Stefan Pichler

General Information:
Professor at the Department of Banking Management, Wirtschaftsuniversität Wien (Austria), since 2003
Doctoral Degree in Business Administration, University of Graz (Austria), 1994
Master's Degree (Mag.) in Business Administration, University of Graz (Austria), 1989

Major Fields:
Credit Risk Management
Fixed Income
Financial Institutions

Selected Publications:
Jankowitsch, R., Pichler, S., Schwaiger, W.: "Modelling the economic value of credit rating systems", Journal of Banking and Finance 31 (1), 181-198, 2007
Jankowitsch, R., Mösenbacher, H., Pichler, S.: "Measuring the Liquidity Impact on EMU Government Bond Prices", European Journal of Finance 12 (2), 153-169, 2006
Jankowitsch, R. and Pichler, S.: "Currency dependence of corporate credit spreads", Journal of Risk, 8, 1-24, 2005.
Geyer, A., Kossmeier, S. and Pichler, S.: "Measuring Systematic Risk in EMU Government Yield Spreads", Review of Finance, 8, 171-197, 2004.
Jankowitsch, R. and Pichler S.: "Parsimonious Estimation of Credit Spreads", The Journal of Fixed Income, 14, 2004.
Thurner, S., Hanel, R. and Pichler, S.: "Risk Trading, Network Topology, and Banking Regulation", Quantitative Finance, 3, 306-319, 2003.

More Information:
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Contact Details:
Email: stefan(.)pichler(@)wu(.)ac(.)at