Professor at the Institute for Finance, Banking and Insurance, WU (Vienna University of Economics and Business)
Market Microstructure, Financial Institutions, Credit Risk, Liquidity Risk, Risk Management, Fixed Income
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.