Martin Scheicher - Central Bank Research Hub

Papers by year: All | 2010 | 2009 | 2008 | 2005 | 2004 | 2003

	Title	Other author(s)
Full text	An analysis of euro area sovereign CDS and their relation with government bonds, European Central Bank Working papers [View] (Paper: 1271, 01.12.2010)	Alessandro Fontana
Full text	The pricing of subprime mortgage risk in good times and bad: Evidence from the ABX.HE indices European Central Bank Working papers [View] (Paper: 1056, 27.05.2009)	Ingo Fender
Full text	What do asset prices have to say about risk appetite and uncertainty? European Central Bank Working papers [View] (Paper: 1037, 15.04.2009) JEL: E44, G12	Marie Hoerova Geert Bekaert
Abstract Full text	The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices Bank for International Settlements Working papers [View] (Paper: 279, 31.03.2009) JEL: E43, G12, G13, G14	Ingo Fender
Abstract Full text	Are Banks Different? Evidence from the CDS Market Austrian National Bank Working Papers [View] (Paper: WP152, 05.03.2009) JEL: E43, G12, G13	Burkhard Raunig
Full text	A value at risk analysis of cedit default swaps European Central Bank Working papers [View] (Paper: 0968, 17.11.2008) JEL: E43, G12, G13	Burkhard Raunig
Abstract Full text	The ABX: how do the markets price subprime mortgage risk? Bank for International Settlements Quarterly Review [View] (Paper: 0809h, 01.09.2008) JEL: E43, G12, G13, G14	Ingo Fender
Full text	How has CDO market pricing changed during the turmoil? Evidence from CDS index tranches European Central Bank Working papers [View] (Paper: 0910, 02.07.2008) JEL: E43, G12, G13
Full text	The New Basel Capital Framework and its implementation in the European Union European Central Bank Occasional papers [View] (Paper: 042, 23.12.2005) JEL: G21, G28	Fatima Pires Frank Dierick Kai Gereon Spitzer
Full text	The Forecasting Performance of German Stock Option Densities Cleveland Fed Working papers [View] (Paper: 0312, 14.04.2004) JEL: C22, C52, G13, G15	Ernst Glatzer Joachim Keller Ben Craig
Full text	What drives investor risk aversion? Daily evidence from the German equity market Bank for International Settlements Quarterly Review [View] (Paper: 0306g, 01.01.2004)
Full text	Modelling the implied probability of stock market movements European Central Bank Working papers [View] (Paper: 0212, 02.04.2003) JEL: C22, C51, G13, G15	Ernst Glatzer

Papers by year: All | 2010 | 2009 | 2008 | 2005 | 2004 | 2003