Browsen in EconStor gesamt nach Autorinnen & Autoren Memmel, Christoph

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