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Chair of Finance
Prof. Dr. Martin Hibbeln
Mercator School of Management
University of Duisburg-Essen (Duisburg Campus)
Lotharstr. 65, Building LH, Room 002
47057 Duisburg Germany
Phone +49 203 37-91784
E-mail finance (at) uni-due.de
Selected Publications
Trading and Liquidity in the Catastrophe Bond Market (with M. Herrmann), Journal of Risk and Insurance, Vol. 90, 2023, pp. 283–328 (VHB JQ3: A). | The Path of the Righteous: Using Trace Data to Understand Fraud Decisions in Real Time (with J. Jenkins, C. Schneider, J. Valacich and M. Weinmann), MIS Quarterly, Vol. 46, 2022, pp. 2317–2336 (VHB JQ3: A+). | ||
Seasonality in Catastrophe Bonds and Market-Implied Catastrophe Arrival Frequencies (with M. Herrmann), Journal of Risk and Insurance, Vol. 88, 2021, pp. 785–818 (VHB JQ3: A). | Arising from the Ruins: The Impact of Natural Disasters on Reconstruction Labor Wages (with D. Döhrmann, M. Gürtler and R. Metzler), International Journal of Disaster Risk Reduction, Vol. 59, 2021, Article 102210 (2y-JIF: 4.84). | ||
Informational Synergies in Consumer Credit (with L. Norden, P. Usselmann and M. Gürtler), Journal of Financial Intermediation, Vol. 44, 2020, Article 100831 (VHB JQ3: A). | Exposure at Default Modeling - A Theoretical and Empirical Assessment of Estimation Approaches and Parameter Choice (with M. Gürtler and P. Usselmann), Journal of Banking & Finance, Vol. 91, 2018, pp. 176–188 (VHB JQ3: A). | ||
Insured Loss Inflation - How Natural Catastrophes Affect Reconstruction Costs (with D. Döhrmann and M. Gürtler), Journal of Risk and Insurance, Vol. 84, 2017, pp. 851-879 (VHB JQ3: A). | How is your user feeling? Inferring Emotion through Human-Computer Interaction Devices (with J. Jenkins, C. Schneider, J. Valacich and M. Weinmann), MIS Quarterly, Vol. 41, 2017, pp. 1-21 (VHB JQ3: A+). | ||
The Impact of the Financial Crisis and Natural Catastrophes on CAT Bonds (with M. Gürtler and C. Winkelvos), Journal of Risk and Insurance, Vol. 83, 2016, pp. 579-612 (VHB JQ3: A). | Improvements in Loss Given Default Forecasts for Bank Loans (with M. Gürtler), Journal of Banking & Finance, Vol. 37, 2013, pp. 2354–2366 (VHB JQ3: A). |
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