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Details about Roman Kräussl

Workplace:Faculty of Finance, Bayes Business School, City University, (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)
Hoover Institution on War Revolution & Peace, (more information at EDIRC)

Access statistics for papers by Roman Kräussl.

Last updated 2025-02-07. Update your information in the RePEc Author Service.

Short-id: pkr39


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Working Papers

2024

  1. ESG as Protection Against Downside Risk
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2023) Downloads View citations (1)
  2. Is ESG a Sideshow? ESG Perceptions, Investment, and Firms’ Financing Decisions
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

2023

  1. A review on ESG investing: Investors' expectations, beliefs and perceptions
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
    See also Journal Article A review on ESG investing: Investors’ expectations, beliefs and perceptions, Journal of Economic Surveys, Wiley Blackwell (2024) Downloads (2024)
  2. Art collectors as venture capitalists
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
  3. Biased auctioneers
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
    See also Journal Article Biased Auctioneers, Journal of Finance, American Finance Association (2023) Downloads (2023)
  4. Closed-end funds and discount control mechanisms
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
  5. Dark trading and financial markets stability
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
  6. Does family matter? Venture capital cross-fund cash flows
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
  7. Non-fungible tokens (NFTs): A review of pricing determinants, applications and opportunities
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
    See also Journal Article Non‐Fungible Tokens (NFTs): A Review of Pricing Determinants, Applications and Opportunities, Journal of Economic Surveys, Wiley Blackwell (2024) Downloads (2024)
  8. The fundamental value of art NFTs
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
  9. The performance of marketplace lenders
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
    See also Journal Article The performance of marketplace lenders, Journal of Banking & Finance, Elsevier (2024) Downloads (2024)
  10. The pricing of digital art
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads

2021

  1. Gendered Prices
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads
    See also Journal Article Gendered Prices, The Review of Financial Studies, Society for Financial Studies (2021) Downloads View citations (6) (2021)
  2. Institutional Investors and Infrastructure Investing
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
    See also Journal Article Institutional Investors and Infrastructure Investing, The Review of Financial Studies, Society for Financial Studies (2021) Downloads View citations (10) (2021)

2020

  1. Machines and Masterpieces: Predicting Prices in the Art Auction Market
    Working Papers, HAL View citations (1)
    Also in HEC Research Papers Series, HEC Paris (2019) Downloads

2019

  1. Do "speed bumps" prevent accidents in financial markets?
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
  2. Machine learning, human experts, and the valuation of real assets
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (9)

2018

  1. Blockchain, fractional ownership, and the future of creative work
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
  2. Implied Volatility Sentiment: A Tale of Two Tails
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2017) Downloads

    See also Journal Article Implied volatility sentiment: a tale of two tails, Quantitative Finance, Taylor & Francis Journals (2020) Downloads View citations (2) (2020)
  3. Is gender in the eye of the beholder? Identifying cultural attitudes with art auction prices
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (15)
  4. Predictable biases in macroeconomic forecasts and their impact across asset classes
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (1)
  5. Reliability and relevance of fair values: Private equity investments and investee fundamentals
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
    See also Journal Article Reliability and relevance of fair values: private equity investments and investee fundamentals, Review of Accounting Studies, Springer (2019) Downloads View citations (1) (2019)
  6. Signaling or marketing? The role of discount control mechanisms in closed-end funds
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
  7. Single Stock Call Options as Lottery Tickets - Overpricing and Investor Sentiment
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    See also Journal Article Single Stock Call Options as Lottery Tickets: Overpricing and Investor Sentiment, Journal of Behavioral Finance, Taylor & Francis Journals (2019) Downloads View citations (3) (2019)
  8. The Subsidy to Infrastructure as an Asset Class
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2018) Downloads View citations (4)
    Research Papers, Stanford University, Graduate School of Business (2018) Downloads View citations (5)
  9. The performance of marketplace lenders: Evidence from lending club payment data
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (2)

2017

  1. Single stock call options as lottery tickets
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (2)
  2. The European sovereign debt crisis: What have we learned?
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (1)
    See also Journal Article The European sovereign debt crisis: What have we learned?, Journal of Empirical Finance, Elsevier (2016) Downloads View citations (14) (2016)

2016

  1. The winner's curse on art markets
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads

2015

  1. Euro crash risk
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
    See also Journal Article Euro crash risk, Journal of Empirical Finance, Elsevier (2016) Downloads View citations (8) (2016)
  2. The "tone effect" of news on investor beliefs: An experimental approach
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (1)
  3. Toward a pecking order theory of strategic resource deployment
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads

2014

  1. Art as an Aternative Asset Class: Risk and Return Characteristics of the Middle Eastern & Northern African Art Markets
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads View citations (1)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2014) Downloads View citations (1)
  2. Emotions-at-Risk: An Experimental Investigation into Emotions, Option Prices and Risk Perception
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads View citations (1)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2014) Downloads View citations (1)
  3. Is there a Bubble in the Art Market?
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads View citations (8)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2014) Downloads View citations (5)

    See also Journal Article Is there a bubble in the art market?, Journal of Empirical Finance, Elsevier (2016) Downloads View citations (31) (2016)
  4. News Media Sentiment and Investor Behavior
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads View citations (2)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2014) Downloads View citations (2)
  5. Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (4)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2010) Downloads View citations (3)

    See also Journal Article Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices, The Review of Financial Studies, Society for Financial Studies (2015) Downloads View citations (15) (2015)
  6. The 2011 European Short Sale Ban: An Option Market Perspective
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads View citations (3)

2013

  1. A Dynamic Model of Investor Decision-Making: How Adaptation to Losses affects Future Selling Decisions
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (2)
  2. Does it Pay to Invest in Art? A Selection-corrected Returns Perspective
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads View citations (1)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2013) Downloads View citations (5)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2013) Downloads View citations (1)

    See also Journal Article Does it Pay to Invest in Art? A Selection-Corrected Returns Perspective, The Review of Financial Studies, Society for Financial Studies (2016) Downloads View citations (45) (2016)
  3. Has Europe Been Catching Up? An Industry Level Analysis of Venture Capital Success over 1985-2009*
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads
    Also in Working papers, Banque de France (2011) Downloads View citations (2)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2012) Downloads
  4. The 2011 European short sale ban on financial stocks: A cure or a curse?
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
  5. The Effect of Anticipated and Experienced Regret and Pride on Investors Future Selling Decisions*
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads
    Also in Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics (2009) Downloads
    CFS Working Paper Series, Center for Financial Studies (CFS) (2012) Downloads
  6. Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2008) Downloads
    CFS Working Paper Series, Center for Financial Studies (CFS) (2010) Downloads

    See also Journal Article Washington meets Wall Street: A closer examination of the presidential cycle puzzle, Journal of International Money and Finance, Elsevier (2014) Downloads View citations (10) (2014)

2012

  1. Is venture capital a local business? A test of the proximity and local network hypotheses
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads

2011

  1. An analysis of the effects of the severance payment reform on credit to Italian SMEs
    Post-Print, HAL
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2008) Downloads View citations (1)

    See also Journal Article An analysis of the effects of the severance payment reform on credit to Italian SMEs, Journal of Financial Economic Policy, Emerald Group Publishing Limited (2011) Downloads View citations (1) (2011)
  2. Blockholder Dispersion and Firm Value
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (64)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2010) Downloads View citations (1)

    See also Journal Article Blockholder dispersion and firm value, Journal of Corporate Finance, Elsevier (2011) Downloads View citations (62) (2011)

2010

  1. A call on Art investments
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (1)
    See also Journal Article A call on art investments, Review of Derivatives Research, Springer (2012) Downloads View citations (4) (2012)
  2. Are particular industries more likely to succeed? A comparative analysis of VC investment in the US and Europe
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (1)
  3. Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced?
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2010) Downloads

    See also Journal Article Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced?, Journal of Financial and Quantitative Analysis, Cambridge University Press (2012) Downloads View citations (15) (2012)
  4. Personality and investment: Personality differences affect investors' adaptation to losses
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads
  5. Risk Aversion under Preference Uncertainty
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2010) Downloads

    See also Journal Article Risk aversion under preference uncertainty, Finance Research Letters, Elsevier (2012) Downloads View citations (1) (2012)
  6. Why do investors sell losers? How adaptation to losses affects future capitulation decisions
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (1)

2008

  1. Constructing the true art market index: A novel 2-step hedonic approach and its application to the German art market
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (8)

2007

  1. An Analysis of the Effects of the Severance Pay Reform on Credit to Italian SMEs
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) Downloads View citations (2)
  2. Do markets love misery? Stock prices and corporate philanthropic disaster response
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
  3. Electronic trading systems and intraday non-linear dynamics: An examination of the FTSE 100 cash and futures returns
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads

2006

  1. Credit Cycles and Macro Fundamentals
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (2)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2006) Downloads View citations (8)

    See also Journal Article Credit cycles and macro fundamentals, Journal of Empirical Finance, Elsevier (2009) Downloads View citations (67) (2009)
  2. Does patience pay? Empirical testing of the option to delay accepting a tender offer in the US banking sector
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
  3. Revisiting the home bias puzzle: Downside equity risk
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
    See also Journal Article Revisiting the home bias puzzle: Downside equity risk, Journal of International Money and Finance, Elsevier (2007) Downloads View citations (21) (2007)
  4. Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (1)

2003

  1. A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (2)
    Also in Working Papers, University of Crete, Department of Economics Downloads
  2. Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises?
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (8)
    Also in Working Papers, University of Crete, Department of Economics Downloads View citations (2)
  3. Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises?
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (5)
    Also in Working Papers, University of Crete, Department of Economics Downloads View citations (1)

    See also Journal Article Do credit rating agencies add to the dynamics of emerging market crises?, Journal of Financial Stability, Elsevier (2005) Downloads View citations (55) (2005)
  4. Sovereign Credit Ratings and Their Impact on Recent Financial Crises
    International Finance, University Library of Munich, Germany Downloads View citations (1)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2000) Downloads View citations (6)
    Working Papers, University of Crete, Department of Economics (2003) Downloads View citations (3)

2000

  1. Sovereign Ratings and Their Impact on Recent Financial Crises
    Working Papers, University of Crete, Department of Economics Downloads View citations (5)
    See also Journal Article Sovereign ratings and their impact on recent financial crises, International Advances in Economic Research, Springer (2001) Downloads (2001)

Journal Articles

2024

  1. A review on ESG investing: Investors’ expectations, beliefs and perceptions
    Journal of Economic Surveys, 2024, 38, (2), 476-502 Downloads
    See also Working Paper A review on ESG investing: Investors' expectations, beliefs and perceptions, CFS Working Paper Series (2023) Downloads (2023)
  2. Non‐Fungible Tokens (NFTs): A Review of Pricing Determinants, Applications and Opportunities
    Journal of Economic Surveys, 2024, 38, (2), 555-574 Downloads
    See also Working Paper Non-fungible tokens (NFTs): A review of pricing determinants, applications and opportunities, CFS Working Paper Series (2023) Downloads (2023)
  3. The performance of marketplace lenders
    Journal of Banking & Finance, 2024, 162, (C) Downloads
    See also Working Paper The performance of marketplace lenders, CFS Working Paper Series (2023) Downloads (2023)

2023

  1. Biased Auctioneers
    Journal of Finance, 2023, 78, (2), 795-833 Downloads
    See also Working Paper Biased auctioneers, CFS Working Paper Series (2023) Downloads (2023)

2021

  1. Gendered Prices
    (Can culture affect prices? A cross-cultural study of shopping and retail prices)
    The Review of Financial Studies, 2021, 34, (8), 3789-3839 Downloads View citations (6)
    See also Working Paper Gendered Prices, Published Paper Series (2021) Downloads (2021)
  2. Institutional Investors and Infrastructure Investing
    (Pension fund asset allocation and liability discount rates)
    The Review of Financial Studies, 2021, 34, (8), 3880-3934 Downloads View citations (10)
    See also Working Paper Institutional Investors and Infrastructure Investing, CEPR Discussion Papers (2021) Downloads View citations (10) (2021)
  3. Strategic bias and popularity effect in the prediction of economic surprises
    Journal of Forecasting, 2021, 40, (6), 1095-1117 Downloads

2020

  1. Fractional Equity, Blockchain, and the Future of Creative Work
    Management Science, 2020, 66, (10), 4594-4611 Downloads View citations (19)
  2. Implied volatility sentiment: a tale of two tails
    Quantitative Finance, 2020, 20, (5), 823-849 Downloads View citations (2)
    See also Working Paper Implied Volatility Sentiment: A Tale of Two Tails, Tinbergen Institute Discussion Papers (2018) Downloads (2018)

2019

  1. Reliability and relevance of fair values: private equity investments and investee fundamentals
    Review of Accounting Studies, 2019, 24, (4), 1427-1449 Downloads View citations (1)
    See also Working Paper Reliability and relevance of fair values: Private equity investments and investee fundamentals, CFS Working Paper Series (2018) Downloads (2018)
  2. Single Stock Call Options as Lottery Tickets: Overpricing and Investor Sentiment
    Journal of Behavioral Finance, 2019, 20, (4), 385-407 Downloads View citations (3)
    See also Working Paper Single Stock Call Options as Lottery Tickets - Overpricing and Investor Sentiment, Tinbergen Institute Discussion Papers (2018) Downloads (2018)

2017

  1. Media, sentiment and market performance in the long run
    The European Journal of Finance, 2017, 23, (11), 1059-1082 Downloads View citations (20)
  2. Modifier words in the financial press and investor expectations
    Journal of Economic Behavior & Organization, 2017, 138, (C), 85-98 Downloads View citations (5)

2016

  1. Does it Pay to Invest in Art? A Selection-Corrected Returns Perspective
    The Review of Financial Studies, 2016, 29, (4), 1007-1038 Downloads View citations (45)
    See also Working Paper Does it Pay to Invest in Art? A Selection-corrected Returns Perspective, LSF Research Working Paper Series (2013) Downloads View citations (1) (2013)
  2. Euro crash risk
    Journal of Empirical Finance, 2016, 38, (PA), 417-428 Downloads View citations (8)
    See also Working Paper Euro crash risk, CFS Working Paper Series (2015) Downloads (2015)
  3. Is there a bubble in the art market?
    Journal of Empirical Finance, 2016, 35, (C), 99-109 Downloads View citations (31)
    See also Working Paper Is there a Bubble in the Art Market?, LSF Research Working Paper Series (2014) Downloads View citations (8) (2014)
  4. The 2011 European short sale ban: A cure or a curse?
    Journal of Financial Stability, 2016, 25, (C), 115-131 Downloads View citations (7)
  5. The European sovereign debt crisis: What have we learned?
    Journal of Empirical Finance, 2016, 38, (PA), 363-373 Downloads View citations (14)
    See also Working Paper The European sovereign debt crisis: What have we learned?, CFS Working Paper Series (2017) Downloads View citations (1) (2017)

2015

  1. Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices
    The Review of Financial Studies, 2015, 28, (12), 3269-3302 Downloads View citations (15)
    See also Working Paper Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices, LSF Research Working Paper Series (2014) Downloads View citations (1) (2014)

2014

  1. Has Europe Been Catching Up? An Industry Level Analysis of Venture Capital Success over 1985–2009
    European Financial Management, 2014, 20, (1), 179-205 Downloads View citations (1)
  2. Washington meets Wall Street: A closer examination of the presidential cycle puzzle
    Journal of International Money and Finance, 2014, 43, (C), 50-69 Downloads View citations (10)
    See also Working Paper Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle, LSF Research Working Paper Series (2013) Downloads (2013)

2012

  1. A call on art investments
    Review of Derivatives Research, 2012, 15, (1), 1-23 Downloads View citations (4)
    See also Working Paper A call on Art investments, CFS Working Paper Series (2010) Downloads View citations (1) (2010)
  2. Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced?
    Journal of Financial and Quantitative Analysis, 2012, 47, (6), 1279-1301 Downloads View citations (15)
    See also Working Paper Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced?, Tinbergen Institute Discussion Papers (2010) Downloads (2010)
  3. Risk aversion under preference uncertainty
    Finance Research Letters, 2012, 9, (1), 1-7 Downloads View citations (1)
    See also Working Paper Risk Aversion under Preference Uncertainty, Tinbergen Institute Discussion Papers (2010) Downloads (2010)

2011

  1. An analysis of the effects of the severance payment reform on credit to Italian SMEs
    Journal of Financial Economic Policy, 2011, 3, (3), 243-261 Downloads View citations (1)
    See also Working Paper An analysis of the effects of the severance payment reform on credit to Italian SMEs, Post-Print (2011) (2011)
  2. Blockholder dispersion and firm value
    Journal of Corporate Finance, 2011, 17, (5), 1330-1339 Downloads View citations (62)
    See also Working Paper Blockholder Dispersion and Firm Value, Tinbergen Institute Discussion Papers (2011) Downloads View citations (64) (2011)
  3. Risk and return characteristics of Islamic equity funds
    Emerging Markets Review, 2011, 12, (2), 189-203 Downloads View citations (127)
  4. The Value of Corporate Philanthropy During Times of Crisis: The Sensegiving Effect of Employee Involvement
    Journal of Business Ethics, 2011, 103, (2), 203-220 Downloads View citations (19)

2010

  1. Emerging art markets
    Emerging Markets Review, 2010, 11, (4), 301-318 Downloads View citations (30)

2009

  1. Credit cycles and macro fundamentals
    Journal of Empirical Finance, 2009, 16, (1), 42-54 Downloads View citations (67)
    See also Working Paper Credit Cycles and Macro Fundamentals, Tinbergen Institute Discussion Papers (2006) Downloads View citations (2) (2006)

2007

  1. Revisiting the home bias puzzle: Downside equity risk
    Journal of International Money and Finance, 2007, 26, (7), 1239-1260 Downloads View citations (21)
    See also Working Paper Revisiting the home bias puzzle: Downside equity risk, CFS Working Paper Series (2006) Downloads (2006)

2005

  1. Do credit rating agencies add to the dynamics of emerging market crises?
    Journal of Financial Stability, 2005, 1, (3), 355-385 Downloads View citations (55)
    See also Working Paper Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises?, CFS Working Paper Series (2003) Downloads View citations (5) (2003)

2001

  1. Sovereign ratings and their impact on recent financial crises
    International Advances in Economic Research, 2001, 7, (2), 268-269 Downloads
    See also Working Paper Sovereign Ratings and Their Impact on Recent Financial Crises, Working Papers (2000) Downloads View citations (5) (2000)

Books

2006

  1. Venture Capital in Europe
    Elsevier Monographs, Elsevier Downloads View citations (22)
 
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