André Uhde

University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance

Warburger Str. 100

D-33098 Paderborn

Germany

SCHOLARLY PAPERS

25

DOWNLOADS

63

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (25)

1.

Semiparametric GARCH Models with Long Memory Applied to Value at Risk and Expected Shortfall

Number of pages: 52 Posted: 12 Apr 2021 Last Revised: 09 Aug 2021
Sebastian Letmathe, Yuanhua Feng and André Uhde
Paderborn University, University of Paderborn and University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance
Downloads 29 (576,169)

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semiparametric, long memory, GARCH models, forecasting, Value at Risk, Expected Shortfall, traffic light test, Basel Committee on Banking Supervision

2.

The Relationship between Announcements of Complete Mergers and Acquisitions and Acquirers' Abnormal CDS Spread Changes

Number of pages: 56 Posted: 09 Apr 2021
Benjamin Hippert and André Uhde
BaFin- Federal Financial Supervisory Authority and University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance
Downloads 14 (679,349)

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credit default swaps, risk perception of CDS investors, mergers and acquisitions, event study

3.

Risk Allocation Through Securitization – Evidence From Non-Performing Loans

Number of pages: 1 Posted: 30 Jul 2018 Last Revised: 11 Apr 2021
Paderborn University - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance, BaFin- Federal Financial Supervisory Authority and University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance
Downloads 11 (702,709)

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European Banking, Non-performing Loans, Risk Allocation, Securitization

4.

Share Price Reactions to Tariff Imposition Announcements in the Trump Era – an Event Study of the Trade Conflict

Number of pages: 63 Posted: 13 Apr 2021
Sascha Tobias Wengerek and André Uhde
Paderborn University - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance and University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance
Downloads 9 (718,355)

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event study, international relations, protectionism, strategic trade policy, tariffs, trade conflict

5.

Determinants of CDS Trading on Major Banks

Posted: 26 Jul 2018 Last Revised: 08 Apr 2021
BaFin- Federal Financial Supervisory Authority, University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance and Paderborn University - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance

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banking, outstanding CDS net notional, determinants of bank CDS trading

6.

Tax Avoidance Through Securitization

The Quarterly Review of Economics and Finance https://doi.org/10.1016/j.qref.2020.07.008, Quarterly Review of Economics and Finance, Forthcoming
Posted: 03 Apr 2018 Last Revised: 08 Apr 2021
André Uhde
University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance

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Securitization, Taxation, Statutory Corporate Income Tax Rates, Effective Tax Rates, European Banking

7.

Portfolio Benefits of Adding Corporate Credit Default Swap Indices: Evidence from North America and Europe

Review of Derivatives Research, July 2019, Volume 22, Issue 2, pp 203-259
Posted: 21 Sep 2016 Last Revised: 08 Apr 2021
BaFin- Federal Financial Supervisory Authority, University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance and Paderborn University - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance

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corporate credit default swap indices, mean-variance asset allocation, out-of-sample portfolio optimization, portfolio risk-diversification, portfolio performance evaluation

8.

The Nexus between Monetary Policy, Banking Market Structure and Bank Risk Taking

Posted: 20 Jan 2015 Last Revised: 08 Apr 2021
Tobias C. Michalak and André Uhde
University of Bochum - Department of Economics and University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance

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risk-taking channel, competition, concentration, bank soundness, European banking

9.

Financial Crises and Volatility of Cross-Border Bank Lending – Two Sides of the Same Coin?

Posted: 20 Jan 2015 Last Revised: 08 Apr 2021
Oliver Mueller and André Uhde
University of Bochum and University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance

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10.

Risk-Taking Incentives Through Excess Variable Compensation -- Evidence from European Banks

Quarterly Review of Economics and Finance, Vol. 60 (5), pp. 12-28, May 2016
Posted: 20 Jan 2015 Last Revised: 08 Apr 2021
André Uhde
University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance

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Banking, Executive compensation, Risk-taking, Financial Stability

11.

Determinants of Loan Securitization in European Banking

Journal of Banking and Finance, Vol. Forthcoming
Posted: 20 Jan 2015 Last Revised: 08 Apr 2021
Christian Farruggio and André Uhde
University of Bochum - Department of Management and Economics and University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance

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Securitization, determinants, European banking

12.

Sovereign Risk and Bank-Specific CDS Pricing

Posted: 15 Sep 2012 Last Revised: 08 Apr 2021
Ruhr University of Bochum, University of Bochum - Department of Economics and University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance

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Sovereign risk, Structural credit risk models, bank-specific CDS pricing

13.

Measuring the Quality of Banking Supervision Revisited: Assessments by German Banks Before and During the Financial Crisis

Journal of Governance and Regulation, Volume 1, Issue 3, 2012, pp. 96-109
Posted: 19 Oct 2011 Last Revised: 08 Apr 2021
Stephan Paul, Stefan Stein and André Uhde
Ruhr University of Bochum - Faculty of Economics, University of Bochum - Department of Finance and Banking and University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance

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banking supervision, quality, assessment, banking sector

14.

The Light and Dark Side of TARP

Journal of Banking and Finance, Vol. 32, No. 5, 2013
Posted: 17 Jun 2011 Last Revised: 08 Apr 2021
University of Bochum - Department of Management and Economics, University of Bochum - Department of Economics and University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance

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Financial crisis, TARP, Market efficiency, Event study

15.

Cross-Border Bank Lending Empirical Evidence on Further Determinants from OECD Banking Markets

Journal of International Financial Markets, Institutions and Money, Vol. 23, No. 2, 2012
Posted: 31 May 2011 Last Revised: 08 Apr 2021
André Uhde and Oliver Mueller
University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance and University of Bochum

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Bank Lending, Emerging Markets, Determinants

16.

Optimal Contracts or Managerial Power? Evidence on the Impact of CEO Compensation on Bank Risk in Europe

Posted: 30 May 2011 Last Revised: 08 Apr 2021
André Uhde and Payam Elahi
University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance and Ruhr University of Bochum

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Banking, CEO compensation, Risk-taking

17.

Wealth Effects of Credit Risk Securitization in European Banking

Journal of Business Finance & Accounting, Vol. 39, pp. 193-228, 2012
Posted: 05 Jul 2010 Last Revised: 08 Apr 2021
University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance, University of Bochum - Department of Management and Economics and University of Bochum - Department of Economics

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Wealth Effects, Credit Risk Securitization, Europe, Event Study

18.

Bank Lending to Emerging Markets: Empirical Evidence on Country-Level and Bank-Specific Determinants

Posted: 28 Feb 2010 Last Revised: 08 Apr 2021
Oliver Mueller and André Uhde
University of Bochum and University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance

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Bank Lending, Emerging Markets, Determinants

19.

Credit Risk Securitization and Bank Soundness: Evidence from the Micro-Level for Europe

Quarterly Review of Economics and Finance, Vol. 52(3), 2012
Posted: 15 Apr 2009 Last Revised: 08 Apr 2021
Tobias C. Michalak and André Uhde
University of Bochum - Department of Economics and University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance

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Credit risk securitization, Banking stability, European banking

20.

The Impact of External Governance Quality on the Economic and Social Success of Microfinance Institutions

International Journal of Monetary Economics and Finance, Vol. 6(2/3), 2013
Posted: 15 Dec 2008 Last Revised: 08 Apr 2021
Oliver Mueller and André Uhde
University of Bochum and University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance

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Microfinance, External Governance, Economic Success

21.

Consolidation in Banking and Financial Stability in Europe - Empirical Evidence

Journal of Banking and Finance, Vol. 33, pp. 1299-1311, 2009
Posted: 08 Sep 2008 Last Revised: 08 Apr 2021
André Uhde
University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance

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Market Structure, Financial Stability, Banking Regulation

Securitization and Systematic Risk in European Banking - Empirical Evidence

Journal of Banking and Finance, Vol. 34, pp. 3061-3077, 2010
Posted: 07 Aug 2008 Last Revised: 08 Apr 2021
André Uhde and Tobias C. Michalak
University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance and University of Bochum - Department of Economics

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Credit Risk Transfer, Securitization, Systematic Risk, Event Study

Securitization and Systematic Risk in European Banking: Empirical Evidence

21st Australasian Finance and Banking Conference 2008 Paper
Posted: 18 Aug 2008 Last Revised: 08 Apr 2021
Tobias C. Michalak and André Uhde
University of Bochum - Department of Economics and University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance

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Credit Risk Transfer, Securitization, Systematic Risk, Event Study

23.

Consolidation in Banking and Financial Stability in Europe

Journal of Banking and Finance, Vol. 33, pp. 1299-1311, 2009
Posted: 16 Aug 2007 Last Revised: 08 Apr 2021
André Uhde and Ulrich Heimeshoff
University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance and Ruhr University of Bochum - Faculty of Economics

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Market Structure, Financial Stability, Banking Regulation

24.

Measuring the Quality of the Relationship Between Supervisory Authorities and Banks - Implications of an Assessment of the German Banking Sector

Journal of Risk Management in Financial Institutions, Vol. 2, No. 1, 2008
Posted: 21 Jun 2007 Last Revised: 08 Apr 2021
Stephan Paul, Stefan Stein and André Uhde
Ruhr University of Bochum - Faculty of Economics, University of Bochum - Department of Finance and Banking and University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance

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banking regulation, banking supervision, supervisory structure, harmonization

25.

Credible Threats as an Instrument of Regulation for Network Industries

REGULATORY CHANGES, INNOVATIONS AND INVESTMENT DYNAMICS IN THE DIGITAL WORLD ECONOMY, P. Welfens, ed., pp. 171-202, Berlin, 2006
Posted: 21 Mar 2006 Last Revised: 08 Apr 2021
Justus Haucap, Ulrich Heimeshoff and André Uhde
Heinrich Heine University Dusseldorf - Department of Economics, Ruhr University of Bochum - Faculty of Economics and University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance

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light-handed regulation, network industries, electricity, telecommunications