P. Arias-Cabarcos, M. Fallahi, T. Habrich, K. Schulze, C. Becker, and T. Strufe, “Performance and Usability Evaluation of Brainwave Authentication Techniques with Consumer Devices,”10.1145/3579356__ACM Transactions on Privacy and Security, vol. 26, no. 3, pp. 1–36, 2023, doi:10.1145/3579356 .

F. Winkel, J. Deuse-Kleinsteuber, and J. Böcker, “Run-to-Failure Relay Dataset for Predictive Maintenance Research With Machine Learning,”10.1109/tr.2023.3255786__IEEE Transactions on Reliability, pp. 1–14, 2023, doi:10.1109/tr.2023.3255786 .

C. Burs, “A model of cycles and bubbles under heterogeneous beliefs in financial markets,”10.1080/23322039.2023.2272485__Cogent Economics &; Finance, vol. 11, no. 2, 2023, doi:10.1080/23322039.2023.2272485 .

S. Hemmrich, “Business Reputation Systems based on Blockchain Technology—A Risky Advance,” Kristiansand, 2023.

L. Block, “Coalition formation versus free riding in rent-seeking contests,” Quick And Easy Journal Title, 2022.

A. Fischer, B. Fuhry, J. Kußmaul, J. Janneck, F. Kerschbaum, and E. Bodden, “Computation on Encrypted Data Using Dataflow Authentication,”10.1145/3513005__ACM Transactions on Privacy and Security, vol. 25, no. 3, pp. 1–36, 2022, doi:10.1145/3513005 .

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.

C. Burs and T. Gries, Decision-making under Imperfect Information with Bayesian Learning or Heuristic Rules, vol. No. 149.  Paderborn University, CIE Center for International Economics, 2022.

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 .

A. Uhde, “Tax avoidance through securitization,” The Quarterly Review of Economics and Finance, vol. 79, pp. 411–421, 2021.

R. Ichev, J. Koren, U. Kosi, K. Sitar Sustar, and A. Valentincic, Cost of Debt for Private Firms Revisited: Voluntary Audits as a Reflection of Risk. 2021.

B. Hippert and A. Uhde, CDS Investors’ Risk Perceptions of M&;A Announcements. .

B. Hippert, A. Uhde, and S. T. Wengerek, Risk allocation through securitization - Evidence from non-performing loans. 2021.

T. Mayrhofer and H. Schmitz, Prudence and prevention: Empirical evidence, vol. 863. RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, 2020.

A. Uhde, “Tax avoidance through securitization,”10.1016/j.qref.2020.07.008__The Quarterly Review of Economics and Finance, 2020, doi:10.1016/j.qref.2020.07.008 .

A. Uhde, “Tax avoidance through securitization,” The Quarterly Review of Economics and Finance, 2020.

B. Hippert, The relationship between announcements of complete mergers and acquisitions and acquirers’ abnormal CDS spread changes. Working Papers Dissertations from Paderborn University, Faculty of Business Administration and Economics, 2019.

M. Pelster, B. Breitmayer, and T. Hasso, “Are cryptocurrency traders pioneers or just risk-seekers? evidence from brokerage accounts,” Economics Letters, vol. 182, pp. 98–100, 2019.

B. Hippert, A. Uhde, and S. T. Wengerek, “Portfolio Benefits of Adding Corporate Credit Default Swap Indices: Evidence from North America and Europe,”https://doi.org/10.1007/s11147-018-9148-8__Review of Derivatives Research , vol. 22, no. 2, pp. 203–259, 2019, doi:https://doi.org/10.1007/s11147-018-9148-8 .

A. Uhde and B. Hippert, The relationship between announcements of complete mergers and acquisitions and acquirers’ abnormal CDS-Spread changes. 2019.

A. Uhde and S. T. Wengerek, The relationship between credit risk transfer and non-performing loans. Evidence from European banks. .

S. Paluch and N. Wünderlich, “Contrasting Risk Perceptions of Technology-Based Service Innovations in Inter-Organizational Settings.,” Journal of business Research, vol. 69, no. 7, pp. 2424--2431, 2016.

A. Uhde, “Risk-taking incentives through excess variable compensation: Evidence from European banks,”https://doi.org/10.1016/j.qref.2015.11.009__The Quarterly Review of Economics and Finance, vol. 60, no. 5, pp. 12–28, 2016, doi:https://doi.org/10.1016/j.qref.2015.11.009 .

G. Schryen and F. Wex, “Risk Reduction in Natural Disaster Management Through Information Systems: A Literature review and an IS design science research agenda,” International Journal of Information Systems for Crisis Response and Management (IJISCRAM), vol. 6, no. 1, 2014.

F. F. Vidor, G. I. Wirth, and U. Hilleringmann, “Low temperature fabrication of a ZnO nanoparticle thin-film transistor suitable for flexible electronics,”10.1016/j.microrel.2014.07.147__Microelectronics Reliability, vol. 54, no. 12, pp. 2760–2765, 2014, doi:10.1016/j.microrel.2014.07.147 .

T. Schlueter and S. Sievers, “Determinants of market beta: the impacts of firm-specific accounting figures and market conditions,” Review of Quantitative Finance and Accounting (VHB-JOURQUAL 3 Ranking B), no. 3, pp. 535–570, 2013.

T. C. Michalak and A. Uhde, “Credit risk securitization and bank soundness: Evidence from the microlevel for Europe,”https://doi.org/10.1016/j.qref.2012.04.008__Quarterly Review of Economics and Finance, vol. 52, no. 3, pp. 272–285, 2012, doi:https://doi.org/10.1016/j.qref.2012.04.008 .

C. Farruggio, T. C. Michalak, and A. Uhde, “Wealth effects of credit risk securitization in European Banking,”https://doi.org/10.1111/j.1468-5957.2012.02273.x__Journal of Business Finance and Accounting, vol. 39, no. 1 &; 2, pp. 193–228, 2012, doi:https://doi.org/10.1111/j.1468-5957.2012.02273.x .

C. Meine, T. C. Michalak, and A. Uhde, Sovereign Risk and Bank-Specific CDS Pricing. Paderborn University, 2012.

T. C. Michalak and A. Uhde, The Nexus between Monetary Policy, Banking Market Structure and Bank Risk Taking. Paderborn University, 2011.

A. Uhde and T. C. Michalak, “Securitization and systematic risk in European banking: Empirical evidence,”https://doi.org/10.1016/j.jbankfin.2010.07.012__Journal of Banking &; Finance, vol. 34, no. 12, pp. 3061–3077, 2010, doi:https://doi.org/10.1016/j.jbankfin.2010.07.012 .