5
H index
2
i10 index
72
Citations
Eva Lütkebohmert : Citation Profile
Albert-Ludwigs-Universität Freiburg | RESEARCH PRODUCTION: 16 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2007 - 2023). 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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Detecting data-driven robust statistical arbitrage strategies with deep neural networks. (2022). Neufeld, Ariel ; Yin, Daiying ; Sester, Julian. In: Papers. RePEc:arx:papers:2203.03179. Full description at Econpapers || Download paper |
| 2023 | Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information. (2022). Sester, Julian ; Neufeld, Ariel ; Lutkebohmert, Eva ; Ansari, Jonathan. In: Papers. RePEc:arx:papers:2204.01071. Full description at Econpapers || Download paper |
| 2023 | Markov decision processes under model uncertainty. (2023). Iki, Mario ; Sester, Julian ; Neufeld, Ariel. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:618-665. Full description at Econpapers || Download paper |
| 2023 | Improved scalability and risk factor proxying with a two-step principal component analysis for multi-curve modelling. (2023). Cummins, Mark ; Atkins, Philip J. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:1331-1348. 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 |
| 2023 | Do Chinese firms speculate during high economic policy uncertainty? Evidence from wealth management products. (2023). She, Yanling ; Duan, Yang ; Jin, Yong ; Huang, Jin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001552. 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). Dato, Mohamed Hisham ; Ashhari, Zariyawati Mohd ; Kang, Kuan ; Li, Yue ; Ni, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002526. Full description at Econpapers || Download paper |
| 2023 | Banking regulation and banks’ risk-taking behavior: The role of investors’ protection. (2023). Dias, Jose Carlos ; Dutra, Tiago M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:124-148. Full description at Econpapers || Download paper |
| 2024 | Imported financial risk in global stock markets: Evidence from the interconnected network. (2024). Liu, KE ; Lu, Min ; Zhou, Xuewei ; Ouyang, Zisheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192400093x. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Model-Free Bounds for Multi-Asset Options Using Option-Implied Information and Their Exact Computation. (2023). Xiang, Qikun ; Papapantoleon, Antonis ; Neufeld, Ariel. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:4:p:2051-2068. Full description at Econpapers || Download paper |
| 2023 | Risk-shifting, concentration risk, and heterogeneous borrowers. (2023). Fittje, Jens. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:20:y:2023:i:4:d:10.1007_s10368-023-00570-z. Full description at Econpapers || Download paper |
| 2024 | Shadow Funding and Economic Growth: Evidence from China. (2024). An, Yahui ; Feng, XU ; Xiao, Yajun. 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 | 4 |
| 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 | 1 |
| 2013 | Granularity Adjustment for Regulatory Capital Assessment In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 15 |
| 2014 | A Multiperiod Bank Run Model for Liquidity Risk In: Review of Finance. [Full Text][Citation analysis] | article | 6 |
| 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 | 8 |
| 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 | 0 |
| 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 | Failure of saddle-point method in the presence of double defaults 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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