Frankfurt School - Working Paper Series

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236: US($) interest rate and cross currency swaps after the LIBOR funeral: A corporate treasury primer

Thomas Heidorn, Erik Liem, Stefan Requardt and Tim Wahnschaap

235: US Dollar swaps after LIBOR

Thomas Heidorn and Rebecca Meier

234: Retail investors' perspective on ESG investments

Thomas Heidorn, Timo Watermeyer and Patrick Haar

233: Corporate FX hedging: An introduction for the corporate treasury

Thomas Heidorn, Tim Pavicic and Antje Sieber

232: How the IBOR reform affects interest rate swaps

Josua Goebel, Thomas Heidorn and Zizhen Huang

231: The dynamics of rating based credit benchmark curves

Thomas Heidorn and Sara Schlamann

230: The impact of ESG ratings on implied and historical volatility

Eric Burger, Fabian Grba and Thomas Heidorn

229: Introduction of additional Tier 1 capital

Thomas Heidorn and Andreas Pottmeyer

228: Euro-Benchmarkreform - Neue Referenzzinssätze in der Eurozone

Thomas Heidorn and Niklas Schäfer

227: Investigating the cross currency basis in EURUSD and EURGBP

Thomas Heidorn and Nekruz Mamadalizoda

226: The Belt and Road initiative of China: A critical analysis of its feasibility

Horst Löchel and Fahad Nawaz

225: The long- and short-run impact of oil price changes on major global economies

Thomas Heidorn, Sophie van Huellen, C. Ruehl and F. Woebbeking

224: The effectiveness of seasonal investments in European Share Portfolios

Thomas Heidorn, F. Maier and M. Winker

223: Does public health insurance increase maternal health care utilization in Egypt?

Ahmed Rashad, Mesbah Sharaf and Elhussien I. Mansour

222: Income inequality and intimate partner violence against women: Evidence from India

Ahmed Shoukry Rashada and Mesbah Sharaf

221: The relative attractiveness of Germany and the United States for Chinese overseas investments

Katherine Greenup and Horst Löchel

220: The funding of small and medium companies by shadow-banks in China

Horst Löchel, Natalie Packham and Eugen Hölzl

219: Climate policy with the chequebook: Economic considerations on climate investment support

Karol Kempa and Ulf Moslener

218: Forecaster overconfidence and market survey performance

Richard Deaves, Jin Lei and Michael Schröder

217: Are SRI funds conventional funds in disguise or do they live up to their name?

Christin Nitsche and Michael Schröder

216: Politicians' promotion incentives and bank risk exposure in China

Li Wang, Lukas Menkhoff, Michael Schröder and Xian Xu

215: What drives the demand of monetary financial institutions for domestic government bonds? Empirical evidence on the impact of Basel II and Basel III

Michael Lang and Michael Schröder

213: Who is afraid of the Asset Quality Review? Potential losses and capital shortfalls in the European banking system

Thomas Bonczek, Clemens Fuest and Michael Schröder

212: Neue regulatorische Konzepte der Bankenaufsicht und ihre Auswirkungen auf die Gesamtbanksteuerung

Tim Noack, Heinz Cremers and Julia Mala

211: Default probabilities and default correlations under stress

Natalie Packham, Michael Kalkbrener and Ludger Overbeck

210: The liquidity reserve funding and management strategies

Thomas Heidorn and Christian Buschmann

209: The impact of fundamental and financial traders on the term structure of oil

Thomas Heidorn, Frieder Mokinski, Christoph Rühl and Christian Schmaltz

208: Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte

Nikolai Krasnosselski, Heinz Cremers and Walter Sanddorf

207: The lender of last resort in court

Adalbert Winkler

206: Der lender of last resort vor Gericht

Adalbert Winkler

205: The early warnings of balance-of-payments problems: Kaminsky and Reinhart revisited

Michael Lang

204: Komponenten und Determinanten des Credit Spreads: Empirische Untersuchung während Phasen von Marktstress

Alexander Odermann and Heinz Cremers

203: Functions and characteristics of corporate and sovereign CDS

Heinz-Dieter Vogel, Christina Bannier and Thomas Heidorn

202: Determinants of the onshore and offshore Chinese Government yield curves

Horst Loechel, Natalie Packham and Fabian Walisch

201: China's evolving green planning system: Are targets the answer?

Genia Kostka

200: Exploring the interrelation between process management and organizational culture: A critical review

Corinna Grau and Jürgen Moormann

199: Communism or communists? Soviet legacies and corruption in transition economies

Alexander Libman and Anastassia Obydenkova

198: Integration des Marktliquiditätsrisikos in das Risikoanalysekonzept des Value at Risk

Florian Völker, Heinz Cremers and Christof Panzer

197: Who's afraid of big bad banks? Bank competition, SME, and industry growth

Robert Inklaar, Michael Koetter and Felix Noth

196: What makes Chinese firms productive? Learning from indigenous and foreign sources of knowledge

Philipp Boeing, Elisabeth Mueller and Philipp Sandner

195: Eine Analyse des Credit Spreads und seiner Komponenten als Grundlage für Hedge Strategien mit Kreditderivaten

Julia Krones and Heinz Cremers

194: Performativity of economic systems: Approach and implications for taxonomy

Carsten Herrmann-Pillath

193: Moral sentiments, institutions, and civil society: Exploiting family resemblances between Smith and Hegel to resolve some conceptual issues in Sen's recent contributions to the theory of justice

Ivan Boldyrev and Carsten Herrmann-Pillath

192: Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall

Fabian Mehmke, Heinz Cremers and Natalie Packham

191: Fixed income strategies for trading and for asset management

Jonas Tinschert and Heinz Cremers

190: Roving bandits in action: Outside option and governmental predation in autocracies

Alexander Libman, Vladimir Kozlov and André Schultz

189: SOA development and service identification: A case study on method use, context and success factors

René Börner, Matthias Goeken and Fethi Rabhi

188: A note on macro-financial implications of mobile money schemes

Ignacio Mas and Michael Klein

187: What are the channels for technology sourcing? Panel data evidence from German companies

Dietmar Harhoff, Elisabeth Mueller and John van Reenen

186: Auctions that are too good to be true

Francesco Decarolis and Michael Klein