Similar Search Results

Modeling Polish stock returns

Scheicher, Martin - In: Capital markets in Central and Eastern Europe : [papers …, (pp. 417-437). 1999

Persistent link: https://www.econbiz.de/10001424276

Asset pricing with time-varying covariances : evidence for the German stock market

Scheicher, Martin - 1996

Persistent link: https://www.econbiz.de/10000982464

Nonlinear dynamics : evidence for a small stock exchange

Scheicher, Martin - In: Empirical economics : a journal of the Institute for … 24 (1999) 1, pp. 45-59

Persistent link: https://www.econbiz.de/10001353414

The comovements of the short interest rates in Central and East European countries

Scheicher, Martin - In: Prague economic papers : a bimonthly journal of … 9 (2000) 3, pp. 259-268

Persistent link: https://www.econbiz.de/10001548529

The comovements of stock markets in Hungary, Poland and the Czech Republic

Scheicher, Martin - In: International journal of finance & economics : IJFE 6 (2001) 1, pp. 27-39

Persistent link: https://www.econbiz.de/10001550191

The comovements of the short interest rates in Central and East European countries

Scheicher, Martin - In: Prague economic papers : quarterly journal of economic … 9 (2000) 3, pp. 259-268

Persistent link: https://www.econbiz.de/10009874193

Nonlinear dynamics : evidence for a small stock exchange

Scheicher, Martin - 1996

Persistent link: https://www.econbiz.de/10000607725

Time-varying risk in the German stock market

Scheicher, Martin - In: The European journal of finance 6 (2000) 1, pp. 70-91

Persistent link: https://www.econbiz.de/10001526043

The correlation of a firm's credit spread with its stock price : evidence from credit default swaps

Scheicher, Martin - In: Stock market volatility, (pp. 405-417). 2009

Persistent link: https://www.econbiz.de/10003830647

A value at risk analysis of credit default swaps

Raunig, Burkhard; Scheicher, Martin - Deutsche Bundesbank <Frankfurt, Main> / … - 2008

We study the risk of holding credit default swaps (CDS) in the trading book. In particular, wecompare the Value at Risk (VaR) of a CDS position to the VaR for investing in the respectivefirm’s equity. Our sample consists of CDS – stock price pairs for 86 actively traded firms overthe period...

Persistent link: https://www.econbiz.de/10005866205