Publications

Current Working Papers

  • O. Beckmann
    Implications of the Regulatory Treatment of Sovereign Exposures for Bank Behavior.
    Working Paper, Hagen 2023. Download (via SSRN).
  • R. Baule, O. Beckmann, C. Tallau
    Bank Capital Regulation and the Sovereign-Bank Nexus: Evidence from European Banks.
    Working Paper, Hagen/Münster 2023. Download (via SSRN).
  • R. Baule, F. Jensen
    How is Credit Risk Priced in the German Market for Structured Products?
    Working Paper, Hagen 2024. Download (via SSRN).
  • R. Baule, L. Sperling
    Transition Risk Premiums in Option Prices.
    Working Paper, Hagen 2024. Download (via SSRN).