Eva Lütkebohmert : Citation Profile

Albert-Ludwigs-Universität Freiburg

6

H index

2

i10 index

94

Citations

RESEARCH PRODUCTION:

22

Articles

12

Papers

RESEARCH ACTIVITY:

   18 years (2007 - 2025). See details.
   Cites by year: 5
   Journals where Eva Lütkebohmert has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 10 (9.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plt6
   Updated: 2025-11-22    RAS profile: 2025-11-12    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Eva Lütkebohmert.

Is cited by:

gourieroux, christian (3)

Schmieder, Christian (3)

Tarashev, Nikola (3)

Kupiec, Paul (2)

Pliszka, Kamil (1)

Das, Sanjiv (1)

Teixeira, Joao (1)

Szabó, Dávid (1)

Monfort, Alain (1)

Penikas, Henry (1)

Kotlicki, Artur (1)

Cites to:

Leland, Hayne (10)

Acharya, Viral (9)

Vanduffel, Steven (8)

Gordy, Michael (8)

Turnovsky, Stephen J (7)

He, Zhiguo (7)

Campbell, John (7)

Hansen, Lars (7)

gourieroux, christian (6)

Shleifer, Andrei (6)

Otrok, Christopher (5)

Main data

Where Eva Lütkebohmert has published?

Journals with more than one article published# docs
Quantitative Finance5
International Journal of Theoretical and Applied Finance (IJTAF)3
Journal of Credit Risk2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org7
Bonn Econ Discussion Papers / University of Bonn, Bonn Graduate School of Economics (BGSE)3

Recent works citing Eva Lütkebohmert (2025 and 2024)

YearTitle of citing document
2024Detecting data-driven robust statistical arbitrage strategies with deep neural networks. (2024). Sester, Julian ; Yin, Daiying ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2203.03179.

Full description at Econpapers || Download paper

2024The geometry of multi-curve interest rate models. (2024). Lanaro, Giacomo ; Fontana, Claudio ; Murgoci, Agatha. In: Papers. RePEc:arx:papers:2401.11619.

Full description at Econpapers || Download paper

2025Recursive Optimal Stopping with Poisson Stopping Constraints. (2024). Wu, Zhen ; Xu, Zhenda ; Wei, Wei ; Liang, Gechun. In: Papers. RePEc:arx:papers:2407.17975.

Full description at Econpapers || Download paper

2025Quasi-Bayesian Local Projections: Simultaneous Inference and Extension to the Instrumental Variable Method. (2025). Tanaka, Masahiro. In: Papers. RePEc:arx:papers:2503.20249.

Full description at Econpapers || Download paper

2025Empirical Analysis of the Model-Free Valuation Approach: Hedging Gaps, Conservatism, and Trading Opportunities. (2025). Chen, Zixing ; Qi, Yihan ; Sester, Julian ; Que, Shanlan ; Zhang, Xiao. In: Papers. RePEc:arx:papers:2508.16595.

Full description at Econpapers || Download paper

2025Deep learning CAT bond valuation. (2025). Sester, Julian ; Xu, Huansang. In: Papers. RePEc:arx:papers:2509.25899.

Full description at Econpapers || Download paper

2025A Comprehensive Framework for Understanding the Influence of Macroeconomic Factors on Crowdfunding and Directions for Future Research. (2025). Wille, Nico. In: Journal of Economic Analysis. RePEc:bba:j00001:v:4:y:2025:i:3:p:111-141:d:442.

Full description at Econpapers || Download paper

2024The real effect of shadow banking regulation: Evidence from China. (2024). Jiang, BO. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014123000924.

Full description at Econpapers || Download paper

2024Shadow banking and loan pricing of commercial banks: Evidence from China. (2024). Wan, Xiaoli ; Margaritis, Dimitris. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000451.

Full description at Econpapers || Download paper

2025Digital transformation in banking: Curbing procyclical leverage to strengthen financial stability. (2025). Huang, Zeyu ; Wang, LI ; Yang, Yining. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002923.

Full description at Econpapers || Download paper

2024Interest rate liberalization and the stability of the Chinese banking system: Exploring chained mediation effects of deposit competitiveness and wealth management products. (2024). Ashhari, Zariyawati Mohd ; Li, Yue ; Ni, Wei ; Dato, Mohamed Hisham ; Kang, Kuan. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002526.

Full description at Econpapers || Download paper

2025Is the difference between deep hedging and delta hedging a statistical arbitrage?. (2025). Prez, Carlos Octavio ; Godin, Frdric ; Gauthier, Genevive ; Franois, Pascal. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016192.

Full description at Econpapers || Download paper

2024Imported financial risk in global stock markets: Evidence from the interconnected network. (2024). Ouyang, Zisheng ; Zhou, Xuewei ; Lu, Min ; Liu, KE. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192400093x.

Full description at Econpapers || Download paper

2024Estimating time-varying factors’ variance in the string-term structure model with stochastic volatility. (2024). Almeida, Thiago Ramos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001302.

Full description at Econpapers || Download paper

2024Asymptotic analyses for trend-stationary pairs trading strategy in high-frequency trading. (2024). Wang, Kuan-Lun ; Kao, Chu-Lan ; Chang, Hao-Han ; Luo, Yi-Jen ; Dai, Tian-Shyr ; Liu, Liang-Chih. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:4:d:10.1007_s11156-024-01293-1.

Full description at Econpapers || Download paper

2025Granularity Shock: A Small Perturbation Two-Factor Model. (2025). Osadchiy, Maksim. In: MPRA Paper. RePEc:pra:mprapa:124190.

Full description at Econpapers || Download paper

2025Granularity Shock: A Small Perturbation Two-Factor Model. (2025). Osadchiy, Maksim. In: MPRA Paper. RePEc:pra:mprapa:124745.

Full description at Econpapers || Download paper

2025Granularity Shock: A Small Perturbation Two-Factor Model. (2025). Osadchiy, Maksim. In: MPRA Paper. RePEc:pra:mprapa:125027.

Full description at Econpapers || Download paper

2024Shadow Funding and Economic Growth: Evidence from China. (2024). Xiao, Yajun ; An, Yahui ; Feng, XU. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:2-3:p:589-611.

Full description at Econpapers || Download paper

Works by Eva Lütkebohmert:

YearTitleTypeCited
2015Funding Liquidity, Debt Tenor Structure, and Creditors Belief: An Exogenous Dynamic Debt Run Model In: Papers.
[Full Text][Citation analysis]		paper7
2021Robust deep hedging In: Papers.
[Full Text][Citation analysis]		paper6
2022Robust deep hedging.(2022) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2023Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information In: Papers.
[Full Text][Citation analysis]		paper3
2024Improved robust price bounds for multi-asset derivatives under market-implied dependence information.(2024) In: Finance and Stochastics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2024On the Relevance and Appropriateness of Name Concentration Risk Adjustments for Portfolios of Multilateral Development Banks In: Papers.
[Full Text][Citation analysis]		paper0
2024Measuring Name Concentrations through Deep Learning In: Papers.
[Full Text][Citation analysis]		paper1
2025Measuring name concentrations through deep learning.(2025) In: International Review of Financial Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2024Robust Bernoulli mixture models for credit portfolio risk In: Papers.
[Full Text][Citation analysis]		paper0
2008Absolutely continuous laws of Jump-Diffusions in finite and infinite dimensions with applications to mathematical Finance In: Papers.
[Full Text][Citation analysis]		paper1
2017Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk In: European Financial Management.
[Full Text][Citation analysis]		article1
2022Wealth management products, banking competition, and stability: Evidence from China In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article6
2023Investor sentiment and global economic conditions In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article2
2025Name concentration risk in Multilateral Development Banks’ portfolios: Measurement and capital adequacy implications In: Global Finance Journal.
[Full Text][Citation analysis]		article0
2020Empirical analysis and forecasting of multiple yield curves In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article2
2023Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2013Granularity Adjustment for Regulatory Capital Assessment In: International Journal of Central Banking.
[Full Text][Citation analysis]		article18
2014A Multiperiod Bank Run Model for Liquidity Risk In: Review of Finance.
[Full Text][Citation analysis]		article6
Treatment of double default effects within the granularity adjustment for Basel II In: Journal of Credit Risk.
[Full Text][Citation analysis]		article0
2009Treatment of Double Default Effects within the Granularity Adjustment for Basel II.(2009) In: Bonn Econ Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
Calculating capital charges for sector concentration risk In: Journal of Credit Risk.
[Full Text][Citation analysis]		article0
Failure of the saddlepoint method in the presence of double defaults In: Journal of Risk.
[Full Text][Citation analysis]		article0
2009Failure of saddle-point method in the presence of double defaults.(2009) In: Bonn Econ Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2020A Multiple Curve Lévy Swap Market Model In: Applied Mathematical Finance.
[Full Text][Citation analysis]		article0
2017Rollover risk and credit risk under time-varying margin In: Quantitative Finance.
[Full Text][Citation analysis]		article5
2019Tightening robust price bounds for exotic derivatives In: Quantitative Finance.
[Full Text][Citation analysis]		article5
2021Robust statistical arbitrage strategies In: Quantitative Finance.
[Full Text][Citation analysis]		article2
2023A hybrid convolutional neural network with long short-term memory for statistical arbitrage In: Quantitative Finance.
[Full Text][Citation analysis]		article1
2014VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article0
2014OPTIMALITY OF PAYOFFS IN LÉVY MODELS In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article2
2022OPTIMAL CROSS-CURRENCY MORTGAGE DECISIONS In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article0
2009Improved Modeling of Double Default Effects in Basel II - An Endogenous Asset Drop Model without Additional Correlation In: Bonn Econ Discussion Papers.
[Full Text][Citation analysis]		paper0
2007Granularity adjustment for Basel II In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper18
2017Euro area banks interest rate risk exposure to level, slope and curvature swings in the yield curve In: Discussion Papers.
[Full Text][Citation analysis]		paper5

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team