Alexander Schmidt

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 34,401

SSRN RANKINGS

Top 34,401

in Total Papers Downloads

1,025

CITATIONS

2

Scholarly Papers (4)

Systemic Risk in the Financial Sector: What Can We Learn from Option Markets?

Number of pages: 45 Posted: 02 Jul 2013 Last Revised: 18 Jan 2015
Holger Kraft and Alexander Schmidt
Goethe University Frankfurt and Deutsche Bundesbank
Downloads 325 (75,298)

Abstract:

Systemic risk, Value-at-risk, Equity options, Implied volatility, Panel vector autoregression

Systemic Risk in the Financial Sector: What Can We Learn from Option Markets?

SAFE Working Paper No. 25
Number of pages: 47 Posted: 16 Jul 2013 Last Revised: 18 Jan 2015
Holger Kraft and Alexander Schmidt
Goethe University Frankfurt and Deutsche Bundesbank
Downloads 131 (182,998)

Abstract:

Systemic risk, Value-at-risk, Equity options, Implied volatility, Panel vector autoregression

2.

Bank Rescues and Bailout Expectations: The Erosion of Market Discipline During the Financial Crisis

SAFE Working Paper No. 36
Number of pages: 43 Posted: 21 Mar 2012 Last Revised: 25 Oct 2016
Florian Hett and Alexander Schmidt
Goethe University Frankfurt - Department of Management and Applied Microeconomics and Deutsche Bundesbank
Downloads 145 (111,648)
Citation 1

Abstract:

bailout, implicit guarantees, too-big-to-fail, market discipline, hedge ratio

3.

Bank Rescues and Bailout Expectations: The Erosion of Market Discipline During the Financial Crisis

SAFE Working Paper No. 36
Number of pages: 46 Posted: 10 Dec 2013 Last Revised: 31 Oct 2016
Florian Hett and Alexander Schmidt
Goethe University Frankfurt - Department of Management and Applied Microeconomics and Deutsche Bundesbank
Downloads 97 (89,964)
Citation 1

Abstract:

Bailout, Implicit Guarantees, Too-Big-To-Fail, Market Discipline, Hedge Ratio

4.

European Sovereign CDS Premia during the Crisis – A Cointegration Analysis

Number of pages: 38 Posted: 19 Jul 2013
Alexander Schmidt
Deutsche Bundesbank
Downloads 59 (293,853)

Abstract:

European Sovereigns, CDS, Financial Crisis, Cointegration