Thomas Heidorn : Citation Profile


Are you Thomas Heidorn?

Frankfurt School of Finance and Management

9

H index

6

i10 index

168

Citations

RESEARCH PRODUCTION:

8

Articles

44

Papers

1

Books

RESEARCH ACTIVITY:

   33 years (1987 - 2020). See details.
   Cites by year: 5
   Journals where Thomas Heidorn has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 8 (4.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe427
   Updated: 2021-03-07    RAS profile: 2020-10-16    
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Relations with other researchers


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:

Herrmann-Pillath, Carsten (44)

Kostka, Genia (19)

Roßbach, Peter (11)

Gerdesmeier, Dieter (4)

Umber, Marc (4)

Schalast, Christoph (3)

Grote, Michael (3)

Packham, Natalie (3)

TARAZI, Amine (3)

van Huellen, Sophie (3)

Frey, Rainer (3)

Cites to:

Herrmann-Pillath, Carsten (23)

Bannier, Christina (21)

Schalast, Christoph (15)

Angelini, Paolo (12)

Cúrdia, Vasco (12)

Van den Heuvel, Skander (12)

Locarno, Alberto (12)

Gerali, Andrea (12)

Gambacorta, Leonardo (12)

Vlcek, Jan (12)

CLERC, Laurent (12)

Main data


Where Thomas Heidorn has published?


Journals with more than one article published# docs
Journal of Banking & Finance2
ifo Schnelldienst2

Working Papers Series with more than one paper published# docs
Frankfurt School - Working Paper Series / Frankfurt School of Finance and Management43

Recent works citing Thomas Heidorn (2021 and 2020)


YearTitle of citing document
2020Regulatory 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

2020Net 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

2020Too 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

2020Liquidity Regulation and Bank Lending. (2020). TARAZI, Amine ; Ananou, Foly. In: Working Papers. RePEc:hal:wpaper:hal-02516749.

Full description at Econpapers || Download paper

2020Gold 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

Works by Thomas Heidorn:


YearTitleTypeCited
2002Basel II: Führen die neuen Anforderungen an die Kreditinstitute zu einer Benachteiligung des Mittelstands? In: ifo Schnelldienst.
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article0
2017Diskussion um Basel IV: Übermäßige Belastung für europäische Banken oder noch zu lax? In: ifo Schnelldienst.
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article0
2015The impact of fundamental and financial traders on the term structure of oil In: Energy Economics.
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article6
2014The impact of fundamental and financial traders on the term structure of oil.(2014) In: Frankfurt School - Working Paper Series.
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This paper has another version. Agregated cites: 6
paper
2014How to make regulators and shareholders happy under Basel III In: Journal of Banking & Finance.
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article11
2018Distance to compliance portfolios: An integrated shortfall measure for basel III In: Journal of Banking & Finance.
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article0
2014Characteristics and development of corporate and sovereign CDS In: Journal of Risk Finance.
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article0
2013The 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.
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article0
2017Finanzmathematik in der Bankpraxis In: Springer Books.
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book0
1987Book reviews In: Review of World Economics (Weltwirtschaftliches Archiv).
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article0
2017An integrated shortfall measure for Basel III In: Discussion Papers.
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paper0
2008Determinanten europäischer CMBS spreads: ein empirisches Modell zur Bestimmung der Risikoaufschläge von commercial mortgage-backed securities (CMBS) In: Frankfurt School - Working Paper Series.
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paper8
2009Empirische Analyse der Drawdowns von Dach-Hedgefonds In: Frankfurt School - Working Paper Series.
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paper5
1999Kreditrisiko (CreditMetrics) In: Frankfurt School - Working Paper Series.
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paper0
2009Einführung in das Kapitalstrukturmanagement In: Frankfurt School - Working Paper Series.
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paper4
2009Interne Transferpreise für Liquidität In: Frankfurt School - Working Paper Series.
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paper6
1999Kreditderivate In: Frankfurt School - Working Paper Series.
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paper0
2010Funktionsweise und Replikationstil europäischer Exchange Traded Funds auf Aktienindices In: Frankfurt School - Working Paper Series.
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paper4
2010The value-added of investable hedge fund indices In: Frankfurt School - Working Paper Series.
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paper4
2010Determinanten von Banken-Spreads während der Finanzmarktkrise In: Frankfurt School - Working Paper Series.
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paper3
2010Implied correlations of iTraxx tranches during the financial crisis In: Frankfurt School - Working Paper Series.
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paper5
1999CatBonds: Möglichkeiten der Verbriefung von Katastrophenrisiken In: Frankfurt School - Working Paper Series.
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paper0
1999Gründung einer deutschen Strombörse für Elektrizitätsderivate In: Frankfurt School - Working Paper Series.
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paper0
2013Functions and characteristics of corporate and sovereign CDS In: Frankfurt School - Working Paper Series.
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paper0
2000Entscheidungsorientierte Mindestmargenkalkulation In: Frankfurt School - Working Paper Series.
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paper0
2014The liquidity reserve funding and management strategies In: Frankfurt School - Working Paper Series.
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paper1
2000Hybrides Kernkapital für Kreditinstitute In: Frankfurt School - Working Paper Series.
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paper1
2017The effectiveness of seasonal investments in European Share Portfolios In: Frankfurt School - Working Paper Series.
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paper0
2017The long- and short-run impact of oil price changes on major global economies In: Frankfurt School - Working Paper Series.
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paper0
2019Investigating the cross currency basis in EURUSD and EURGBP In: Frankfurt School - Working Paper Series.
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paper0
2020Euro-Benchmarkreform - Neue Referenzzinssätze in der Eurozone In: Frankfurt School - Working Paper Series.
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paper0
2000Neue Möglichkeiten durch die Namensaktie In: Frankfurt School - Working Paper Series.
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paper0
2000Economic value added zur Prognose der Performance europäischer Aktien In: Frankfurt School - Working Paper Series.
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paper2
2001Event risk covenants In: Frankfurt School - Working Paper Series.
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paper0
2001Einführung in die fundamentale Aktienanalyse In: Frankfurt School - Working Paper Series.
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paper0
2001Bewertung von Kreditprodukten und Credit Default Swaps In: Frankfurt School - Working Paper Series.
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paper4
2002Eine 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.
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paper1
2003Investitionen in Collateralized Debt Obligations In: Frankfurt School - Working Paper Series.
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paper0
2003Temperaturderivate zur strategischen Absicherung von Beschaffungs- und Absatzrisiken In: Frankfurt School - Working Paper Series.
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paper9
2004Investitionen und Emissionen von Convertible Bonds (Wandelanleihen) In: Frankfurt School - Working Paper Series.
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paper8
2004Die Anwendbarkeit der Behavioral Finance im Devisenmarkt In: Frankfurt School - Working Paper Series.
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paper9
2004Performance-Effekte nach Directors Dealings in Deutschland, Italien und den Niederlanden In: Frankfurt School - Working Paper Series.
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paper12
1998LIBOR in Arrears (Nachträgliche LIBOR-Feststellung) In: Frankfurt School - Working Paper Series.
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paper0
2005Möglichkeiten der Strukturierung von Hedgefondsportfolios In: Frankfurt School - Working Paper Series.
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paper12
2005Niederschlagsderivate In: Frankfurt School - Working Paper Series.
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paper0
2006Heterogenität von Hedgefondsindizes In: Frankfurt School - Working Paper Series.
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paper10
2007Portfoliooptimierung mit Hedgefonds unter Berücksichtigung höherer Momente der Verteilung In: Frankfurt School - Working Paper Series.
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paper10
1998Die Umstellung auf die Stückaktie für deutsche Aktiengesellschaften In: Frankfurt School - Working Paper Series.
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paper0
2007Commodities in asset management In: Frankfurt School - Working Paper Series.
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paper0
2007Gold in the investment portfolio In: Frankfurt School - Working Paper Series.
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paper13
2008Liquiditätsmodellierung von Kreditzusagen (term facilities and revolver) In: Frankfurt School - Working Paper Series.
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paper7
2008The dynamics of short- and long-term CDS-spreads of banks In: Frankfurt School - Working Paper Series.
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paper4
2008Loss Given Default - Modelle zur Schätzung von Recovery Rates In: Frankfurt School - Working Paper Series.
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paper9

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