Details about Jan Pieter Krahnen

Access statistics for papers by Jan Pieter Krahnen.

Last updated 2011-09-19. Update your information in the RePEc Author Service.

Short-id: pkr72

Working Papers

2009

1. CDOs and Systematic Risk: Why bond ratings are inadequate
   Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main View citations (1)
   Also in CFS Working Paper Series, Center for Financial Studies (2009)

2008

2. Risk Transfer with CDOs
   Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main View citations (7)
   Also in CFS Working Paper Series, Center for Financial Studies (2008) View citations (6)

2007

3. SUBJECTIVE EVALUATION OF DELAYED RISKY OUTCOMES: AN EXPERIMENTAL APPROACH
   Working Papers, Ben-Gurion University of the Negev, Department of Economics View citations (1)

2006

4. Die Stabilität von Finanzmärkten: Wie kann die Wirtschaftspolitik Vertrauen schaffen?
   Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main
5. Risk Transfer with CDOs and Systemic Risk in Banking
   CFS Working Paper Series, Center for Financial Studies View citations (13)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (11)

2005

6. Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations
   CFS Working Paper Series, Center for Financial Studies View citations (32)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (34)
   CoFE Discussion Paper, Center of Finance and Econometrics, University of Konstanz (2005) View citations (13)
   See also Chapter (2007)
7. Der Handel von Kreditrisiken: Eine neue Dimension des Kapitalmarktes
   Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main View citations (6)
   Also in CFS Working Paper Series, Center for Financial Studies (2005) View citations (6)
   See also Journal Article in Perspektiven der Wirtschaftspolitik (2005)

2004

8. Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)

2003

9. Universal Banks and Relationships with Firms
   CFS Working Paper Series, Center for Financial Studies View citations (15)

2001

10. Corporate Debt Restructuring: Evidence on Lending Coordination in Financial Distress
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
11. Marketmaking in the Laboratory: Does Competition Matter?
    Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main View citations (4)
    See also Journal Article in Experimental Economics (2001)

2000

12. Collateral, Default Risk, and Relationship Lending: An Empirical Study on Financial Contracting
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (14)

1999

13. Insider Trading and Portfolio Structure in Experimental Asset Markets with a Long Lived Asset
    Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main View citations (2)
    See also Journal Article in European Journal of Finance (1999)

1998

14. Finanzierungstheorie: Ein selektiver Überblick
    Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main
15. Risikomessung im Kreditgeschäft: Eine empirische Analyse bankinterner Ratingverfahren
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim View citations (4)

Journal Articles

2009

1. Instabile Finanzmärkte
   Perspektiven der Wirtschaftspolitik, 2009, 10, (4), 335-366 View citations (2)

2005

2. Der Handel von Kreditrisiken: Eine neue Dimension des Kapitalmarktes
   Perspektiven der Wirtschaftspolitik, 2005, 6, (4), 499-519 View citations (7)
   See also Working Paper (2005)
3. The Basel II Reform and Retail Credit Markets
   Journal of Financial Services Research, 2005, 28, (1), 5-13 View citations (1)

2001

4. Generally accepted rating principles: A primer
   Journal of Banking & Finance, 2001, 25, (1), 3-23 View citations (31)
5. Marketmaking in the Laboratory: Does Competition Matter?
   Experimental Economics, 2001, 4, (1), 55-85 View citations (6)
   See also Working Paper (2001)
6. The Anatomy of a Call Market
   Journal of Financial Intermediation, 2001, 10, (3-4), 249-270 View citations (9)

1999

7. Insider trading and portfolio structure in experimental asset markets with a long-lived asset
   European Journal of Finance, 1999, 5, (1), 29-50 View citations (3)
   See also Working Paper (1999)

1998

8. Is relationship lending special? Evidence from credit-file data in Germany
   Journal of Banking & Finance, 1998, 22, (10-11), 1283-1316 View citations (121)

1997

9. Financial markets with asymmetric information: A pilot study focusing on insider advantages
   Journal of Economic Psychology, 1997, 18, (2-3), 235-257 View citations (11)
10. Inferring risk attitudes from certainty equivalents: Some lessons from an experimental study
    Journal of Economic Psychology, 1997, 18, (5), 469-486 View citations (8)

Edited books

2011

1. Liquidity and Crises
   OUP Catalogue, Oxford University Press

2004

2. The German Financial System
   OUP Catalogue, Oxford University Press

Chapters

2007

1. Default Risk Sharing between Banks and Markets: The Contribution of Collateralized Debt Obligations
   A chapter in The Risks of Financial Institutions, 2007, pp 603-634 View citations (6)
   See also Working Paper (2005)