Publications

B8 - Reputation in der Zertifizierungsindustrie

1
Berg, T. und C. Kaserer

Extracting the Equity Premium from CDS Spreads

Journal of Derivatives, 21(1), 8--‐26, 2013


2
Berg, T.; B. Gehra und M. Kunisch

A Certification Model for Regulatory Arbitrage: Will Regulatory Arbitrage persist under Basel III?

Journal of Fixed Income, Fall 2011, 39--‐56, 2011


3
Adam, T. und D. Streitz

Bank lending relationships and the use of performance-sensitive Debt

2013 (working paper)


4
Berg, T. und C. Kaserer

Does Contingent Capital Induce Excessive Risk--‐Taking and Prevent an Efficient Recapitalization of Banks

2013 (working paper)


5
Berg, T.

The Term Structure of Risk Premia: Evidence from CDS Spreads

2013 (working paper)


6
Berg, T. und D. Streitz

The Determinants of the Sovereign CDS Volume

2012 (working paper)


7
Eisl, A.; H. W. Elendner; M. Lingo

Re--‐Mapping Credit Ratings

2013 (working paper)


8
Eisl, A.; H.W. Elendner; S. Pichler

Exploring the Performance of Government Debt Issuance

2013 (working paper)


9
Elendner, H.W.

Rating--‐Induced Default Risk and Downgrade Hesitation

2013 (working paper)


10
Streitz, D.

Loan Sales and the Use of Credit Derivatives by Banks: Evidence from Syndicated Loans

2013 (working paper)


Prof. Dr. Tim Adam

Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität zu Berlin
Unter den Linden 6
10099
Berlin
Tel.: (030) 2093 5642
Fax: (030) 2093 5643
mail: adamtim@cms.hu-berlin.de