Concepedia

Klaus Duellmann

KD

15

Publications

456

Citations

13

H-Index

2000

Active since

Affiliations

Deutsche Bundesbank(Current)

National Bank of Belgium

University of Mannheim

European Central Bank

Klaus Duellmann is an author at Deutsche Bundesbank specializing in business, financial economics, and management.

Top concepts

Publications per year

2000–2016

15

Publications

15

Systematic Risk in Recovery Rates - An Empirical Analysis of U.S. Corporate Credit Exposures

Klaus Duellmann, Monika Gehde-Trapp · SSRN Electronic Journal · 2004 · 73 citations · Full text

Systematic Risk in Recovery Rates: An Empirical Analysis of Us Corporate Credit Exposures

Klaus Duellmann, Monika Gehde-Trapp · SSRN Electronic Journal · 2004 · 68 citations · Full text

Sector Concentration in Loan Portfolios and Economic Capital

Klaus Duellmann, Nancy Masschelein · SSRN Electronic Journal · 2006 · 66 citations · Full text

Estimating asset correlations from stock prices or default rates—Which method is superior?

Klaus Duellmann, Jonathan Küll, Michael Kunisch · Journal of Economic Dynamics and Control · 2010 · 51 citations · Full text

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Asset Correlations and Credit Portfolio Risk: An Empirical Analysis

Klaus Duellmann, Martin Scheicher, Christian Schmieder · SSRN Electronic Journal · 2007 · 34 citations · Full text

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