FreiDok plus

Forschungsberichte aus FreiDok plus

Publikationslisten aus FreiDok plus





Publication list Freidok plus for 1969 - 2022

General information

Franziska J. Peter

Research papers

    Scientific articles with peer-review

  • Heil, Thomas/ Peter, Franziska J./ Prange, Philipp: Measuring 25 years of global equity market co-movement using a time-varying spatial model. In: Journal of International Money and Finance, 2022 (128): 102708
  • Kind, Axel/ Oster, Philippe/ Peter, Franziska J.: The Determinants of Banks’ AT1 CoCo Spreads. In: European Financial Managment, 2021 (28, 2): 567-604
  • Peter, Franziska J./ Dimpfl, Thomas: Nothing but Noise? Price Discovery between Cryptocurrency Exchanges. In: Journal of Financial Markets, 2021 (54): 100584
  • Peter, Franziska J./ Grammig, Joachim: Tumbling Titans - The Changing Patterns of Price Discovery in the US Equity Market. In: Journal of Empirical Finance, 🔗
  • Behrendt, Simon/ Peter, Franziska J./ Zimmermann, David: An encyclopedia for stock markets? Wikipedia searches and stock returns  . In: International Review of Financial Analysis, 2020 (72): 101563
  • Dirkx, Philipp/ Peter, Franziska J.: The Fama-French Five-Factor Model Plus Momentum: Evidence for the German Market. In: Schmalenbach Business Review, 2020 (72, 4): 661-684
  • Behrendt, Simon/ Peter, Franziska J./ Zimmerann, David et al.: RTransferEntropy - Quantifying Information Flow between Different Time Series Using Effective Transfer Entropy. In: SoftwareX, 2019 (10): 100265
  • Dimpfl, Thomas/ Peter, Franziska J.: Group transfer entropy with an application to cryptocurrencies. In: Physica A, 2019 (516): 543 - 551
  • Dimpfl, Thomas/ Peter, Franziska J.: Analyzing volatility transmission using group transfer entropy. In: Energy Economics, 2018 (75): 368 - 376
  • Dimpfl, Thomas/ Peter, Franziska J.: Price discovery in the markets for credit risk: a Markov switching approach. In: Studies in Nonlinear Dynamics and Econometrics, 2016 (20): 223 - 249
  • Dimpfl, Thomas/ Peter, Franziska J.: The impact of the financial crisis on transatlantic information flows: An intraday analysis. In: Journal of International Financial Markets, Institutions & Money, 2014 (31): 1 - 13
  • Dimpfl, Thomas/ Peter, Franziska J.: Using transfer entropy to measure information flows between financial markets. In: Studies in Nonlinear Dynamics and Econometric, 2013 (17): 85 - 102
  • Grammig, Joachim/ Peter, Franziska J.: Telltale Tails: A New Approach to Estimating Unique Market Information Shares. In: Journal of Financial and Quantitative Analysis, 2013 (48): 459 - 488
  • Kehrle, Kerstin/ Peter, Franziska J.: Who moves first? An intensity-based measure for information flows across stock exchanges. In: Journal of Banking and Finance, 2013 (37): 1629 - 1642

  • Working papers

  • De Martiis, Angela/ Heil, Thomas/ Peter, Franziska J.: Are you a Zombie? Understanding the Determinants of Distressed and Zombie Companies. In: , 2020, , , . 2020.
  • Behrendt, Simon/ Dimpfl, Thomas/ Peter, Franziska J. et al.: RTransferEntropy: Measuring information flow between time series with effective transfer entropy in R. In: , 2018, , , . 2018. 🔗