Browsing All of EconStor by Author Scheicher, Martin

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Year of Publication	Title	Author(s)
1996	Markov-regime switching in economic variables: Part I. Modelling, estimating and testing. - Part II. A selective survey	Kaufmann, Sylvia; Scheicher, Martin
2003	The Forecasting Performance of German Stock Option Densities	Keller, Joachim; Glatzer, Ernst; Craig, Ben R.; Scheicher, Martin
2003	Modelling the implied probability of stock market movements	Glatzer, Ernst; Scheicher, Martin
2005	The New Basel Capital Framework and its implementation in the European Union	Dierick, Frank; Pires, Fatima; Scheicher, Martin; Spitzer, Kai Gereon
2007	Asset correlations and credit portfolio risk: an empirical analysis	Düllmann, Klaus; Scheicher, Martin; Schmieder, Christian
2008	A value at risk analysis of cedit default swaps	Raunig, Burkhard; Scheicher, Martin
2008	A value at risk analysis of credit default swaps	Scheicher, Martin; Raunig, Burkhard
2008	How has CDO market pricing changed during the turmoil? Evidence from CDS index tranches	Scheicher, Martin
2009	What do asset prices have to say about risk appetite and uncertainty?	Bekaert, Geert; Hoerova, Marie; Scheicher, Martin
2009	Are Banks Different? Evidence from the CDS Market	Raunig, Burkhard; Scheicher, Martin
2009	The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices	Fender, Ingo; Scheicher, Martin
2010	An analysis of euro area sovereign CDS and their relation with government bonds	Fontana, Alessandro; Scheicher, Martin
2013	The network structure of the CDS market and its determinants	Peltonen, Tuomas A.; Scheicher, Martin; Vuillemey, Guillaume
2013	Assessing contagion risks from the CDS market	Brunnermeier, 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 demand	Duffie, Darrell; Scheicher, Martin; Vuillemey, Guillaume
2016	Indirect contagion: the policy problem	Clerc, Laurent; Giovannini, Alberto; Langfield, Sam; Peltonen, Tuomas; Portes, Richard; Scheicher, Martin
2016	How does risk flow in the credit default swap market?	D'Errico, Marco; Battiston, Stefano; Peltonen, Tuomas; Scheicher, Martin
2017	How does risk flow in the credit default swap market?	D'Errico, Marco; Battiston, Stefano; Peltonen, Tuomas; Scheicher, Martin
2019	The anatomy of the euro area interest rate swap market	Fontana, Silvia Dalla; Holz auf der Heide, Marco; Pelizzon, Loriana; Scheicher, Martin
2019	The anatomy of the euro area interest rate swap market	Fontana, Silvia Dalla; Holz auf der Heide, Marco; Pelizzon, Loriana; Scheicher, Martin

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