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Günter Franke

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First Name:Günter
Middle Name:
Last Name:Franke
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RePEc Short-ID:pfr94
Email:
Homepage:http://www.uni-konstanz.de/FuF/wiwi/franke/frankehome/index.html
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Location: Konstanz, Germany
Homepage: http://cofe.uni-konstanz.de/
Email:
Phone: ++49-7531-88-2204
Fax: 07531-88-4450
Postal: Fach D 147, D-78457 Konstanz
Handle: RePEc:edi:zfkonde (more details at EDIRC)
Location: Konstanz, Germany
Homepage: http://www.uni-konstanz.de/FuF/wiwi/
Email:
Phone: +49 7531 88 2314
Fax: +49-7531-88-2145
Postal: D-78457 Konstanz
Handle: RePEc:edi:fwkonde (more details at EDIRC)
Location: Frankfurt, Germany
Homepage: http://www.ifk-cfs.de/
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Phone: +49 (0)69 798-30050
Fax: +49 (0)69 798-30077
Postal: House of Finance, Grüneburgplatz 1, HPF H5, D-60323 Frankfurt am Main
Handle: RePEc:edi:ifkcfde (more details at EDIRC)
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  1. Franke, Günter & Krahnen, Jan Pieter & von Lüpke, Thomas, 2014. "Effective resolution of banks: Problems and solutions," SAFE White Paper Series 19, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  2. Guenter Franke & Harris Schlesinger & Richard C. Stapleton, 2013. "Risk-Taking-Neutral Background Risk," CESifo Working Paper Series 4070, CESifo Group Munich.
  3. Günter Franke & Harris Schlesinger & Richard C. Stapleton, 2011. "Risk Taking with Additive and Multiplicative Background Risks," Working Paper Series of the Department of Economics, University of Konstanz 2011-25, Department of Economics, University of Konstanz.
  4. Günter Franke, 2011. "Hostages, Free Lunches and Institutional Gaps: The Case of the European Currency Union," Working Paper Series of the Department of Economics, University of Konstanz 2011-47, Department of Economics, University of Konstanz.
  5. Günter Franke & Thomas Weber, 2011. "Tranching and Pricing in CDO-Transactions," Working Paper Series of the Department of Economics, University of Konstanz 2011-21, Department of Economics, University of Konstanz.
  6. Günter Franke & Markus Herrmann & Thomas Weber, 2011. "Loss Allocation in Securitization Transactions," Working Paper Series of the Department of Economics, University of Konstanz 2011-22, Department of Economics, University of Konstanz.
  7. Günter Franke & Ferdinand Graf, 2011. "Does Portfolio Optimization Pay?," Working Paper Series of the Department of Economics, University of Konstanz 2011-19, Department of Economics, University of Konstanz.
  8. Günter Franke & Ferdinand Graf, 2010. "Portfolio Choice for HARA Investors: When Does 1/γ (not) Work?," Working Paper Series of the Department of Economics, University of Konstanz 2010-11, Department of Economics, University of Konstanz.
  9. Franke, Günter & Krahnen, Jan Pieter, 2009. "Instabile Finanzmärkte," CFS Working Paper Series 2009/13, Center for Financial Studies (CFS).
  10. Franke, Günter & Krahnen, Jan Pieter, 2008. "The future of securitization," CFS Working Paper Series 2008/31, Center for Financial Studies (CFS).
  11. 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.
  12. 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.
  13. 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.
  14. Günter Franke & Julia Hein, 2007. "Securitisation of Mezzanine Capital in Germany," CoFE Discussion Paper 07-07, Center of Finance and Econometrics, University of Konstanz.
  15. 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.
  16. Guenter Franke & Christian Hopp, 2005. "M&A-Transaktionen - Fluch oder Segen der Realoptionstheorie?�," TWI Research Paper Series 10, Thurgauer Wirtschaftsinstitut, Universit�t Konstanz.
  17. Guenter Franke, 2005. "Transformation nicht-gehandelter in handelbare Kreditrisiken�," TWI Research Paper Series 7, Thurgauer Wirtschaftsinstitut, Universit�t Konstanz.
  18. 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.
  19. 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.
  20. 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.
  21. Günter Franke, 2004. "Präferenzfreie Strategien zum Absichern von Wechselkursrisiken," CoFE Discussion Paper 04-07, Center of Finance and Econometrics, University of Konstanz.
  22. Günter Franke, 2004. "Transformation nicht-gehandelter in handelbare Kreditrisiken," CoFE Discussion Paper 04-08, Center of Finance and Econometrics, University of Konstanz.
  23. 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.
  24. Franke, Günter & Schlesinger, Harris & Stapleton, Richard C., 2002. "Multiplicative background risk," Discussion Papers, various Research Units FS IV 02-06, Social Science Research Center Berlin (WZB).
  25. Günter Franke, 2000. "Gefahren kurzsichtigen Risikomanagements durch Value At Risk," CoFE Discussion Paper 00-01, Center of Finance and Econometrics, University of Konstanz.
  26. 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.
  27. 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-.
  28. Franke, Günter & Weber, Martin, 1997. "Risk-value efficient portfolios and asset pricing," Discussion Papers, Series II 354, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  29. Franke, Günter, 1996. "Kritik an der Kritik der Publikumsgesellschaft," Discussion Papers, Series II 326, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  30. Franke, Günter & Hess, Dieter, 1995. "Anonymous electronic trading versus floor trading," Discussion Papers, Series II 285, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  31. Franke, Günter & Stapleton, Richard C. & Subrahmanyam, Marti G., 1995. "Who buys and who sells options: The role and pricing of options in an economy with background risk," Discussion Papers, Series II 253, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  32. Franke, Günter & Herrmann, Markus, 1993. "Vermögensmaximierung durch Stiftungen als Unternehmensträger? Eine Analyse der Steuerwirkungen," Discussion Papers, Series II 203, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  33. Franke, Günter & Stapleton, Richard C. & Subrahmanyam, Marti G., 1992. "Idiosyncratic risk, sharing rules, and the theory of risk bearing," Discussion Papers, Series II 181, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  34. Franke, Günter & Menichetti, Marco J., 1992. "Die Bilanzierung von Terminkontrakten und Optionen bei Einsatz im Risikomanagement," Discussion Papers, Series II 197, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  35. Franke, Günter, 1990. "Avenues for the reduction of LDC-debt: An institutional analysis," Discussion Papers, Series II 100, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  36. Franke, Günter & Benninga, Simon, 1989. ""Closet dollars" and taxes," Discussion Papers, Series II 77, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  37. Franke, Günter, 1989. "Inside information in bank lending and the European insider directive," Discussion Papers, Series II 97, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  38. Franke, Günter, 1988. "Betriebliche Investitionsentscheidungen bei Risiko," Discussion Papers, Series I 238, University of Konstanz, Department of Economics.
  39. Franke, Günter, 1988. "Institutionelle Gestaltungsmöglichkeiten zur Erleichterung des LDC-Portefeuille-Managements der Gläubigerbanken," Discussion Papers, Series II 74, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  40. Franke, Günter, 1988. "Currency choice for credit contracts and exchange rate regime," Discussion Papers, Series II 62, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  41. Franke, Günter, 1987. "Economic analysis of debt-equity-swaps," Discussion Papers, Series II 23, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  42. Franke, Günter, 1986. "Exchange rate volatility and international trade: The option approach," Discussion Papers, Series II 12, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  43. Franke, Günter, 1985. "Zur Festlegung von Abstimmungsregeln im Insolvenzverfahren," Discussion Papers, Series C 6, University of Konstanz, Department of Economics.
  44. Franke, Günter, 1985. "Basic conditions for costless signalling in financial markets," Discussion Papers, Series C 7, University of Konstanz, Department of Economics.
  45. Franke, Günter, 1983. "Zur rechtzeitigen Auslösung von Sanierungsverfahren," Discussion Papers, Series C 4, University of Konstanz, Department of Economics.
  1. Günter Franke, 2012. "Hostages, free lunches and institutional gaps: the case of the European Currency Union," Financial Markets and Portfolio Management, Springer, vol. 26(1), pages 61-85, March.
  2. Franke, Günter & Herrmann, Markus & Weber, Thomas, 2012. "Loss Allocation in Securitization Transactions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(05), pages 1125-1153, October.
  3. Franke, Guenter & Schlesinger, Harris & Stapleton, Richard C., 2011. "Risk taking with additive and multiplicative background risks," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1547-1568, July.
  4. Günter Franke & Jan P. Krahnen, 2009. "Instabile Finanzmärkte," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 10(4), pages 335-366, November.
  5. Günter Franke & Julia Hein, 2008. "Securitization of mezzanine capital in Germany," Financial Markets and Portfolio Management, Springer, vol. 22(3), pages 219-240, September.
  6. Günter Franke & Harris Schlesinger & Richard C. Stapleton, 2006. "Multiplicative Background Risk," Management Science, INFORMS, vol. 52(1), pages 146-153, January.
  7. 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.
  8. 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.
  9. Markus Herrmann & Günter Franke, 2002. "Performance and Policy of Foundation‐owned Firms in Germany," European Financial Management, European Financial Management Association, vol. 8(3), pages 261-279.
  10. Franke, Gunter & Hess, Dieter, 2000. "Information diffusion in electronic and floor trading," Journal of Empirical Finance, Elsevier, vol. 7(5), pages 455-478, December.
  11. Günter Franke, 2000. "Geschäfts- und Risikopolitik von Hedgefonds im Vergleich zu anderen Finanzintermediären: Sind Hedgefonds besonders gefährlich?," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 1(3), pages 301-318, 08.
  12. 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.
  13. 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.
  14. G�nter Franke, 1996. "Some Remarks on Modeling the Term Structure of Interest Rates," The Geneva Risk and Insurance Review, Palgrave Macmillan, vol. 21(1), pages 29-33, June.
  15. 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.
  16. Franke, Gunter, 1991. "Exchange rate volatility and international trading strategy," Journal of International Money and Finance, Elsevier, vol. 10(2), pages 292-307, June.
  17. Franke, Gunter, 1977. "An Inter-Temporal Approach to the Optimization of Dividend Policy with Pre-Determined Investment: Reply," Journal of Finance, American Finance Association, vol. 32(4), pages 1362, September.
  18. Franke, Gunter, 1974. "Optimization of Dividend Policy and Capital Structure with Predetermined Investments: Comment," Journal of Finance, American Finance Association, vol. 29(1), pages 260-63, March.
  1. Gunter Franke & Jan Pieter Krahnen, 2007. "Default Risk Sharing between Banks and Markets: The Contribution of Collateralized Debt Obligations," NBER Chapters, in: The Risks of Financial Institutions, pages 603-634 National Bureau of Economic Research, Inc.
21 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2011-07-02
  2. NEP-BAN: Banking (3) 2006-08-26 2011-06-11 2014-12-03
  3. NEP-BEC: Business Economics (2) 2005-11-19 2006-08-26
  4. 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
  5. NEP-CTA: Contract Theory & Applications (1) 2008-03-01
  6. NEP-EEC: European Economics (3) 2008-03-01 2011-12-19 2014-12-03
  7. NEP-ENV: Environmental Economics (1) 2006-08-26
  8. NEP-ETS: Econometric Time Series (1) 2000-02-28
  9. NEP-FIN: Finance (4) 1999-07-28 2000-02-28 2003-07-13 2005-11-19
  10. NEP-FMK: Financial Markets (4) 2005-11-19 2006-08-26 2006-08-26 2006-08-26
  11. NEP-IFN: International Finance (1) 2000-02-28
  12. NEP-MAC: Macroeconomics (1) 2011-12-19
  13. NEP-RMG: Risk Management (3) 2005-11-19 2006-08-26 2008-03-01
  14. NEP-SOG: Sociology of Economics (1) 2011-07-02
  15. NEP-UPT: Utility Models & Prospect Theory (4) 2006-08-26 2008-03-01 2010-11-20 2011-06-11
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