Warburger Str. 100
Paderborn, 33098
Germany
Paderborn University
European Banking, Non-performing Loans, Risk Allocation, Securitization
credit default swaps, risk perception of CDS investors, mergers and acquisitions, event study
banking, outstanding CDS net notional, determinants of bank CDS trading
corporate credit default swap indices, mean-variance asset allocation, out-of-sample portfolio optimization, portfolio risk-diversification, portfolio performance evaluation