Similar Search Results - EconBiz

The economic record of the government and sovereign bond and stock returns around national elections

Eichler, Stefan; Plaga, Timo - In: Journal of banking & finance 118 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012521037

Deriving the term structure of banking crisis risk with a compound option approach: The case of Kazakhstan

Eichler, Stefan; Karmann, Alexander; Maltritz, Dominik - 2010

We use a compound option-based structural credit risk model to infer a term structure of banking crisis risk from market data on bank stocks in daily frequency. Considering debt service payments with different maturities this term structure assigns a separate estimator for short- and long-term...

Persistent link: https://www.econbiz.de/10010300362

Deriving the term structure of banking crisis risk with a compound option approach : the case of Kazakhstan

Eichler, Stefan; Karmann, Alexander; Maltritz, Dominik - 2010

We use a compound option-based structural credit risk model to infer a term structure of banking crisis risk from market data on bank stocks in daily frequency. Considering debt service payments with different maturities this term structure assigns a separate estimator for short- and long-term...

Persistent link: https://www.econbiz.de/10003962240

Foreign direct investment : the role of institutional and cultural determinants

Lucke, Navina; Eichler, Stefan - In: Applied economics 48 (2016) 10/12, pp. 934-956

Persistent link: https://www.econbiz.de/10011432806

An options-based approach to forecast competing bids : evidence for Canadian takeover battles

Eichler, Stefan; Maltritz, Dominik - In: Applied economics 45 (2013) 34/36, pp. 4805-4819

Persistent link: https://www.econbiz.de/10010225365

Trade misinvoicing : the dark side of world trade

Bühn, Andreas; Eichler, Stefan - In: The world economy : the leading journal on … 34 (2011) 8, pp. 1263-1287

Persistent link: https://www.econbiz.de/10009384228

Currency crises and the stock market : empirical evidence for another type of twin crisis

Eichler, Stefan; Maltritz, Dominik - In: Applied economics 43 (2011) 28/30, pp. 4561-4587

Persistent link: https://www.econbiz.de/10009388082

Macroeconometric analysis of monetary policy, sovereign risk and commodity prices

Gießler, Stefan - 2020

Persistent link: https://www.econbiz.de/10012613529

Three essays on the identification of currency risk, its determinants and its economic impact

Rövekamp, Ingmar - 2019

Persistent link: https://www.econbiz.de/10012221998

Central bank transparency and the volatility of exchange rates

Eichler, Stefan; Littke, Helge - In: Journal of international money and finance 89 (2018), pp. 23-49

Persistent link: https://www.econbiz.de/10012000968

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