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Risk trading, network topology and banking regulation

Thurner, Stefan; Hanel, Rudolf; Pichler, Stefan - In: Quantitative Finance 3 (2003) 4, pp. 306-319

In the context of understanding the nature of the risk transformation process of the financial system we propose an iterative risk-trading game between several agents who build their trading strategies based on a general utility setting. The game is studied numerically for different network...

Persistent link: https://www.econbiz.de/10009215069

Mandated sick pay : coverage, utilization, and welfare effects

Maclean, Johanna Catherine; Pichler, Stefan; Ziebarth, … - 2020

Persistent link: https://www.econbiz.de/10012220141

Measuring Systematic Risk in EMU Government Yield Spreads

Geyer, Alois; Kossmeier, Stephan; Pichler, Stefan - In: Review of finance : journal of the European Finance … 8 (2004) 2, pp. 171-198

Persistent link: https://www.econbiz.de/10006022171

Der Verfallseffekt in Österreich : Eine empirische Untersuchung

Grünbichler, Andreas; Pichler, Stefan - In: Finanzmarkt und Portfolio-Management 11 (1997) 1, pp. 51-61

Persistent link: https://www.econbiz.de/10006099527

Fokus Europa - Analyse der Zinsspreads von EMU-Staatsanleihen - Die ersten Jahre der Europäischen Währungsunion zeigen, dass Staatsanleihen verschiedener Emittenten nicht als perfe...

Geyer, Alois; Kossmeier, Stephan; Pichler, Stefan - In: Die Bank : Zeitschrift für Bankpolitik und Praxis (2001) 5, pp. 336-339

Persistent link: https://www.econbiz.de/10006725854

Determinants of heterogeneity in European credit ratings

Hornik, Kurt; Jankowitsch, Rainer; Lingo, Manuel; … - In: Financial markets and portfolio management 24 (2010) 3, pp. 271-287

Persistent link: https://www.econbiz.de/10008450308

Die Schaetzung der oesterreichischen Zinsstruktur nach dem Verfahren von Svensson

Binder, Andreas; Fingerlos, Ruth; Jankowitsch, Rainer; … - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 48 (2000) 2, pp. 129-138

Persistent link: https://www.econbiz.de/10007610980

Were the Hartz Reforms Responsible for the Improved Performance of the German Labour Market?

Akyol, Metin; Neugart, Michael; Pichler, Stefan - In: Economic affairs : journal of the Institute of Economic … 33 (2013) 1, pp. 34-47

Persistent link: https://www.econbiz.de/10010072174

Deriving consensus ratings of the big three rating agencies

Grün, Bettina; Hofmarcher, Paul; Hornik, Kurt; … - In: The journal of credit risk : published quarterly by … 9 (2013) 1, pp. 75-98

Persistent link: https://www.econbiz.de/10010118171

PARSIMONIOUS ESTIMATION OF CREDIT SPREADS

Jankowitsch, Rainer; Pichler, Stefan - In: The journal of fixed income 14 (2004) 3, pp. 49-63

Persistent link: https://www.econbiz.de/10007151062