Details about Peter N. Posch

Access statistics for papers by Peter N. Posch.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: ppo52

Working Papers

2015

1. Predatory Short Sales and Bailouts
   VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association
   See also Journal Article Predatory Short Sales and Bailouts, German Economic Review, Verein für Socialpolitik (2019) (2019)

2014

2. The financial economics of sovereign asset value: functional perspectives and market outcomes
   VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association

2013

3. Sovereign Asset Values and Implications for the Credit Market
   VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association View citations (1)
   See also Journal Article Sovereign asset values and implications for the credit market, Review of Financial Economics, Elsevier (2013) View citations (1) (2013)

2007

4. How do rating agencies score in predicting firm performance
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

2005

5. Bayesian Methods for Improving Credit Scoring Models
   Finance, University Library of Munich, Germany View citations (1)

Journal Articles

2020

1. Volatility forecasting accuracy for Bitcoin
   Economics Letters, 2020, 191, (C) View citations (21)
2. Whale Watching on the Trading Floor: Unravelling Collusive Rogue Trading in Banks
   Journal of Business Ethics, 2020, 165, (4), 633-657 View citations (1)
3. What Drives Stocks during the Corona-Crash? News Attention vs. Rational Expectation
   Sustainability, 2020, 12, (12), 1-12 View citations (15)

2019

4. Consumption volatility ambiguity and risk premium’s time-variation
   Finance Research Letters, 2019, 29, (C), 336-339
5. Detecting structural changes in large portfolios
   Empirical Economics, 2019, 56, (4), 1341-1357 View citations (2)
6. Do illiquid stocks jump more frequently?
   Applied Economics, 2019, 51, (25), 2764-2769
7. Does the introduction of futures improve the efficiency of Bitcoin?
   Finance Research Letters, 2019, 30, (C), 367-370 View citations (40)
8. Predatory Short Sales and Bailouts
   German Economic Review, 2019, 20, (4), e469-e491
   See also Working Paper Predatory Short Sales and Bailouts, VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy (2015) (2015)
9. Price delay and market frictions in cryptocurrency markets
   Economics Letters, 2019, 174, (C), 39-41 View citations (13)

2018

10. Income distribution in troubled times: Disadvantage and dispersion dynamics in Europe 2005–2013
    Finance Research Letters, 2018, 25, (C), 36-40
11. Mandatory Sustainability Reporting in Germany: Does Size Matter?
    Sustainability, 2018, 10, (11), 1-20 View citations (8)
12. Wrong-way-risk in tails
    Journal of Asset Management, 2018, 19, (4), 205-215

2017

13. Bail-in and asset encumbrance - Implications for banks’ asset liability management
    Journal of Banking Regulation, 2017, 18, (2), 149-162

2016

14. Commodities' common factor: An empirical assessment of the markets' drivers
    Journal of Commodity Markets, 2016, 4, (1), 28-40 View citations (7)
15. Does central clearing benefit risky dealers?
    Journal of International Financial Markets, Institutions and Money, 2016, 42, (C), 91-100 View citations (5)

2015

16. The impact of commodity finance on resource availability
    Applied Economics Letters, 2015, 22, (7), 525-528

2014

17. Value-based assessment of sovereign risk
    Qualitative Research in Financial Markets, 2014, 6, (2), 157-172

2013

18. Sovereign asset values and implications for the credit market
    Review of Financial Economics, 2013, 22, (2), 53-60 View citations (1)
    Also in Review of Financial Economics, 2013, 22, (2), 53-60 (2013)
    See also Working Paper Sovereign Asset Values and Implications for the Credit Market, VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order (2013) View citations (1) (2013)
19. Wall Street’s bailout bet: Market reactions to house price releases in the presence of bailout expectations
    Journal of Banking & Finance, 2013, 37, (12), 5147-5158 View citations (3)

2011

20. The bonus pool, mark to market and free cash flow: producer surplus and its vesting in the financial markets
    Applied Financial Economics, 2011, 21, (24), 1843-1857 View citations (1)
21. Time to change. Rating changes and policy implications
    Journal of Economic Behavior & Organization, 2011, 80, (3), 641-656 View citations (3)