5
H index
2
i10 index
77
Citations
Eva Lütkebohmert : Citation Profile
Albert-Ludwigs-Universität Freiburg | RESEARCH PRODUCTION: 19 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2007 - 2024). 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:
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Main data
Where Eva Lütkebohmert has published?
| Journals with more than one article published | # docs |
|---|---|
| Quantitative Finance | 5 |
| International Journal of Theoretical and Applied Finance (IJTAF) | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Bonn Econ Discussion Papers / University of Bonn, Bonn Graduate School of Economics (BGSE) | 3 |
Recent works citing Eva Lütkebohmert (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Detecting 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 |
| 2024 | The 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 |
| 2025 | Quasi-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 |
| 2024 | The 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 |
| 2024 | Shadow 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 |
| 2024 | Interest 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 |
| 2024 | Imported 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 |
| 2024 | Estimating 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 |
| 2024 | Asymptotic 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 |
| 2025 | Granularity Shock: A Small Perturbation Two-Factor Model. (2025). Osadchiy, Maksim. In: MPRA Paper. RePEc:pra:mprapa:124190. Full description at Econpapers || Download paper |
| 2024 | Shadow 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Absolutely continuous laws of Jump-Diffusions in finite and infinite dimensions with applications to mathematical Finance In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk In: European Financial Management. [Full Text][Citation analysis] | article | 1 |
| 2022 | Wealth management products, banking competition, and stability: Evidence from China In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 5 |
| 2023 | Investor sentiment and global economic conditions In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 1 |
| 2020 | Empirical analysis and forecasting of multiple yield curves In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 2 |
| 2023 | Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
| 2013 | Granularity Adjustment for Regulatory Capital Assessment In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 16 |
| 2014 | A Multiperiod Bank Run Model for Liquidity Risk In: Review of Finance. [Full Text][Citation analysis] | article | 7 |
| Calculating capital charges for sector concentration risk In: Journal of Credit Risk. [Full Text][Citation analysis] | article | 0 | |
| Failure of the saddlepoint method in the presence of double defaults In: Journal of Risk. [Full Text][Citation analysis] | article | 0 | |
| 2009 | Failure 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 | |
| 2024 | Improved robust price bounds for multi-asset derivatives under market-implied dependence information In: Finance and Stochastics. [Full Text][Citation analysis] | article | 0 |
| 2020 | A Multiple Curve Lévy Swap Market Model In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | Rollover risk and credit risk under time-varying margin In: Quantitative Finance. [Full Text][Citation analysis] | article | 5 |
| 2019 | Tightening robust price bounds for exotic derivatives In: Quantitative Finance. [Full Text][Citation analysis] | article | 7 |
| 2021 | Robust statistical arbitrage strategies In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
| 2022 | Robust deep hedging In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
| 2023 | A hybrid convolutional neural network with long short-term memory for statistical arbitrage In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
| 2014 | VALUE-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] | article | 0 |
| 2014 | OPTIMALITY OF PAYOFFS IN LÉVY MODELS In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 2 |
| 2022 | OPTIMAL CROSS-CURRENCY MORTGAGE DECISIONS In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
| 2009 | Treatment of Double Default Effects within the Granularity Adjustment for Basel II In: Bonn Econ Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Improved 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] | paper | 0 |
| 2007 | Granularity adjustment for Basel II In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 18 |
| 2017 | Euro area banks interest rate risk exposure to level, slope and curvature swings in the yield curve In: Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
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