13
H index
19
i10 index
646
Citations
Thomas Heidorn : Citation Profile
Frankfurt School of Finance and Management | RESEARCH PRODUCTION: 8 Articles 45 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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33 years (1987 - 2020). 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:
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Main data
Where Thomas Heidorn has published?
| Journals with more than one article published | # docs |
|---|---|
| ifo Schnelldienst | 2 |
| Journal of Banking & Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Frankfurt School - Working Paper Series / Frankfurt School of Finance and Management | 44 |
Recent works citing Thomas Heidorn (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Functional Oil Price Expectations Shocks and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10998. Full description at Econpapers || Download paper |
| 2023 | Exploiting the dynamics of commodity futures curves. (2023). Zhang, Tingxi ; Miffre, Joelle ; Fan, John Hua ; Bianchi, Robert J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001632. Full description at Econpapers || Download paper |
| 2024 | Sticky substance with sticky power: Oil in global production and financial networks. (2024). Grote, Michael ; Zook, Matthew ; Wojcik, Dariusz. In: Environment and Planning A. RePEc:sae:envira:v:56:y:2024:i:2:p:436-453. Full description at Econpapers || Download paper |
| 2023 | Size matters: analyzing bank profitability and efficiency under the Basel III framework. (2023). Žiković, Saša ; Greta, Ivan. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00412-y. Full description at Econpapers || Download paper |
| 2024 | Breaks in term structures: Evidence from the oil futures markets. (2024). Miller, Curtis ; Liu, Zhenya ; Horvath, Lajos ; Tang, Weiqing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2317-2341. Full description at Econpapers || Download paper |
Works by Thomas Heidorn:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 13 |
| 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 nother version. Agregated cites: 13 | paper | |
| 2014 | How to make regulators and shareholders happy under Basel III In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 21 |
| 2018 | Distance to compliance portfolios: An integrated shortfall measure for basel III In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
| 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 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 | 51 |
| 2009 | Empirische Analyse der Drawdowns von Dach-Hedgefonds In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 44 |
| 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 | 35 |
| 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 | 39 |
| 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 | 6 |
| 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 |
| 2020 | Introduction of additional Tier 1 capital 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 | 7 |
| 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 | 10 |
| 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 | 10 |
| 2003 | Investitionen in Collateralized Debt Obligations In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
| 2003 | Temperaturderivate zur strategischen Absicherung von Beschaffungs- und Absatzrisiken In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 64 |
| 2004 | Investitionen und Emissionen von Convertible Bonds (Wandelanleihen) In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 62 |
| 2004 | Die Anwendbarkeit der Behavioral Finance im Devisenmarkt In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 58 |
| 2004 | Performance-Effekte nach Directors Dealings in Deutschland, Italien und den Niederlanden In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 14 |
| 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 | 15 |
| 2007 | Gold in the investment portfolio In: Frankfurt School - Working Paper Series. [Full Text][Citation analysis] | paper | 62 |
| 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 | 55 |
| 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. Last updated November, 3 2024. Contact: CitEc Team