Stefan Pichler
Professor at the Institute for Finance, Banking and Insurance, WU (Vienna University of Economics and Business
Administration) (Austria)
Research Interests:
Credit Risk Management, Fixed Income, Financial Institutions
Selected Publications:
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2010 |
Hornik, Kurt, Jankowitsch, Rainer, Pichler, Stefan, Lingo, Manuel, Winkler, Gerhard. 2010. Determinants of Heterogeneity in European Credit Ratings. Financial Markets and Portfolio Management 24 (3): 271-287. (Details) |
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2007 |
Jankowitsch, Rainer, Pichler, Stefan, Schwaiger, Walter. 2007. Modelling the economic value of credit rating systems. Journal of Banking and Finance 31 (1): 181-198. (Details) |
|
2007 |
Hornik, Kurt, Jankowitsch, Rainer, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2007. Validation of credit rating systems using multi-rater information. Journal of Credit Risk 3 (4): 1-27. (Details) |
|
2006 |
Jankowitsch, Rainer, Mösenbacher, Hannes, Pichler, Stefan. 2006. Measuring the Liquidity Impact on EMU Government Bond Prices. European Journal of Finance 12 (2): 153-169. (Details) |
|
2005 |
Jankowitsch, R., Pichler, S.. 2005. Currency dependence of corporate credit spreads. Journal of Risk 8/1, Fall 2005, 1 - 24 (Details) |
|
2005 |
Jankowitsch, R., Pichler, S.. 2005. Estimating Credit Spread Curves for EMU Government Bonds. Wirtschaft und Management, Schriftenreihe der FH des BFI Wien, 2. Ausgabe, 33-49 (Details) |
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2004 |
Geyer, Alois, Kossmeier, Stephan, Pichler, Stefan . 2004. Measuring Systematic Risk in EMU Government Yield Spreads. Review of Finance, 1 (2), 171-197 (Details) |
|
2004 |
Jankowitsch, R., Pichler S.. 2004. Parsimonious Estimation of Credit Spreads. The Journal of Fixed Income 14 (3), December 2004 (Details) |
More Information:
Homepage
Contact Details:
Email: stefan(.)pichler(@)wu(.)ac(.)at