Christian Eckert

Friedrich-Alexander University Erlangen-Nürnberg

Lange Gasse 20

Nuremberg, 90403

Germany

http://www.vwrm.rw.fau.de/

SCHOLARLY PAPERS

2

DOWNLOADS

511

SSRN CITATIONS

5

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Spillover Effects from the Volkswagen Emissions Scandal: An Analysis of Stock, Corporate Bond, and Credit Default Swap Markets

Number of pages: 57 Posted: 19 Dec 2017 Last Revised: 21 Mar 2019
Friedrich-Alexander-Universität (FAU) Erlangen-Nürnberg, Friedrich-Alexander University Erlangen-Nürnberg, Friedrich-Alexander University Erlangen-Nürnberg and Friedrich-Alexander-Universität Erlangen-Nürnberg
Downloads 274 (112,907)
Citation 6

Abstract:

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Spillover Effects, Volkswagen Emissions Scandal, Event Study

2.

Modeling Operational Risk Incorporating Reputation Risk: An Integrated Analysis for Financial Firms

Number of pages: 36 Posted: 29 Jan 2015 Last Revised: 14 Aug 2015
Christian Eckert and Nadine Gatzert
Friedrich-Alexander University Erlangen-Nürnberg and Friedrich-Alexander University Erlangen-Nürnberg
Downloads 237 (131,133)
Citation 4

Abstract:

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Operational risk, reputation risk, Solvency II, Basel III, loss distribution approach, Value at Risk