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Jonas Krettek, M.Sc.

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Research Assistant

Jonas Krettek M.Sc.
Heinrich-Heine-Universität Düsseldorf
Wirtschaftswissenschaftliche Fakultät
Lehrstuhl für BWL, insb. Finanzdienstleistungen
Universitätsstr. 1
40225 Düsseldorf

Building: 24.31
Floor/Room: 02.21
+49 211 81-15311

Publications:  
10/2023 Börner, Christoph J.; Hoffmann, Ingo; Krettek, Jonas; Kürzinger, Lars M.; Schmitz, Tim (2023): Extremes of extremes: risk assessment for very small samples with an exemplary application for cryptocurrency returns, in: Journal of Risk, Vol. 36, No. 1, S. 77-97.
09/2023 Krettek, Jonas (2023): Market Reactions to the Announcements of Financial Risk Regulation from Basel II.5 to Basel IV: What Do Shareholders and Creditors Perceive?, SSRN Working Paper.
05/2022

Börner, Christoph J.; Hoffmann, Ingo; Krettek, Jonas; Schmitz, Tim (2022): Bitcoin: like a satellite or always hardcore? A core–satellite identification in the cryptocurrency market, in: Journal of Asset Management, Vol. 23, No. 4, https://doi.org/10.1057/s41260-022-00267-z.

08/2021 Börner, Christoph J.; Krettek, Jonas (2021): The ECB’s 2019 Liquidity Stress Test: An Event Study Evaluating the Impact on Owners and Creditors, in: Credit and Capital Markets, Volume 54, No. 2, S. 223-263.
05/2021

Börner, Christoph J.; Hoffmann, Ingo; Krettek, Jonas; Schmitz, Tim (2021): Bitcoin: Like a Satellite or Always Hardcore?  A Core-Satellite Identification in the Cryptocurrency Market, SSRN Working Paper.

 

 

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