portrait photo

Rainer Jankowitsch

Univ.Prof. Dr.rer.soc.oec. Rainer Jankowitsch
Telephone:
+43 1 31336 4340
Email:
Contact information and photo taken from and editable at WU Directory.

CV

2008
Habilitation
2003
PhD
2000
Master

Researcher Identifier

    No researcher identifier found.

Awards and Honors

2015
WU Best Paper Award
2013
Research Grant von Inquire Europe
WU Best Paper Award
2012
Montreal Institute of Structured Products and Derivatives (IFSID) Research Grant
Research Grant: The Institute for Quantitative Research in Finance (Q-Group)
2011
ÖVFA Kapitalmarktpreis
2010
Best Paper Award in Market Microstructure der Midwest Finance Association
Best Paper Award of the Chinese Finance Association
2008
Best Paper Award der Deutschen Gesellschaft für Finanzwirtschaft
Research Grant von Inquire Europe
2007
Erwin Schrödinger Stipendium
Förderpreis der Oesterreichischen Nationalbank und der Wirtschaftsuniversität Wien für Forschungsaufenthalte im Ausland
2006
WU Best Paper Award
2000
Leistungsstipendium (TU Wien)

Classifications

  • 5305 Bank management (Details)
  • 5307 Business and management economics (Details)
  • 5360 Financial mathematics (Details)
  • 5361 Financial management (Details)

Expertise

  • bond markets
  • banking supervision
  • financial engineering
  • credit derivatives
  • risk management

Activities

Position in internal committee for appointments
  2010-2011 Wirtschaftsuniversität Wien - Member of Hiring Committee
Position in internal habilitation committee
  2007 Wirtschaftsuniversität Wien - Member of Habilitation Commission
Membership in scientific association
  since 2006 Western Finance Association - Member
  since 2006 German Finance Association - Member
  since 2006 European Finance Association - Member
  since 2006 American Finance Association - Member
  since 2005 Southwestern Finance Association - Member
  since 2005 Southern Finance Association - Member
  since 2005 Austrian Society for Bank-Research - Member
Reviewer for a scientific journal
  since 2014 Journal of Finance - Referee
  since 2008 Journal of Risk - Referee
  since 2008 Financial Markets and Portfolio Management - Referee
  since 2007 Review of Finance - Referee
  since 2007 Quantitative Finance - Referee
  since 2007 Journal of Money, Credit and Banking - Referee
  since 2005 Journal of Credit Risk - Referee
  since 2005 Journal of Banking and Finance - Referee
  since 2005 Bankarchiv - Referee
Reviewer for an international conference
  since 2014 Western Finance Association - Referee
  since 2008 Campus for Finance - Research Conference - Referee
  since 2008 Annual Conference of the Swiss Society for Financial Market Research - Referee
  since 2006 INFINITI Conference on International Finance - Referee
  since 2006 Annual Meeting of European Finance Association - Referee
Position in administration
  since 2012 WU Executive Academy - Academic Director in Certificate Program
Research and Teaching Stay
  2007-2008 New York University - Visting Research Scholar
Candidate for a chair
  2012 Universität Innsbruck - Listenplatz Eins

Publications

Journal article

2017 Eisl, Alexander, Jankowitsch, Rainer, Subrahmanyam, Marti G. 2017. The Manipulation Potential of Libor and Euribor. European Financial Management 23 (4), 604-647. (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2017. Transparency and Liquidity in the Structured Product Market. Review of Asset Pricing Studies 7 (2), 316-348. (Details)
2016 Nils, Friewald, Hennessy, Christopher, Jankowitsch, Rainer. 2016. Secondary Market Liquidity and Security Design: Theory and Evidence from ABS Markets. Review of Financial Studies 29 (5), 1254-1290. (Details)
2014 De Silva, Hannelore, Dockner, Engelbert, Jankowitsch, Rainer, Pichler, Stefan, Ritzberger, Klaus. 2014. Choice of Rating Technology and Loan Pricing in Imperfect Credit Markets. Journal of Risk 17 (1), 29-62. (Details)
  Jankowitsch, Rainer, Nagler, Florian, Subrahmanyam, Marti G. 2014. The Determinants of Recovery Rates in the US Corporate Bond Market. Journal of Financial Economics, 114 (1), 155-177. open access (Details)
2012 Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2012. Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market During Financial Crises. Journal of Financial Economics, 105 (1), 18-36. open access (Details)
2011 Jankowitsch, Rainer, Nashikkar, Amrut, Subrahmanyam, Marti. 2011. Price Dispersion in OTC Markets: A New Measure of Liquidity. Journal of Banking and Finance 35 343-357. (Details)
2010 Hornik, Kurt, Jankowitsch, Rainer, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2010. Determinants of Heterogeneity in European Credit Ratings. Financial Markets and Portfolio Management 24 (3): 271-287. (Details)
2008 Jankowitsch, Rainer, Pullirsch, Rainer, Veza, Tanja. 2008. The Delivery Option in Credit Default Swaps. Journal of Banking and Finance 32 (7): 1269-1285. (Details)
  Jankowitsch, Rainer, Nettekoven, Michaela. 2008. Trading strategies based on term structure model residuals. European Journal of Finance 14 (4): 281-298. (Details)
2007 Jankowitsch, Rainer, Pichler, Stefan, Schwaiger, Walter. 2007. Modelling the economic value of credit rating systems. Journal of Banking and Finance 31 (1): 181-198. (Details)
  Hornik, Kurt, Jankowitsch, Rainer, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2007. Validation of credit rating systems using multi-rater information. Journal of Credit Risk 3 (4): 1-27. (Details)
2006 Jankowitsch, Rainer, Mösenbacher, Hannes, Pichler, Stefan. 2006. Measuring the Liquidity Impact on EMU Government Bond Prices. European Journal of Finance 12 (2): 153-169. (Details)
2005 Jankowitsch, R., Pichler, S.. 2005. Currency dependence of corporate credit spreads. Journal of Risk 8/1, Fall 2005, 1 - 24 (Details)
  Jankowitsch, R., Pichler, S.. 2005. Estimating Credit Spread Curves for EMU Government Bonds. Wirtschaft und Management, Schriftenreihe der FH des BFI Wien, 2. Ausgabe, 33-49 (Details)
2004 Jankowitsch, R., Pichler S.. 2004. Parsimonious Estimation of Credit Spreads. The Journal of Fixed Income 14 (3), December 2004 (Details)
2000 Binder, A., Fingerlos, R., Jankowitsch, R., Pichler, S., Zeipelt, W.. 2000. Die Schätzung der österreichischen Zinsstruktur nach dem Verfahren von Svensson. Bank-Archiv, 2/2000, 129-138 (Details)

Chapter in edited volume

2010 Hornik, Kurt, Jankowitsch, Rainer, Leitner, Christoph, Pichler, Stefan, Lingo, Manuel, Winkler, Gerhard. 2010. A Latent Variable Approach to Validate Credit Rating Systems. In: Model Risk in Financial Crises, Hrsg. Daniel Rösch and Harald Scheule, 277-296. London: Risk Books. (Details)

Paper presented at an academic conference or symposium

2018 Handler, Lukas, Jankowitsch, Rainer. 2018. Political Uncertainty and Sovereign Bond Markets. German Finance Association (DGF), Trier, Deutschland, 21.09.-22.09. (Details)
  Handler, Lukas, Jankowitsch, Rainer. 2018. Political Uncertainty and Sovereign Bond Markets. Austrian Working Group on Banking and Finance, Salzburg, Österreich, 23.11.-24.11. (Details)
  Handler, Lukas, Jankowitsch, Rainer. 2018. Political Uncertainty and Sovereign Bond Markets. Portuguese Finance Network , Lissabon, Portugal, 02.07.-04.07. (Details)
2017 Jankowitsch, Rainer, Ottonello, Giorgio, Subrahmanyam, Marti. 2017. The Rules of the Rating Game: Market Perception of Corporate Ratings. Annual Meeting of the Southern Finance Association, Key West, Vereinigte Staaten/USA, 15.11.-18.11. (Details)
2016 Ottonello, Giorgio, Jankowitsch, Rainer, Subrahmanyam, Marti. 2016. The Rules of the Rating Game: Market Perception of Corporate Ratings. FMA European Conference 2016, Helsinki, Hanken School of Economics, Finland, 09.06-10-06. (Details)
  Ottonello, Giorgio, Jankowitsch, Rainer, Subrahmanyam, Marti. 2016. The Rules of the Rating Game: Market Perception of Corporate Ratings. SGF Conference 2016, Zürich, Swiss Exchange, Switzerland, 08.04.08.04. (Details)
  Ottonello, Giorgio, Jankowitsch, Rainer, Subrahmanyam, Marti. 2016. The Rules of the Rating Game: Market Perception of Corporate Ratings. Standard & Poor's 'New Research & Outlook on Credit Markets" Conference, New York, NYU Stern School of Business, United States/USA, 24.05-24.05. (Details)
  Ottonello, Giorgio, Jankowitsch, Rainer, Subrahmanyam, Marti. 2016. The Rules of the Rating Game: Market Perception of Corporate Ratings. European Financial Management Association 2016 Annual Meetings , Basel, Switzerland, 29.06-02.07. (Details)
  Ottonello, Giorgio, Jankowitsch, Rainer, Subrahmanyam, Marti. 2016. The Rules of the Rating Game: Market Perception of Corporate Ratings. 23rd Conference DGF German Finance Association 2016 , Bonn, Juridicum, Rheinische Friedrich-Wilhelms-Universität , Germany, 30.09-01.10. (Details)
2014 Jankowitsch, Rainer, Nagler, Florian, Subrahmanyam, Marti G.. 2014. The Determinants of Recovery Rates in the US Corporate Bond Market. Annual Meeting of the Southern Finance Association (SFA), Key West, Vereinigte Staaten/USA, 19.11-22.11. (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti G.. 2014. Transparency and Liquidity in the Structured Product Market. Annual Meetings of the European Financial Management Association, Rome, Italien, 25.06.-28.06.. (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti G.. 2014. Transparency and Liquidity in the Structured Product Market. IFSID Third Conference on Derivatives, Montreal, Kanada, 25.09-26.09.. (Details)
  Jankowitsch, Rainer, Nagler, Florian, Subrahmanyam, Marti G.. 2014. The Determinants of Recovery Rates in the US Corporate Bond Market. 17th Annual Meeting of the Swiss Society for Financial Market Research (SGF), Zürich, Schweiz, 11.04. (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti G.. 2014. Transparency and Liquidity in the Securities Product Market. Southern Finance Association (SFA), Key West, Vereinigte Staaten/USA, 19.11.-22.11.. (Details)
  Jankowitsch, Rainer, Nagler, Florian, Subrahmanyam, Marti G.. 2014. The Determinants of Recovery Rates in the US Corporate Bond Market. Annual Meeting of the American Finance Association (AFA), Philadelphia, Vereinigte Staaten/USA, 03.01.-05.01. (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti G.. 2014. To Disclose or not to Disclose: Transparency and Liquidity in the Structured Product Market. American Finance Association, Philadelphia, Vereinigte Staaten/USA, 03.01.-05.01.. (Details)
2013 Eisl, Alexander, Jankowitsch, Rainer, Subrahmanyam, Marti G.. 2013. Are Interest Rate Fixings Fixed? An Analysis of Libor and Euribor. Financial Management Association International (FMA) Annual Meeting, Chicago, IL, Vereinigte Staaten/USA, 16.10.-19.10.. (Details)
  Eisl, Alexander, Jankowitsch, Rainer, Subrahmanyam, Marti G.. 2013. Are Interest Rate Fixings Fixed? An Analysis of Libor and Euribor. Global Finance Conference, Monterey, Vereinigte Staaten/USA, 20.05.-22.05.. (Details)
  Jankowitsch, Rainer, Nagler, Florian, Subrahmanyam, Marti G.. 2013. The Determinants of Recovery Rates in the US Corporate Bond Market. 40th Annual Meeting of the European Finance Association (EFA), Cambridge, Großbritannien, 29.08-31.08. (Details)
  Eisl, Alexander, Jankowitsch, Rainer, Subrahmanyam, Marti G.. 2013. Are Interest Rate Fixings Fixed? An Analysis of Libor and Euribor. Meielisalp Workshop and Summer School, Leissigen, Schweiz, 30.06-04.07. (Details)
  Eisl, Alexander, Jankowitsch, Rainer, Subrahmanyam, Marti G.. 2013. Are Interest Rate Fixings Fixed? An Analysis of Libor and Euribor. European Financial Management Association Annual Meetings, Reading, Großbritannien, 26.06-29.06. (Details)
  Eisl, Alexander, Jankowitsch, Rainer, Subrahmanyam, Marti. 2013. Are Interest Rate Fixings Fixed? An Analysis of Libor and Euribor. SAC Capital Advisors, LP, New York, Vereinigte Staaten/USA, 13.02.. Invited Talk (Details)
  Eisl, Alexander, Jankowitsch, Rainer, Subrahmanyam, Marti. 2013. Are Interest Rate Fixings Fixed? An Analysis of Libor and Euribor. Bombay Stock Exchange Institute, Bombay, Indien, 17.01,. Invited Talk (Details)
  Eisl, Alexander, Jankowitsch, Rainer, Subrahmanyam, Marti. 2013. Are Interest Rate Fixings Fixed? An Analysis of Libor and Euribor. Center for Finance Research, Waseda University, Tokyo, Japan, 30.01.. Invited Talk (Details)
  Eisl, Alexander, Jankowitsch, Rainer, Subrahmanyam, Marti G.. 2013. Are Interest Rate Fixings Fixed? An Analysis of Libor and Euribor. Annual Meeting of the Southern Finance Association, Fajardo, Puerto Rico, 20.11-23.11.. (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2013. Liquidity, Transparency and Disclosure in the Securitized Product Market. Swiss Society for Financial Market Research (SGF), Zurich, Schweiz, 11.04.. (Details)
2012 Jankowitsch, Rainer, Nagler, Florian, Subrahmanyam, Marti G.. 2012. The Determinants of Recovery Rates in the US Corporate Bond Market. 19th Annual Meeting of the German Finance Association (DGF), Hannover, Deutschland, 05.10-06.10. (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2012. Liquidity, Transparency and Disclosure in the Securitized Product Market. Center for Real Estate Finance Research, New York, Vereinigte Staaten/USA, 20.11.. (Details)
2011 Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2011. Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises. Annual Meeting of the Southern Finance Association, Key West, Vereinigte Staaten/USA, 16.11.-19.11.. (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2011. Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises. Standard&Poors Research Presentation, New York, Vereinigte Staaten/USA, 10.2.. (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2011. Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises. WU Gutmann Center Symposium, Vienna, Österreich, 15.6.. (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2011. Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises. Italian Treasury Research Seminar, Rome, Italien, 28.6.. (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2011. Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises. 9th INFINITI Conference on International Finance, Dublin, Irland, 13.06.-14.06.. (Details)
2010 Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2010. Illiquidity or Credit Deterioration? A Study of Liquidity in the US Corporate Bond Market during Financial Crises. China International Conference in Finance, Beijing, China, 04.07.-07.07.. (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2010. Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises. Finance Seminar of the ESSEC Business School, Cergy-Pontoise, Frankreich, 07.06.. (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2010. Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises. Third Erasmus Liquidity Conference of the Rotterdam School of Management, Erasmus University, Rotterdam, Niederlande, 07.07.. (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2010. Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises. Fourth Annual Risk Management Conference, Risk Management Institute, National University of Singapore, Singapore, Singapur, 16.07.. (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2010. Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises. Annual Finance Conference on Recent Advances in Corporate Finance, Wilfrid Laurier University, Waterloo, Kanada, 14.05.. (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2010. Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises. Research Day of the NASDAQ-OMX Derivatives Research Project, New York University, New York, Vereinigte Staaten/USA, 26.03.. (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2010. Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises. International Risk Management Conference, University of Florence, Florence, Italien, 03.06.. (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2010. Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises. Midwest Finance Association, Las Vegas, Vereinigte Staaten/USA, 24.02.-27.02.. (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2010. Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises. Swiss Society of Financial Market Research, Zürich, Schweiz, 18.03.-19.03.. (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2010. Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises. Inquire Europe, Rom, Italien, 21.03.-23.03.. (Details)
2009 Leitner, Christoph, Hornik, Kurt, Jankowitsch, Rainer, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2009. A Latent Variable Approach to Validate Credit Rating Systems. Annual Meeting of the Southern Finance Association, Captiva Island, Vereinigte Staaten/USA, 18.11.-21.11. (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2009. Illiquidity or Credit Deterioration? A Study of Liquidity in the US Corporate Bond Market during Financial Crises. Finance Seminar: University of Melbourne, Melbourne, Australien, 24.3. (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2009. Illiquidity or Credit Deterioration? A Study of Liquidity in the US Corporate Bond Market during Financial Crises. Research Seminar: Copenhagen Business School, Copenhagen, Dänemark, 20.11. (Details)
  Jankowitsch, Rainer, Nashikkar, Amrut, Subrahmanyam, Marti. 2009. Price Dispersion in OTC Markets: A New Measure of Liquidity. 7th INFINITI Conference on International Finance, Dublin, Irland, 8.6.-9.6. (Details)
  Jankowitsch, Rainer, Nashikkar, Amrut, Subrahmanyam, Marti. 2009. Price Dispersion in OTC Markets: A New Measure of Liquidity. Workshop Risikomanagement, Innsbruck, Österreich, 2.4.-4.4. (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti G.. 2009. Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises. 16th Annual Meeting of the German Finance Association (DGF), Frankfurt, Deutschland, 09.10.-10.10.. (Details)
  Hornik, Kurt, Jankowitsch, Rainer, Leitner, Christoph, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2009. A Latent Variable Approach to Validate Credit Rating Systems. Workshop Risikomanagement, Universität Innsbruck - Obergurgl, Österreich, 02.04.-04.04. (Details)
  De Silva, Hannelore, Dockner, Engelbert, Jankowitsch, Rainer, Pichler, Stefan, Ritzberger, Klaus. Forthcoming. Choice of Rating Technology and Loan Pricing in Imperfect Credit Markets. Brown Bag Seminar, Department of Economics – University of Innsbruck, Innsbruck, Österreich, 15.01. (Details)
2008 De Silva, Hannelore, Dockner, Engelbert, Jankowitsch, Rainer, Pichler, Stefan, Ritzberger, Klaus. 2008. Choice of Rating Technology and Loan Pricing in Imperfect Credit Markets. European Winter Finance Summit 2008, Hemsedal, Norwegen, 06.09.- 09.09. (Details)
  De Silva, Hannelore, Dockner, Engelbert, Jankowitsch, Rainer, Pichler, Stefan, Ritzberger, Klaus. 2008. Choice of Rating Technology and Loan Pricing in Imperfect Credit Markets. Financial Risks, International Financial Research Forum, Paris, Frankreich, 27.03.-28.03. (Details)
  Jankowitsch, Rainer, Nashikkar, Amrut, Subrahmanyam, Marti. 2008. Price Dispersion in OTC Markets: A New Measure of Liquidity. European Finance Association 35th Annual Meeting, Athen, Griechenland, 27.08.-30.8.. (Details)
  Jankowitsch, Rainer, Nashikkar, Amrut, Subrahmanyam, Marti. 2008. Price Dispersion in OTC Markets: A New Measure of Liquidity. 15th Annual Conference of the German Finance Association, Münster, Deutschland, 10.10.-11.10.. (Details)
  Jankowitsch, Rainer, Nashikkar, Amrut, Subrahmanyam, Marti. 2008. Price Dispersion in OTC Markets: A New Measure of Liquidity. 11th Symposium on Finance, Banking, and Insurance, Karlsruhe, Deutschland, 17.12.-19.12.. (Details)
  Jankowitsch, Rainer, Nashikkar, Amrut, Subrahmanyam, Marti. 2008. Price Dispersion in OTC Markets: A New Measure of Liquidity. 48th Annual Meeting of the Southern Finance Association, Key West, Vereinigte Staaten/USA, 19.11.-22.11.. (Details)
  Jankowitsch, Rainer, Nashikkar, Amrut, Subrahmanyam, Marti. 2008. Price Dispersion in OTC Markets: A New Measure of Liquidity. C.R.E.D.I.T. 2008 Conference on Liquidity and Credit Risk, Venedig, Italien, 22.9.-23.9.. (Details)
  Jankowitsch, Rainer, Nashikkar, Amrut, Subrahmanyam, Marti. 2008. Price Dispersion in OTC Markets: A New Measure of Liquidity. Bank of Canada Conference on Fixed Income Markets, Ottawa, Kanada, 12.9.-13.9.. (Details)
  Jankowitsch, Rainer, Nashikkar, Amrut, Subrahmanyam, Marti. 2008. Price Dispersion in OTC Markets: A New Measure of Liquidity. Bundesbank Conference on Conference on Liquidity: Concepts and Risks, München, Deutschland, 17.10.-18.10.. (Details)
  Jankowitsch, Rainer, Nashikkar, Amrut, Subrahmanyam, Marti. 2008. Price Dispersion in OTC Markets: A New Measure of Liquidity. University of Konstanz International Conference on Price, Liquidity, and Credit Risks, Konstanz, Deutschland, 3.10.-4.10.. (Details)
  Jankowitsch, Rainer, Nashikkar, Amrut, Subrahmanyam, Marti. 2008. Price Dispersion in OTC Markets: A New Measure of Liquidity. Bank of England Conference on Liquidity: Pricing and Risk Management, London, Großbritannien, 23.6.-24.6.. (Details)
  Jankowitsch, Rainer, Nashikkar, Amrut, Subrahmanyam, Marti. 2008. Price Dispersion in OTC Markets: A New Measure of Liquidity. University of Chicago Conference on Liquidity, Chicago, Vereinigte Staaten/USA, 1.11.. (Details)
  Jankowitsch, Rainer, Nashikkar, Amrut, Subrahmanyam, Marti. 2008. Price Dispersion in OTC Markets: A New Measure of Liquidity. University of Melbourne Derivatives Research Group Conference, Melbourne, Australien, 19.3.. (Details)
  Grün, Bettina, Hornik, Kurt, Jankowitsch, Rainer, Leitner, Christoph, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2008. A Latent Variable Approach to Rating Model Validation. Symposium on Rating Model Validation, Oesterreichische Nationalbank, Österreich, 15.05.-15.05. (Details)
  Hornik, Kurt, Jankowitsch, Rainer, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2008. Determinants of Heterogeneity in European Credit Ratings. 6th INFINITI Conference on International Finance, Dublin, Irland, 09.06.-10.06.. (Details)
  Hornik, Kurt, Jankowitsch, Rainer, Leitner, Christoph, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2008. Validation by Means of Benchmarking: A Multi-Rater Approach to Validation. Symposium on Rating Model Validation, Oesterreichische Nationalbank, Österreich, 15.05.-15.05.. (Details)
  Hornik, Kurt, Jankowitsch, Rainer, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2008. Determinants of Heterogeneity in European Credit Ratings. 11th Conference of the Swiss Society for Financial Market Research, Zürich, Schweiz, 11.04.2008. (Details)
2007 Brandt, Hannelore, Dockner, Engelbert, Jankowitsch, Rainer, Pichler, Stefan. 2007. Choice of Rating Technology and Price Formation in Imperfect Credit Markets. 22nd Austrian Working Group on Banking and Finance, Innsbruck, Österreich, 23.11.-24.11.. (Details)
  Brandt, Hannelore, Dockner, Engelbert, Jankowitsch, Rainer, Pichler, Stefan. 2007. Choice of Rating Technology and Price Formation in Imperfect Credit Markets . 14th Annual Conference of the German Finance Association, Dresden, Deutschland, 28.09-29.09. (Details)
  Jankowitsch, Rainer, Pullirsch, Rainer, Veza, Tanja. 2007. The Delivery Option in Credit Default Swaps. 2007 Financial Management Association Annual Meeting, Orlando, Vereinigte Staaten/USA, 17.10.-20.10.. (Details)
  Hornik, Kurt, Jankowitsch, Rainer, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2007. Validation of Credit Rating Systems Using Multi-Rater Information. 2007 Financial Management Association Annual Meeting, Orlando, Vereinigte Staaten/USA, 17.10.-20.10.. (Details)
  Jankowitsch, Rainer, Pullirsch, Rainer, Veza, Tanja. 2007. The Delivery Option in Credit Default Swaps. European Financial Management Association 16th Annual Meeting, Wien, Österreich, 27.06.-30.06. (Details)
  Jankowitsch, Rainer, Pullirsch, Rainer, Veza, Tanja. 2007. The Delivery Option in Credit Default Swaps. European Finance Association 34th Annual Meeting, Ljubljana, Slowenien, 22.08.-25.08. (Details)
  Jankowitsch, Rainer, Pullirsch, Rainer, Veza, Tanja. 2007. The Delivery Option in Credit Default Swaps. 5th Infiniti Conference on International Finance, Dublin, Irland, 11.06.-12.06. (Details)
  Hornik, Kurt, Jankowitsch, Rainer, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2007. Validation of Credit Rating Systems using Multi-Rater Information. 10th Conference of the Swiss Society for Financial Market Research, Zurich, Schweiz, 29.03.- 30.03.. (Details)
2006 Hornik, Kurt, Jankowitsch, Rainer, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2006. A Latent Variable Approach to Validate Credit Rating Systems. Workshop Kreditrisikomanagement, Obergurgl, Österreich, 17.11.-18.11.. (Details)
  Hornik, Kurt, Jankowitsch, Rainer, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2006. Benchmarking Credit Rating Systems. Workshop Kreditrisikomanagement, Obergurgl, Österreich, 17.11.-18.11.. (Details)
  Hornik, Kurt, Jankowitsch, Rainer, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2006. Validation of Credit Rating Systems Using Multi-Rater Information. 21st Austrian Working Group on Banking and Finance, Klagenfurt, Österreich, 24.11.-25.11.. (Details)
  Jankowitsch, Rainer, Pullirsch, Rainer, Veza, Tanja. 2006. Explaining the CDS Basis. Workshop on Credit Risk and Risk Transfer, Wien, Österreich, 25.01. (Details)
  Jankowitsch, Rainer, Pullirsch, Rainer, Veza, Tanja. 2006. The Delivery Option in Credit Default Swaps. EDEN Credit Risk Doctoral Tutorial, Venedig, Italien, 23.09. (Details)
  Jankowitsch, Rainer, Pullirsch, Rainer, Veza, Tanja. 2006. The Delivery Option in Credit Default Swaps. Northern Finance Association 2006 Conference, Montreal, Kanada, 16.09.-17.09. (Details)
  Hornik, Kurt, Jankowitsch, Rainer, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2006. Validation of Credit Rating Systems Using Multi-Rater Information. 15th Annual Meeting of the European Financial Management Association, Madrid, Spanien, 29. Juni 2006. (Details)
  Hornik, Kurt, Jankowitsch, Rainer, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2006. Validation of Credit Rating Systems Using Multi-Rater Information. 4th Finance Conference of the Portugese Finance Network, Porto, Portugal, 7. August 2006. (Details)
  Hornik, Kurt, Jankowitsch, Rainer, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2006. Validation of Credit Rating Systems Using Multi-Rater Information. 4th INFINITI Conference on International Finance, Dublin, Irland, 12. Juni 2006. (Details)
  Hornik, Kurt, Jankowitsch, Rainer, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2006. Validation of Credit Rating Systems Using Multi-Rater Information. International Finance Symposium, Istanbul, Türkei, 26. Mai 2006. (Details)
  Hornik, Kurt, Jankowitsch, Rainer, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2006. Validation of Credit Rating-Systems Using Multi-Rater Information. Workshop on Credit Risk and Risk Transfer, Wien, Österreich, 25. Jänner 2006. (Details)
  Hornik, Kurt, Jankowitsch, Rainer, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2006. Validation of Credit Rating Systems Using Multi-Rater Information. EDEN Credit Risk Doctoral Tutorial, Venedig, Italien, 23.09.. (Details)
2005 Jankowitsch, R., Pullirsch, R., Veza, T.. 2005. Explaining the CDS Basis. 20th Austrian Working Group on Banking and Finance, Graz, 18. November 2005 (Details)
  Jankowitsch, R., Pullirsch, R., Veza, T.. 2005. Explaining the CDS Basis. Workshop Kreditrisikomanagement, Obergurgl, 25. November 2005 (Details)
  Jankowitsch, R., Pichler, S., Schwaiger, W.. 2005. Modelling the Economic Value of Credit Rating Systems. 10th Symposium on Finance, Banking, and Insurance, Karlsruhe, 16. Dezember 2005 (Details)
  Jankowitsch, R., Pichler S., Schwaiger, W.. 2005. Modelling the Economic Value of Credit Rating Systems. Workshop Kreditrisikomanagement, Obergurgl, 26. November 2005 (Details)
  Jankowitsch, R., Pichler, S., Schwaiger W.. 2005. Modelling the Economic Value of Credit Rating Systems. 45th Annual Meeting of the Southern Finance Association, Key West, 18. November 2005 (Details)
  Jankowitsch, R., Pichler, S., Schwaiger W.. 2005. Modelling the Economic Value of Credit Rating Systems. 12th Global Finance Conference, Dublin, 28. Juni 2005 (Details)
  Jankowitsch, R., Pichler, S., Schwaiger, W.. 2005. Modelling the Economic Value of Credit Rating Systems. 12th Annual Meeting of the German Finance Association, Augsburg, 8. Oktober 2005 (Details)
  Jankowitsch, R., Pichler, S.. 2005. Modelling the Economic Value of Credit Rating Systems. 8th Conference of the Swiss Society for Financial Market Research, Zürich, 8. April 2005 (Details)
  Jankowitsch, R., Nettekoven, M.. 2005. Trading Strategies based on Term Structure Model Residuals. International Scientific Annual Conference, Operations Research, Bremen, 7. September 2005 (Details)
2004 Jankowitsch, R., Pichler, S.. 2004. Currency Dependence of Corporate Credit Spreads. International Bond and Debt Market Integration Conference, Dublin, 31. Mai (Details)
  Jankowitsch, R., Pichler, S.. 2004. Currency Dependence of Corporate Credit Spreads. 44th Annual Meeting of the Southern Finance Association, Naples, 18. November (Details)
  Jankowitsch, R., Nettekoven, M.. 2004. Handelsstrategien für deutsche Staatsanleihen. 19th Austrian Working Group on Banking and Finance, Wien, 28. November (Details)
2003 Jankowitsch, R., Kossmeier, S., Pichler, S.. 2003. Bewertung und Risikoanalyse von Fremdwährungskrediten in einem strukturellen Modell. 17th Austrian Working Group on Banking and Finance, Graz, 28. November 2003 (Details)
  Jankowitsch, R., Pichler, S.. 2003. Currency Dependence of Corporate Credit Spreads. 10th Annual Meeting of the German Finance Association, Mainz, 11. Oktober 2003 (Details)
2002 Jankowitsch, Rainer, Mösenbacher, Hannes, Pichler, Stefan. 2002. Measuring the Liquidity Impact on EMU Government Bond Prices. 9th Symposium on Finance, Banking, and Insurance, Karlsruhe, Deutschland, 11.12.-13.12.. (Details)
  Jankowitsch, R., Mösenbacher, H., Pichler, S.. 2002. Measuring the Liquidity Impact on EMU Government Bond Prices. 9th Annual Meeting of the German Finance Association, Köln, October 2002 (Details)
  Jankowitsch, R., Mösenbacher, H., Pichler, S.. 2002. Measuring the Liquidity Impact on EMU Government Bond Prices. 2nd Meeting of the Portuguese Financial Network, Evora, June 2002 (Details)
  Jankowitsch, R., Mösenbacher, H., Pichler, S.. 2002. Measuring the Liquidity Impact on EMU Government Bond Prices. 42th Annual Meeting of the Southern Finance Association, Key West, 22. November 2002 (Details)
  Jankowitsch, R., Pichler, S.. 2002. Parsimonious Estimation of Credit Spreads. 9th Symposium on Finance, Banking, and Insurance, Karlsruhe, 12. Dezember 2002 (Details)
  Jankowitsch, R., Pichler, S., Schwaiger, W. S. A.. 2002. Rating Granularity and Basel II Capital Requirements. 16th Austrian Working Group on Banking and Finance, Wien, 29. November 2002 (Details)
2001 Jankowitsch, R., Mösenbacher, H., Pichler, S.. 2001. Measuring the Liquidity Impact on EMU Government Bond Prices. 15th Austrian Working Group on Banking and Finance, Wien, 31. November 2001 (Details)

Working/discussion paper, preprint

2016 Ottonello, Giorgio, Jankowitsch, Rainer, Subrahmanyam, Marti. 2016. The Rules of the Rating Game: Market Perception of Corporate Ratings. (Details)
2015 Friewald, Nils, Hennessy, Christopher, Jankowitsch, Rainer. 2015. Secondary Market Liquidity and Security Design: Theory and Evidence from ABS Markets. (Details)
2013 Eisl, Alexander, Jankowitsch, Rainer, Subrahmanyam, Marti. 2013. Are Interest Rate Fixings Fixed? An Analysis of Libor and Euribor. (Details)
2012 Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2012. Liquidity, Transparency and Disclosure in the Securitized Product Market. (Details)
2011 Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2011. Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises. (Details)
2009 Brandt, Hannelore, Dockner, Engelbert, Jankowitsch, Rainer, Pichler, Stefan, Ritzberger, Klaus. 2009. Choice of rating technology and price formation in imperfect credit markets. (Details)
2008 Hornik, Kurt, Jankowitsch, Rainer, Leitner, Christoph, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2008. A Latent Variable Approach to Validate Credit Rating Systems. (Details)
  Jankowitsch, Rainer, Nashikkar, Amrut, Subrahmanyam, Marti. 2008. Price Dispersion in OTC Markets: A New Measure of Liquidity. (Details)
2007 Brandt, Hannelore, Dockner, Engelbert, Jankowitsch, Rainer, Pichler, Stefan. 2007. Choice of Rating Technology and Price Formation in Imperfect Credit Markets. (Details)
2006 Jankowitsch, Rainer, Pullirsch, Rainer, Veza, Tanja. 2006. The Delivery Option in Credit Default Swaps. (Details)
  Hornik, Kurt, Jankowitsch, Rainer, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2006. Benchmarking Credit Rating Systems. Working Paper, Wirtschaftsuniversität Wien. (Details)
2005 Jankowitsch, R., Nettekoven, M.. 2005. Trading strategies based on term structure model residuals. Working Paper, Wirtschaftsuniversität Wien (Details)
  Hornik, K., Jankowitsch, R., Lingo, M., Pichler, S., Winkler, G.. 2005. Validation of Credit Rating Systems Using Multi-Rater Information. Working Paper, Wirtschaftsuniversität Wien (Details)
2004 Jankowitsch, R., Pichler, S., Schwaiger, W.S.A.. 2004. Modelling the Economic Value of Credit Rating Systems. Working Paper, Wirtschaftsuniversität Wien (Details)
2003 Jankowitsch, R., Pichler, S.. 2003. Currency Dependence of Corporate Credit Spreads. Working Paper, 36 S., Wirtschaftsuniversität Wien (Details)
  Jankowitsch, R., Pichler, S.. 2003. Estimating Zero-Coupon Yield Curves for EMU Government Bonds. Working Paper, 19 S., Wirtschaftsuniversität Wien (Details)
  Jankowitsch, R., Mösenbacher, H., Pichler, S.. 2003. Measuring the Liquidity Impact on EMU Government Bond Prices. Working Paper, 60 S., Wirtschaftsuniversität Wien (Details)
  Jankowitsch, R., Pichler, S.. 2003. Parsimonious Estimation of Credit Spreads. Working Paper, 24 S., Wirtschaftsuniversität Wien (Details)
  Jankowitsch, R., Pichler, S., Schwaiger, W. S. A.. 2003. Rating Granularity and Basel II Capital Requirements. Working Paper, 25 S., Wirtschaftsuniversität Wien (Details)

Research report, expert opinion

2016 Jankowitsch, Rainer, Pichler, Stefan. 2016. Negativzinsen. Wien:WU Wirtschaftsuniversität Wien. (Details)

Habilitation

2008 Jankowitsch, Rainer. 2008. Credit and Liquidity Risk in Debt Markets. Habilitationsschrift, Wirtschaftsuniversität Wien. (Details)

Dissertation

2003 Jankowitsch, R.. 2003. Bond Markets and Credit Risk. Dissertation an der Technischen Universität Wien, Institut für Betriebswissenschaften, Arbeitswissenschaft und Betriebswirtschaftslehre an der Abteilung für Industriefinanzierung und Investment Banking (Details)

Diploma thesis

1999 Fingerlos, R., Jankowitsch, R.. 1999. Die Schätzung der österreichischen Zinsstruktur nach dem Verfahren von Svensson. Diplomarbeit an der Technischen Universität Wien, Institut für Betriebswissenschaften, Arbeitswissenschaft und Betriebswirtschaftslehre an der Abteilung für Industriefinanzierung und Investment Banking (Details)

Unpublished lecture

2017 Jankowitsch, Rainer, Ottonello, Giorgio, Subrahmanyam, Marti. 2017. The Rules of the Rating Game: Market Perception of Corporate Ratings. Research Seminar, Humboldt-Universität zu Berlin, Berlin, 30.11. (Details)
  Jankowitsch, Rainer, Ottonello, Giorgio, Subrahmanyam, Marti. 2017. The Rules of the Rating Game: Market Perception of Corporate Ratings. Research Seminar, ESSEC Business School, Paris, 24.04. (Details)
  Jankowitsch, Rainer, Ottonello, Giorgio, Subrahmanyam, Marti. 2017. The Rules of the Rating Game: Market Perception of Corporate Ratings. Research Seminar, Goethe University Frankfurt, Frankfurt, 21.04. (Details)
2014 Jankowitsch, Rainer, Nagler, Florian, Subrahmanyam, Marti G.. 2014. The Determinants of Recovery Rates in the US Corporate Bond Market. Moody's, New York, 26.11. (Details)
  Eisl, Alexander, Jankowitsch, Rainer, Subrahmanyam, Marti G.. 2014. Are Interest Rate Fixings Fixed? An Analysis of Libor and Euribor. Stern Faculty Lunch Seminar, New York, 24.02. (Details)

Projects

2014
PhD Programm: Vienna Graduate School of Finance (2014-2018) (Details)
2013
Manipulation Incentives in Interest Rate Fixings: An Analysis of Libor and Euribor (2013-2014) (Details)
2012
Liquidity in the Securitized Product Market (2012-2014) (Details)
The Determinants of Recovery Rates in the US Corporate Bond Market (2012-2015) (Details)
2011
PhD Programm: Vienna Graduate School of Finance (2011-2014) (Details)
2008
Price Dispersion in OTC Markets and Corporate Bond Liquidity (2008-2009) (Details)
2007
WWTF-Science Chair for Mathematics and Finance (2007-2012) (Details)
Modelling the rating process and rating validation (2007-2009) (Details)
2006
Validation of Rating Systems (2006-2007) (Details)
2004
Rating Methodology for Corporates using Logit-Models (2004-2004) (Details)
Rating validation for rating systems (2004-2005) (Details)
Active credit portfolio management (2004-2005) (Details)
2001
Empirical analysis of models for pricing sovereign bonds (2001-2002) (Details)