Please note that LibreCat no longer supports Internet Explorer versions 8 or 9 (or earlier).
We recommend upgrading to the latest Internet Explorer, Google Chrome, or Firefox.
52 Publications
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.
LibreCat
| 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. .
LibreCat
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.
LibreCat
| 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.
LibreCat
2022 | Journal Article | LibreCat-ID: 29317
S. Letmathe, Y. Feng, and A. Uhde, “Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall,” Journal of Risk, doi: 10.21314/JOR.2022.044.
LibreCat
| DOI
2021 | Working Paper | LibreCat-ID: 36060
B. Hippert and A. Uhde, CDS Investors’ Risk Perceptions of M&A Announcements. .
LibreCat
2021 | Working Paper | LibreCat-ID: 36063
B. Hippert, A. Uhde, and S. T. Wengerek, Determinants of CDS Trading on Major Banks. .
LibreCat
2021 | Working Paper | LibreCat-ID: 29313
S. T. Wengerek and A. Uhde, Share Price Reactions to Tariff Imposition Announcements in the Trump Era – an Event Study of the Trade Conflict. 2021.
LibreCat
2021 | Working Paper | LibreCat-ID: 29315
B. Hippert and A. Uhde, CDS investors’ risk perceptions of M&A announcements. 2021.
LibreCat