Schuster, P., M. Gehde-Trapp, and M. Uhrig-Homburg (2018), The Term Structure of Bond Liquidity, Journal of Financial and Quantitative Analysis 53 (5), pp. 2161-2197. Previous Title: A Heterogeneous Agents Equilibrium Model for the Term Structure of Bond Market Liquidity.

Hitzemann, S. and M. Uhrig-Homburg (2018), Equilibrium Price Dynamics of Emission Permits, Journal of Financial and Quantitative Analysis 53 (4), pp. 1653-1678.

Schestag, R., P. Schuster, and M. Uhrig-Homburg (2016), Measuring Liquidity in Bond Markets, Review of Financial Studies 29 (5), pp. 1170-1219. Supplementary data and algorithms can be found here.

Bühler, W., M. Uhrig-Homburg, U. Walter, and Th. Weber (1999), An empirical comparison of forward-rate and spot-rate models for valuing interest-rate options, Journal of Finance 54 (1), pp. 269-305.

Hofmann, M. and M. Uhrig-Homburg (2018), Volatility Noise.

Fiesel, S., M. Uhrig-Homburg, and M. Brunzel (2018), The Information Content of Bond Liquidity: What Does It Reveal About the Business Cycle?.

Müller, M., T. Rosenberger, and M. Uhrig-Homburg (2017), Fake Alpha.

Fiesel, S., M. Uhrig-Homburg, and M. Ulrich (2016), Monetary Policy During Liquidity Dry-Ups.

Hitzemann, S., M. Hofmann, M. Uhrig-Homburg, and C. Wagner (2016), Margin Requirements and Equity Option Returns.

Müller, M. and M. Uhrig-Homburg (2015), Drivers of Sovereign Recovery Risk.

Kanne, S., O. Korn, and M. Uhrig-Homburg (2015), Stock illiquidity, Option Prices, and Option Returns.

Sarbu, S., C. Schmitt, and M. Uhrig-Homburg (2013), Market Expectations of Recovery Rates.

Hitzemann, S. and M. Uhrig-Homburg (2019), Empirical performance of reduced-formmodels for emission permit prices, Review of Derivatives Research 22 (3), pp. 389-418. 

Hain, M., H. Schermeyer, M. Uhrig-Homburg, and W. Fichtner (2018), Managing renewable energy production risk, Journal of Banking and Finance 97, pp. 1-19. 

Kanne, S. and M. Uhrig-Homburg (2018), Employee stock options with performance conditions: do commonly used valuation heuristics work?, forthcoming in Accounting & Finance.

Hain, M., J. Hess, and M. Uhrig-Homburg (2018), Relative Value Arbitrage in European Commodity Markets, 2018, Energy Economics 69 (1), pp. 140-15. 

Hain, M., M. Uhrig-Homburg, and N. Unger (2018), Risk Factors and Their Associated Risk Premia: An Empirical Analysis of the Crude Oil Market, Journal of Banking and Finance 95, pp. 44-63.

Hitzemann, S. and M. Uhrig-Homburg (2018), Equilibrium Price Dynamics of Emission Permits, Journal of Financial and Quantitative Analysis 53 (4), pp. 1653-1678.

Schuster, P., M. Gehde-Trapp, and M. Uhrig-Homburg (2018), The Term Structure of Bond Liquidity, Journal of Financial and Quantitative Analysis 53 (5), pp. 2161-2197. Previous Title: A Heterogeneous Agents Equilibrium Model for the Term Structure of Bond Market Liquidity.

Unger, N. and M. Uhrig-Homburg (2017), An Energy Market Modeling Approach for Valuing Real Options, The Journal of Derivatives 25 (1), pp. 71-86.

Schestag, R., P. Schuster, and M. Uhrig-Homburg (2016), Measuring Liquidity in Bond Markets, Review of Financial Studies 29 (5), pp. 1170-1219. Supplementary data and algorithms can be found here.

Fiesel, S. and M. Uhrig-Homburg (2016), Illiquidity Transmission in a Three-Country Framework: A Conditional Approach, Schmalenbach Business Review 17 (3), pp. 261-284.

Hitzemann, S., M. Uhrig-Homburg, and K.-M. Ehrhart (2015), Emission Permits and the Announcement of Realized Emissions: Price Impact, Trading Volume, and Volatilities, Energy Economics 51, pp. 560-569.

Schuster, P. and M. Uhrig-Homburg (2015), Limits to Arbitrage and the Term Structure of Bond Illiquidity Premiums, Journal of Banking and Finance 57, pp. 143-159. Previous title: The Term Structure of Bond Market Liquidity Conditional on the Economic Environment: An Analysis of Government Guaranteed Bonds

Gündüz, Y. and M. Uhrig-Homburg (2014), Does modeling framework matter? A comparative study of structural and reduced-form models, Review of Derivatives Research 17 (1), pp. 39-78.

Schläfer, T. and M. Uhrig-Homburg (2014), Is Recovery Risk Priced, Journal of Banking & Finance 40, pp. 257-270.

Uhrig-Homburg, M. (2013), Sovereign Credit Spreads, Journal of Banking & Finance 37 (11), pp. 4217-4225.

Korn, O., C. Paschke, and M. Uhrig-Homburg (2012), Robust Stock Option Plans, Review of Quantitative Finance and Accounting 39 (1), pp. 77-103.

Kempf, A., O. Korn, and M. Uhrig-Homburg (2012), The Term Structure of Illiquidity Premia, Journal of Banking and Finance 36 (5), pp. 1381–1391.

Gündüz, Y. and M. Uhrig-Homburg (2011), Predicting Credit Default Swap Prices with Financial and Pure Data-Driven Approaches, Quantitative Finance 11 (12), pp. 1709-1727.

Hirth, S. and M. Uhrig-Homburg (2010), Investment Timing When External Financing Is Costly, Journal of Business Finance and Accounting 37 (7-8), pp. 929-949.

Hirth, S. and M. Uhrig-Homburg (2010), Investment Timing, Liquidity, and Agency Costs of Debt, Journal of Corporate Finance 16 (2), pp. 243-258.

Uhrig-Homburg, M. and M. Wagner (2009), Futures Price Dynamics of CO2 Emission Allowance - An Empirical Analysis of the Trial Period, The Journal of Derivatives 17 (2), pp. 73-88.

Seifert, J., M. Uhrig-Homburg, and M. Wagner (2008), Dynamic Behavior of CO2 Spot Prices, Journal of Environmental Economics and Management 56 (2), pp. 180-194.

Kunisch, M. and M. Uhrig-Homburg (2008), Modelling Simultaneous Defaults: A Top Down Approach, Journal of Fixed Income 18, (1), pp. 25-36.

Uhrig-Homburg, M. and M. Wagner (2008), Derivative Instruments in the EU Emissions Trading Scheme - An Early Market Perspective, Energy & Environment 19 (5), pp. 635-655.

Seifert, J. and M. Uhrig-Homburg (2007), Modelling Jumps in Electricity Prices - Theory and Empirical Evidence, Review of Derivatives Research 10 (1), pp. 59-85.

Gündüz, Y., T. Lüdecke, and M. Uhrig-Homburg (2007), Trading Credit Default Swaps via Interdealer Brokers, Journal of Financial Services Research 32 (3), pp. 141-159.

Korn, O. and M. Uhrig-Homburg (2007), Do Lead-Lag Effects Affect Derivative Pricing?, Journal of Derivatives 15 (1), pp. 34-51.

Uhrig-Homburg, M. (2005), Cash-Flow Shortage as an Endogenous Bankruptcy Reason, Journal of Banking & Finance 29 (6), pp. 1509-1534.

Homburg, C. and M. Uhrig-Homburg (2004), Zentrales und dezentrales Risikocontrolling in Industrieunternehmen, Zeitschrift für betriebswirtschaftliche Forschung 56, pp. 311-332.

Uhrig-Homburg, M.(2002), Valuation of Defaultable Claims - A Survey, Schmalenbach Business Review 54, pp. 24-57.

Düllmann, K., M. Windfuhr, and M. Uhrig-Homburg (2000), Risk structure of interest rates: an empirical analysis for Deutschemark denominated bonds, European Financial Management 6 (3), pp. 367-38.

Kempf, A. and M. Uhrig-Homburg (2000), Liquidity and its impact on bond prices, Schmalenbach Business Review 52, pp. 26-44.

Uhrig-Homburg, M. (1999), Die Bedeutung der Mean-Reversion von Zinsprozessen für Optionswerte: Das Beispiel der Korridor-Zinsoption, OR Spektrum 21 (1-2), S 183-203.

Bühler, W., M. Uhrig-Homburg, U. Walter, and Th. Weber (1999), An empirical comparison of forward-rate and spot-rate models for valuing interest-rate options, Journal of Finance 54 (1), pp. 269-305.

Kellerhals, B. Ph. and M. Uhrig-Homburg (1998), Temporäre Ungleichgewichte auf Bondmärkten: Aktive Handelsstrategien auf Basis geschätzter Zinsstrukturkurven, Finanzmarkt und Portfoliomanagement 12, pp. 32-45.

Bühler, W., M. Uhrig-Homburg, U. Walter, and Th. Weber (1997), Erfahrungen bei dem Einsatz von Modellen zur Bewertung von Zinsoptionen - eine empirische Studie, Zeitschrift für betriebswirtschaftliche Forschung, Sonderheft 38, Bewertung und Einsatz von Finanzderivaten, pp. 1-42.

Bühler, W., M. Uhrig-Homburg, U. Walter, and Th. Weber (1997), Ökonomische und ökonometrische Probleme bei der Bewertung von Zinsoptionen, Allgemeines Statistisches Archiv 81, pp. 25-47.

Uhrig-Homburg, M. and U. Walter (1997), Ein neuer Ansatz zur Bestimmung der Zinsstruktur: Theorie und empirische Ergebnisse für den deutschen Rentenmarkt, Kredit und Kapital 30, pp. 116-139.

Uhrig-Homburg, M. (1997), Bewertung von Zinsoptionen bei stochastischer Volatilität: empirische Ergebnisse, Zeitschrift für Betriebswirtschaft 67, pp. 285-309.

Uhrig-Homburg, M. (1996), An empirical examination of the Longstaff-Schwartz bond option valuation model, Journal of Derivatives 4 (1), pp. 41-54./div>

Uhrig-Homburg, M. and U. Walter (1996), A new numerical approach for fitting the initial yield curve, Journal of Fixed Income 5 (4), pp. 82-90.

Uhrig-Homburg, M., W. Bühler, H. Göppl, and H.P. Möller (1993), Die Deutsche Finanzdatenbank (DFDB), Zeitschrift für betriebswirtschaftliche Forschung, Sonderheft 31, Empirische Kapitalmarktforschung, pp. 287-331.

Uhrig-Homburg, M. (2001), Fremdkapitalkosten, Bonitätsrisiken und optimale Kapitalstruktur, Beiträge zur betriebswirtschaftlichen Forschung 92, Gabler Verlag.

Uhrig-Homburg, M. (1996), Bewertung von Zinsoptionen bei stochastischer Volatilität: ein Inversionsansatz, Beiträge zur betriebswirtschaftlichen Forschung 78, Gabler Verlag.

Schuster, P. and M. Uhrig-Homburg (2017), Measuring Transaction Costs in Bond Markets, FIRM Yearbook.

Schuster, P. and M. Uhrig-Homburg (2016), How Times of Stress Change the Behavior of Illiquidity Premiums, FIRM Yearbook.

Hitzemann, S., M. Uhrig-Homburg and K.-M. Ehrhart (2010), The Impact of the Yearly Emissions Announcement on CO₂ Prices: An event study, in: Information Management and Marketing Engineering II, Dreier/Krämer/Weinhardt (ed.), pp. 63-78.

Schläfer, T. and M. Uhrig-Homburg (2010), Syndicated Loans, Loan-Only Credit Default Swaps and CDS Legal Documentation, in: Structured Credit Products, Moorad/Choudhry (ed.), 2nd ed., John Wiley & Sons.

Kunisch, M., D. Müller, J. Schnabl, M. Uhrig-Homburg and S. Vorgrimler (2009), Lévy statt Gauß?! Modellierung und Bewertung von Kreditderivaten mit Lévy-Prozessen, Risiko Manager 15, pp. 1, 6-10.

Kunisch, M. and M. Uhrig-Homburg (2008), Subprime-Krise, Kreditderivate und Ausfallabhängigkeiten, Karlsruher Transfer 37 (21), pp. 22-25.

Uhrig-Homburg, M. (2008), Intensitätsbasierte Kreditrisikomodelle, in: Bankrisikomanagement - Mindestanforderungen, v. Everling/Theodore (ed.),  Instrumente und Strategien für Banken, Betriebswirtschaftlicher Verlag Gabler, pp. 328-343.

Kunisch, M. and M. Uhrig-Homburg (2008), Modelling and Valuation of Default Dependencies in a Top-Down Framework, Proceedings of the Actuarial and Financial Mathematics Conference Brüssel, pp. 81-94.

Uhrig-Homburg, M. and M. Wagner (2006), Effiziente Risikomanagementinstrumente für neue Anlageformen, Börsenzeitung 90, pp. 19.

Barz, C., K. Waldmann and M. Uhrig-Homburg (2006), Yield Management: Beyond Expected Revenue, in: Information Management and Market Engineering, Dreier/Studer/Weinhardt (ed.), Universitätsverlag Karlsruhe, pp. 71-83.

Dermietzel, J., D. Seese, T. Stümpert and M. Uhrig-Homburg (2006), Portfolio Selection in an Artificial Stock Market, in: Information Management and Market Engineering, Dreier/Studer/Weinhardt (ed.), Universitätsverlag Karlsruhe, pp. 155-164.

Gündüz, Y., D. Seese and M. Uhrig-Homburg (2006), Utilizing Financial Models in Market Design: The Search for a Benchmark Model, in: Information Management and Market Engineering, Dreier/Studer/Weinhardt (ed.), Universitätsverlag Karlsruhe, pp. 165-176.

Bühler, W. and M. Uhrig-Homburg (2003), Unternehmensbewertung mit Realoptionen, in: Bewertung von Unternehmen: Strategie - Markt - Risiko, Börsig/Coenenberg (ed.), Schäffer-Poeschel Verlag Stuttgart, pp. 123-152.

Uhrig-Homburg, M. (2002), Die Erwartungstheorie der Zinsstruktur und Zinsswaps, Karlsruher Transfer 28 (16), pp. 17-19.

Uhrig-Homburg, M. (2002), Zinsstrukturkurven unterschiedlicher Risikoklassen, in: Kreditrisikomanagement - Kernbereiche, Aufsicht und Entwicklungstendenzen, Oehler (ed.), Schäffer-Poeschel Verlag Stuttgart, pp. 35-57.

Bühler, W. and M. Uhrig-Homburg (2000), Rendite und Renditestruktur am Rentenmarkt, in: Geld-, Bank- und Börsenwesen - Handbuch des Finanzsystems, Obst/Hintner (ed.),  pp. 298-337.