Chair of Finance

Research

On-going research

1) Wahlstrøm, R.R., Paraschiv, F. & Schmid, M. (2021). Bankruptcy Prediction of Privately Held SMEs: A Study of Input Variables Using Feature Selection Methods. Working paper.

2) Reite, E.J, Paraschiv, F. & Ongena , S. (2021) Determinants of Price Discrimination and Switching Mortgage Provider in Times of Regulation and Digitalization. Under review.

3) Li, W., Paraschiv, F. & Sermpinis , G. (2021) A Data-driven Explainable Case-based Reasoning Approach forFinancial Risk Detection. Under review.

4) Mas Urquijo , I. & Paraschiv, F. (2021) Asymmetric Cross-border Effects Between Spanish and French Electricity Markets in the Light of Market Integration. Under review.

5) Böhnke, V., Paraschiv, F., & Reite, E.J. (2021) Back to the Roots of Internal Credit Risk Models : Why Do Banks’ Risk-Weighted Asset Levels Converge over Time? Working paper.

6) Escobar, D., Paraschiv, F. & Schürle , M. (2021). Pricing electricity futures with distortion functions under model ambiguity. Under review (Awarded by the Austrian Operations Research Society).

7) Paraschiv, F., Bunn , D. & Westgaard , S. (2021). Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients . Available at SSRN: https://ssrn.com/abstract=2741692 .

8) Benth , F.E., Paraschiv, F., Russo, M. (2021) A Multifactor Random Field Model for the Term Structure of Interest Rates. Work in progress.

9) Halser, C., Paraschiv, F., Russo, M. (2021). Natural Gas Markets on Three Continents. Work in progress.


Chair holder

Paraschiv, Florentina
Paraschiv, Florentina Prof Dr
Phone:+49 7541 6009 -1231
Room:Semi 1.13L
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