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

  • Halle Institute for Economic Research

SCHOLARLY PAPERS

9

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975

SSRN CITATIONS

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CROSSREF CITATIONS

1

Scholarly Papers (9)

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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 324 (156,621)

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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
Stefan Eichler, Alexander Karmann, Dominik Maltritz and Karol Sobanski
Leibniz Universität Hannover, Technische Universitaet Dresden, Dresden University of Technology - Faculty of Economics and Business Management and Dresden University of Technology
Downloads 141 (340,179)
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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 113 (401,589)

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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 112 (404,214)

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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 84 (489,411)

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

6.

Ricardian Equivalence, Foreign Debt and Sovereign Default Risk

Number of pages: 54 Posted: 27 Jan 2017 Last Revised: 12 Sep 2019
Stefan Eichler and Ju Hyun Pyun
Leibniz Universität Hannover and Korea University Business School (KUBS)
Downloads 69 (547,447)

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

7.

The Political Determinants of Government Bond Holdings

Journal of International Money and Finance, Vol. 73, Part A, May 2017
Number of pages: 46 Posted: 19 Mar 2016 Last Revised: 25 May 2019
Stefan Eichler and Timo Plaga
Leibniz Universität Hannover and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 68 (551,784)

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

8.

Protectionism, Bilateral Integration, and The Cross Section of Exchange Rate Returns In Us Presidential Debates

CEPIE Working Paper No. 03/22
Number of pages: 59 Posted: 10 Nov 2022
Jantke de Boer, Stefan Eichler and Ingmar Roevekamp
TU Dresden, Leibniz Universität Hannover and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 34 (741,216)

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Exchange Rates, US Presidential Elections, TV Debates, Protectionism, Bilateral Trade Integration

9.

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 30 (771,441)

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