Benjamin Hippert

Paderborn University

Warburger Str. 100

Paderborn, 33098

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

58

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Risk Allocation Through Securitization – Evidence From Non-Performing Loans

Quarterly Review of Economics and Finance, Forthcoming
Number of pages: 1 Posted: 30 Jul 2018 Last Revised: 15 Jun 2022
Sascha Tobias Wengerek, Benjamin Hippert and André Uhde
Paderborn University - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance, Paderborn University and University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance
Downloads 35 (599,711)

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European Banking, Non-performing Loans, Risk Allocation, Securitization

2.

The Relationship between Announcements of Complete Mergers and Acquisitions and Acquirers' Abnormal CDS Spread Changes

Number of pages: 56 Posted: 09 Apr 2021
Benjamin Hippert and André Uhde
Paderborn University and University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance
Downloads 23 (678,657)

Abstract:

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credit default swaps, risk perception of CDS investors, mergers and acquisitions, event study

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credit default swaps, risk perception of CDS investors, mergers and acquisitions, event study

4.

Determinants of CDS Trading on Major Banks

Posted: 26 Jul 2018 Last Revised: 15 Jun 2022
Benjamin Hippert, André Uhde and Sascha Tobias Wengerek
Paderborn University, University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance and Paderborn University - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance

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banking, outstanding CDS net notional, determinants of bank CDS trading

5.

Portfolio Benefits of Adding Corporate Credit Default Swap Indices: Evidence from North America and Europe

Review of Derivatives Research, July 2019, Volume 22, Issue 2, pp 203-259
Posted: 21 Sep 2016 Last Revised: 08 Apr 2021
Benjamin Hippert, André Uhde and Sascha Tobias Wengerek
Paderborn University, University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance and Paderborn University - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance

Abstract:

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corporate credit default swap indices, mean-variance asset allocation, out-of-sample portfolio optimization, portfolio risk-diversification, portfolio performance evaluation