Reint Gropp

发表

The Effect of Stock Market Fluctuations on Corporate Cash Flows

Murray Z. Frank, F. Boissay, Reint Gropp, 2009 .

Trade Credit Defaults and Liquidity Provision by Firms

F. Boissay, Reint Gropp, 2007 .

Rating Agency Actions and the Pricing of Debt and Equity of European Banks: What Can We Infer About Private Sector Monitoring of Bank Soundness?

A. Richards, Reint Gropp, Anthony J. Richards, 2001, SSRN Electronic Journal.

Systemic Risk and Sovereign Default in the Euro Area∗

C. Goodhart, J. Krahnen, Martin Götz, 2016 .

ESMT Working Paper

H. Sinn, Burton Hollifield, P. Schnabl, 2014 .

Trade Credit Defaults and Liquidity Provision by Firms

F. Boissay, Reint Gropp, 2007 .

Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach

Roland Füss, Zeno Adams, Roland Füss, 2012, Journal of Financial and Quantitative Analysis.

Is Rated Debt Arm’s Length? Evidence from Mergers and Acquisitions

J. Krahnen, Reint Gropp, Christian Hirsch, 2011 .

CFS Working Paper No . 2011 / 10 Is Rated Debt Arm ’ s Length ? Evidence from Mergers and Acquisitions *

J. Krahnen, Reint Gropp, Christian Hirsch, 2011 .

Measurement of Contagion in Banks' Equity Prices

Reint Gropp, G. Moerman, G. A. Moerman, 2003, SSRN Electronic Journal.

Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk (SDSVaR) Approach

Roland Füss, Zeno Adams, Reint Gropp, 2015 .

Systemic Risk, Contagion, and State-Dependent Sensitivities in Value-at-Risk Estimation: Evidence from Hedge Funds

Roland Füss, Zeno Adams, Reint Gropp, 2010 .

Payment Defaults and Interfirm Liquidity Provision

F. Boissay, Reint Gropp, 2013 .

JFQ volume 47 issue 6 Cover and Back matter

Zinat S. Alam, B. Chakrabarti, A. Chakraborti, 2012, Journal of Financial and Quantitative Analysis.