5
H index
5
i10 index
171
Citations
Christian Wilde : Citation Profile
Goethe Universität Frankfurt am Main (25% share) | RESEARCH PRODUCTION: 2 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2003 - 2021). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Christian Wilde. | Is cited by:
| Cites to:
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Main data
Where Christian Wilde has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| SAFE Working Paper Series / Leibniz Institute for Financial Research SAFE | 4 |
| CFS Working Paper Series / Center for Financial Studies (CFS) | 3 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
Recent works citing Christian Wilde (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2023 | Valuation of the Convertible Bonds under Penalty TF model using Finite Element Method. (2023). Wei, Dongming ; Amanbek, Yerlan ; Erlangga, Yogi ; Kazbek, Rakhymzhan. In: Papers. RePEc:arx:papers:2301.10734. Full description at Econpapers || Download paper |
| 2021 | Convertible bond valuation with regime switching. (2021). Jang, Bong-Gyu ; Kim, Byung-June. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:150:y:2021:i:c:s0960077921005555. Full description at Econpapers || Download paper |
| 2021 | The impact of central clearing on the market for single-name credit default swaps. (2021). Dionne, Georges ; Breton, Michele ; Ben-Abdallah, Ramzi ; Akari, Mohamed-Ali. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s106294082030231x. Full description at Econpapers || Download paper |
| 2022 | Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective. (2022). Wang, Gang-Jin ; Xie, Chi ; Ling, Yu-Xiu. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000292. Full description at Econpapers || Download paper |
| 2022 | Skin-in-the-game in ABS transactions: A critical review of policy options. (2022). Wilde, Christian ; Krahnen, Jan-Pieter. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000262. Full description at Econpapers || Download paper |
| 2021 | Learning under ambiguity: An experiment in gradual information processing. (2021). Ngangoue, Kathleen M. In: Journal of Economic Theory. RePEc:eee:jetheo:v:195:y:2021:i:c:s0022053121000995. Full description at Econpapers || Download paper |
| 2021 | Tax avoidance through securitization. (2021). Uhde, Andre. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:411-421. Full description at Econpapers || Download paper |
| 2022 | Risk allocation through securitization: Evidence from non-performing loans. (2022). Uhde, Andre ; Hippert, Benjamin ; Wengerek, Sascha Tobias. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:48-64. Full description at Econpapers || Download paper |
| 2021 | Can Securitization Enhance Financial Stability? (Case of the I.R. of Iran). (2021). Ahmadian, Azam ; Khansari, Rasool ; Pasha, Mohammad Valipour. In: Journal of Money and Economy. RePEc:mbr:jmonec:v:16:y:2021:i:3:p:323-347. Full description at Econpapers || Download paper |
| 2023 | How Do Options Add Value? Evidence from the Convertible Bond Market*. (2023). Verwijmeren, Patrick ; Renjie, Rex Wang ; Lee, Inmoo. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:1:p:189-222.. Full description at Econpapers || Download paper |
| 2022 | Pricing Cancellation Product. (2022). Lee, David. In: MPRA Paper. RePEc:pra:mprapa:114147. Full description at Econpapers || Download paper |
| 2022 | DeepPricing: pricing convertible bonds based on financial time-series generative adversarial networks. (2022). Wang, Shuyi ; Zhao, Xuejun ; Zhang, Zili ; Tan, Xiaoyu. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00369-y. Full description at Econpapers || Download paper |
| 2022 | Pricing callable–puttable convertible bonds with an integral equation approach. (2022). Zhu, Songping ; Lin, Sha. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:10:p:1856-1911. Full description at Econpapers || Download paper |
| 2021 | The effect of ambiguity on price formation and trading behavior in financial markets. (2021). Wilde, Christian ; Ockenfels, Peter ; Li, Wenhui. In: SAFE Working Paper Series. RePEc:zbw:safewp:326. Full description at Econpapers || Download paper |
Works by Christian Wilde:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Skin-in-the-Game in ABS Transactions: A Critical Review of Policy Options In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Skin-in-the-game in ABS transactions: A critical review of policy options.(2017) In: SAFE White Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Skin in the game in ABS transactions: A critical review of policy options.(2017) In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2006 | Risk Transfer with CDOs and Systemic Risk in Banking In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
| 2008 | Simulation-based pricing of convertible bonds In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 34 |
| 2005 | Simulation-Based Pricing of Convertible Bonds.(2005) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
| 2003 | Are convertible bonds underpriced? An analysis of the French market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 47 |
| 2006 | Risk transfer with CDOs and systemic risk in bankingfam In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 14 |
| 2008 | Risk transfer with CDOs In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 23 |
| 2009 | CDOs and systematic risk: Why bond ratings are inadequate In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2014 | And lead us not into temptation: Presentation formats and the choice of risky alternatives In: ICIR Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2017 | Liquidity premia in CDS markets In: SAFE Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2020 | Belief formation and belief updating under ambiguity: Evidence from experiments In: SAFE Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Separating the effects of beliefs and attitudes on pricing under ambiguity In: SAFE Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Measuring ambiguity aversion: A systematic experimental approach In: SAFE Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2014 | Measuring Ambiguity Aversion: A Systematic Experimental Approach.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper |
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