Similar Search Results

The ADR shadow exchange rate as an early warning indicator for currency crises

Eichler, Stefan; Karmann, Alexander; Maltritz, Dominik - In: Journal of banking & finance 33 (2009) 11, pp. 1983-1995

Persistent link: https://www.econbiz.de/10003892163

The term structure of banking crisis risk in the United States : a market data based compound option approach

Eichler, Stefan; Karmann, Alexander; Maltritz, Dominik - In: Journal of banking & finance 35 (2011) 4, pp. 876-885

Persistent link: https://www.econbiz.de/10009244228

Deriving the term structure of banking crisis risk with a compound option approach

Eichler, Stefan; Karmann, Alexander; Maltritz, Dominik - 2010

Persistent link: https://www.econbiz.de/10008907374

Optimum currency areas in emerging market regions : evidence based on the symmetry of economic shocks

Eichler, Stefan; Karmann, Alexander - In: Open economies review 22 (2011) 5, pp. 935-954

Persistent link: https://www.econbiz.de/10009529213

Deriving the term structure of banking crisis risk with a compound option approach : the case of Kazakhstan

Eichler, Stefan; Karmann, Alexander; Maltritz, Dominik - 2010

We use a compound option-based structural credit risk model to infer a term structure of banking crisis risk from market data on bank stocks in daily frequency. Considering debt service payments with different maturities this term structure assigns a separate estimator for short- and long-term...

Persistent link: https://www.econbiz.de/10003962240