Asset Allocation and Monetary Policy: Evidence from the Eurozone

Journal of Financial Economics, Vol. 120(2) (2016)

with Sandy Lai


Dealer Intermediation Between Markets

Journal of the European Economic Association, Vol. 13(5) (2015), 770-804

with Peter Dunne and Michael Moore


Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German and Swiss Banks

Journal of International Economics, Vol. 96 (2015), S123-S140,

with M. Efing, P. Kampkötter and J. Steinbrecher


The Exchange Rate Effect of Multi-Currency Risk Arbitrage

Journal of International Money and Finance, Vol. 47 (2014), 304-331


Structured Debt Ratings: Evidence on Conflicts of Interest

Journal of Financial Economics, Vol. 116 (2014), 46-60

with Matthias Efing


Real Effects of Stock Underpricing

Journal of Financial Economics, Vol. 109 (2013), 392-408

with Sandy Lai


Global versus Local Asset Pricing: A New Test of Market Integration

Review of Financial Studies, Vol. 24(12) (October 2011), 3891-3940