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An option-pricing approach to the costs of export credit insurance

Schich, Sebastian T. - In: The Geneva papers on risk and insurance theory 22 (1997) 1, pp. 43-58

Persistent link: https://www.econbiz.de/10001221837

The information content of the German term structure regarding inflation

Schich, Sebastian T. - In: Applied financial economics 9 (1999) 4, pp. 385-395

Persistent link: https://www.econbiz.de/10001454667

Alternative Spezifikationen der deutschen Zinsstrukturkurve und ihr Informationsgehalt hinsichtlich der Inflation

Schich, Sebastian T. - 1996

Persistent link: https://www.econbiz.de/10013418777

Dependencies between European stock markets when price changes are unusually large

Schich, Sebastian T. - 2002

The present paper studies dependencies between European stock markets when returns are unusually large, using daily data on stock market indices for Germany, the United Kingdom, France, the Netherlands and Italy from 1973 to 2001. Dependency is measured by the conditional probability of an...