Leopold Sögner
Permanent Faculty, Department of Economics and Finance, Institute for Advanced Studies (Austria)
Research Interests:
Credit Risk, Affine Term Structure Models, Financial Econometrics, Financial Economics
Selected Publications:
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2011 |
Socioeconomic Factors and Suicide An Analysis of 18 Industrialized Countries for the Years 1983 Through 2007, with Alfred Barth, Timo Gnambs, Michael Kundi, Andreas Reiner and Robert Winker, Journal of Occupational and Environmental Medicine, Vol. 53/3, 313-317. |
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2010 |
The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk', with Paul Schneider and Tanja Veza, Journal of Financial and Quantitative Analysis, Vol. 45, 1517-1547. |
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2010 |
The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market', with M. Frühwirth and P. Schneider, European Financial Management, Vol. 16/4, 658-685. |
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2008 |
Bayesian Estimation of the Heston Stochastic Volatility Model, with S. Frühwirth-Schnatter, Communications in Dependability and Quality Management, (CDQM), Vol. 11/4, 5-25. |
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2008 |
Maintenance Cost and the Determination of Usage Tariffs for the Austrian Railroad System, with G. Munduch, A. Pfister, A. Stiassny, Zeitschrift für Betriebswirtschaft, Vol. 78/4, 423-438. |
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2007 |
Economic growth and the incidence of occupational injuries: a long time analysis among Austrian employees between 1955 and 2004, with A. Barth, R. Winker, E. Ponocny-Seliger, I. Ponocny, Wiener klinische Wochenschrift, Vol. 119, 5-6, 158-163. |
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2006 |
The Jarrow/Turnbull default risk model: Evidencefrom the German market, with M. Frühwirth, European Journal of Finance, Vol. 12/2, 107-135. |
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2004 |
Sample Autocorrelation Learning in a Capital Market Model, with K. Pötzelberger, Journal of Economic Behavior and Organization, Vol. 53/2, 215-236. |
More Information:
Homepage
Contact Details:
Email: soegner(@)ihs(.)ac(.)at