Publikationen
Wir möchten einen Überblick über ausgewählte publizierte Beiträge geben, die bei uns entstanden sind. Weitere Informationen der einzelnen Beschäftigten können den Teamseiten entnommen werden.
- Aslan, A., & Posch, P. N. (2022). Does carbon price volatility affect European stock market sectors? A connectedness network analysis. Finance Research Letters, 50, 103318.
- Neukirchen, D., Engelhardt, N., Krause, M., & Posch, P. N. (2022). The value of (private) investor relations during the COVID-19 crisis. Journal of Banking & Finance, 106450.
- Aslan, A., & Posch, P. N. (2022). How Do Investors Value Sustainability? A Utility-Based Preference Optimization. Sustainability, 14(23), 15963.
- Neukirchen, D., Engelhardt, N., Krause, M., & Posch, P. N. (2022). Firm efficiency and stock returns during the COVID-19 crisis. Finance Research Letters, 102037.
- Piatkowski, N., Posch, P. N., & Krause, M. (2021, June). How to Trust Generative Probabilistic Models for Time-Series Data?. In International Conference on Learning and Intelligent Optimization (pp. 283-298). Springer, Cham.
- Aslan, A., Poppe, L., & Posch, P. (2021). Are Sustainable Companies More Likely to Default? Evidence from the Dynamics between Credit and ESG Ratings. Sustainability, 13 (15), 8568.
- Engelhardt, N., Ekkenga, J., & Posch, P. (2021). ESG Ratings and Stock Performance during the COVID-19 Crisis. Sustainability, 13 (13), 7133.
- Swade, A., Köchling, G. & Posch, P.N. (2021) Managerial behavior in fund tournaments—the impact of TrueSkill. In: Journal of Asset Management
- Engelhardt, N., Krause, M., Neukirchen, D., & Posch, P. N. (2020). Trust and stock market volatility during the COVID-19 crisis. In: Finance Research Letters, 101873.
- Köchling, G. Posch, P. N. Hahnenstein, L. (2020): Do Firms Hedge in Order to Avoid Financial Distress Costs? New empirical evidence using bank data. In: Journal of Business Finance & Accounting
- Posch, P. N. Bücher, A. Schmidtke, P. (2020): Using the Extremal Index for Value-At-Risk Backtesting. In: Journal of Financial Econometrics
- Engelhardt, N. Neukirchen, D. Krause, M. Posch, P. N. (2020): What Drives Stocks during the Corona-Crash? News Attention vs. Rational Expectation. In: Sustainability
- Köchling, G. Schmidtke, P. Posch, P. N. (2020): Volatility forecasting accuracy for Bitcoin . In: Economics Letters
- Kranz, S. Löffler, G. Posch, P. N. (2019): Predatory Short Sales and Bailouts. In: German Economic Review
- Köchling, G. Müller, J. Posch, P. N. (2019): Does the Introduction of Futures Improve the Efficiency of Bitcoin?. In: Finance Research Letters
- Müller, J. Posch, P. N. (2019): Consumption volatility ambiguity and risk premium’s time-variation. In: Finance Research Letters
- Rafeld, H. Fritz-Morgenthal, S. G. Posch, P. N. (2019): Whale Watching on the Trading Floor: Unravelling Collusive Rogue Trading in Banks. In: Journal of Business Ethics
- Köchling, G. Müller, J. Posch, P. N. (2019): Price delay and market frictions in cryptocurrency markets. In: Economics Letters
- Kunsteller, S. Müller, J. Posch, P. N. (2018): Do illiquid stocks jump more frequently?. In: Applied Economics
- Bergmann, A. Posch, P. N. (2018): Mandatory Sustainability Reporting in Germany: Does Size Matter?. In: Sustainability
- Müller, J. Posch, P. N. (2018): Wrong-way-risk in tails. In: Journal of Asset Management
- Paraskevopoulos, T. Posch, P. N. (2017): A hybrid forecasting algorithm based on SVRs and Wavelets Decompositions. In: Quantitative Finance and Economics
- Lübbers, J. Posch, P. N. Erhardt, J. (2017): Bail-in and asset encumbrance - Implications for banks' asset liability management. In: Journal of Banking Regulation
- Posch, P. N. Ullmann, D. Bowden, R. J. (2017): Income distribution in troubled times: Disadvantage and dispersion dynamics in Europe 2005–2013. In: Finance Research Letters
- Mayordomo, S. Posch, P. N. (2016): Does central clearing benefit risky dealers?. In: Journal of International Financial Markets, Institutions and Money
- Lübbers, J. Posch, P. N. (2016): Commodities' common factor: An empirical assessment of the markets' drivers. In: Journal of Commodity Markets
- Posch, P. N., Erhardt, J., & Hard, T. (2015). The impact of commodity finance on resource availability. Applied Economics Letters, 22(7), 525-528.
- Posch, P. N. Bowden, R. J. Bläsche, T. (2014): Data smoothing and end correction using entropic kernel compression. In: Stat
- Posch, P. N. Kalteier, E. M. Molt, S. Nguyen, T. (2014): Value-based assessment of sovereign risk. In: Qualitative Research in Financial Markets
- Posch, P. N. Kalteier, E. M. (2013): Sovereign asset values and implications for the credit market. In: Review of Financial Economics
- Posch, P. N. Löffler, G. (2013): Wall Street’s bailout bet: Market reactions to house price releases in the presence of bailout expectations. In: Journal of Banking & Finance
- Posch, P. N. Pollege, S. (2013): Managing and trading sovereign risk using credit derivatives and government markets. In: The Journal of Risk Finance
- Posch, P. N. Bowden, R. J. (2013): In Contango Versus Backwardation, the Truth May Not be in Convenience: Disequilibrium States and the Spot-Forward Balance in Commodity Markets. In: Procedia Computer Science
- Posch, P. N. (2013): Benford or Not-Benford? How to test for the First-Digit Law . In: Journal of Fundamental and Applied Statistics
- Posch, P. N. Bowden, R. J. (2011): The bonus pool, mark to market and free cash flow: producer surplus and its vesting in the financial markets. In: Applied Financial Economics
- Posch, P. N. (2011): Time to change. Rating changes and policy implications. In: Journal of Economic Behavior & Organization
- Posch, P. N. Bowden, R. J. (2010): Quality Signalling and Ratings Credibility: Regulatory Reform for the Ratings Industry.
- Posch, P. N. (2008): A survey on sequences and distribution functions satisfying the first-digit-law. In: Journal of Statistics and Management Systems
- Posch, P. N. Löffler, G. (2007): How do Rating Agencies Score in Predicting Firm Performance.
- Posch, P. N. Kreiner, W. A. (2006): Analysing digits for portfolio formation and index tracking. In: Journal of Asset Management