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41 Publications


2024 | Journal Article | LibreCat-ID: 34802
Herwald S, Voigt S, Uhde A. The conditional impact of market consolidation and market power on banking stability – Evidence from Europe. Journal of Risk Finance. Published online 2024. doi:https://doi.org/10.1108/JRF-03-2023-0075
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2023 | Working Paper | LibreCat-ID: 34798
Herwald S, Voigt S, Uhde A. The Conditional Impact of Market Consolidation and Market Power on Banking Stability – Evidence from Europe.
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2022 | Journal Article | LibreCat-ID: 13147
Wengerek ST, Hippert B, Uhde A. Risk allocation through securitization – Evidence from non-performing loans. The Quarterly Review of Economics and Finance. 2022;Vol. 86 (11):48-64. doi:https://doi.org/10.1016/j.qref.2022.06.005
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2022 | Journal Article | LibreCat-ID: 35992
Letmathe S, Feng Y, Uhde A. Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall. Journal of Risk. 25(2).
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2021 | Journal Article | LibreCat-ID: 5163
Uhde A. Tax avoidance through securitization. The Quarterly Review of Economics and Finance. 2021;79:411-421. doi:10.1016/j.qref.2020.07.008
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2021 | Working Paper | LibreCat-ID: 36060
Hippert B, Uhde A. CDS Investors’ Risk Perceptions of M&A Announcements.
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2021 | Working Paper | LibreCat-ID: 36063
Hippert B, Uhde A, Wengerek ST. Determinants of CDS Trading on Major Banks.
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2019 | Working Paper | LibreCat-ID: 13146
Hippert B. 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.
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2019 | Journal Article | LibreCat-ID: 4562
Hippert B, Uhde A, Wengerek ST. Portfolio Benefits of Adding Corporate Credit Default Swap Indices: Evidence from North America and Europe. Review of Derivatives Research . 2019;22(2):203-259. doi:https://doi.org/10.1007/s11147-018-9148-8
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2019 | Working Paper | LibreCat-ID: 36004
Wengerek ST, Uhde A. Share Price Reactions to Tariff Imposition Announcements in the Trump Era – An Event Study of the Trade Conflict. Paderborn University; 2019.
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