Current Research

Beiträge in referierten Zeitschriften
  • Corporate culture and banking, with Sasan Mansouri (Goethe University Frankfurt), Journal of Economic Behavior and Organization, 2021, 186, 46-75.
  • Risk Factors of Collateralized Loan Obligations and Corporate Bonds, with Mark Wahrenburg, Mohammad Izadi, and Anas Rahhal (all at Goethe University Frankfurt), Zeitschrift für Bankrecht und Bankwirtschaft (ZBB), 2020, 32(6), 347-355.
  • Capital Regulation with Heterogeneous Banks, with Christian Seckinger (LBBW), Journal of Banking & Finance, 2018, 88, 455-465.
  • Why Banks Are Not Too Big To Fail - Evidence from the CDS Market, with Isabel Schnabel (Bonn University and CEPR), Economic Policy, 2013, 28(74), 335-369.
Auswahl aktueller Arbeitspapiere
  • Syndicated loans and CDS Positioning, with Iñaki Aldasoro (BIS), BIS WP 679, Bank for International Settlements.  LINK
    • also published as ESRB WP 58, European Systemic Risk Board). LINK
  • Spillovers of Funding Dry-ups, with Iñaki Aldasoro (BIS), Florian Balke (Goethe University Frankfurt), and Egemen Eren (BIS), BIS WP 810, Bank for International Settlements. LINK
    • also published as SAFE WP 259. LINK
    • resubmission requested by Journal of International Economics
  • ICO Analysts, with Sasan Mansouri, Valerie Laturnus (both Goethe University Frankfurt) and Alexander Wagner (University of Zurich, Centre for Economic Policy Research (CEPR), European Corporate Governance Institute (ECGI), and Swiss Finance Institute), CEPR Discussion Paper No. 16200. LINK
    • also published as Swiss Finance Institute Research Paper No. 21-26. LINK
  • `Let me get back to you' - A machine learning approach to measuring non-answers, with Sasan Mansouri and Fabian Woebbeking (both Goethe University Frankfurt). LINK
    • resubmission requested by Management Science
  • Integration Culture of Global Banks and the Transmission of Lending Shocks, with Deyan Radev (Sofia University).
    • resubmission requested by Journal of Banking & Finance
  • How to talk down your stock performance, with Sasan Mansouri, Fabian Woebbeking, and Severin Zoergiebel (all Goethe University Frankfurt). LINK
    • resubmission requested by Journal of Banking & Finance
  • Counterparty credit risk in OTC derivatives, with Florian Balke and Arne Reichel, and Mark Wahrenburg (all Goethe University Frankfurt). LINK
  • Trading protection: An empirical analysis of the market for bank CDS, with Tuomas Peltonen (European Systemic Risk Board) and Martin Scheicher (European Central Bank).
  • Implicit guarantees and market discipline: Has something changed over the financial crisis?, with Isabel Schnabel (European Central Bank, Bonn University and CEPR).
Policy Publications
  • Der Abbau von impliziten Garantien im Bankensystem: Eine empirische Analyse auf Basis von CDS-Spreads, with Isabel Schnabel (Bonn University and CEPR), Working Papers 09/2014, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung. LINK
  • ESRB Handbook on Operationalising Macroprudential Policy in the Banking Sector - Addendum: Macroprudential Leverage Ratios, June 2015, Report prepared by the Working Group on the Macroprudential use of the Leverage Ratio of the ESRB Advisory Technical Committee (ATC) Instruments Working Group, co-chaired by Sujit Kapadia and Peter Wierts. LINK
  • Forschungsvorhaben fe 5/17: Evaluierung gesamt- und finanzwirtschaftlicher Effekte der Reformen europäischer Finanzmarktregulierung im deutschen Finanzsektor seit der Finanzkrise, Report prepared for the German Ministry of Finance chaired by Rainer Haselmann, Jan-Pieter Krahnen, Mark Wahrenburg (all Goethe University Frankfurt).  LINK