Arne Reichel

Goethe University Frankfurt - Department of Finance

Mertonstr. 17

Frankfurt, 60054

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

494

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Spillovers of Cum-Ex and Cum-Cum Trading With Single Stock Futures

Number of pages: 50 Posted: 28 Sep 2021 Last Revised: 26 Oct 2022
Valerie Laturnus, Arne Reichel and Mark Wahrenburg
Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and Faculty of Economics and Business Administration
Downloads 256 (175,811)

Abstract:

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Dividend stripping, Dividend withholding tax arbitrage, Tax-motivated trading, Single stock futures, Mispricing, Ex-dividend price drop, Foreign and domestic ownership

2.

Counterparty Credit Risk in OTC Derivatives

Number of pages: 48 Posted: 24 Dec 2019
Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and Faculty of Economics and Business Administration
Downloads 119 (340,092)

Abstract:

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Counterparty Credit Risk, Fixed Exchange Rate Regime, FX Swaps, Swiss Franc Decoupling Event, International Banks

3.

Interbank Markets and Central Bank Intervention during the COVID-19 Crisis

Number of pages: 28 Posted: 24 Sep 2021
Janika Bockmeyer and Arne Reichel
Goethe University - Department of Finance and Goethe University Frankfurt - Department of Finance
Downloads 72 (463,326)

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COVID-19, liquidity positions, FX trading, central bank intervention

4.

Peg Abandonment and Cross-Currency Contagion

Number of pages: 25 Posted: 28 Mar 2022
Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and Faculty of Economics and Business Administration
Downloads 47 (566,305)

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fixed exchange rate regime, FX swaps, reverse speculative attacks