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41 Publications
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2024 | Journal Article | LibreCat-ID: 34802
S. Herwald, S. Voigt, and A. Uhde, “The conditional impact of market consolidation and market power on banking stability – Evidence from Europe,” Journal of Risk Finance, 2024, doi: https://doi.org/10.1108/JRF-03-2023-0075.
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| DOI
2023 | Working Paper | LibreCat-ID: 34798
S. Herwald, S. Voigt, and A. Uhde, 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
S. T. Wengerek, B. Hippert, and A. Uhde, “Risk allocation through securitization – Evidence from non-performing loans,” 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.
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| DOI
2022 | Journal Article | LibreCat-ID: 35992
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.
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2021 | Working Paper | LibreCat-ID: 36060
B. Hippert and A. Uhde, CDS Investors’ Risk Perceptions of M&A Announcements. .
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2021 | Working Paper | LibreCat-ID: 36063
B. Hippert, A. Uhde, and S. T. Wengerek, Determinants of CDS Trading on Major Banks. .
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2019 | Working Paper | LibreCat-ID: 13146
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.
LibreCat
2019 | Journal Article | LibreCat-ID: 4562
B. Hippert, A. Uhde, and S. T. Wengerek, “Portfolio Benefits of Adding Corporate Credit Default Swap Indices: Evidence from North America and Europe,” Review of Derivatives Research , vol. 22, no. 2, pp. 203–259, 2019, doi: https://doi.org/10.1007/s11147-018-9148-8.
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| DOI
2019 | Working Paper | LibreCat-ID: 36004
S. T. Wengerek and A. Uhde, 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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