Layer 2 team

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Dr. Björn Imbierowicz

Organizations:

E-Finance Lab
Lehrstuhl für Bankbetriebslehre

Projects:

E-Finance Lab - Layer 2

Telephone: +49 (0)69 798 33729

E-Mail: Send email

Homepage: http://www.finance.uni-frankfurt.de/wahrenburg/index.php?case=wimi2&men=2&id=624&lg=

Publications | Presentations

Publications:

2008

Imbierowicz, B. (2008)

How efficient are Credit Default Swap Markets? An Analysis of Capital Structure Arbitrage based on Structural Pricing Models

In: Working Paper; Frankfurt am Main

Category: Miscellaneous

Reference No.: 2008-1250

Imbierowicz, B. (2008)

Firm-fundamentals, economic data and a bubble in the CDS market

In: Working Paper; Frankfurt am Main

Category: Miscellaneous

Reference No.: 2008-1249

Presentations:

2009

15. January

Imbierowicz, B.

Firm-fundamentals, economic data and a bubble in the CDS market

In: WHU Campus For Finance 2009; Vallendar

2008

17. December

Imbierowicz, B.; Cserna, B.

How efficient are Credit Default Swap Markets? An Analysis of Capital Structure Arbitrage based on Structural Pricing Models

In: Quantitative Methods in Finance 2008; Sydney, Australia

16. December

Imbierowicz, B.; Cserna, B.

How efficient are Credit Default Swap Markets? An Analysis of Capital Structure Arbitrage based on Structural Pricing Models

In: 21st Australasian Finance Conference on Finance and Banking; Sydney, Australia

16. December

Imbierowicz, B.

Firm-fundamentals, economic data and a bubble in the CDS market

In: 21st Australasian Finance Conference on Finance and Banking; Sydney, Australia

19. November

Imbierowicz, B.; Cserna, B.

How efficient are Credit Default Swap Markets? An Analysis of Capital Structure Arbitrage based on Structural Pricing Models

In: Southern Finance Association Annual Meeting 2008; Key West, Fl, USA

13. November

Imbierowicz, B.

Firm-fundamentals, economic data and a bubble in the CDS market

In: HVB universitätsübergreifendes Doktorandenseminar; Eltville

12. September

Imbierowicz, B.; Cserna, B.

How efficient are Credit Default Swap Markets? An Analysis of Capital Structure Arbitrage based on Structural Pricing Models

In: Financial Services: Re-Examining Risk; New York City, NY, USA

06. June

Imbierowicz, B.; Cserna, B.

How efficient are Credit Default Swap Markets? An Analysis of Capital Structure Arbitrage based on Structural Pricing Models

In: Bankenworkshop; Münster

2007

16. November

Imbierowicz, B.; Cserna, B.

How efficient are Credit Default Swap Markets? An Analysis of Capital Structure Arbitrage based on Structural Pricing Models

In: HVB universitätsübergreifendes Doktorandenseminar; Eltville