Rainer Jankowitsch

Rainer Jankowitsch

Wirtschaftsuniversität Wien - Vienna / Austria
Economics & Econometrics / Economics
AD Scientific Index ID: 1399789
Vienna University of Economics and Business
person_outline Rainer Jankowitsch's MOST POPULAR ARTICLES
1-) Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crisesN Friewald, R Jankowitsch, MG SubrahmanyamJournal of financial economics 105 (1), 18-36, 20124742012
2-) Price dispersion in OTC markets: A new measure of liquidityR Jankowitsch, A Nashikkar, MG SubrahmanyamJournal of Banking & Finance 35 (2), 343-357, 20112232011
3-) The determinants of recovery rates in the US corporate bond marketR Jankowitsch, F Nagler, MG SubrahmanyamJournal of Financial Economics 114 (1), 155-177, 20141842014
4-) Measuring the liquidity impact on EMU government bond pricesR Jankowitsch, H Mösenbacher, S PichlerThe European Journal of Finance 12 (2), 153-169, 2006872006
5-) The delivery option in credit default swapsR Jankowitsch, R Pullirsch, T VežaJournal of Banking & Finance 32 (7), 1269-1285, 2008772008