Working papers and work in progress:
- Stale Information, Shocks and Volatility
(with A. Kadareja)
ECB Working Paper No 686.
- Financial Structure and the Dynamics of Retail Interest Rate Pass-Through
(with J.D. Lichtenberger and C. Sorensen)
ECB Working Paper No 714.
- Trade Credit Defaults and Liquidity Provision by Firms
(with F. Boissay)
ECB Working Paper No 753. Best Paper Award at the European Finance Association Meetings 2007.
- Contestability, Technology and Banking
(with S. Corvoisier)
ZEW Working Papers No 09/07.
- Bank owners or managers: Who is keen on risk? Evidence from the financial crisis
(with M. Köhler)
EBS Working Paper 10-13.
- The impact of public guarantees on bank risk taking: Evidence from a natural experiment
(with C. Gründl and A. Güttler)
EBS Working Paper No. 10-10.
- Modeling Spillover Effects Among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk (SDSVaR) Approach
(with Z.Adams and R. Füss)
EBS Working Paper.
- The Effect of Stock Market Fluctuations on Corporate Cash Flows
(with F. Boissay and M. Frank).
- Transatlantic transmission of monetary policy
(with A. Berger, J.D. Lichtenberger and C. Sorensen).
- Rating agencies and conflicts of interest between bondholders and shareholders: Evidence from gains acquisitions of rated versus unrated firms
(with C. Hirsch and J. Krahnen).
- Who Invests in Home Equity to Exempt Wealth from Bankruptcy" (with S. Corradin, H. Huizinga and L. Laeven).