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Information about:
Günter Franke

Personal Details | Affiliation | Works
This is information that was supplied by Günter Franke in registering through RePEc. If you are Günter Franke , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Günter
Middle Name:
Last Name: Franke
Suffix:

RePEc Short-ID: pfr94

Email:
Homepage: http://www.uni-konstanz.de/FuF/wiwi/franke/frankehome/index.html
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Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Günter Franke & Julia Hein, 2007. "Securitisation of Mezzanine Capital in Germany," CoFE Discussion Paper 07-07, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
    Published as:

  2. Günter Franke & James Huang & Richard Stapleton, 2007. "Two-Dimensional Risk-Neutral Valuation Relationships for the Pricing of Options," CoFE Discussion Paper 07-08, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
    Published as:

  3. Günter Franke & Markus Herrmann & Thomas Weber, 2007. "Information asymmetries and securitization design," CoFE Discussion Paper 07-10, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

  4. Günter Franke & Harris Schlesinger & Richard Stapleton, 2007. "Non-Market Wealth, Background Risk and Portfolio Choice," CoFE Discussion Paper 07-11, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

  5. Günter Franke, 2006. "Anforderungen in Zeiten eines beschleunigten „industriellen“ Strukturwandels: Integrierte Finanzwertschöpfung," CoFE Discussion Paper 06-07, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

  6. Günter Franke & Erik Lüders, 2006. "Return Predictability and Stock Market Crashes in a Simple Rational Expectations Model¤," CoFE Discussion Paper 06-05, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

  7. Günter Franke & Thomas Weber, 2006. "Wieweit tragen rationale Modelle in der Finanzmarktforschung?," CoFE Discussion Paper 06-09, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

  8. Günter Franke & Thomas Weber, 2006. "Wie werden Collateralized Debt Obligation-Transaktionen gestaltet?," CoFE Discussion Paper 06-08, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

  9. Guenter Franke & Christian Hopp, 2005. "M&A-Transaktionen - Fluch oder Segen der Realoptionstheorie? ," TWI Research Paper Series 10, Thurgauer Wirtschaftsinstitut, Universität Konstanz. [Downloadable!]

  10. Günter Franke & Christian Hopp, 2005. "M&A Transaktionen: Fluch und Segen der Realoptionstheorie," CoFE Discussion Paper 05-03, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

  11. Günter Franke & Richard C. Stapleton & Marti G. Subrahmanyam, 2005. "Incremental Risk Vulnerability," CoFE Discussion Paper 05-08, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

  12. Guenter Franke & Jan Pieter Krahnen, 2005. "Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations," NBER Working Papers 11741, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

  13. Günter Franke, 2005. "What Can We Expect From the New Trade of C02-Allowances?," CoFE Discussion Paper 05-11, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

  14. Günter Franke, 2004. "Präferenzfreie Strategien zum Absichern von Wechselkursrisiken," CoFE Discussion Paper 04-07, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

  15. Günter Franke, 2004. "Transformation nicht-gehandelter in handelbare Kreditrisiken," CoFE Discussion Paper 04-08, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
    Other versions:

  16. Günter Franke, 2003. "Kapitalmarktverfassung, Managerentlohnung und Bilanzpolitik," CoFE Discussion Paper 03-08, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

  17. Günter Franke & Harris Schlesinger & Richard C. Stapleton, 2003. "Multiplicative Background Risk," CoFE Discussion Paper 03-05, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

  18. Franke, Günter & Weber, Martin, 2003. "Heterogeneity of Investors and Asset Pricing in a Risk-Value World," CEPR Discussion Papers 3832, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:

  19. Günter Franke, 2000. "Gefahren kurzsichtigen Risikomanagements durch Value At Risk," CoFE Discussion Paper 00-01, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

  20. Guntar Franke & Richard C. Stapleton & Marti G. Subrahmanyam, 1999. "When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-003, New York University, Leonard N. Stern School of Business-. [Downloadable!]
    Other versions:

  21. Jan Beran & Yuanhua Feng & Günter Franke & Dieter Hess & Dirk Ocker, 1999. "SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices," CoFE Discussion Paper 99-18, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

Articles

  1. Günter Franke & Julia Hein, 2008. "Securitization of mezzanine capital in Germany," Financial Markets and Portfolio Management, Springer, vol. 22(3), pages 219-240, September. [Downloadable!] (restricted)
    Other versions:

  2. Guenter Franke & James Huang & Richard Stapleton, 2006. "Two-dimensional risk-neutral valuation relationships for the pricing of options," Review of Derivatives Research, Springer, vol. 9(3), pages 213-237, November. [Downloadable!] (restricted)
    Other versions:

  3. Guenter Franke & Richard Stapleton & Marti Subrahmanyam, 2004. "Background risk and the demand for state-contingent claims," Economic Theory, Springer, vol. 23(2), pages 321-335, January. [Downloadable!] (restricted)

  4. Franke, Gunter & Hess, Dieter, 2000. "Information diffusion in electronic and floor trading," Journal of Empirical Finance, Elsevier, vol. 7(5), pages 455-478, December. [Downloadable!] (restricted)

  5. Günter Franke, 2000. "Geschäfts- und Risikopolitik von Hedgefonds im Vergleich zu anderen Finanzintermediären: Sind Hedgefonds besonders gefährlich?," Perspektiven der Wirtschaftspolitik, Blackwell Publishing, vol. 1(3), pages 301-318, 08. [Downloadable!] (restricted)

  6. Günter Franke, 1998. "Transformation of Banks and Bank Services," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 154(1), pages 109-, March.

  7. Franke, Gunter & Stapleton, Richard C. & Subrahmanyam, Marti G., 1998. "Who Buys and Who Sells Options: The Role of Options in an Economy with Background Risk," Journal of Economic Theory, Elsevier, vol. 82(1), pages 89-109, September. [Downloadable!] (restricted)

  8. Günter Franke, 1995. "Comment on "A Limit-Risk Capital Adequacy Rule: An Alternative Approach to Capital Adequacy Regulation for Banks with an Empirical Application to Switzerland"," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 131(IV), pages 807-810, December. [Downloadable!]

  9. Franke, Gunter, 1991. "Exchange rate volatility and international trading strategy," Journal of International Money and Finance, Elsevier, vol. 10(2), pages 292-307, June. [Downloadable!] (restricted)

NEP Fields

17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2006-08-26
  2. NEP-BEC: Business Economics (2) 2005-11-19 2006-08-26
  3. NEP-CFN: Corporate Finance (6) 2000-03-01 2003-07-13 2006-08-26 2006-08-26 2008-03-01 2008-03-01 Author is listed
  4. NEP-CTA: Contract Theory & Applications (1) 2008-03-01
  5. NEP-EEC: European Economics (1) 2008-03-01
  6. NEP-ENV: Environmental Economics (1) 2006-08-26
  7. NEP-ETS: Econometric Time Series (1) 2000-02-28
  8. NEP-FIN: Finance (4) 1999-07-28 2000-02-28 2003-07-13 2005-11-19
  9. NEP-FMK: Financial Markets (5) 2005-11-19 2006-08-26 2006-08-26 2006-08-26 2006-08-26 Author is listed
  10. NEP-IFN: International Finance (1) 2000-02-28
  11. NEP-RMG: Risk Management (4) 2005-11-19 2006-08-26 2006-08-26 2008-03-01
  12. NEP-UPT: Utility Models & Prospect Theory (4) 2006-08-26 2006-08-26 2007-04-21 2008-03-01
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This page was last updated on 2009-11-24.

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