Volker Vonhoff

University of Mannheim - Department of Business Administration and Finance

SCHOLARLY PAPERS

7

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Top 26,902

in Total Papers Downloads

1,921

SSRN CITATIONS

3

CROSSREF CITATIONS

3

Scholarly Papers (7)

1.

Dispersion Trading

Number of pages: 5 Posted: 20 Jul 2011
Volker Vonhoff
University of Mannheim - Department of Business Administration and Finance
Downloads 784 (33,899)
Citation 1

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Volatility Trading, Dispersion Trading, Correlation Trading

2.

Credit Risk in Covered Bonds

Journal of Empirical Finance, Vol. 21, No. 1, 2013
Number of pages: 46 Posted: 04 Oct 2010 Last Revised: 29 Dec 2013
Marcel Prokopczuk, Jan B. Siewert and Volker Vonhoff
Leibniz Universität Hannover - Faculty of Economics and Management, Unversity of Mannheim – Center for Doctoral Studies in Business and University of Mannheim - Department of Business Administration and Finance
Downloads 665 (42,367)
Citation 4

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Covered Bonds, Credit Risk, Cover Pool, Financial Crisis, Pfandbrief

3.

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

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

4.

Regulatory Stress Testing and Bank Performance

Number of pages: 60 Posted: 29 May 2018 Last Revised: 30 Apr 2020
University of St. Gallen, Boston Consulting Group - Germany, University of Mannheim - Department of Business Administration and Finance and University of Neuchatel - Institute of Financial Analysis
Downloads 124 (248,068)
Citation 1

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Banks, Stress Testing, Equity Performance, CDS Performance

5.

Cash Holdings and the Performance of European Mutual Funds

Finance Research Letters, Forthcoming
Number of pages: 14 Posted: 18 Feb 2018 Last Revised: 10 Aug 2018
Frank Graef, Pascal Vogt, Volker Vonhoff and Florian Weigert
University of St. Gallen, Boston Consulting Group - Germany, University of Mannheim - Department of Business Administration and Finance and University of Neuchatel - Institute of Financial Analysis
Downloads 94 (300,713)

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Cash Holdings, Mutual Funds, Performance Evaluation

6.

Yield Differences between Coupon and Principal STRIPS

Managerial Finance, Vol. 40, No. 4, 2014
Posted: 05 Apr 2014
Volker Vonhoff
University of Mannheim - Department of Business Administration and Finance

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U.S. Treasury STRIPS, Bond Liquidity, Market Integration, Financial Crisis

7.

Risk Premia in Covered Bond Markets

Journal of Fixed Income, Vol. 22, No. 2, 2012
Posted: 18 Jan 2012 Last Revised: 02 Jan 2013
Marcel Prokopczuk and Volker Vonhoff
Leibniz Universität Hannover - Faculty of Economics and Management and University of Mannheim - Department of Business Administration and Finance

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covered bonds, bond risk premia, yield spreads