Chair of Empirical Finance and Econometrics
Publications
Franziska J. Peter
- Kind, Axel / Oster, Philippe / Peter, Franziska J.: The Impact of the Bankers’ New Corset on AT1 CoCo Bond Spreads, 2020, https://zu.ub.uni-freiburg.de/data/9600
- Behrendt, Simon / Peter, Franziska J. / Zimmermann, David: An encyclopedia for stock markets? Wikipedia searches and stock returns , 2020, https://zu.ub.uni-freiburg.de/data/9921
- Dimpfl, Thomas / Peter, Franziska J.: Group transfer entropy with an application to cryptocurrencies, 2019, https://zu.ub.uni-freiburg.de/data/7328
- Peter, Franziska J. / Grammig, Joachim: Tumbling Titans - The Changing Patterns of Price Discovery in the US Equity Market, 2019, https://zu.ub.uni-freiburg.de/data/7454
- Peter, Franziska J. / Dimpfl, Thomas: Nothing but Noise? Price Discovery between Cryptocurrency Exchanges, 2019, https://zu.ub.uni-freiburg.de/data/7455
- Peter, Franziska J. / Dirkx, Philipp: Implementing the Fama-French five-factor model for the German stock market, 2019, https://zu.ub.uni-freiburg.de/data/7456
- Behrendt, Simon / Peter, Franziska J. / Zimmerann, David / Dimpfl, Thomas: RTransferEntropy - Quantifying Information Flow between Different Time Series Using Effective Transfer Entropy, 2019, https://zu.ub.uni-freiburg.de/data/9866
- Dimpfl, Thomas / Peter, Franziska J.: Analyzing volatility transmission using group transfer entropy, 2018, https://zu.ub.uni-freiburg.de/data/7031
- Dimpfl, Thomas / Peter, Franziska J.: Price discovery in the markets for credit risk: a Markov switching approach, 2016, https://zu.ub.uni-freiburg.de/data/5685
- Dimpfl, Thomas / Peter, Franziska J.: The impact of the financial crisis on transatlantic information flows: An intraday analysis, 2014, https://zu.ub.uni-freiburg.de/data/5683
- Grammig, Joachim / Peter, Franziska J.: Telltale Tails: A New Approach to Estimating Unique Market Information Shares, 2013, https://zu.ub.uni-freiburg.de/data/5681
- Dimpfl, Thomas / Peter, Franziska J.: Using transfer entropy to measure information flows between financial markets, 2013, https://zu.ub.uni-freiburg.de/data/5682
- Kehrle, Kerstin / Peter, Franziska J.: Who moves first? An intensity-based measure for information flows across stock exchanges, 2013, https://zu.ub.uni-freiburg.de/data/5684
- De Martiis, Angela / Heil, Thomas / Peter, Franziska J.: Are you a Zombie? Understanding the Determinants of Distressed and Zombie Companies, 2020, https://zu.ub.uni-freiburg.de/data/9925
- Behrendt, Simon / Dimpfl, Thomas / Peter, Franziska J. / Zimmermann, David: RTransferEntropy: Measuring information flow between time series with effective transfer entropy in R, 2018, https://zu.ub.uni-freiburg.de/data/7444
Philipp Prange
