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Details about Jan Pieter Krahnen

E-mail:
Homepage:http://www.ifk-cfs.de/English/homepages/h-wiruberuns.htm
Workplace:Abteilung Finanzen (Department of Finance), Fachbereich Wirtschaftswissenschaft (Faculty of Economics and Business Administration), Goethe Universität Frankfurt am Main (Goethe University Frankfurt), (more information at EDIRC)
Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance, Goethe Universität Frankfurt am Main (Goethe University Frankfurt), (more information at EDIRC)
Center for Financial Studies, (more information at EDIRC)

Access statistics for papers by Jan Pieter Krahnen.

Last updated 2016-08-03. Update your information in the RePEc Author Service.

Short-id: pkr72


Jump to Journal Articles Edited books Chapters

Working Papers

2016

  1. Interbank intermediation
    Discussion Papers, Deutsche Bundesbank, Research Centre Downloads View citations (2)
  2. Structural reforms in banking: The role of trading
    SAFE White Paper Series, Goethe University Frankfurt, Research Center SAFE - Sustainable Architecture for Finance in Europe Downloads View citations (1)

2015

  1. Comments on the EU Commission's capital markets union project
    SAFE White Paper Series, Goethe University Frankfurt, Research Center SAFE - Sustainable Architecture for Finance in Europe Downloads
  2. Did emergency liquidity assistance (ELA) of the ECB delay the bankruptcy of Greek banks?
    SAFE Policy Letters, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt Downloads
  3. Drei Thesen zur Griechenlandkrise
    SAFE Policy Letters, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt Downloads
  4. Mere criticism of the ECB is no solution
    SAFE Policy Letters, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt Downloads
  5. Three theses on the Greek crisis
    SAFE Policy Letters, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt Downloads
  6. Waren die ELA-Notkredite der EZB für griechische Banken eine Konkursverschleppung?
    SAFE Policy Letters, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt Downloads

2014

  1. Bail-In jetzt richtig umsetzen
    SAFE Policy Letters, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt Downloads
  2. Effective resolution of banks: Problems and solutions
    SAFE White Paper Series, Goethe University Frankfurt, Research Center SAFE - Sustainable Architecture for Finance in Europe Downloads
  3. Finanzmärkte: Mut zu radikaler Ordnungspolitik
    SAFE Policy Letters, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt Downloads
  4. Implementing bail-in properly
    SAFE Policy Letters, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt Downloads
  5. Keine Institutionenkonkurrenz auf nationaler Ebene schaffen: Das "doppelte AIDA"-Modell
    SAFE Policy Letters, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt Downloads
  6. Measuring Ambiguity Aversion: A Systematic Experimental Approach
    Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association Downloads View citations (1)
    Also in SAFE Working Paper Series, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt (2014) Downloads View citations (1)
  7. Monetary policy implementation in an interbank network: Effects on systemic risk
    SAFE Working Paper Series, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt Downloads View citations (3)
  8. Systemic risk in an interconnected banking system with endogenous asset markets
    SAFE Working Paper Series, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt Downloads View citations (10)
    See also Journal Article in Journal of Financial Stability (2014)
  9. Transcript of a hearing before members of the House of Lords (UK) in Frankfurt on genuine economic and monetary union and its implication for the UK
    SAFE Policy Letters, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt Downloads

2013

  1. A big bang for banking in Europe
    SAFE Policy Letters, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt Downloads
  2. Deposit insurance suitable for Europe: Proposal for a three-stage deposit guarantee scheme with limited European liability
    SAFE Policy Letters, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt Downloads
  3. Designing the funding side of the Single Resolution Mechanism (SRM): A proposal for a layered scheme with limited joint liability
    SAFE White Paper Series, Goethe University Frankfurt, Research Center SAFE - Sustainable Architecture for Finance in Europe Downloads
  4. Endogenous banks' networks, cascades and systemic risk
    SAFE Working Paper Series, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt Downloads View citations (10)
  5. Gesprächsreihe zu Strukturreformen im Europäischen Bankensektor: Managementvergütung im Bankensektor
    SAFE Policy Letters, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt Downloads
  6. Gesprächsreihe zu Strukturreformen im europäischen Bankensektor: Die Auswirkungen von Regulierung auf Bankverhalten und Wettbewerb
    SAFE Policy Letters, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt Downloads
  7. Gesprächsreihe zu Strukturreformen im europäischen Bankensektor: Zukunft der Universalbanken
    SAFE Policy Letters, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt Downloads
  8. Kommentierung des "Entwurf eines Gesetzes zur Abschirmung von Risiken und zur Planung der Sanierung and Abwicklung von Kreditinstituten und Finanzgruppen" vom 6. Februar 2013
    SAFE Policy Letters, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt Downloads
  9. Rescue by regulation? Key points of the Liikanen report
    SAFE White Paper Series, Goethe University Frankfurt, Research Center SAFE - Sustainable Architecture for Finance in Europe Downloads View citations (2)
  10. Rettung durch Regulierung? Eckpunkte des Liikanen-Berichts
    SAFE White Paper Series, Goethe University Frankfurt, Research Center SAFE - Sustainable Architecture for Finance in Europe Downloads View citations (3)
    See also Journal Article in Perspektiven der Wirtschaftspolitik (2013)

2011

  1. Default risk in an interconnected banking system with endogeneous asset markets
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (7)
  2. Is rated debt arm's length? Evidence from mergers and acquisitions
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
  3. On a fundamental reorganisation of the Landesbanks and savings banks sector in Germany
    IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) Downloads
  4. Streitschrift für eine grundlegende Neuordnung des Sparkassen- und Landesbankensektors in Deutschland
    IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) Downloads

2010

  1. Hold-up in multiple banking: Evidence from SME lending
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
    See also Journal Article in International Journal of Banking, Accounting and Finance (2013)
  2. Rettungsstrategie ohne Moral Hazard: Versuch eines Gesamtkonzepts zur Bankkrisenvermeidung
    IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) Downloads

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 Downloads View citations (2)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2009) Downloads View citations (2)
  2. Instabile Finanzmärkte
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (1)
    See also Journal Article in Perspektiven der Wirtschaftspolitik (2009)

2008

  1. Risk Transfer with CDOs
    Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main Downloads View citations (16)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2008) Downloads View citations (13)
  2. The future of securitization
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (18)

2007

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

2006

  1. Die Stabilität von Finanzmärkten: Wie kann die Wirtschaftspolitik Vertrauen schaffen?
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
    Also in Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main (2006) Downloads
  2. Investment performance and market share: A study of the German mutual fund industry
    CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) Downloads
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2006) Downloads
  3. Multiple lenders and corporate distress: Evidence on debt restructuring
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (4)

    See also Journal Article in Review of Economic Studies (2008)
  4. Risk Transfer with CDOs and Systemic Risk in Banking
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (17)
  5. Risk transfer with CDOs and systemic risk in bankingfam
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (7)

2005

  1. Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (39)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2005) Downloads View citations (17)

    See also Chapter (2007)
  2. Der Handel von Kreditrisiken: Eine neue Dimension des Kapitalmarktes
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (7)
    Also in Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main (2005) Downloads

    See also Journal Article in Perspektiven der Wirtschaftspolitik (2005)

2003

  1. Universal Banks and Relationships with Firms
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (2)

2002

  1. Collateral, relationship lending and financial distress: An empirical study on financial contracting
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (13)

2001

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

2000

  1. Collateral, Default Risk, and Relationship Lending: An Empirical Study on Financial Contracting
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (20)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2000) Downloads View citations (14)
  2. Generally accepted rating principles: A primer
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (2)
    See also Journal Article in Journal of Banking & Finance (2001)

1999

  1. 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 Downloads View citations (1)
    See also Journal Article in The European Journal of Finance (1999)

1998

  1. Finanzierungstheorie: Ein selektiver Überblick
    Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main Downloads
  2. Is relationship lending special? Evidence from credit-file data in Germany
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (162)
    See also Journal Article in Journal of Banking & Finance (1998)
  3. Risikomessung im Kreditgeschäft: Eine empirische Analyse bankinterner Ratingverfahren
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim View citations (5)
  4. Where do we stand in the theory of finance? A selective overview with reference to Erich Gutenberg
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads

1997

  1. Messung individueller Risikoeinstellungen
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (3)
  2. Performance and market share: Evidence from the German mutual fund industry
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (2)

Journal Articles

2014

  1. Systemic risk in an interconnected banking system with endogenous asset markets
    Journal of Financial Stability, 2014, 13, (C), 75-94 Downloads View citations (10)
    See also Working Paper (2014)

2013

  1. Hold-up in multiple banking: evidence from SME lending
    International Journal of Banking, Accounting and Finance, 2013, 5, (1/2), 78-101 Downloads View citations (1)
    See also Working Paper (2010)
  2. Rettung durch Regulierung? Eckpunkte des Liikanen-Berichts
    Perspektiven der Wirtschaftspolitik, 2013, 14, (3-4), 167-185 Downloads View citations (3)
    See also Working Paper (2013)

2011

  1. Subjective evaluation of delayed risky outcomes for buying and selling positions: the behavioral approach
    Annals of Finance, 2011, 7, (2), 247-265 Downloads

2009

  1. Instabile Finanzmärkte
    Perspektiven der Wirtschaftspolitik, 2009, 10, (4), 335-366 Downloads View citations (3)
    See also Working Paper (2009)

2008

  1. Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring
    Review of Economic Studies, 2008, 75, (2), 415-442 Downloads View citations (37)
    See also Working Paper (2006)

2005

  1. Der Handel von Kreditrisiken: Eine neue Dimension des Kapitalmarktes
    Perspektiven der Wirtschaftspolitik, 2005, 6, (4), 499-519 Downloads View citations (8)
    See also Working Paper (2005)
  2. The Basel II Reform and Retail Credit Markets
    Journal of Financial Services Research, 2005, 28, (1), 5-13 Downloads View citations (4)

2001

  1. Competition Among Banks: Introduction and Conference Overview
    Review of Finance, 2001, 5, (1-2), 1-11 Downloads View citations (2)
  2. Generally accepted rating principles: A primer
    Journal of Banking & Finance, 2001, 25, (1), 3-23 Downloads View citations (52)
    See also Working Paper (2000)
  3. Marketmaking in the Laboratory: Does Competition Matter?
    Experimental Economics, 2001, 4, (1), 55-85 Downloads View citations (7)
    See also Working Paper (2001)
  4. The Anatomy of a Call Market
    Journal of Financial Intermediation, 2001, 10, (3-4), 249-270 Downloads View citations (17)

1999

  1. Insider trading and portfolio structure in experimental asset markets with a long-lived asset
    The European Journal of Finance, 1999, 5, (1), 29-50 Downloads View citations (4)
    See also Working Paper (1999)

1998

  1. Is relationship lending special? Evidence from credit-file data in Germany
    Journal of Banking & Finance, 1998, 22, (10-11), 1283-1316 Downloads View citations (221)
    See also Working Paper (1998)

1997

  1. Financial markets with asymmetric information: A pilot study focusing on insider advantages
    Journal of Economic Psychology, 1997, 18, (2-3), 235-257 Downloads View citations (14)
  2. Inferring risk attitudes from certainty equivalents: Some lessons from an experimental study
    Journal of Economic Psychology, 1997, 18, (5), 469-486 Downloads View citations (9)

Edited books

2011

  1. Liquidity and Crises
    OUP Catalogue, Oxford University Press View citations (4)

2004

  1. The German Financial System
    OUP Catalogue, Oxford University Press View citations (18)

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 Downloads View citations (8)
    See also Working Paper (2005)
 
Page updated 2017-03-27