Stefan Eichler

Leibniz Universität Hannover

Institute of Money and International Finance

Koenigsworther Platz 1

Hannover , 30167

Germany

Halle Institute for Economic Research

P.O. Box 11 03 61

Kleine Maerkerstrasse 8

D-06017 Halle, 06108

Germany

SCHOLARLY PAPERS

13

DOWNLOADS

702

CITATIONS
Rank 45,050

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Top 45,050

in Total Papers Citations

3

Scholarly Papers (13)

1.

Currency Crisis Prediction Using ADR Market Data - An Options-Based Approach

EFA 2008 Athens Meetings Paper
Number of pages: 28 Posted: 08 Mar 2008
Stefan Eichler and Dominik Maltritz
Leibniz Universität Hannover and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 293 (101,122)

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Currency Crisis Prediction, ADR, Stock markets, Options approach

2.

What Do Equity Markets Tell Us About the Drivers of Bank Default Risk? Evidence from Emerging Markets

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 33 Posted: 15 Sep 2011
Leibniz Universität Hannover, Technische Universitaet Dresden, Dresden University of Technology - Faculty of Economics and Business Management and Dresden University of Technology
Downloads 114 (236,869)
Citation 1

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bank default, risk, Merton model, stock market, emerging markets

3.

Eurozone Exit Risk

Number of pages: 44 Posted: 03 Jun 2017 Last Revised: 16 May 2019
Stefan Eichler and Ingmar Roevekamp
Leibniz Universität Hannover and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 89 (279,710)

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Eurozone Exit Risk; American Depositary Receipts; Exposure of banks and non-financial companies

4.

A Market-based Measure for Currency Risk in Managed Exchange Rate Regimes

Number of pages: 43 Posted: 27 Feb 2016 Last Revised: 20 Feb 2018
Stefan Eichler and Ingmar Roevekamp
Leibniz Universität Hannover and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 87 (283,656)

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Currency risk, Currency crises, American Depositary Receipts, Emerging markets

5.

How Do Sovereign Bond Investors Judge the Economic Performance of the Government?

Number of pages: 69 Posted: 23 Dec 2016
Stefan Eichler and Timo Plaga
Leibniz Universität Hannover and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 39 (418,796)

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Political risk, Sovereign bond returns, Elections, Government performance, Event study

6.

The Political Determinants of Government Bond Holdings

Number of pages: 46 Posted: 19 Mar 2016
Stefan Eichler and Timo Plaga
Leibniz Universität Hannover and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 37 (426,853)

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Government bond portfolio, Political factors, Treasury International Capital data, PPML

7.

Sovereign Solvency, Fiscal Policy and Private Savings

Number of pages: 51 Posted: 27 Jan 2017 Last Revised: 13 Feb 2019
Stefan Eichler and Ju Hyun Pyun
Leibniz Universität Hannover and Korea University Business School (KUBS)
Downloads 28 (466,403)

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Fiscal Policy, Sovereign Default Risk, Ricardian Equivalence, Private Saving, External Public Debt, Emerging Markets

8.

Deriving the Term Structure of Banking Crisis Risk with a Compound Option Approach: The Case of Kazakhstan

Bundesbank Series 2 Discussion Paper No. 2010,01
Number of pages: 48 Posted: 08 Jun 2016
Stefan Eichler, Alexander Karmann and Dominik Maltritz
Leibniz Universität Hannover, Technische Universitaet Dresden and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 8 (579,497)

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Banking crisis, bank default, option pricing theory, compound option, liability structure

9.

Trade Misinvoicing: The Dark Side of World Trade

The World Economy, Vol. 34, Issue 8, pp. 1263-1287, 2011
Number of pages: 25 Posted: 25 Aug 2011
Andreas Buehn and Stefan Eichler
University of Cooperative Education Bautzen and Leibniz Universität Hannover
Downloads 2 (621,114)
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10.

What Can Currency Crisis Models Tell Us About the Risk of Withdrawal from the EMU? Evidence from ADR Data

JCMS: Journal of Common Market Studies, Vol. 49, Issue 4, pp. 719-739, 2011
Number of pages: 21 Posted: 02 Jun 2011
Stefan Eichler
Leibniz Universität Hannover
Downloads 2 (621,114)
Citation 2
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11.

Stock Market-Induced Currency Crises: A New Type of Twins

Review of Development Economics, Vol. 15, No. 2, pp. 223-236, 2011
Number of pages: 14 Posted: 14 Apr 2011
Stefan Eichler and Dominik Maltritz
Leibniz Universität Hannover and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 2 (621,114)
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12.

What Drives Banking Sector Fragility in the Eurozone? Evidence from Stock Market Data

JCMS: Journal of Common Market Studies, Vol. 50, Issue 4, pp. 539-560, 2012
Number of pages: 22 Posted: 09 Jun 2012
Stefan Eichler and Karol Sobanski
Leibniz Universität Hannover and affiliation not provided to SSRN
Downloads 1 (633,030)
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13.

Regional House Price Dynamics and Voting Behavior in the FOMC

Economic Inquiry, Vol. 52, Issue 2, pp. 625-645, 2014
Number of pages: 21 Posted: 26 Feb 2014
Stefan Eichler and Tom Lähner
Leibniz Universität Hannover and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 0 (650,343)
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