Univ.Prof. Dr. Rainer Jankowitsch

Publications

Research output per year 1999 2003 2005 2006 2007 2008 2016 2022 2025

• 26 Working Paper/Preprint
• 20 Journal article
• 2 Research report, expert opinion
• 1 Chapter in edited volume
• 3 More
  • 1 Diploma thesis
  • 1 Doctoral thesis
  • 1 Habilitation

Research output per year

Research output per year

Search results

• 2024

  ESG Favoritism in Mutual Fund Families

  Csiky, A. Z., Jankowitsch, R., Pasler, A. & Subrahmanyam, M. G., 14 Oct 2024, 53 p.

  Publication: Working/Discussion Paper › Working Paper/Preprint

  Open Access

• Greenness Demand For US Corporate Bonds

  Jankowitsch, R., Pasler, A., Weiss, P. & Zechner, J., 4 Jul 2024, 52 p.

  Publication: Working/Discussion Paper › Working Paper/Preprint
• 2022

  Impact of the COVID-19 Pandemic on the U.S. Corporate Bond Market

  Jankowitsch, R., Pauer, F. & Rinde, E., 19 Sept 2022, 46 p.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• The Effects of ESG Performance and Preferences on U.S. Corporate Bond Prices

  Handler, L., Jankowitsch, R. & Pasler, A., 3 May 2022, 41 p.

  Publication: Working/Discussion Paper › Working Paper/Preprint

  Open Access
• 2021

  Covenant Prices of US Corporate Bonds

  Handler, L., Jankowitsch, R. & Weiß, P., 20 Apr 2021, 68 p.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• The Effect of Credit, Liquidity and Rollover Risk on Bondholder Wealth in Mergers and Acquisitions

  Jankowitsch, R. & Pauer, F., 28 Oct 2021, 47 p.

  Publication: Working/Discussion Paper › Working Paper/Preprint

  Open Access
• 2018

  Political Uncertainty and Sovereign Bond Markets

  Handler, L. & Jankowitsch, R., 25 Aug 2018, 39 p.

  Publication: Working/Discussion Paper › Working Paper/Preprint
• 2016

  The Rules of the Rating Game: Market Perception of Corporate Ratings

  Ottonello, G., Jankowitsch, R. & Subrahmanyam, M., 2016.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• 2015

  Secondary Market Liquidity and Security Design: Theory and Evidence from ABS Markets

  Friewald, N., Hennessy, C. & Jankowitsch, R., 1 Aug 2015.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• 2013

  Are Interest Rate Fixings Fixed? An Analysis of Libor and Euribor

  Eisl, A., Jankowitsch, R. & Subrahmanyam, M., 1 Feb 2013.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• 2012

  Liquidity, Transparency and Disclosure in the Securitized Product Market

  Friewald, N., Jankowitsch, R. & Subrahmanyam, M., 1 Sept 2012.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• 2011

  Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises

  Friewald, N., Jankowitsch, R. & Subrahmanyam, M., 1 Aug 2011.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• 2009

  Choice of rating technology and price formation in imperfect credit markets

  Brandt, H., Dockner, E., Jankowitsch, R., Pichler, S. & Ritzberger, K., 1 Apr 2009.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• 2008

  A Latent Variable Approach to Validate Credit Rating Systems

  Hornik, K., Jankowitsch, R., Leitner, C., Lingo, M., Pichler, S. & Winkler, G., 1 Dec 2008.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• Price Dispersion in OTC Markets: A New Measure of Liquidity

  Jankowitsch, R., Nashikkar, A. & Subrahmanyam, M., 1 Dec 2008.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• 2007

  Choice of Rating Technology and Price Formation in Imperfect Credit Markets

  De Silva, H., Dockner, E., Jankowitsch, R. & Pichler, S., 1 Nov 2007.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• 2006

  Benchmarking Credit Rating Systems. Working Paper, Wirtschaftsuniversität Wien

  Hornik, K., Jankowitsch, R., Lingo, M., Pichler, S. & Winkler, G., 1 Sept 2006.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• The Delivery Option in Credit Default Swaps

  Jankowitsch, R., Pullirsch, R. & Veza, T., 1 Oct 2006.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• 2005

  Trading strategies based on term structure model residuals

  Jankowitsch, R. & Nettekoven, M., 2005.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• Validation of Credit Rating Systems Using Multi-Rater Information

  Hornik, K., Jankowitsch, R., Lingo, M., Pichler, S. & Winkler, G., 2005.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• 2004

  Modelling the Economic Value of Credit Rating Systems

  Jankowitsch, R. & Pichler, S., 2004.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• 2003

  Currency Dependence of Corporate Credit Spreads

  Jankowitsch, R. & Pichler, S., 2003.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• Estimating Zero-Coupon Yield Curves for EMU Government Bonds

  Jankowitsch, R. & Pichler, S., 2003.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• Measuring the Liquidity Impact on EMU Government Bond Prices

  Jankowitsch, R., Mösenbacher, H. & Pichler, S., 2003.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• Parsimonious Estimation of Credit Spreads

  Jankowitsch, R. & Pichler, S., 2003.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• Rating Granularity and Basel II Capital Requirements

  Jankowitsch, R. & Pichler, S., 2003.

  Publication: Working/Discussion Paper › Working Paper/Preprint