Faculty

Rainer Jankowitsch

Contact Details:

Email: rainer.jankowitsch@wu.ac.at
Personal Homepage

Professor at the Institute for Finance, Banking and Insurance, WU (Vienna University of Economics and Business)

Research Interests:
Market Microstructure, Financial Institutions, Credit Risk, Liquidity Risk, Risk Management, Fixed Income

Selected Publications:

Nils, Friewald and Hennessy, Christopher and Jankowitsch, Rainer. 2016. Secondary Market Liquidity and Security Design: Theory and Evidence from ABS Markets. Review of Financial Studies 29 (5): S. 1254-1290.

Jankowitsch, Rainer, Nagler, Florian, Subrahmanyam, Marti G.. 2014. The Determinants of Recovery Rates in the US Corporate Bond Market. Journal of Financial Economics 114 (1): 155-177.

Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2012. Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises. Journal of Financial Economics

Jankowitsch, Rainer, Nashikkar, Amrut, Subrahmanyam, Marti. 2011. Price Dispersion in OTC Markets: A New Measure of Liquidity. Journal of Banking and Finance 35 343-357.

Hornik, Kurt, Jankowitsch, Rainer, Pichler, Stefan, Lingo, Manuel, Winkler, Gerhard. 2010. Determinants of Heterogeneity in European Credit Ratings. Financial Markets and Portfolio Management 24 (3): 271-287.