| Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises N Friewald, R Jankowitsch, MG Subrahmanyam Journal of financial economics 105 (1), 18-36, 2012 | 535 | 2012 |
| Price dispersion in OTC markets: A new measure of liquidity R Jankowitsch, A Nashikkar, MG Subrahmanyam Journal of Banking & Finance 35 (2), 343-357, 2011 | 252 | 2011 |
| The determinants of recovery rates in the US corporate bond market R Jankowitsch, F Nagler, MG Subrahmanyam Journal of Financial Economics 114 (1), 155-177, 2014 | 222 | 2014 |
| Measuring the liquidity impact on EMU government bond prices R Jankowitsch, H Mösenbacher, S Pichler The European Journal of Finance 12 (2), 153-169, 2006 | 86 | 2006 |
| The delivery option in credit default swaps R Jankowitsch, R Pullirsch, T Veža Journal of Banking & Finance 32 (7), 1269-1285, 2008 | 74 | 2008 |
| Modelling the economic value of credit rating systems R Jankowitsch, S Pichler, WSA Schwaiger Journal of Banking & Finance 31 (1), 181-198, 2007 | 71 | 2007 |
| The manipulation potential of Libor and Euribor A Eisl, R Jankowitsch, MG Subrahmanyam European Financial Management 23 (4), 604-647, 2017 | 60 | 2017 |
| Parsimonious estimation of credit spreads R Jankowitsch, S Pichler Available at SSRN 306779, 2002 | 34 | 2002 |
| Transparency and liquidity in the structured product market N Friewald, R Jankowitsch, MG Subrahmanyam The Review of Asset Pricing Studies 7 (2), 316-348, 2017 | 32 | 2017 |
| Secondary market liquidity and security design: Theory and evidence from ABS markets N Friewald, CA Hennessy, R Jankowitsch The Review of Financial Studies 29 (5), 1254-1290, 2016 | 29 | 2016 |
| Validation of credit rating systems using multi-rater information K Hornik, R Jankowitsch, M Lingo, S Pichler, G Winkler Available at SSRN 871213, 2006 | 26 | 2006 |
| Currency dependence of corporate credit spreads R Jankowitsch, S Pichler Available at SSRN 394521, 2003 | 24 | 2003 |
| The new rules of the rating game: Market perception of corporate ratings R Jankowitsch, G Ottonello, MG Subrahmanyam SSRN Electronic Journal, 2015 | 21 | 2015 |
| Liquidity, transparency and disclosure in the securitized product market N Friewald, R Jankowitsch, MG Subrahmanyam Unpublished paper, New York University Stern School of Business, 2012 | 20 | 2012 |
| Are interest rate fixings fixed? an analysis of libor and euribor A Eisl, R Jankowitsch, MG Subrahmanyam An Analysis of Libor and Euribor (January 15, 2013), 2013 | 14 | 2013 |
| A latent variable approach to validate credit rating systems K Hornik, R Jankowitsch, C Leitner, M Lingo, S Pichler, G Winkler Available at SSRN 1269306, 2008 | 10 | 2008 |
| Rating Granularity and Basel II Capital Requirements R Jankowitsch, WSA Schwaiger, S Pichler Available at SSRN 436803, 2003 | 7 | 2003 |
| Die Sch {\" a} tzung der {\" o} sterreichischen Zinsstruktur nach dem Verfahren von Svensson S Pichler, R Jankowitsch, A Binder, R Fingerlos, W Zeipelt O} sterreichisches}{BankArchiv}} 48, 129-138, 2000 | 7 | 2000 |
| Determinants of heterogeneity in European credit ratings K Hornik, R Jankowitsch, M Lingo, S Pichler, G Winkler Financial Markets and Portfolio Management 24, 271-287, 2010 | 6 | 2010 |
| Trading strategies based on term structure model residuals R Jankowitsch, M Nettekoven The European Journal of Finance 14 (4), 281-298, 2008 | 6 | 2008 |
