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Essays in financial econometrics and spillover estimation

Hipp, Ruben - 2019

Persistent link: https://www.econbiz.de/10012104831

Systemic risk and contagion beyond the banking sector : empirical studies on insurers and real sector firms

Klein, Christian Uwe - 2019

Persistent link: https://www.econbiz.de/10012173733

Assessment and management of complex risk structures : facing challenges of digitalization

Wolf, Thomas Ernst - 2015

Persistent link: https://www.econbiz.de/10011437573

Macroeconomic factors and asset prices : an empirical investigation

Mitrache, Andreea - 2015

Persistent link: https://www.econbiz.de/10011439183

Empirical studies of earnings quality

Herly, Marie - 2015

Persistent link: https://www.econbiz.de/10011440034

Essays on risk management of financial institutions : systematic risk, cross-sectional pricing of risk factors, parameter errors affecting risk measures, and credit decisions under...

Claußen, Arndt - 2015

Persistent link: https://www.econbiz.de/10011411507

Essays on financial markets in the European monetary union

Omachel, Marcel - 2015

Persistent link: https://www.econbiz.de/10011526018

Financial stability after the crisis : essays on interbank networks and prudential regulation

Aldasoro, Juan Ignacio - 2015

Persistent link: https://www.econbiz.de/10011473726

Essays on foreign exchange and credit risk

Bang Nielsen, Andreas - 2018 - 1st edition

We investigate how currency denomination a ects the price of credit risky securities of the same issuer. We focus on eurozone sovereign quanto spreads, i.e., di erences in credit default swap (CDS) premiums denominated in U.S. dollar and Euro of the same reference entity. Quanto spreads of...

Persistent link: https://www.econbiz.de/10012131952

Public interventions in the European banking sector : implications for financial stability and the real economy

Borchert, Lea - 2018

Persistent link: https://www.econbiz.de/10012012954