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Management of interest rate risks in the banking system : the role of financial innovations and traditional asset management
Karmann, Alexander - 1991 - Rev
Persistent link: https://www.econbiz.de/10000845873
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Financial deregulation and macroeconomic stabilization rules
Karmann, Alexander - In: Mathematical modelling in economics : essays in honor …, (pp. 622-631). 1993
Persistent link: https://www.econbiz.de/10001283688
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Monetary policy strategies : rules to Central Bank contracts under contingent target agreements
Karmann, Alexander; Funke, Norbert - In: Current issues in monetary economics : with 16 tables, (pp. 93-108). 1998
Persistent link: https://www.econbiz.de/10001303292
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Sovereign risk, reserves, and implicit default probabilities : an option based spread analysis
Karmann, Alexander - In: Financial structure and stability, (pp. 232-244). 2000
Persistent link: https://www.econbiz.de/10001520923
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Immune to contagion or favourable events? : Comment on Zbigniew Polanski
Karmann, Alexander - In: Financial turbulence and capital markets in transition …, (pp. 76-79). 2000
Persistent link: https://www.econbiz.de/10001555055
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The recent financial crisis : causes and impact on the Eurozone
Karmann, Alexander - In: Real and financial issues in the international economic …, (pp. 41-48). 2011
Persistent link: https://www.econbiz.de/10010193092
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Contagion of currency crises: Some theoretical and empirical analysis
Karmann, Alexander; Greßmann, Oliver; Hott, Christian - Deutsche Bank Research - 2002
This paper investigates contagion effects. In a model with highly and lowly informed investors we show that a currency crisis in one country can trigger a crisis in another country. Portfolio losses of the highly informed investors in one country will force them to withdraw capital from the...
Persistent link: https://www.econbiz.de/10008677269
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Country Default Probabilities: Assessing and Backtesting
Vogl, Konstantin; Maltritz, Dominik; Huschens, Stefan; … - Fakultät Wirtschaftswissenschaften, Technische … - 2006
We address the problem how to estimate default probabilities for sovereign countries based on market data of traded debt. A structural Merton-type model is applied to a sample of emerging market and transition countries. In this context, only few and heterogeneous default probabilities are...
Persistent link: https://www.econbiz.de/10009226142
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Contagion of currency crises: Some theoretical and empirical analysis
Karmann, Alexander; Greßmann, Oliver; Hott, Christian - Fakultät Wirtschaftswissenschaften, Technische … - 2002
This paper investigates contagion effects. In a model with highly and lowly informed investors we show that a currency crisis in one country can trigger a crisis in another country. Portfolio losses of the highly informed investors in one country will force them to withdraw capital from the...
Persistent link: https://www.econbiz.de/10009226152