Sebastian Opitz

University of Hamburg

Von-Melle-Park 5

Hamburg, 20146

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

296

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Measuring Crisis Risk Using Conditional Copulas: An Empirical Analysis of the 2008 Shipping Crisis

Number of pages: 55 Posted: 26 Nov 2014 Last Revised: 20 Sep 2017
Sebastian Opitz, Henry Seidel and Alexander Szimayer
University of Hamburg, University of Hamburg and University of Hamburg - Faculty of Economics and Business Administration
Downloads 223 (163,319)
Citation 3

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conditional copula, tail dependence, ship finance

2.
Downloads 47 (467,693)

What Drives Flight to Quality?

Number of pages: 77 Posted: 26 Sep 2015 Last Revised: 17 Aug 2017
Sebastian Opitz and Alexander Szimayer
University of Hamburg and University of Hamburg - Faculty of Economics and Business Administration
Downloads 47 (476,254)

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Dependence structure, conditional copula, flight to quality, macroeconomic factors

What Drives Flight to Quality?

Accounting & Finance, Vol. 58, pp. 529-571, 2018
Number of pages: 43 Posted: 23 Oct 2018
Sebastian Opitz and Alexander Szimayer
University of Hamburg and University of Hamburg - Faculty of Economics and Business Administration
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Conditional copula, Dependence structure, Flight to quality, Macroeconomic factors

3.

Default Risk of Mortgage Credits for Lenders

Number of pages: 53 Posted: 24 Aug 2017
Sebastian Opitz
University of Hamburg
Downloads 26 (571,321)

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conditional copula, mortgage, default risk