Posted: 20 Aug 2018 Last Revised: 18 Nov 2021
Arne Klein and Kamil Pliszka
University of Muenster and Deutsche Bundesbank
Downloads 42 (556,865)

Abstract:

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asset pricing, banking regulation, Bayesian model averaging, credit spreads, European bond market, Markov switching