Browsing All of EconStor by Author Scheicher, Martin

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Showing results 1 to 17 of 17
Year of PublicationTitleAuthor(s)
1996 Markov-regime switching in economic variables: Part I. Modelling, estimating and testing. - Part II. A selective surveyKaufmann, Sylvia; Scheicher, Martin
2003 Modelling the implied probability of stock market movementsGlatzer, Ernst; Scheicher, Martin
2003 The Forecasting Performance of German Stock Option DensitiesKeller, Joachim; Glatzer, Ernst; Craig, Ben R.; Scheicher, Martin
2005 The New Basel Capital Framework and its implementation in the European UnionDierick, Frank; Pires, Fatima; Scheicher, Martin; Spitzer, Kai Gereon
2007 Asset correlations and credit portfolio risk: an empirical analysisDüllmann, Klaus; Scheicher, Martin; Schmieder, Christian
2008 How has CDO market pricing changed during the turmoil? Evidence from CDS index tranchesScheicher, Martin
2008 A value at risk analysis of cedit default swapsRaunig, Burkhard; Scheicher, Martin
2008 A value at risk analysis of credit default swapsScheicher, Martin; Raunig, Burkhard
2009 What do asset prices have to say about risk appetite and uncertainty?Bekaert, Geert; Hoerova, Marie; Scheicher, Martin
2009 The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indicesFender, Ingo; Scheicher, Martin
2010 An analysis of euro area sovereign CDS and their relation with government bondsFontana, Alessandro; Scheicher, Martin
2013 The network structure of the CDS market and its determinantsPeltonen, Tuomas A.; Scheicher, Martin; Vuillemey, Guillaume
2013 Assessing contagion risks from the CDS marketBrunnermeier, Markus; Clerc, Laurent; El Omari, Yanis; Gabrieli, Silvia; Kern, Steffen; Memmel, Christoph; Peltonen, Tuomas; Podlich, Natalia; Scheicher, Martin; Vuillemey, Guillaume
2014 Central clearing and collateral demandDuffie, Darrell; Scheicher, Martin; Vuillemey, Guillaume
2016 How does risk flow in the credit default swap market?D'Errico, Marco; Battiston, Stefano; Peltonen, Tuomas; Scheicher, Martin
2016 Indirect contagion: the policy problemClerc, Laurent; Giovannini, Alberto; Langfield, Sam; Peltonen, Tuomas; Portes, Richard; Scheicher, Martin
2017 How does risk flow in the credit default swap market?D'Errico, Marco; Battiston, Stefano; Peltonen, Tuomas; Scheicher, Martin