Monika Gehde-Trapp

University of Mannheim - Finance Area

L9, 1-2

Mannheim, 68131

Germany

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 29,639

SSRN RANKINGS

Top 29,639

in Total Papers Downloads

1,724

SSRN CITATIONS
Rank 23,379

SSRN RANKINGS

Top 23,379

in Total Papers Citations

15

CROSSREF CITATIONS

22

Scholarly Papers (5)

1.

Systematic Risk in Recovery Rates - an Empirical Analysis of U.S. Corporate Credit Exposures

Number of pages: 35 Posted: 28 May 2004
Klaus Duellmann and Monika Gehde-Trapp
Deutsche Bundesbank and University of Mannheim - Finance Area
Downloads 693 (40,063)
Citation 41

Abstract:

Loading...

asset correlation, New Basel Accord, recovery rate, LGD, recovery correlation, single risk factor model

The Investment Value of Fund Managers’ Experience Outside the Financial Sector

Number of pages: 55 Posted: 21 Sep 2014 Last Revised: 11 Jun 2017
University of Kansas - School of Business, University of Mannheim - Finance Area, University of Cologne and University of Cologne - Department of Finance & Centre for Financial Research (CFR)
Downloads 514 (58,406)
Citation 5

Abstract:

Loading...

Investor Learning, Investor Experience, Mutual funds

The Investment Value of Fund Managers’ Experience Outside the Financial Sector

The Review of Financial Studies, Forthcoming
Number of pages: 52 Posted: 26 Feb 2018
University of Kansas - School of Business, University of Mannheim - Finance Area, University of Cologne and University of Cologne - Department of Finance & Centre for Financial Research (CFR)
Downloads 132 (237,210)

Abstract:

Loading...

Investor Learning, Investor Experience, Mutual funds

3.

A Heterogeneous Agents Equilibrium Model for the Term Structure of Bond Market Liquidity

Forthcoming in the Journal of Financial and Quantitative Analysis (New title: The Term Structure of Bond Liquidity)
Number of pages: 71 Posted: 24 Mar 2013 Last Revised: 09 Jun 2019
Monika Gehde-Trapp, Philipp Schuster and Marliese Uhrig-Homburg
University of Mannheim - Finance Area, Karlsruhe Institute of Technology (KIT), Institute of Finance, Banking, and Insurance and Karlsruhe Institute of Technology (KIT) - Institute for Finance
Downloads 282 (118,322)
Citation 2

Abstract:

Loading...

bond liquidity, term structure of liquidity premia, heterogeneous agents, aging effect, trading volume, equilibrium

4.

Systematic Risk in Recovery Rates: An Empirical Analysis of Us Corporate Credit Exposures

Bundesbank Series 2 Discussion Paper No. 2004,02
Number of pages: 53 Posted: 08 Jun 2016
Klaus Duellmann and Monika Gehde-Trapp
Deutsche Bundesbank and University of Mannheim - Finance Area
Downloads 77 (339,547)

Abstract:

Loading...

asset correlation, New Basel Accord, recovery rate, LGD, recovery correlation, single risk factor model

5.

Meet Me in the Middle – Central Clearing and Netting Efficiency in the Credit Default Swap Market

Number of pages: 52 Posted: 15 Apr 2020
Gregor Schoenemann and Monika Gehde-Trapp
University of Hohenheim and University of Mannheim - Finance Area
Downloads 26 (529,866)

Abstract:

Loading...

Central clearing, credit default swaps, netting efficiency, counterparty risk