Christian Tallau

Münster University of Applied Sciences

Professor

Corrensstrasse 25

Muenster, 48149

Germany

SCHOLARLY PAPERS

9

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Top 25,543

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1,826

SSRN CITATIONS
Rank 38,303

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Top 38,303

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Scholarly Papers (9)

Stock Price Dynamics of Listed Growth Companies - Evidence from the Options Market

Number of pages: 31 Posted: 19 May 2006 Last Revised: 15 Jul 2009
Rainer Baule and Christian Tallau
University of Hagen and Münster University of Applied Sciences
Downloads 414 (69,248)
Citation 2

Abstract:

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growth companies, implied volatility, option pricing, Schwartz-Moon model, stock price dynamics

2.

A Customer-Based Stochastic Valuation Approach for Growth Companies

Number of pages: 22 Posted: 15 Aug 2006
Christian Tallau
Münster University of Applied Sciences
Downloads 337 (88,777)

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customer valuation, diffusion models, real options, asset pricing, growth company, valuation

3.

The Information Content of Implied Volatility: Evidence from Australia

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 38 Posted: 27 Aug 2008
Bart Frijns, Christian Tallau and Alireza Tourani-Rad
Auckland University of Technology - Faculty of Business & Law, Münster University of Applied Sciences and Auckland University of Technology - Faculty of Business & Law
Downloads 320 (93,989)
Citation 11

Abstract:

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Implied Volatility, Volatility Forecasting, Options

4.

Market Response to Mandatory Pre-Earnings-Announcements - Evidence from Ad-Hoc Disclosures in Germany

Number of pages: 48 Posted: 18 Aug 2010 Last Revised: 12 May 2012
Rainer Baule and Christian Tallau
University of Hagen and Münster University of Applied Sciences
Downloads 266 (114,689)
Citation 4

Abstract:

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ad hoc disclosure, earnings announcement, earnings surprise, market reaction

5.

Regulatory Versus Economic Capital: How Do Large Banks Manage Their Capital Ratios?

Number of pages: 40 Posted: 01 Mar 2018 Last Revised: 10 May 2019
Christian Tallau
Münster University of Applied Sciences
Downloads 180 (167,266)

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Capital Management, Capital Requirements, Basel III, Partial Adjustment Models

6.

Revisiting Basel Risk Weights – Cross-Sectional Risk Sensitivity and Cyclicality

Journal of Business Economics 86 (8/2016), 905–931
Number of pages: 44 Posted: 30 Oct 2015 Last Revised: 24 Feb 2017
Rainer Baule and Christian Tallau
University of Hagen and Münster University of Applied Sciences
Downloads 124 (227,612)

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Basel II, Risk weights, Banking regulation, Capital requirements, Pro-cyclicality

7.

Stock Returns Following Large Price Changes and News Releases – Evidence from Germany

Credit and Capital Markets 49 (1/2016), 57–91
Number of pages: 32 Posted: 06 Mar 2014 Last Revised: 24 Feb 2017
Rainer Baule and Christian Tallau
University of Hagen and Münster University of Applied Sciences
Downloads 103 (260,063)

Abstract:

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overreaction, market efficiency, event study

8.

The Risk Sensitivity of Basel Risk Weights and Loan Loss Provisions: Evidence from European Banks

Number of pages: 47 Posted: 08 Apr 2017 Last Revised: 19 Mar 2018
Rainer Baule and Christian Tallau
University of Hagen and Münster University of Applied Sciences
Downloads 82 (300,989)

Abstract:

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risk weights, expected losses, loan loss provisioning, banking regulation, capital requirements, Basel II

9.

The Pricing of Path-Dependent Structured Financial Retail Products: The Case of Bonus Certificates

Journal of Derivatives, Vol. 18, No. 4, 2011, https://doi.org/10.3905/jod.2011.18.4.054
Posted: 25 Aug 2008 Last Revised: 21 May 2019
Rainer Baule and Christian Tallau
University of Hagen and Münster University of Applied Sciences

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certificate, implied volatility, option pricing, stochastic volatility, structured financial product, volatility skew, volatility smile