Rainer Jankowitsch

Prof. of Finance
WU Vienna - Department for Finance, Accounting and Statistics
Re­search In­terests

Mar­ket Mi­cro­struc­ture, Fin­an­cial In­sti­tu­tions, Credit Risk, Li­quid­ity Risk, Risk Man­age­ment, Fixed In­come

Se­lec­ted Pub­lic­a­tions
  • Friewald, N., Hen­nessy, C., Jankow­itsch, R., 2016, Sec­ond­ary Mar­ket Li­quid­ity and Se­cur­ity Design: The­ory and Evid­ence from ABS Mar­kets, Re­view of Fin­an­cial Stud­ies 29(5), 1254-1290.

  • Jankow­itsch, R., Na­gler, F., Sub­rah­man­yam, MG., 2014, The De­termin­ants of Re­cov­ery Rates in the US Cor­por­ate Bond Mar­ket, Journal of Fin­an­cial Eco­nom­ics 114(1), 155-177.

  • Friewald, N., Jankow­itsch, R., Sub­rah­man­yam, MG., 2012, Il­li­quid­ity or credit de­teri­or­a­tion: A study of li­quid­ity in the US cor­por­ate bond mar­ket dur­ing fin­an­cial crises, Journal of Fin­an­cial Eco­nom­ics 105(1),18-36.

  • Jankow­itsch, R., Nashikkar, A., Sub­rah­man­yam, MG., 2011, Price Dis­per­sion in OTC Mar­kets: A New Meas­ure of Li­quid­ity, Journal of Bank­ing and Fin­ance 35(2), 343-357.

  • Hornik, K., Jankow­itsch, R., Pichler, S., Lingo, M., Wink­ler, G., 2010, De­termin­ants of Het­ero­gen­eity in European Credit Rat­ings, Fin­an­cial Mar­kets and Port­fo­lio Man­age­ment 24(3), 271-287.

Christian Laux
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