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The political determinants of sovereign bond yield spreads
Eichler, Stefan - In: Journal of international money and finance 46 (2014), pp. 82-103
Persistent link: https://www.econbiz.de/10010391007
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How do political factors shape the bank risk-sovereign risk nexus in emerging markets?
Eichler, Stefan - In: Review of development economics 21 (2017) 3, pp. 451-474
Persistent link: https://www.econbiz.de/10011813852
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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
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Deriving the term structure of banking crisis risk with a compound option approach
Eichler, Stefan; Karmann, Alexander; Maltritz, Dominik - 2010
Persistent link: https://www.econbiz.de/10008907374
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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
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The term structure of banking crisis risk in the United States : a market data based compound option approach
Eichler, Stefan; Karmann, Alexander; Maltritz, Dominik - In: Journal of banking & finance 35 (2011) 4, pp. 876-885
Persistent link: https://www.econbiz.de/10009244228
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Deriving the Term Structure of Banking Crisis Risk with a Compound Option Approach : The Case of Kazakhstan
Eichler, Stefan - 2016
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/10012989249