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1

Price dispersion in OTC markets: A new measure of liquidity

Rainer Jankowitsch, Amrut Nashikkar, Marti G. Subrahmanyam

Journal:

Journal of Banking & Finance

Year:

2011

Language:

english

File:

PDF, 463 KB

english, 2011

2

Modelling the economic value of credit rating systems

Rainer Jankowitsch, Stefan Pichler, Walter S.A. Schwaiger

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 255 KB

english, 2007

3

The delivery option in credit default swaps

Rainer Jankowitsch, Rainer Pullirsch, Tanja Veža

Journal:

Journal of Banking & Finance

Year:

2008

Language:

english

File:

PDF, 414 KB

english, 2008

4

The Manipulation Potential of Libor and Euribor

Eisl, Alexander, Jankowitsch, Rainer, Subrahmanyam, Marti G.

Journal:

European Financial Management

Year:

2017

Language:

english

File:

PDF, 2.13 MB

english, 2017

5

Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises

Nils Friewald, Rainer Jankowitsch, Marti G. Subrahmanyam

Journal:

Journal of Financial Economics

Year:

2012

Language:

english

File:

PDF, 519 KB

english, 2012

6

The determinants of recovery rates in the US corporate bond market

Jankowitsch, Rainer, Nagler, Florian, Subrahmanyam, Marti G.

Journal:

Journal of Financial Economics

Year:

2014

Language:

english

File:

PDF, 768 KB

english, 2014

7

Parsimonious Estimation of Credit Spreads

Jankowitsch, Rainer, Pichler, Stefan

Journal:

The Journal of Fixed Income

Year:

2004

Language:

english

File:

PDF, 177 KB

english, 2004

8

Secondary Market Liquidity and Security Design: Theory and Evidence from ABS Markets

Friewald, Nils, Hennessy, Christopher A., Jankowitsch, Rainer

Journal:

Review of Financial Studies

Year:

2016

Language:

english

File:

PDF, 355 KB

english, 2016

9

Determinants of heterogeneity in European credit ratings

Kurt Hornik, Rainer Jankowitsch, Manuel Lingo, Stefan Pichler, Gerhard Winkler

Journal:

Financial Markets and Portfolio Management

Year:

2010

Language:

english

File:

PDF, 448 KB

english, 2010

10

Trading strategies based on term structure model residuals

Jankowitsch, Rainer, Nettekoven, Michaela

Journal:

European Journal of Finance

Year:

2008

Language:

english

File:

PDF, 720 KB

english, 2008

11

Secondary Market Liquidity and Security Design: Theory and Evidence from ABS Markets

Friewald, Nils, Hennessy, Chris, Jankowitsch, Rainer

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 368 KB

english, 2015

12

Trading Strategies Based on Term Structure Model Residuals

Nettekoven, Michaela, Jankowitsch, Rainer

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 342 KB

english, 2005

13

The Delivery Option in Credit Default Swaps

Pullirsch, Rainer, Veza, Tanja, Jankowitsch, Rainer

Journal:

SSRN Electronic Journal

Year:

2007

Language:

english

File:

PDF, 441 KB

english, 2007

14

Currency Dependence of Corporate Credit Spreads

Jankowitsch, Rainer, Pichler, Stefan

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 224 KB

english, 2003

15

Validation of Credit Rating Systems Using Multi-Rater Information

Hornik, Kurt, Jankowitsch, Rainer, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard

Journal:

SSRN Electronic Journal

Year:

2006

Language:

english

File:

PDF, 660 KB

english, 2006

16

Measuring the Liquidity Impact on EMU Government Bond Prices

Jankowitsch, Rainer, Mösenbacher, Hannes, Pichler, Stefan

Journal:

SSRN Electronic Journal

Year:

2002

Language:

english

File:

PDF, 271 KB

english, 2002

17

Political Uncertainty and Sovereign Bond Markets

Handler, Lukas, Jankowitsch, Rainer

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 328 KB

english, 2018

18

Parsimonious Estimation of Credit Spreads

Jankowitsch, Rainer, Pichler, Stefan

Journal:

SSRN Electronic Journal

Year:

2002

Language:

english

File:

PDF, 90 KB

english, 2002

19

Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises

Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti G.

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 307 KB

english, 2010

20

Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises

Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti G.

Journal:

SSRN Electronic Journal

Year:

2010

File:

PDF, 307 KB

2010