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18 Publications
2023 | Conference Paper | LibreCat-ID: 37312 | 
Do People Recover from Algorithm Aversion? An Experimental Study of Algorithm Aversion over Time
D. Leffrang, K. Bösch, O. Müller, in: Proceedings of the 56th Hawaii International Conference on System Sciences, 2023.
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D. Leffrang, K. Bösch, O. Müller, in: Proceedings of the 56th Hawaii International Conference on System Sciences, 2023.
2022 | Journal Article | LibreCat-ID: 31844
Computation on Encrypted Data Using Dataflow Authentication
A. Fischer, B. Fuhry, J. Kußmaul, J. Janneck, F. Kerschbaum, E. Bodden, ACM Transactions on Privacy and Security 25 (2022) 1–36.
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| DOI
A. Fischer, B. Fuhry, J. Kußmaul, J. Janneck, F. Kerschbaum, E. Bodden, ACM Transactions on Privacy and Security 25 (2022) 1–36.
2022 | Journal Article | LibreCat-ID: 35992
Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall
S. Letmathe, Y. Feng, A. Uhde, Journal of Risk 25 (n.d.).
LibreCat
S. Letmathe, Y. Feng, A. Uhde, Journal of Risk 25 (n.d.).
2021 | Journal Article | LibreCat-ID: 5163
Tax avoidance through securitization
A. Uhde, The Quarterly Review of Economics and Finance 79 (2021) 411–421.
LibreCat
| DOI
A. Uhde, The Quarterly Review of Economics and Finance 79 (2021) 411–421.
2021 | Working Paper | LibreCat-ID: 36060
CDS Investors’ Risk Perceptions of M&A Announcements
B. Hippert, A. Uhde, CDS Investors’ Risk Perceptions of M&A Announcements, n.d.
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B. Hippert, A. Uhde, CDS Investors’ Risk Perceptions of M&A Announcements, n.d.
2021 | Working Paper | LibreCat-ID: 37136
Cost of Debt for Private Firms Revisited: Voluntary Audits as a Reflection of Risk
R. Ichev, J. Koren, U. Kosi, K. Sitar Sustar, A. Valentincic, Cost of Debt for Private Firms Revisited: Voluntary Audits as a Reflection of Risk, 2021.
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R. Ichev, J. Koren, U. Kosi, K. Sitar Sustar, A. Valentincic, Cost of Debt for Private Firms Revisited: Voluntary Audits as a Reflection of Risk, 2021.
2019 | Working Paper | LibreCat-ID: 13146
The relationship between announcements of complete mergers and acquisitions and acquirers' abnormal CDS spread changes
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
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.
2019 | Journal Article | LibreCat-ID: 10279
Are cryptocurrency traders pioneers or just risk-seekers? evidence from brokerage accounts
M. Pelster, B. Breitmayer, T. Hasso, Economics Letters 182 (2019) 98–100.
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| DOI
M. Pelster, B. Breitmayer, T. Hasso, Economics Letters 182 (2019) 98–100.
2019 | Journal Article | LibreCat-ID: 4562
Portfolio Benefits of Adding Corporate Credit Default Swap Indices: Evidence from North America and Europe
B. Hippert, A. Uhde, S.T. Wengerek, Review of Derivatives Research 22 (2019) 203–259.
LibreCat
| DOI
B. Hippert, A. Uhde, S.T. Wengerek, Review of Derivatives Research 22 (2019) 203–259.
2016 | Journal Article | LibreCat-ID: 4951
Contrasting Risk Perceptions of Technology-Based Service Innovations in Inter-Organizational Settings.
S. Paluch, N. Wünderlich, Journal of Business Research 69 (2016) 2424--2431.
LibreCat
S. Paluch, N. Wünderlich, Journal of Business Research 69 (2016) 2424--2431.
2016 | Journal Article | LibreCat-ID: 3376
Risk-taking incentives through excess variable compensation: Evidence from European banks
A. Uhde, The Quarterly Review of Economics and Finance 60 (2016) 12–28.
LibreCat
| DOI
A. Uhde, The Quarterly Review of Economics and Finance 60 (2016) 12–28.
2014 | Journal Article | LibreCat-ID: 5614 |
Risk Reduction in Natural Disaster Management Through Information Systems: A Literature review and an IS design science research agenda
G. Schryen, F. Wex, International Journal of Information Systems for Crisis Response and Management (IJISCRAM) 6 (2014).
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G. Schryen, F. Wex, International Journal of Information Systems for Crisis Response and Management (IJISCRAM) 6 (2014).
2014 | Journal Article | LibreCat-ID: 39483
Low temperature fabrication of a ZnO nanoparticle thin-film transistor suitable for flexible electronics
F.F. Vidor, G.I. Wirth, U. Hilleringmann, Microelectronics Reliability 54 (2014) 2760–2765.
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| DOI
F.F. Vidor, G.I. Wirth, U. Hilleringmann, Microelectronics Reliability 54 (2014) 2760–2765.
2013 | Journal Article | LibreCat-ID: 20863
Determinants of market beta: the impacts of firm-specific accounting figures and market conditions
T. Schlueter, S. Sievers, Review of Quantitative Finance and Accounting (VHB-JOURQUAL 3 Ranking B) (2013) 535–570.
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T. Schlueter, S. Sievers, Review of Quantitative Finance and Accounting (VHB-JOURQUAL 3 Ranking B) (2013) 535–570.
2012 | Journal Article | LibreCat-ID: 4399
Credit risk securitization and bank soundness: Evidence from the microlevel for Europe
T.C. Michalak, A. Uhde, Quarterly Review of Economics and Finance 52 (2012) 272–285.
LibreCat
| DOI
T.C. Michalak, A. Uhde, Quarterly Review of Economics and Finance 52 (2012) 272–285.
2012 | Journal Article | LibreCat-ID: 4403
Wealth effects of credit risk securitization in European Banking
C. Farruggio, T.C. Michalak, A. Uhde, Journal of Business Finance and Accounting 39 (2012) 193–228.
LibreCat
| DOI
C. Farruggio, T.C. Michalak, A. Uhde, Journal of Business Finance and Accounting 39 (2012) 193–228.
2012 | Working Paper | LibreCat-ID: 36015
Sovereign Risk and Bank-Specific CDS Pricing
C. Meine, T.C. Michalak, A. Uhde, Sovereign Risk and Bank-Specific CDS Pricing, Paderborn University, 2012.
LibreCat
C. Meine, T.C. Michalak, A. Uhde, Sovereign Risk and Bank-Specific CDS Pricing, Paderborn University, 2012.
2010 | Journal Article | LibreCat-ID: 4404
Securitization and systematic risk in European banking: Empirical evidence
A. Uhde, T.C. Michalak, Journal of Banking & Finance 34 (2010) 3061–3077.
LibreCat
| DOI
A. Uhde, T.C. Michalak, Journal of Banking & Finance 34 (2010) 3061–3077.