Browsing All of EconStor by Author Memmel, Christoph

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Year of PublicationTitleAuthor(s)
2005On the estimation of the global minimum variance portfolioKempf, Alexander; Memmel, Christoph
2005The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregationMemmel, Christoph; Wehn, Carsten
2007How do banks adjust their capital ratios? Evidence from GermanyMemmel, Christoph; Raupach, Peter
2007Relationship lending: empirical evidence for GermanySchmieder, Christian; Memmel, Christoph; Stein, Ingrid
2007Diversification and the banks' risk-return-characteristics: evidence from loan portfolios of German banksBehr, Andreas; Kamp, Andreas; Memmel, Christoph; Pfingsten, Andreas
2008Dominating estimators for the global minimum variance portfolioFrahm, Gabriel; Memmel, Christoph
2008Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from GermanyWilkens, Marco; Memmel, Christoph; Entrop, Oliver; Zeisler, Alexander
2008Relationship lending - empirical evidence for GermanyMemmel, Christoph; Schmieder, Christian; Stein, Ingrid
2008Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banksMemmel, Christoph
2009Dominating estimators for the global minimum variance portfolioFrahm, Gabriel; Memmel, Christoph
2009Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approachGaisser, Sandra; Memmel, Christoph; Schmidt, Rafael; Wehn, Carsten
2009The dependency of the banks' assets and liabilities: evidence from GermanyMemmel, Christoph; Schertler, Andrea
2010Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structureMemmel, Christoph
2010Are banks using hidden reserves to beat earnings benchmarks? Evidence from GermanyBornemann, Sven; Kick, Thomas; Memmel, Christoph; Pfingsten, Andreas
2010How correlated are changes in banks' net interest income and in their present value?Memmel, Christoph
2011Contagion at the interbank market with stochastic LGDMemmel, Christoph; Sachs, Angelika; Stein, Ingrid
2011Contagion in the interbank market and its determinantsMemmel, Christoph; Sachs, Angelika
2011Banks' management of the net interest margin: Evidence from GermanyMemmel, Christoph; Schertler, Andrea
2012Determinants of bank interest margins: Impact of maturity transformationEntrop, Oliver; Memmel, Christoph; Ruprecht, Benedikt; Wilkens, Marco
2012The common drivers of default riskMemmel, Christoph; Gündüz, Yalin; Raupach, Peter