Rainer Jankowitsch

Re­search In­terests

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

Se­lec­ted Pub­lic­a­tions

• Jankow­itsch, R., Ot­ton­ello, G., Sub­rah­man­yam, M. (2022): Reg­u­la­tion, As­set Com­plex­ity, and the In­form­at­ive­ness of Credit Rat­ings. Re­view of Cor­por­ate Fin­ance Stud­ies.

• Friewald, N., Jankow­itsch, R., Sub­rah­man­yam, M. (2017): Trans­par­ency and Li­quid­ity in the Struc­tured Pro­duct Mar­ket. Re­view of As­set Pri­cing Stud­ies. 7, 2, 316 – 348.

• 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.