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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

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

Eine neue Methode zur Risikoeinschätzung von Interbankenkrediten

Elsinger, Helmut; Lehar, Alfred; Summer, Martin - In: Finanzmarktstabilitätsbericht (2002), pp. 83-96

Persistent link: https://www.econbiz.de/10001710793

Risk assessment for banking systems

Elsinger, Helmut - 2002

Persistent link: https://www.econbiz.de/10013436793

Makroökonomische Krisentests : erste Ergebnisse für Österreich

Kalirai, Harvir; Scheicher, Martin - In: Finanzmarktstabilitätsbericht (2002), pp. 64-82

Persistent link: https://www.econbiz.de/10001710791

The forecasting performance of German stock option densities

Craig, Ben R.; Glatzer, Ernst; Keller, Joachim G.; … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002542704

What moves the tail? : The determinants of the option-implied probability density function of the DAX index

Glatzer, Ernst; Scheicher, Martin - In: The journal of futures markets 25 (2005) 6, pp. 515-536

Persistent link: https://www.econbiz.de/10002846386

Central Clearing and Collateral Demand

Duffie, Darrell - 2014

We use an extensive data set of bilateral exposures on credit default swap (CDS) to estimate the impact on collateral demand of new margin and clearing practices and regulations. We decompose collateral demand for both customers and dealers into several key components, including the "velocity...

Persistent link: https://www.econbiz.de/10013059087