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Financial crises and information transfer : an empirical analysis of the lead-lag relationship between equity and CDS iTraxx Indices
Ehlers, Stefan; Gürtler, Marc; Olboeter, Sven - 2010
This study examines the lead-lag-relationship between European equity and CDS markets in the context of the financial crisis. Previous research identified the stock market to lead the CDS market in an ordinary economic environment. Against the background of our study this lead-lag-relationship...
Persistent link: https://www.econbiz.de/10009487609
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Design of collateralized debt obligations : the impact of target ratings on the first loss piece
Gürtler, Marc; Hibbeln, Martin; Olboeter, Sven - In: The credit derivatives handbook : global perspectives, …, (pp. 203-228). 2008
Persistent link: https://www.econbiz.de/10003748418
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A capability study of portfolio insurance strategies for ABS funds and CDS total return indices during the subprime crisis
Ehlers, Stefan; Gürtler, Marc - In: The journal of fixed income 19 (2009/10) 4, pp. 6-21
Persistent link: https://www.econbiz.de/10003970347
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Beyond Bitcoin : a statistical comparison of leading cryptocurrencies and fiat currencies and their impact on portfolio diversification
Ehlers, Stefan; Gauer, Kolja - In: The journal of alternative investments 22 (2019) 1, pp. 114-125
Persistent link: https://www.econbiz.de/10012106888
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Separationstheoreme im Portfolio-Management : der Fall der nutzenbedingten Separation
Gürtler, Marc - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 27 (1998) 9, pp. 469-472
Persistent link: https://www.econbiz.de/10001247267
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Performancemessung und duales Risiko
Gürtler, Marc - In: Die Betriebswirtschaft : DBW 61 (2001) 5, pp. 530-541
Persistent link: https://www.econbiz.de/10001617861
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Der IRB-Ansatz im Rahmen von Basel II
Gürtler, Marc - In: Die Betriebswirtschaft : DBW 62 (2002) 4, pp. 450-452
Persistent link: https://www.econbiz.de/10001686958
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Risikoneutrale Bewertung bei riskoaversen Marktteilnehmern
Gürtler, Marc - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 32 (2003) 2, pp. 101-103
Persistent link: https://www.econbiz.de/10001729547
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Risikoneutrale Bewertung am Beispiel von Verkaufsoptionen
Gürtler, Marc - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 32 (2003) 2, pp. 126-128
Persistent link: https://www.econbiz.de/10001729589