| Systematic risk in recovery rates: an empirical analysis of US corporate credit exposures K Düllmann, M Gehde-Trapp Bundesbank Series 2 Discussion Paper, 2004 | 195 | 2004 |
| Time-varying credit risk and liquidity premia in bond and CDS markets W Bühler, M Gehde-Trapp EFA, 2008 | 128 | 2008 |
| Fund manager allocation J Fang, A Kempf, M Trapp Journal of Financial Economics 111 (3), 661-674, 2014 | 81 | 2014 |
| Investor sentiment, flight-to-quality, and corporate bond comovement S Bethke, M Gehde-Trapp, A Kempf Journal of Banking & Finance 82, 112-132, 2017 | 65 | 2017 |
| The investment value of fund managers’ experience outside the financial sector G Cici, M Gehde-Trapp, MA Göricke, A Kempf The Review of Financial Studies 31 (10), 3821-3853, 2018 | 53 | 2018 |
| Transatlantic systemic risk M Trapp, C Wewel Journal of Banking & Finance 37 (11), 4241-4255, 2013 | 38 | 2013 |
| Trading the bond-CDS basis: The role of credit risk and liquidity M Trapp CFR Working paper, 2009 | 37 | 2009 |
| The liquidity premium in CDS transaction prices: Do frictions matter? M Gehde-Trapp, Y Gündüz, J Nasev Journal of Banking & Finance 61, 184-205, 2015 | 36 | 2015 |
| What they did in their previous life: The investment value of mutual fund managers' experience outside the financial sector G Cici, M Gehde-Trapp, MA Göricke, A Kempf CFR Working Paper, 2014 | 23 | 2014 |
| Credit and liquidity risk in bond and CDS markets W Bühler, M Trapp Working paper, Universität Mannheim, 2007 | 20 | 2007 |
| Resiliency: A dynamic view of liquidity A Kempf, DL Mayston, M Gehde-Trapp, PK Yadav Available at SSRN 967249, 2015 | 19 | 2015 |
| The price impact of CDS trading Y Gündüz, J Nasev, M Trapp Bundesbank Discussion Paper, 2013 | 17 | 2013 |
| Explaining the bond-CDS basis: The role of credit risk and liquidity W Bühler, M Trapp CFR working paper, 2009 | 17 | 2009 |
| The term structure of bond liquidity M Gehde-Trapp, P Schuster, M Uhrig-Homburg Journal of Financial and Quantitative Analysis 53 (5), 2161-2197, 2018 | 15 | 2018 |
| Credit and liquidity risk in bond and CDS market W Buhler, M Trapp Unpublished working paper, University of Mannheim, 2006 | 13 | 2006 |
| Time-varying credit risk and liquidity premia in bond and cds W Buhler, M Trapp Technical report, University of Mannheim, 2008 | 7 | 2008 |
| Systematic risk in recovery rates K Duellmann, M Trapp An empirical analysis of US corporate credit exposure. Work ing paper …, 2004 | 6 | 2004 |
| A heterogeneous agents equilibrium model for the term structure of bond market liquidity P Schuster, M Trapp, M Uhrig-Homburg CFR Working Paper, 2016 | 5 | 2016 |
| Systematic risk in LGD–an empirical analysis K Dullman, M Trapp Working, 2004 | 5 | 2004 |
| qTime'Varying Credit Risk and Liquidity Premia in Bond and CDS Markets, rWorking Paper W Bühler, M Trapp University of Mannheim, 2008 | 4 | 2008 |
