Publications

Empirical banking

  • Bank foreign assets, government support and international spillover effects of sovereign rating events on bank stock prices (with N. Moch).
    Journal of Banking and Finance 130, 106187. 2021
  • Neglecting Peter to fix Paul: How shared directors transmit bank shocks to non-financial firms (with L. Pugachev).
    Journal of Financial and Quantitative Analysis 56(6). 2170-2207.
  • Do all new brooms sweep clean? Evidence from outside appointments in German banks (with T. Kick and I. Nehring).
    Journal of Banking and Finance     84, 135-151. 2017
  • Earnings baths by CEOs during turnovers: Empirical evidence from German savings banks (with S. Bornemann, T. Kick, and A. Pfingsten).
    Journal of Banking and Finance    , 53 (4), 188-201. 2015
  • The dependency of the banks’ assets and liabilities: Evidence from Germany (with C. Memmel).
    European Financial Management 18 (4): 602-619. 2012.
  • Banks’ management of the net interest margin: New measures (with C. Memmel).
    Financial Markets and Portfolio Management 27: 275-297. 2013.
  • Macroeconomic shocks and banks’ foreign assets (with C. Buch and K. Carstensen).
    Journal of Money, Credit and Banking 42 (1): 171–188. 2010.

 

Structured Products

  • Listing of classical options and the pricing of discount certificates.
    Journal of Banking and Finance 123, 106011. 2021.
  • Pricing and Issuance dependencies in SFP portfolios (with M. Pelster).
    Journal of Futures Markets    . 2019.
  • Warrant price responses to credit spread changes: Fact or fiction? (with S. Stoerch).
    Review of Financial Economics 36 (3), 206-219. 2018
  • Pricing effects when competitors arrive: The case of discount certificates in Germany.
    Journal of Banking and Finance, 68, 84-99. 2016
  • Issuers’ credit risk and pricing of warrants in the recent financial crisis (with S. Stoerch).
    Journal of Risk Finance,16 (4), 444-462. 2015

 

Venture Capital Finance

  • Does syndication with local venture capitalists moderate the effects of geographical and institutional distances?
    (with T. Tykvova) Journal of International Management 20 (4): 406-420. 2014.
  • What lures venture capital inflows? (with T. Tykvova) Journal of International Money and Finance 31: 1777-1799. 2012.
  • Venture capital and internationalization (with T. Tykvova). International Business Review 20: 423-439. 2011.
  • Cross-border venture capital flows and local ties: Evidence from developed countries (with T. Tykvova).
    Quarterly Review of Economics and Finance 51: 36-48. 2011.