Christoph Schleicher

Bank of England

Threadneedle Street

London EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS

911

SSRN CITATIONS
Rank 26,035

SSRN RANKINGS

Top 26,035

in Total Papers Citations

4

CROSSREF CITATIONS

32

Scholarly Papers (6)

Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index

Bank of England Working Paper No. 334
Number of pages: 39 Posted: 12 Aug 2005
Matthew Hurd, Mark Salmon and Christoph Schleicher
Bank of England - Monetary Analysis, University of Cambridge - Faculty of Economics and Politics and Bank of England
Downloads 320 (115,878)
Citation 13

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Option-implied distributions, effective exchange rate indices, copula functions, option pricing

Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index

CEPR Discussion Paper No. 5114
Number of pages: 35 Posted: 10 Aug 2005
Matthew Hurd, Mark Salmon and Christoph Schleicher
Bank of England - Monetary Analysis, University of Cambridge - Faculty of Economics and Politics and Bank of England
Downloads 26 (604,227)
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Exchange rates, copulae, option implied pdfs, triangular arbitrage

2.

Model Averaging in Risk Management with an Application to Futures Markets

CESifo Working Paper Series No. 2231, IEPR Working Paper No. 08.3
Number of pages: 52 Posted: 26 Feb 2008
M. Hashem Pesaran, Christoph Schleicher and Paolo Zaffaroni
University of Southern California - Department of Economics, Bank of England and Imperial College Business School
Downloads 246 (153,064)
Citation 2

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model averaging, Value-at-Risk, decision based evaluations

3.

Kolmogorov-Wiener Filters for Finite Time Series

Number of pages: 31 Posted: 05 Aug 2005
Christoph Schleicher
Bank of England
Downloads 169 (216,057)
Citation 2

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business cycles, mechanical filters, spectral analysis

4.

Returns to Equity, Investment and Q: Evidence from the United Kingdom

Bank of England Working Paper No. 310
Number of pages: 35 Posted: 27 Feb 2007
Simon Price and Christoph Schleicher
Essex Business School and Bank of England
Downloads 122 (280,297)

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Investment, Tobin's Q, long-horizon forecasting

5.

Returns to Equity, Investment and Q: Evidence from the UK

Manchester School, Vol. 73, No. S1, pp. 32-57, September 2005
Number of pages: 26 Posted: 28 Aug 2005
Simon Price and Christoph Schleicher
Essex Business School and Bank of England
Downloads 28 (574,692)
Citation 2
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6.

Stock Market Reactions to Dividend Announcements: Empirical Evidence from the Austrian Stock Market

Financial Markets and Portfolio Management, Vol. 17, No. 3, pp. 332-350, 2003
Posted: 12 Sep 2005
Christoph Schleicher, Henryk Gurgul and Roland Mestel
Bank of England, Independent and University of Graz

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