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
Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from Germany 2 3 27 81 11 19 82 173
Diversification and the banks' risk-return-characteristics: evidence from loan portfolios of German banks 2 7 28 84 8 15 75 239
Dominating estimators for the global minimum variance portfolio 7 23 23 23 23 30 30 30
How do banks adjust their capital ratios? Evidence from Germany 3 5 26 92 6 18 80 265
RELATIONSHIP LENDING - EMPIRICAL EVIDENCE FOR GERMANY 4 5 57 57 12 19 88 88
Relationship lending: empirical evidence for Germany 0 2 19 81 5 15 69 163
The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation 1 2 12 82 1 8 52 294
Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach 2 11 11 11 1 7 7 7
Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks 1 3 26 47 3 11 89 132
Total Working Papers 22 61 229 558 70 142 572 1,391


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimating the global Minimum Variance Portfolio 5 24 73 74 36 94 299 301
European Data Watch: The Deutsche Bundesbank’s prudential database (BAKIS) 1 3 7 7 2 6 17 17
Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks 2 2 9 9 3 8 54 54
Total Journal Articles 8 29 89 90 41 108 370 372


Statistics updated 2009-11-04