Manfred Frühwirth

Vienna University of Economics and Business

Welthandelsplatz 1

Vienna, Wien A-1020

Austria

SCHOLARLY PAPERS

11

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SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (11)

1.

DCF Business Valuation with Imputed Interest on the Stock of Equity

Number of pages: 37 Posted: 18 May 2004
Manfred Frühwirth and Markus S. Schwaiger
Vienna University of Economics and Business and Vienna University of Economics and Business Administration
Downloads 620 (46,426)

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Business Valuation, DCF Methods, Imputed Interest on the Stock of Equity, Dual Income Tax System

2.

The Heath/Jarrow/Morton Duration and Convexity - a Generalized Approach

Number of pages: 8 Posted: 18 Sep 2001
Manfred Frühwirth
Vienna University of Economics and Business
Downloads 432 (73,061)
Citation 1

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Risk management, term structure of interest rates, Heath/Jarrow/Morton model, stochastic duration, stochastic convexity

3.

The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market

EFA 2006 Zurich Meetings
Number of pages: 45 Posted: 27 Feb 2006 Last Revised: 15 Oct 2008
Manfred Frühwirth, Paul Schneider and Leopold Sögner
Vienna University of Economics and Business, University of Lugano - Institute of Finance and Institute for Advanced Studies (IHS)
Downloads 375 (86,245)

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Credit risk, Liquidity risk, Duffie/Singleton framework, Markov Chain Monte Carlo estimation, Density approximation

4.

Bayesian Versus Maximum Likelihood Estimation of Term Structure Models Driven by Latent Diffusions

Number of pages: 9 Posted: 19 Aug 2005
Paul Schneider, Manfred Frühwirth and Leopold Sögner
University of Lugano - Institute of Finance, Vienna University of Economics and Business and Institute for Advanced Studies (IHS)
Downloads 346 (94,533)

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Estimation, Markov Chain Monte Carlo, maximum likelihood, latent diffusion

5.

The Optimal Timing of the Transfer of Hidden Reserves in the German and Austrian Tax Systems

EFMA 2003 Helsinki Meetings
Number of pages: 33 Posted: 14 Jun 2003
Manfred Frühwirth
Vienna University of Economics and Business
Downloads 231 (144,788)
Citation 1

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Earnings Management, Timing Option, Real Option, Term Structure of Interest Rates, Interest Rate Risk, Risk Management

6.

DCF Valuation and Imputed Interest on Equity Increase - Implications of the Austrian Tax System in a Model with Stochastic Profitability

Schmalenbach Business Review, Vol. 56, 2004
Number of pages: 35 Posted: 09 Mar 2005
Stefan Bogner, Manfred Frühwirth and Markus S. Schwaiger
Vienna University of Economics and Business Administration, Vienna University of Economics and Business and Vienna University of Economics and Business Administration
Downloads 219 (152,395)

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Adjusted present value, business valuation, discounted cash flow techniques, imputed equity interest

7.

Do Equity Tax Shields Reduce Leverage? The Austrian Case

Number of pages: 57 Posted: 20 Aug 2009 Last Revised: 09 Oct 2011
Manfred Frühwirth and Marek Kobialka
Vienna University of Economics and Business and Vienna University of Economics and Business - Department of Corporate Finance
Downloads 196 (169,030)

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capital structure, tax shields, dual income tax systems, allowance for corporate equity

8.

The Optimal Design of Savings Plans for Prospect Theory Investors

Number of pages: 39 Posted: 08 Oct 2010 Last Revised: 15 Jan 2015
Manfred Frühwirth and Georg Mikula
Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 98 (292,343)
Citation 3

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prospect theory, behavioral finance, savings plans, dollar cost averaging

9.

Weather and SAD Related Mood Effects on the Financial Market

Number of pages: 69 Posted: 05 May 2013 Last Revised: 22 Jul 2015
Manfred Frühwirth and Leopold Sögner
Vienna University of Economics and Business and Institute for Advanced Studies (IHS)
Downloads 69 (360,583)

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Mood Effects, Weather Effects, Seasonal Affective Disorder

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Earnings Management, Timing Option, Real Option, Term Structure of Interest Rates, Interest Rate Risk, Risk Management

11.

Timing Decisions in a Multinational Context: Implementing the Amin/Bodurtha Framework

Multinational Finance Journal, Vol. 11, No. 3/4, p. 157-178, 2007
Number of pages: 22 Posted: 26 Jun 2015
Manfred Frühwirth, Paul Schneider and Markus S. Schwaiger
Vienna University of Economics and Business, University of Queensland and Vienna University of Economics and Business Administration
Downloads 11 (626,208)

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American-style derivatives; multinational timing decisions; depth-first algorithm