Alexander Schmidt

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 36,895

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Top 36,895

in Total Papers Downloads

1,179

SSRN CITATIONS

1

CROSSREF CITATIONS

7

Scholarly Papers (5)

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 336 (88,347)

Abstract:

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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 158 (187,393)

Abstract:

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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: 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 357 (82,999)
Citation 6

Abstract:

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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: 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 255 (119,730)
Citation 3

Abstract:

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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 69 (331,744)

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European Sovereigns, CDS, Financial Crisis, Cointegration

5.

Stress Testing the German Mortgage Market

Deutsche Bundesbank Discussion Paper No. 17/2019
Number of pages: 38 Posted: 17 Apr 2019
Deutsche Bundesbank, Deutsche Bundesbank, European Central Bank (ECB) and Deutsche Bundesbank
Downloads 4 (621,928)

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residential real estate, mortgages, credit risk, stress testing, German banks