Zobrazeno 1 - 10
of 49
pro vyhledávání: '"André Uhde"'
Publikováno v:
The Quarterly Review of Economics and Finance. 86:48-64
Employing a unique and hand-collected sample of 648 true sale loan securitization transactions issued by 57 stock-listed banks across the EU-12 plus Switzerland over the period from 1997 to 2010, this paper empirically analyzes the relationship betwe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b2dc0a53a24fa830ad134a2e66c94209
https://doi.org/10.1016/j.qref.2022.06.005
https://doi.org/10.1016/j.qref.2022.06.005
Autor:
André Uhde
Publikováno v:
The Quarterly Review of Economics and Finance. 79:411-421
Employing a unique hand-collected sample of 956 credit risk securitization transactions issued by 64 stock-listed European banks across the EU-13 plus Switzerland over the period from 1997 to 2010, this paper empirically analyzes the impact of securi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cb19e3a1653ba855887a519179e4ce99
https://doi.org/10.1016/j.qref.2020.07.008
https://doi.org/10.1016/j.qref.2020.07.008
Publikováno v:
Journal of Risk.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8cfab3d3d11e17c0e22b62f7fd7625e2
https://doi.org/10.21314/jor.2022.044
https://doi.org/10.21314/jor.2022.044
Das anwendungsorientierte Lehrbuch zum Thema Bankpolitik richtet den Fokus auf eine marktorientierte Gestaltung der Leistungen eines Kreditinstituts. Ausgehend von der Marktstruktur und den Marktprozessen werden Marktrisiken, Marktregeln und die
Autor:
André Uhde, Benjamin Hippert
Publikováno v:
SSRN Electronic Journal.
Employing a sample of 492 merger and acquisition (M&A) announcements from 284 acquirers across North America and Europe between 2005 and 2018, this study analyzes the impact of M&A announcements on an acquirers abnormal CDS spread changes. We nd that
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5abd39ce1dd5f206c87a95e0e8ab07c6
https://doi.org/10.2139/ssrn.3822523
https://doi.org/10.2139/ssrn.3822523
Publikováno v:
SSRN Electronic Journal.
In this paper new semiparametric GARCH models with long memory are introduced. The estimation of the nonparametric scale function is carried out by an adapted version of the SEMIFAR algorithm (Beran et al., 2002). Recurring on the revised recommendat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::afcc274592340d5563325ddbdab2e45c
https://doi.org/10.2139/ssrn.3823895
https://doi.org/10.2139/ssrn.3823895
Autor:
Sascha Tobias Wengerek, André Uhde
Publikováno v:
SSRN Electronic Journal.
Employing a unique sample of 2,849 tariff imposition announcements by and against the United States (U.S.) over the period from 2018 to 2019, this study analyzes the impact of recent tariff announcements on share prices from 859 U.S. companies. We pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bbc0bf58e1348cbbed9d51763cb07830
https://doi.org/10.2139/ssrn.3824616
https://doi.org/10.2139/ssrn.3824616
Publikováno v:
Review of Derivatives Research. 22:203-259
Employing main and sector-specific investment-grade CDS indices from the North American and European CDS market and performing mean-variance out-of-sample analyses for conservative and aggressive investors over the period from 2006 to 2014, this pape
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5f9f44e8a1954cbd5349642f9f6d8daf
https://doi.org/10.1007/s11147-018-9148-8
https://doi.org/10.1007/s11147-018-9148-8
Autor:
André Uhde
Publikováno v:
The Quarterly Review of Economics and Finance. 60:12-28
Employing compensation data provided by 63 banks from 16 European countries for the period from 2000 to 2010 this paper empirically investigates the impact of excess variable compensation on bank risk. As a main finding, we provide evidence for a ris
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5658c9d21c5e08bb9df5f4a30c13f002
https://doi.org/10.1016/j.qref.2015.11.009
https://doi.org/10.1016/j.qref.2015.11.009
Autor:
André Uhde, Christian Farruggio
Publikováno v:
Journal of Banking & Finance. 56:12-27
Analyzing 75 securitizing and non-securitizing stock-listed banks in the EU-13 plus Switzerland over the period from 1997 to 2010, this paper provides empirical evidence that loan securitization in Europe is a composite decision based on bank-specifi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2a8bd578905f4ec57f40680f80c14b6a
https://doi.org/10.1016/j.jbankfin.2015.01.015
https://doi.org/10.1016/j.jbankfin.2015.01.015