S. Herwald, S. Voigt, and A. Uhde, “The conditional impact of market consolidation and market power on banking stability – Evidence from Europe,”https://doi.org/10.1108/JRF-03-2023-0075__Journal of Risk Finance, vol. 25, no. 3, pp. 510–536, 2024, doi:https://doi.org/10.1108/JRF-03-2023-0075 .
LibreCat: /record/34802
DOI: https://doi.org/10.1108/JRF-03-2023-0075

S. Herwald, S. Voigt, and A. Uhde, The conditional impact of market consolidation and market power on banking stability – Evidence from Europe. .
LibreCat: /record/34798

S. T. Wengerek, B. Hippert, and A. Uhde, “Risk allocation through securitization – Evidence from non-performing loans,”https://doi.org/10.1016/j.qref.2022.06.005__The Quarterly Review of Economics and Finance, vol. Vol. 86 (11), pp. 48–64, 2022, doi:https://doi.org/10.1016/j.qref.2022.06.005 .
LibreCat: /record/13147
DOI: https://doi.org/10.1016/j.qref.2022.06.005

S. Letmathe, Y. Feng, and A. Uhde, “Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall,” Journal of Risk, vol. 25, no. 2.
LibreCat: /record/35992

S. Letmathe, Y. Feng, and A. Uhde, “Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall,”10.21314/JOR.2022.044__Journal of Risk, doi:10.21314/JOR.2022.044 .
LibreCat: /record/29317
DOI: 10.21314/JOR.2022.044