Announcements of financial penalties are accompanied with increased stock performance.

Koester, H.; Pelster, M. (2017): 'Financial Penalties and Bank Performance', Journal of Banking and Finance 79, 57-73.

 


Dynamic copula based measures of tail dependence incorporate most essential pricing information for CDS.

Pelster, M.; Vilsmeier, J. (2018): 'The determinants of CDS spreads: evidence from the model space', Review of Derivatives Research 21, 63-118.

 


Latest Publications

Breitmayer, B.; Pelster, M. (2018): 'Affect and stock returns', Journal of Behavioral and Experimental Finance, in press.

Koester, H.; Pelster, M. (2018): 'Financial Penalties and the Systemic Risk of Banks', Journal of Risk Finance 19, 154-173.

Pelster, M.; Vilsmeier, J. (2018): 'The determinants of CDS spreads: evidence from the model space', Review of Derivatives Research 21, 63-118.

Pelster, M; Irresberger, F.; Weiß, G. (2018): 'Bank stock performance and bank regulation around the globe', European Journal of Finance 24, 77-113.

Pelster, M. (2017): 'I’ll Have What S/he’s Having: A Case Study of a Social Trading Network’, Proceedings of the International Conference on Information Systems 2017.

Koester, H.; Pelster, M. (2017): 'Financial Penalties and Bank Performance', Journal of Banking and Finance 79, 57-73.

Pelster, M.; Thamm, S. (2016): 'Markttransparenz im CO2-Emissionshandel und Risikomanagement von Stromerzeugern', Zeitschrift für Energiewirtschaft 40, 15-31.

Pelster, M.; Hagemann, V.; Laporte Uribe, F. (2016): 'Key aspects of a sustainable health insurance System in Germany', Applied Health Economics and Healths Policy 14, 293-312.

Pelster, M. (2015): 'Marketable and Non-Hedgeable Risk in a Duopoly Framework with Hedging', Journal of Economics and Finance 39, 697-716.

Pelster, M.; Kaposty, F. (2015): 'Optimales Anlagevermögen von Versicherungsunternehmen', Zeitschrift für die gesamte Versicherungswissenschaft 104, 113-129.

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