Sebastian Schich

Organisation for Economic Co-operation and Development (OECD)

Principal Economist

2 rue Andre Pascal

Paris Cedex 16, MO 63108

France

SCHOLARLY PAPERS

23

DOWNLOADS
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3,523

SSRN CITATIONS
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Top 11,664

in Total Papers Citations

9

CROSSREF CITATIONS

69

Scholarly Papers (23)

1.

How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States

FRB of New York Staff Report No. 113
Number of pages: 32 Posted: 06 Jan 2001
Arturo Estrella, Anthony P. Rodrigues and Sebastian Schich
affiliation not provided to SSRN, Federal Reserve Bank of New York and Organisation for Economic Co-operation and Development (OECD)
Downloads 513 (54,095)
Citation 16

Abstract:

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yield curve, binary models, recession

2.

What the Yield Curves Say About Inflation: Does it Change Over Time?

OECD Economics Department Working Paper No. 227
Number of pages: 37 Posted: 27 Jan 2001
Sebastian Schich
Organisation for Economic Co-operation and Development (OECD)
Downloads 463 (61,542)
Citation 1

Abstract:

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monetary policy indicator, information content of term structure of interest rates, structural stability test, monetary policy regimes

3.

Large-Scale Disasters and the Insurance Industry

U of Dortmund Discussion Paper No. 11/05, CESifo Working Paper Series, No. 2243
Number of pages: 29 Posted: 01 Apr 2005
Walter Kraemer and Sebastian Schich
University of Dortmund - Department of Statistics and Organisation for Economic Co-operation and Development (OECD)
Downloads 346 (86,823)

Abstract:

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Disaster, insurance industry, event-study

Dependencies between European Stock Markets When Price Changes are Unusually Large

Deutsche Bundesbank Economic Research Centre Discussion Paper No. 12/02
Number of pages: 32 Posted: 07 Jun 2002
Sebastian Schich
Organisation for Economic Co-operation and Development (OECD)
Downloads 293 (103,713)
Citation 1

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Multivariate extreme value analysis, International equity market linkages, Integration of European equity markets

Dependencies between European Stock Markets When Price Changes are Unusually Large

Bundesbank Series 1 Discussion Paper No. 2002,12
Number of pages: 33 Posted: 08 Jun 2016
Sebastian Schich
Organisation for Economic Co-operation and Development (OECD)
Downloads 4 (655,673)

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Multivariate extreme value analysis, International equity market linkages, Integration of European equity markets

5.

Panel Cointegration Analysis of the Finance-Investment Link in OECD Countries

Document de travail de l'OFCE No. 2002-2
Number of pages: 24 Posted: 16 May 2002
Florian Pelgrin and Sebastian Schich
Bank of Canada - Department of Monetary and Financial Analysis and Organisation for Economic Co-operation and Development (OECD)
Downloads 294 (103,877)

Abstract:

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non-stationary panels, panel cointegration estimation, financial development and investment

The Use of Financial Market Indicators by Monetary Authorities

OECD Economics Department Working Papers No. 223
Number of pages: 32 Posted: 12 Jun 2001
Sebastian Schich and Paul Mylonas
Organisation for Economic Co-operation and Development (OECD) and National Bank of Greece
Downloads 290 (104,884)

Abstract:

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monetary policy indicators, central bank policies, financial market indicators

The Use of Financial Market Indicators by Monetary Authorities

Financial Market Trends, No. 74, October 1999
Posted: 28 Jun 2001
Sebastian Schich and Paul Mylonas
Organisation for Economic Co-operation and Development (OECD) and National Bank of Greece

Abstract:

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monetary policy indicators, central bank policies, financial market indicators

7.
Downloads 283 (108,215)
Citation 6

Estimating the German Term Structure

Deutsche Bundesbank Discussion Paper No. 4/97
Number of pages: 49 Posted: 20 Dec 2005
Sebastian Schich
Organisation for Economic Co-operation and Development (OECD)
Downloads 272 (112,290)
Citation 10

Abstract:

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Monetary policy indicator, term struture of interest rates

Estimating the German Term Structure

Bundesbank Series 1 Discussion Paper No. 1997,04E
Number of pages: 52 Posted: 07 Jun 2016
Sebastian Schich
Organisation for Economic Co-operation and Development (OECD)
Downloads 11 (604,897)

Abstract:

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8.

National Saving-Investment Dynamics and International Capital Mobility

Bank of Canada Working paper No. 2004-14
Number of pages: 43 Posted: 08 Jun 2004
Florian Pelgrin and Sebastian Schich
Bank of Canada - Department of Monetary and Financial Analysis and Organisation for Economic Co-operation and Development (OECD)
Downloads 249 (123,710)
Citation 9

Abstract:

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international capital mobility, panel error-correction estimation

9.

Changing the Institutional Design of Central Banks

Number of pages: 25 Posted: 07 Sep 1999
Sebastian Schich and Franz Seitz
Organisation for Economic Co-operation and Development (OECD) and Technical University of Applied Sciences Weiden
Downloads 231 (133,445)

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10.

Increases in Business Investment Rates in OECD Countries in the 1990s: How Much Can Be Explained by Fundamentals?

OECD Economics Department Working Paper No. 327
Number of pages: 40 Posted: 04 May 2002
Florian Pelgrin, Sebastian Schich and Alain de Serres
Bank of Canada - Department of Monetary and Financial Analysis, Organisation for Economic Co-operation and Development (OECD) and Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO)
Downloads 164 (182,736)
Citation 8

Abstract:

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Financial development, investment, non-stationary panels

Challenges Associated with the Expansion of Deposit Insurance Coverage During Fall 2008

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 3, 2009-20
Number of pages: 25 Posted: 18 Dec 2010
Sebastian Schich
Organisation for Economic Co-operation and Development (OECD)
Downloads 92 (284,216)

Abstract:

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Policy responses to financial crisis, safety net, deposit insurance, moral hazard

Challenges Associated with the Expansion of Deposit Insurance Coverage During Fall 2008

Economics Discussion Paper No. 2009-16
Number of pages: 21 Posted: 18 Dec 2010
Sebastian Schich
Organisation for Economic Co-operation and Development (OECD)
Downloads 37 (450,049)
Citation 1

Abstract:

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Policy responses to financial crisis, safety net, deposit insurance, moral hazard

Challenges Associated with the Expansion of Deposit Insurance Coverage during Fall 2008

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 3, Issue 20, 2009
Posted: 27 Jun 2009 Last Revised: 17 Nov 2017
Sebastian Schich
Organisation for Economic Co-operation and Development (OECD)
Downloads 0

Abstract:

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deposit insurance, moral hazard, financial crisis

12.

Alternative Specifications of the German Term Structure and its' Information Content Regarding Inflation

Deutsche Bundesbank Discussion Paper No. 8/96
Number of pages: 64 Posted: 27 Dec 2005
Sebastian Schich
Organisation for Economic Co-operation and Development (OECD)
Downloads 117 (239,396)
Citation 7

Abstract:

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term structure of interest rates, inflation prediction, monetary policy indicator

13.

Sch├Ątzung Der Deutschen Zinsstrukturkurve

Bundesbank Series 1 Discussion Paper No. 1997,04
Number of pages: 52 Posted: 07 Jun 2016
Sebastian Schich
Organisation for Economic Co-operation and Development (OECD)
Downloads 102 (263,696)

Abstract:

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14.

Superstatistics of Labour Productivity in Manufacturing and Nonmanufacturing Sectors

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 3, 2009-22
Number of pages: 18 Posted: 18 Dec 2010
Organisation for Economic Co-operation and Development (OECD), University of Hyogo - Graduate School of Simulation Studies, GSAIS, Kyoto University, Niigata University and ATR-NIS Network Informatics Laboratories
Downloads 20 (526,262)

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Labour productivity, superstatistics, Pareto's Law, business cycle, demand index

15.

Alternative Spezifikationen Der Deutschen Zinsstrukturkurve Und Ihr Informationsgehalt Hinsichtlich Der Inflation

Bundesbank Series 1 Discussion Paper No. 1996,08
Number of pages: 80 Posted: 07 Jun 2016
Sebastian Schich
Organisation for Economic Co-operation and Development (OECD)
Downloads 18 (538,053)

Abstract:

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16.

Alternative Specifications of the German Term Structure and its Information Content Regarding Inflation

Bundesbank Series 1 Discussion Paper No. 1996,08E
Number of pages: 68 Posted: 07 Jun 2016
Sebastian Schich
Organisation for Economic Co-operation and Development (OECD)
Downloads 6 (613,408)

Abstract:

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17.

To What Extent Do Public Authorities Verify the Cost-Effectiveness of Guarantees for Credit to SMEs?

Comparative Economic Studies, Vol. 60, Issue 1, 2017
Number of pages: 18 Posted: 24 Apr 2018
Sebastian Schich
Organisation for Economic Co-operation and Development (OECD)
Downloads 1 (656,886)
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Small and medium-sized enterprises, SME credit, Financing gap, Credit guarantees, Publicly supported credit guarantees

18.

Implicit Bank Debt Guarantees: Costs, Benefits and Risks

Journal of Economic Surveys, Vol. 32, Issue 5, pp. 1257-1291, 2018
Number of pages: 35 Posted: 14 Nov 2018
Sebastian Schich
Organisation for Economic Co-operation and Development (OECD)
Downloads 0 (674,268)
Citation 1
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Bank failure resolution, Debt, Financial regulatory reform, Implicit guarantees, Market distortions, Subsidies

19.

Assessing the Stability of the Relationship between Yield Curves and Inflation

Applied Economics Letters, Vol. 9, 2002
Posted: 21 Jun 2004
Sebastian Schich
Organisation for Economic Co-operation and Development (OECD)

Abstract:

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Yield curves, information content

20.

European Stock Market Dependencies When Price Changes are Unusually Large

Applied Financial Economics, Vol. 14, February 2004
Posted: 16 Feb 2004
Sebastian Schich
Organisation for Economic Co-operation and Development (OECD)

Abstract:

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Multivariate extreme value analysis, international equity market linkages

21.

Financial Development and Investment: Panel Data Evidence for OECD Countries from 1970 to 1997

Applied Economics Letters, Vol. 9, January 2002
Posted: 01 Jun 2002
Sebastian Schich and Florian Pelgrin
Organisation for Economic Co-operation and Development (OECD) and Bank of Canada - Department of Monetary and Financial Analysis

Abstract:

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panel error correction estimation, finance and growth, finance and investment

22.

The Information Content of the German Term Structure Regarding Inflation

Applied Financial Economics, Vol. 9, No. 4, August 1999
Posted: 12 Feb 2001
Sebastian Schich
Organisation for Economic Co-operation and Development (OECD)

Abstract:

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monetary policy indicator, information content of term structure of interest rates

23.

An Option-Pricing Approach to the Costs of Export Credit Insurance

THE GENEVA PAPERS ON RISK AND INSURANCE THEORY, Vol. 22, No. 1, June 1997
Posted: 21 Feb 1997
Sebastian Schich
Organisation for Economic Co-operation and Development (OECD)

Abstract:

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Other Papers (1)

Total Downloads: 39
1.

Why Implicit Bank Debt Guarantees Matter: Some Empirical Evidence

Financial Market Trends, Vol. 2015, No. 2.
Number of pages: 28 Posted: 25 Aug 2015 Last Revised: 17 Nov 2017
Oliver Denk, Sebastian Schich and Boris Cournede
Organization for Economic Co-Operation and Development (OECD), Organisation for Economic Co-operation and Development (OECD) and Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO)
Downloads 39 (439,844)

Abstract:

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Bank funding costs, implicit guarantees for bank debt, bank failure resolution, finance and growth, finance and income inequality