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Kreditderivate : Überblick und Auswirkungen auf Geldpolitik und Finanzmarktstabilität

Scheicher, Martin - In: Finanzmarktstabilitätsbericht (2003), pp. 108-126

Persistent link: https://www.econbiz.de/10001815320

Nonlinear dynamics : evidence for a small stock exchange

Scheicher, Martin - In: Empirical economics : a journal of the Institute for … 24 (1999) 1, pp. 45-59

Persistent link: https://www.econbiz.de/10001353414

An analysis of euro area sovereign CDS and their relation with government bonds

Fontana, Alessandro; Scheicher, Martin - 2010

This paper studies the relative pricing of euro area sovereign CDS and the underlying government bonds. Our sample comprises weekly CDS and bond spreads of ten euro area countries for the period from January 2006 to June 2010. We first compare the determinants of CDS spreads and bond spreads and...

Persistent link: https://www.econbiz.de/10008746582

A switching ARCH model for German DAX index

Kaufmann, Sylvia (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 4, pp. 1-35

Persistent link: https://www.econbiz.de/10003559162

What moves the tail? : The determinants of the option-implied probability density function of the DAX index

Glatzer, Ernst; Scheicher, Martin - In: The journal of futures markets 25 (2005) 6, pp. 515-536

Persistent link: https://www.econbiz.de/10002846386

The forecasting performance of German stock option densities

Craig, Ben R.; Glatzer, Ernst; Keller, Joachim G.; … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002542704

EURIBOR-Zinsinstrumente als Indikatoren für die Erwartungen auf den Finanzmärkten

Glatzer, Ernst; Scheicher, Martin - In: Berichte und Studien / Österreichische Nationalbank (2002) 2, pp. 294-319

Persistent link: https://www.econbiz.de/10001692818

Makroökonomische Krisentests : erste Ergebnisse für Österreich

Kalirai, Harvir; Scheicher, Martin - In: Finanzmarktstabilitätsbericht (2002), pp. 64-82

Persistent link: https://www.econbiz.de/10001710791

The determinants of credit spread changes in the euro area

Boss, Michael; Scheicher, Martin - In: Market functioning and central bank policy, (pp. 181-199). 2002

Persistent link: https://www.econbiz.de/10001715788

EURIBOR interest rate instruments as indicators of financial market expectations

Glatzer, Ernst; Scheicher, Martin - In: Focus on Austria (2002) 2, pp. 154-177

Persistent link: https://www.econbiz.de/10001924586