Access Statistics for Christoph Memmel

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Abschätzung des Zinseinkommens der Banken in Deutschland 0 0 0 2 0 1 3 6
Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from Germany 0 0 0 174 0 1 3 533
Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany 0 0 0 38 0 1 1 190
Bank stress testing under different balance sheet assumptions 0 0 0 54 0 1 3 152
Banks Net Interest Margin and the Level of Interest Rates 0 0 1 87 1 1 2 229
Banks' concentration versus diversification in the loan portfolio: New evidence from Germany 0 0 2 97 0 2 11 365
Banks' credit losses and lending dynamics 0 0 3 8 1 2 22 39
Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure 0 0 0 148 0 0 2 399
Banks' interest rate risk and search for yield: A theoretical rationale and some empirical evidence 0 0 0 49 0 2 3 123
Banks' management of the net interest margin: Evidence from Germany 0 0 1 179 0 0 3 799
Banks' net interest margin and changes in the term structure 0 0 1 4 0 2 5 17
Banks' net interest margin and the level of interest rates 1 1 3 197 2 5 15 555
Contagion at the interbank market with stochastic LGD 0 0 0 55 0 0 1 232
Contagion in the interbank market and its determinants 0 0 0 75 0 1 2 175
Determinants of bank interest margins: Impact of maturity transformation 0 1 3 214 0 2 6 800
Diversification and the banks' risk-return-characteristics: evidence from loan portfolios of German banks 0 2 4 277 0 2 6 915
Dominating Estimators for Minimum-Variance Portfolios 0 0 0 14 0 0 0 47
Dominating estimators for the global minimum variance portfolio 0 0 0 11 0 0 0 109
Dominating estimators for the global minimum variance portfolio 0 0 0 67 0 0 0 256
German banks' behavior in the low interest rate environment 1 2 4 23 1 5 7 74
How correlated are changes in banks' net interest income and in their present value? 0 0 0 31 0 0 0 144
How do banks adjust their capital ratios? Evidence from Germany 0 0 0 196 0 0 0 610
How good are banks' forecasts? 0 0 3 17 2 4 10 20
Interest and credit risk management in German banks: Evidence from a quantitative survey 0 0 1 32 0 1 5 93
Modeling the term structure 2 2 2 2 2 2 2 2
On the estimation of the global minimum variance portfolio 0 0 0 57 0 1 4 287
Quantifying the components of the banks' net interest margin 0 0 0 83 0 1 4 220
RELATIONSHIP LENDING - EMPIRICAL EVIDENCE FOR GERMANY 0 0 0 139 0 2 4 381
Relationship lending: empirical evidence for Germany 0 0 1 192 0 1 2 651
Risiken im Unternehmenskreditgeschäft inländischer Banken 0 0 0 0 0 1 1 1
Risks in domestic banks' corporate lending business 0 0 0 0 0 0 0 0
Technische Dokumentation zur Analyse der Änderung des Zinsergebnisses 0 0 0 0 1 2 2 2
The common drivers of default risk 0 0 0 35 0 1 2 262
The dependency of the banks' assets and liabilities: evidence from Germany 0 0 2 151 0 0 3 663
The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation 0 0 0 99 0 0 0 405
Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach 0 0 0 42 0 0 0 158
What drives the short-term fluctuations of banks' exposure to interest rate risk? 0 1 1 28 1 3 6 63
Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks 0 0 0 115 0 0 1 441
Why are interest rates on bank deposits so low? 0 0 1 10 0 3 4 28
Why do banks bear interest rate risk? 0 0 1 37 0 1 5 99
Total Working Papers 4 9 34 3,039 11 51 150 10,545

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany 0 0 0 34 0 0 1 167
Bank management of the net interest margin: new measures 0 0 3 74 0 1 5 212
Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure 1 1 6 145 2 3 10 407
Banks' interest rate risk: the net interest income perspective versus the market value perspective 0 0 3 107 2 2 6 205
Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence 0 0 1 17 1 3 4 62
Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence 0 0 0 1 0 0 2 17
Banks’ Specialization versus Diversification in the Loan Portfolio 0 0 1 52 0 0 4 162
Contagion in the Interbank Market with Stochastic Loss Given Default 0 0 0 25 0 0 0 113
Contagion in the interbank market and its determinants 0 0 1 45 0 0 1 140
Determinants of bank interest margins: Impact of maturity transformation 0 0 2 120 2 5 22 382
Dominating estimators for minimum-variance portfolios 0 0 3 72 0 0 6 209
Estimating the global Minimum Variance Portfolio 0 0 3 285 0 0 7 1,522
European Data Watch: The Deutsche Bundesbank’s prudential database (BAKIS) 0 0 0 8 0 0 2 153
German banks’ behavior in the low interest rate environment 0 0 4 6 0 2 8 22
How do banks adjust their capital ratios? 0 0 2 165 0 2 10 493
How good are banks’ forecasts? 0 0 0 0 0 0 2 2
Interest and credit risk management in German banks: Evidence from a quantitative survey 0 0 1 4 0 0 3 13
Quantifying the components of the banks’ net interest margin 0 0 0 47 1 1 4 168
The Dependency of the Banks' Assets and Liabilities: Evidence from Germany 0 0 2 11 0 1 3 26
The common drivers of default risk 0 0 1 23 0 1 2 162
Time dynamic and hierarchical dependence modeling of a supervisory portfolio of banks: a multivariate nonparametric approach 0 0 0 0 0 0 0 0
What drives the short‐term fluctuations of banks' exposure to interest rate risk? 0 1 1 8 1 2 5 27
Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks 0 0 1 59 0 1 7 230
Why Do Banks Bear Interest Rate Risk? 0 0 1 10 0 1 5 78
Total Journal Articles 1 2 36 1,318 9 25 119 4,972
2 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Methodology to Derive a Bank’s Maturity Structure Using Accounting-Based Time Series Information 0 0 0 0 0 0 0 3
Total Chapters 0 0 0 0 0 0 0 3

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12