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Pub­lic­a­tions and Past Events

TRR 266/TAF Re­search Sem­in­ar: Peter Limbach: "Block­hold­er Rep­res­ent­a­tion on the Board: The­ory and Evid­ence"

TRR 266/TAF Research Seminar On July 12, 2022, Peter Limbach (Universität Bielefeld) presented the paper "Blockholder Representation on the Board: Theory and Evidence" at the TRR 266/TAF Research Seminar.  Prof. Dr. Limbach presented a model that helps explain why only few blockholders seek board representation despite little direct costs. In the model, inefficiently few blockholders take a board seat because it signals adverse information to…

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Work­ing Pa­per: Let­mathe, Feng, Uhde: Semi­para­met­ric GARCH mod­els with long memory ap­plied to Value at Risk and Ex­pec­ted Short­fall, TAF…

Letmathe, Sebastian, Feng, Yuanhua, Uhde, André (2022): Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall, TAF Working Paper Nr. 72.

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Work­ing Pa­per: Hip­pert, Uhde: CDS in­vestors' risk per­cep­tions of M&A an­nounce­ments, TAF Work­ing Pa­per

Hippert, Benjamin, Uhde, André (2022): CDS investors' risk perceptions of M&A announcements, TAF Working Paper Nr. 71.

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Work­ing Pa­per: Hip­pert, Wengerek, Uhde: De­term­in­ants of CDS trad­ing on ma­jor banks, TAF Work­ing Pa­per

Hippert, Benjamin, Wengerek, Sascha Tobias, Uhde, André (2022): Determinants of CDS trading on major banks, TAF Working Paper Nr. 70.

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Work­ing Pa­per: Wengerek, Hip­pert, Uhde: Risk Al­loc­a­tion through se­cur­it­iz­a­tion: Evid­ence from non-per­form­ing loans, TAF Work­ing Pa­per

Wengerek, Sascha Tobias, Hippert, Benjamin, Uhde, André (2022): Risk Allocation through securitization: Evidence from non-performing loans, TAF Working Paper Nr. 69.

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