| . |
Pichler, Stefan's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
4,724 |
Total
Citations
70 |
|
|
|
|
|
1.
|
|
|
Hornik, Kurt
Vienna University of Economics and Business Administration - Department of Statistics and Mathematics Lingo, Manuel
Vienna University of Economics and Business Administration Jankowitsch, Rainer
Vienna University of Economics and Business Pichler, Stefan
WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics Winkler, Gerhard
Oesterreichische Nationalbank (OeNB)
|
|
618
(19,410)
|
1
|
|
| |
|
| |
rating validation, benchmarking, rating agreement, rating association, financial market integration, transition economies
|
|
|
2.
|
|
|
Jankowitsch, Rainer
Vienna University of Economics and Business Schwaiger, Walter S. A.
Vienna University of Technology - Department of Accounting and Controlling Pichler, Stefan
WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
|
|
496
(26,029)
|
3
|
|
| |
|
| |
Rating system, cohort method, Basel, banking regulation, capital requirements, probability of default, Beta distribution, Jensen's inequality
|
|
|
3.
|
|
|
Jankowitsch, Rainer
Vienna University of Economics and Business Pichler, Stefan
WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
|
|
494
(26,149)
|
3
|
|
| |
|
| |
credit spreads, estimation, yield curve estimation, joint estimation, cubic splines, Svensson
|
|
|
4.
|
|
|
Mösenbacher, Hannes
Center for Central European Financial Markets (CCEFM) Jankowitsch, Rainer
Vienna University of Economics and Business Pichler, Stefan
WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
|
|
475
(27,556)
|
6
|
|
| |
|
| |
Government bond markets, bond pricing, liquidity, liquidity measures, panel-data analysis
|
|
|
5.
|
|
|
Geyer, Alois
VGSF (Vienna Graduate School of Finance) Kossmeier, Stephan
Vienna University of Technology - Department of Financing of Industry Pichler, Stefan
WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
|
|
447
(29,882)
|
8
|
|
| |
|
| |
European Government Bonds, Government Yiels Spreads, Bond Pricing, Default Risk, State-Space Approach, Kalman
|
|
|
6.
|
|
|
Hornik, Kurt
Vienna University of Economics and Business Administration - Department of Statistics and Mathematics Jankowitsch, Rainer
Vienna University of Economics and Business Lingo, Manuel
Vienna University of Economics and Business Administration Pichler, Stefan
WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics Winkler, Gerhard
Oesterreichische Nationalbank (OeNB)
|
|
398
(34,672)
|
3
|
|
| |
|
| |
rating validation, benchmarking, rating agreement, rating association, rating bias, Kemeny-Snell metric, multi-dimensional scaling, minimal spanning tree
|
|
|
7.
|
|
Currency Dependence of Corporate Credit Spreads
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Jankowitsch, Rainer
Vienna University of Economics and Business Pichler, Stefan
WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
|
|
Posted:
|
|
06 May 03
|
|
Last Revised:
|
|
01 Jun 08
|
|
373
(37,558)
|
4
|
|
|
|
|
Jankowitsch, Rainer
Vienna University of Economics and Business Pichler, Stefan
WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
|
|
0
|
|
|
| |
|
| |
corporate credit spreads, credit spread curves , corporate bond market, estimation procedure, default variables, multicurve estimation approach, issuer-specific credit spreads
|
|
|
|
|
|
|
Jankowitsch, Rainer
Vienna University of Economics and Business Pichler, Stefan
WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
|
|
373
|
4
|
|
| |
|
| |
credit spreads, currency dependence, multi-curve estimation, corporate bonds
|
|
|
|
|
|
8.
|
|
|
Geyer, Alois
VGSF (Vienna Graduate School of Finance) Kossmeier, Stephan
Vienna University of Technology - Department of Financing of Industry Pichler, Stefan
WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
|
| Posted: |
|
12 May 03
|
|
Last Revised:
|
|
15 Sep 11
|
|
342
(41,732)
|
34
|
|
| |
|
| |
Credit Spread, EMU, Affine Term Structure Model, Intensity Model, Multi-Issuer Model, Kalman Filter
|
|
|
9.
|
|
|
Filipovic, Damir
Ecole Polytechnique Fédérale de Lausanne Friewald, Nils
Vienna University of Economics and Business Pichler, Stefan
WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
|
|
256
(58,329)
|
|
|
| |
|
| |
snowball floater, bermudan option, least squares Monte Carlo, nested Monte Carlo simulation
|
|
|
10.
|
|
|
Hornik, Kurt
Vienna University of Economics and Business Administration - Department of Statistics and Mathematics Jankowitsch, Rainer
Vienna University of Economics and Business Leitner, Christoph
Vienna University of Economics and Business Administration - Department of Statistics and Mathematics Lingo, Manuel
Vienna University of Economics and Business Administration Pichler, Stefan
WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics Winkler, Gerhard
Oesterreichische Nationalbank (OeNB)
|
|
212
(71,569)
|
|
|
| |
|
| |
Rating validation, latent variable, latent trait, probability of default
|
|
|
11.
|
|
|
Hanel, Rudolf
University of Vienna - Department of Biomedical Engineering and Physics Thurner, Stefan
Institute for Science of Complex Systems, Medical University of Vienna Pichler, Stefan
WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
|
|
208
(72,678)
|
|
|
| |
|
| |
Banking Regulation, Bank Default, Network-topology Dependence, Risk-trading Game, Dynamic Decision Making Process
|
|
|
12.
|
|
|
Jankowitsch, Rainer
Vienna University of Economics and Business Schwaiger, Walter S. A.
Vienna University of Technology - Department of Accounting and Controlling Pichler, Stefan
WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
|
|
185
(81,561)
|
8
|
|
| |
|
| |
Rating system, cohort method, Basel, banking regulation, capital requirements, probability of default, adverse selection
|
|
|
13.
|
|
|
Dockner, Engelbert J.
WU Vienna University of Economics and Business Brandt, Hannelore
Vienna University of Economics and Business Administration - Department of Accounting and Finance Jankowitsch, Rainer
Vienna University of Economics and Business Pichler, Stefan
WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
|
|
175
(85,948)
|
|
|
| |
|
| |
rating systems, loan pricing, oligopolistic banking sector, two-stage game, adverse selection
|
|
|
14.
|
|
|
Eisl, Alexander
Vienna University of Economics and Business Elendner, Hermann
Humboldt University of Berlin - School of Business and Economics Pichler, Stefan
WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
|
|
45
(211,821)
|
|
|
| |
|
| |
government debt, issuance, timing effect, allocation effect
|
|
|
15.
|
|
|
Hornik, Kurt
Vienna University of Economics and Business Administration - Department of Statistics and Mathematics Jankowitsch, Rainer
Vienna University of Economics and Business Lingo, Manuel
Vienna University of Economics and Business Administration Pichler, Stefan
WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics Winkler, Gerhard
Oesterreichische Nationalbank (OeNB)
|
|
|
|
|
| |
|
| |
Rating heterogeneity, Benchmarking, Rating agreement, Rating association, Financial market integration, Transition economies
|
|
|
16.
|
|
|
Geyer, Alois
VGSF (Vienna Graduate School of Finance) Pichler, Stefan
WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
|
|
|
|
|
| |
|
| |
|
|
Records 1 -
16
of 16 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo3 in 0.281 seconds
|
