Wolfgang Bühler

University of Mannheim - Department of Business Administration and Finance

Chair of Finance

D-68131 Mannheim

Germany

University of New South Wales, Australian Business School

Full Professor

Australian Business School

Sydney

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

11

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6,579

SSRN CITATIONS
Rank 42,133

SSRN RANKINGS

Top 42,133

in Total Papers Citations

1

CROSSREF CITATIONS

14

Scholarly Papers (11)

1.

An Empirical Comparison of Alternative Models for Valuing Interest Rate Options

Number of pages: 41 Posted: 01 Feb 1997
University of Mannheim - Department of Business Administration and Finance, Karlsruhe Institute of Technology (KIT) - Institute for Finance, University of Mannheim and University of Mannheim
Downloads 1,645 (11,261)
Citation 3

Abstract:

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2.

Pricing and Hedging Oil Futures: A Two-Regime Approach

Number of pages: 49 Posted: 14 Nov 2000
Wolfgang Bühler, Olaf Korn and Rainer Schoebel
University of Mannheim - Department of Business Administration and Finance, University of Goettingen (Gottingen) and University of Tuebingen - Faculty of Economics and Social Sciences
Downloads 1,091 (21,144)
Citation 2

Abstract:

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3.

Credit Risk, Liquidity Risk, and Optimal Capital Structure Under Incomplete Accounting Information

EFA 2006 Zurich Meetings Paper, Mannheim Finance Working Paper No. 2006-13
Number of pages: 34 Posted: 09 Jun 2006
Wolfgang Bühler and Tim O.H. Thabe
University of Mannheim - Department of Business Administration and Finance and University of Mannheim
Downloads 984 (24,612)
Citation 1

Abstract:

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Bond Default, Credit Spread Modelling, Incomplete Accounting Information, Optimal Capital Structure, Seasoned Issue Underpricing

4.

Systemic Risk: Is the Banking Sector Special?

Number of pages: 39 Posted: 24 May 2010
Wolfgang Bühler and Marcel Prokopczuk
University of Mannheim - Department of Business Administration and Finance and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 582 (50,550)
Citation 7

Abstract:

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G21, G15, G28, G11

5.

Valuation of Convertible Bonds with Sequential Conversion

Number of pages: 32 Posted: 24 Jul 2003
Wolfgang Bühler and Christian Koziol
University of Mannheim - Department of Business Administration and Finance and University of Mannheim - Department of Business Administration and Finance
Downloads 554 (53,734)
Citation 3

Abstract:

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6.

Valuation of Electricity Futures: Reduced-Form vs. Dynamic Equilibrium Models

Mannheim Finance Working Paper No. 2007-07
Number of pages: 57 Posted: 02 May 2007 Last Revised: 06 Jul 2009
Wolfgang Bühler and Jens Müller-Merbach
University of Mannheim - Department of Business Administration and Finance and affiliation not provided to SSRN
Downloads 423 (75,049)
Citation 1

Abstract:

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Electricity Futures, Risk Premium, Reduced-form Models, Equilibrium Models

7.

Dynamic Equilibrium Valuation of Electricity Futures

Number of pages: 37 Posted: 02 May 2007
Wolfgang Bühler and Jens Müller-Merbach
University of Mannheim - Department of Business Administration and Finance and affiliation not provided to SSRN
Downloads 361 (90,230)
Citation 3

Abstract:

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Electricity futures, cascade futures, dynamic equilibrium pricing, risk premium

8.

Calling Convertible Bonds Too Late Can Be Rational

Number of pages: 33 Posted: 11 Jun 2004
Wolfgang Bühler and Christian Koziol
University of Mannheim - Department of Business Administration and Finance and University of Mannheim - Department of Business Administration and Finance
Downloads 352 (92,891)
Citation 2

Abstract:

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9.

Affine Models, Credit Spreads and the Delivery Option of a Multi-Issuer Bond Future

Number of pages: 46 Posted: 11 Jul 2001
Wolfgang Bühler, Klaus Duellmann and Marc Windfuhr
University of Mannheim - Department of Business Administration and Finance, Deutsche Bundesbank and affiliation not provided to SSRN
Downloads 333 (98,809)
Citation 1

Abstract:

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10.

Term Structures of Liquidity Premia in the U.S. Treasury Market

Number of pages: 48 Posted: 01 Jun 2010 Last Revised: 12 Mar 2011
Wolfgang Bühler and Volker Vonhoff
University of Mannheim - Department of Business Administration and Finance and University of Mannheim - Department of Business Administration and Finance
Downloads 254 (132,025)
Citation 3

Abstract:

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Bond Liquidity, U.S. Treasury STRIPS, Coupon Stripping, Financial Crisis

11.

The Value of the Early Unwind Option in Futures Contracts with an Endogenous Basis

94-02
Posted: 05 Jul 1998
Wolfgang Bühler and Alexander Kempf
University of Mannheim - Department of Business Administration and Finance and University of Cologne - Department of Finance & Centre for Financial Research (CFR)

Abstract:

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