Marcel Omachel

WHU - Otto Beisheim School of Management

Burgplatz 2

Vallendar, 56179

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

792

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (4)

1.

Up- and Downside Variance Risk Premia in Global Equity Markets

Number of pages: 36 Posted: 04 Jun 2018 Last Revised: 03 Jun 2020
WHU - Otto Beisheim School of Management, Goethe University Frankfurt - House of Finance, WHU - Otto Beisheim School of Management and Karlsruhe Institute of Technology
Downloads 436 (71,828)
Citation 4

Abstract:

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variance risk premium, semivariance, semimoment, derivatives

2.

The Linkage between Sovereign Defaults and Exchange Rate Shocks in the Eurozone: A Measure for Systemic Risk

Number of pages: 31 Posted: 02 Nov 2014 Last Revised: 29 Apr 2015
Marcel Omachel and Markus Rudolf
WHU - Otto Beisheim School of Management and WHU Otto Beisheim Graduate School of Management
Downloads 240 (138,798)

Abstract:

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sovereign risk, currency risk, systemic risk, DCC

3.

Common Risks in the Eurozone

Number of pages: 52 Posted: 21 Oct 2014 Last Revised: 21 Dec 2015
Matthias Held, Marcel Omachel and Markus Rudolf
WHU - Otto Beisheim School of Management, WHU - Otto Beisheim School of Management and WHU Otto Beisheim Graduate School of Management
Downloads 94 (298,780)
Citation 1

Abstract:

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Currency risk, sovereign default risk, Bayesian analysis

4.

An Efficient Parallel Simulation Method for Posterior Inference on Paths of Markov Processes

Number of pages: 7 Posted: 21 Oct 2014
Matthias Held and Marcel Omachel
WHU - Otto Beisheim School of Management and WHU - Otto Beisheim School of Management
Downloads 22 (551,058)

Abstract:

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Bayesian inference, Markov Chain Monte Carlo, Posterior path simulation