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The financial economics of sovereign asset value : functional perspectives and market outcomes ; conference paper

Posch, Peter N.; Bowden, Roger J.; Kalteier, Eva-Maria - 2014

The asset value of government has traditionally been seen as the accounting value of public assets. We develop a detailed financial economics view on sovereign asset values using market measures to arrive at implied sovereign asset values. We establish definition and dependencies within the...

Persistent link: https://www.econbiz.de/10010486036

Managing and trading sovereign risk using credit derivatives and government markets

Pollege, Samuel; Posch, Peter N. - In: Journal of risk finance : the convergence of financial … 14 (2013) 5, pp. 453-467

Persistent link: https://www.econbiz.de/10010209178

Testing for structural changes in large portfolios

Posch, Peter N.; Ullmann, Daniel; Wied, Dominik - 2015 - First draft: June 2015, This version: August 2015

Persistent link: https://www.econbiz.de/10011349596

Wrong-way-risk in tails

Müller, Janis; Posch, Peter N. - In: The journal of asset management 19 (2018) 4, pp. 205-215

Persistent link: https://www.econbiz.de/10011891164

Detecting structural changes in large portfolios

Posch, Peter N.; Ullmann, Daniel; Wied, Dominik - In: Empirical economics : a journal of the Institute for … 56 (2019) 4, pp. 1341-1357

Persistent link: https://www.econbiz.de/10012052192

Bail-in and asset encumbrance : implications for banks' asset liability management

Erhardt, Joachim; Lübbers, Johannes; Posch, Peter N. - In: Journal of banking regulation 18 (2017) 2, pp. 149-162

Persistent link: https://www.econbiz.de/10012010226

Essays in finance : corporate hedging, mutual fund managers' behavior, and cryptocurrency markets

Köchling, Gerrit - 2021

Persistent link: https://www.econbiz.de/10013258000