Martin Scheicher

This author does not work for the BIS.

Date BIS research papers
Mar 2009

The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices

BIS Working Papers No 279

Other authors: Ingo Fender

Sep 2008

The ABX: how do the markets price subprime mortgage risk?

BIS Quarterly Review September 2008

Other authors: Ingo Fender

Aug 2002

The determinants of credit spread changes in the euro area

BIS Papers No 12

Other authors: Michael Boss