9
H index
6
i10 index
168
Citations
Frankfurt School of Finance and Management | 9 H index 6 i10 index 168 Citations RESEARCH PRODUCTION: 8 Articles 44 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas Heidorn. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Banking & Finance | 2 |
ifo Schnelldienst | 2 |
Working Papers Series with more than one paper published | # docs |
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Frankfurt School - Working Paper Series / Frankfurt School of Finance and Management | 43 |
Year | Title of citing document |
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2020 | Regulatory Banking Leverage: what do you know?. (2020). Kimura, Herbert ; da Rosa, Douglas. In: Working Papers Series. RePEc:bcb:wpaper:540. Full description at Econpapers || Download paper |
2020 | Net stable funding ratio and profit efficiency of commercial banks in the US. (2020). Managi, Shunsuke ; Hoang, Viet-Ngu ; Wilson, Clevo ; Le, Minh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:67:y:2020:i:c:p:55-66. Full description at Econpapers || Download paper |
2020 | Too much of a good thing? Speculative effects on commodity futures curves. (2020). van Huellen, Sophie. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418118302295. Full description at Econpapers || Download paper |
2020 | Liquidity Regulation and Bank Lending. (2020). TARAZI, Amine ; Ananou, Foly. In: Working Papers. RePEc:hal:wpaper:hal-02516749. Full description at Econpapers || Download paper |
2020 | Gold Prices Volatility among Major Events and During the Current COVID-19 Outbreak. (2020). Badkook, Roaa Osama ; Lamouchi, Rim Ammar. In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:9:y:2020:i:4:f:9_4_4. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2002 | Basel II: Führen die neuen Anforderungen an die Kreditinstitute zu einer Benachteiligung des Mittelstands? In: ifo Schnelldienst. [Full Text][Citation analysis] | article | 0 |
2017 | Diskussion um Basel IV: Übermäßige Belastung für europäische Banken oder noch zu lax? In: ifo Schnelldienst. [Full Text][Citation analysis] | article | 0 |
2015 | The impact of fundamental and financial traders on the term structure of oil In: Energy Economics. [Full Text][Citation analysis] | article | 6 |
2014 | The impact of fundamental and financial traders on the term structure of oil.(2014) In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2014 | How to make regulators and shareholders happy under Basel III In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 11 |
2018 | Distance to compliance portfolios: An integrated shortfall measure for basel III In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
2014 | Characteristics and development of corporate and sovereign CDS In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
2013 | The value added of hedge fund styles in multi-asset portfolios: A new approach based on bull and bear market betas In: Review of Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
2017 | Finanzmathematik in der Bankpraxis In: Springer Books. [Citation analysis] | book | 0 |
1987 | Book reviews In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 0 |
2017 | An integrated shortfall measure for Basel III In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Determinanten europäischer CMBS spreads: ein empirisches Modell zur Bestimmung der Risikoaufschläge von commercial mortgage-backed securities (CMBS) In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2009 | Empirische Analyse der Drawdowns von Dach-Hedgefonds In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
1999 | Kreditrisiko (CreditMetrics) In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2009 | Einführung in das Kapitalstrukturmanagement In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2009 | Interne Transferpreise für Liquidität In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
1999 | Kreditderivate In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2010 | Funktionsweise und Replikationstil europäischer Exchange Traded Funds auf Aktienindices In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2010 | The value-added of investable hedge fund indices In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2010 | Determinanten von Banken-Spreads während der Finanzmarktkrise In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2010 | Implied correlations of iTraxx tranches during the financial crisis In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
1999 | CatBonds: Möglichkeiten der Verbriefung von Katastrophenrisiken In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
1999 | Gründung einer deutschen Strombörse für Elektrizitätsderivate In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2013 | Functions and characteristics of corporate and sovereign CDS In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2000 | Entscheidungsorientierte Mindestmargenkalkulation In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2014 | The liquidity reserve funding and management strategies In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2000 | Hybrides Kernkapital für Kreditinstitute In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2017 | The effectiveness of seasonal investments in European Share Portfolios In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2017 | The long- and short-run impact of oil price changes on major global economies In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2019 | Investigating the cross currency basis in EURUSD and EURGBP In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Euro-Benchmarkreform - Neue Referenzzinssätze in der Eurozone In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2000 | Neue Möglichkeiten durch die Namensaktie In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2000 | Economic value added zur Prognose der Performance europäischer Aktien In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2001 | Event risk covenants In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2001 | Einführung in die fundamentale Aktienanalyse In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2001 | Bewertung von Kreditprodukten und Credit Default Swaps In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2002 | Eine empirische Analyse der Spreadunterschiede von Festsatzanleihen zu Floatern im Euroraum und deren Zusammenhang zum Preis eines Credit Default Swaps In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2003 | Investitionen in Collateralized Debt Obligations In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2003 | Temperaturderivate zur strategischen Absicherung von Beschaffungs- und Absatzrisiken In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
2004 | Investitionen und Emissionen von Convertible Bonds (Wandelanleihen) In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2004 | Die Anwendbarkeit der Behavioral Finance im Devisenmarkt In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
2004 | Performance-Effekte nach Directors Dealings in Deutschland, Italien und den Niederlanden In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
1998 | LIBOR in Arrears (Nachträgliche LIBOR-Feststellung) In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2005 | Möglichkeiten der Strukturierung von Hedgefondsportfolios In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
2005 | Niederschlagsderivate In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2006 | Heterogenität von Hedgefondsindizes In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
2007 | Portfoliooptimierung mit Hedgefonds unter Berücksichtigung höherer Momente der Verteilung In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
1998 | Die Umstellung auf die Stückaktie für deutsche Aktiengesellschaften In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2007 | Commodities in asset management In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2007 | Gold in the investment portfolio In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
2008 | Liquiditätsmodellierung von Kreditzusagen (term facilities and revolver) In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
2008 | The dynamics of short- and long-term CDS-spreads of banks In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2008 | Loss Given Default - Modelle zur Schätzung von Recovery Rates In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team