Stefan Pichler

Re­search In­terests

Credit Risk Man­age­ment, Fixed In­come, Fin­an­cial In­sti­tu­tions

Se­lec­ted Pub­lic­a­tions

• De Silva, H., Dock­ner, E.J., Jankow­itsch, R., Pichler, S., Ritzber­ger, K. (2014): Choice of rat­ing tech­no­logy and loan pri­cing in im­per­fect credit mar­kets,  Journal of Risk 17 (1), 29-62.

• Grün, B., Hof­marcher, P., Hornik, K., Leit­ner, Ch., Pichler, S. (2013): De­riv­ing con­sensus rat­ings of the big three rat­ing agen­cies, Journal of Credit Risk 9 (1), 75-98.

• Hornik, K., Jankow­itsch, R., Lingo, M., Pichler, S., Wink­ler, G. (2010): De­termin­ants of Het­ero­gen­eity in European Credit Rat­ings, Fin­an­cial Mar­kets and Port­fo­lio Man­age­ment24 (3), 271-287.