Christoph Memmel
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Memmel |
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author of:
- European Data Watch: The Deutsche Bundesbank’s prudential database (BAKIS) (RePEc:aeq:aeqsjb:v128_y2008_i2_q2_p321-328)
by Christoph Memmel & Ingrid Stein - The Dependency of the Banks' Assets and Liabilities: Evidence from Germany (RePEc:bla:eufman:v:18:y:2012:i:4:p:602-619)
by Christoph Memmel & Andrea Schertler - Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence (RePEc:bla:germec:v:19:y:2018:i:3:p:330-350)
by Christoph Memmel & Atılım Seymen & Max Teichert - Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence (RePEc:bpj:germec:v:19:y:2018:i:3:p:330-350)
by Memmel Christoph & Seymen Atılım & Teichert Max - Interest and credit risk management in German banks: Evidence from a quantitative survey (RePEc:bpj:germec:v:22:y:2021:i:1:p:63-95:n:5)
by Dräger Vanessa & Heckmann-Draisbach Lotta & Memmel Christoph - Dominating estimators for minimum-variance portfolios (RePEc:eee:econom:v:159:y:2010:i:2:p:289-302)
by Frahm, Gabriel & Memmel, Christoph - How good are banks’ forecasts? (RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004071)
by Heckmann-Draisbach, Lotta & Memmel, Christoph - The common drivers of default risk (RePEc:eee:finsta:v:16:y:2015:i:c:p:232-247)
by Memmel, Christoph & Gündüz, Yalin & Raupach, Peter - Contagion in the interbank market and its determinants (RePEc:eee:finsta:v:9:y:2013:i:1:p:46-54)
by Memmel, Christoph & Sachs, Angelika - Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure (RePEc:eee:jbfina:v:35:y:2011:i:2:p:282-289)
by Memmel, Christoph - Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany (RePEc:eee:jbfina:v:36:y:2012:i:8:p:2403-2415)
by Bornemann, Sven & Kick, Thomas & Memmel, Christoph & Pfingsten, Andreas - Determinants of bank interest margins: Impact of maturity transformation (RePEc:eee:jbfina:v:54:y:2015:i:c:p:1-19)
by Entrop, Oliver & Memmel, Christoph & Ruprecht, Benedikt & Wilkens, Marco - How do banks adjust their capital ratios? (RePEc:eee:jfinin:v:19:y:2010:i:4:p:509-528)
by Memmel, Christoph & Raupach, Peter - Dominating Estimators for Minimum-Variance Portfolios (RePEc:hal:journl:hal-00741629)
by Gabriel Frahm & Christoph Memmel - Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks (RePEc:ids:injbaf:v:1:y:2008:i:1:p:85-104)
by Christoph Memmel - Contagion in the Interbank Market with Stochastic Loss Given Default (RePEc:ijc:ijcjou:y:2012:q:3:a:5)
by Christoph Memmel & Angelika Sachs & Ingrid Stein - Bank management of the net interest margin: new measures (RePEc:kap:fmktpm:v:27:y:2013:i:3:p:275-297)
by Christoph Memmel & Andrea Schertler - Quantifying the components of the banks’ net interest margin (RePEc:kap:fmktpm:v:30:y:2016:i:4:d:10.1007_s11408-016-0279-3)
by Ramona Busch & Christoph Memmel - German banks’ behavior in the low interest rate environment (RePEc:kap:fmktpm:v:36:y:2022:i:3:d:10.1007_s11408-021-00402-7)
by Ramona Busch & Helge C. N. Littke & Christoph Memmel & Simon Niederauer - Unknown item RePEc:kuk:journl:v:50:y:2017:i:3:p:363-392 (article)
- Unknown item RePEc:kuk:journl:v:54:y:2021:i:4:p:641-668 (article)
- Relationship Lending - Empirical Evidence For Germany (RePEc:ris:eibefr:2008_001)
by Memmel, Christoph & Schmieder, Christian & Stein, Ingrid - Estimating the global Minimum Variance Portfolio (RePEc:sbr:abstra:v:58:y:2006:i:4:p:332-348)
by Alexander Kempf & Christoph Memmel - A New Methodology to Derive a Bank’s Maturity Structure Using Accounting-Based Time Series Information (RePEc:spr:oprchp:978-3-540-69995-8_49)
by Oliver Entrop & Christoph Memmel & Marco Wilkens & Alexander Zeisler - Banks’ Specialization versus Diversification in the Loan Portfolio (RePEc:spr:schmbr:v:17:y:2016:i:1:d:10.1007_s41464-016-0006-7)
by Nadya Jahn & Christoph Memmel & Andreas Pfingsten - Why Do Banks Bear Interest Rate Risk? (RePEc:spr:schmbr:v:70:y:2018:i:3:d:10.1007_s41464-018-0051-5)
by Christoph Memmel - Banks' interest rate risk: the net interest income perspective versus the market value perspective (RePEc:taf:quantf:v:14:y:2014:i:6:p:1059-1068)
by Christoph Memmel - What drives the short‐term fluctuations of banks' exposure to interest rate risk? (RePEc:wly:revfec:v:38:y:2020:i:4:p:674-686)
by Christoph Memmel - Dominating estimators for the global minimum variance portfolio (RePEc:zbw:bubdp2:200901)
by Frahm, Gabriel & Memmel, Christoph - Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach (RePEc:zbw:bubdp2:200907)
by Gaisser, Sandra & Memmel, Christoph & Schmidt, Rafael & Wehn, Carsten - The dependency of the banks' assets and liabilities: evidence from Germany (RePEc:zbw:bubdp2:200914)
by Memmel, Christoph & Schertler, Andrea - Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure (RePEc:zbw:bubdp2:201007)
by Memmel, Christoph - Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany (RePEc:zbw:bubdp2:201013)
by Bornemann, Sven & Kick, Thomas & Memmel, Christoph & Pfingsten, Andreas - How correlated are changes in banks' net interest income and in their present value? (RePEc:zbw:bubdp2:201014)
by Memmel, Christoph - Contagion at the interbank market with stochastic LGD (RePEc:zbw:bubdp2:201106)
by Memmel, Christoph & Sachs, Angelika & Stein, Ingrid - Banks' management of the net interest margin: Evidence from Germany (RePEc:zbw:bubdp2:201113)
by Memmel, Christoph & Schertler, Andrea - Contagion in the interbank market and its determinants (RePEc:zbw:bubdp2:201117)
by Memmel, Christoph & Sachs, Angelika - The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation (RePEc:zbw:bubdp2:4257)
by Memmel, Christoph & Wehn, Carsten - Diversification and the banks' risk-return-characteristics: evidence from loan portfolios of German banks (RePEc:zbw:bubdp2:5576)
by Behr, Andreas & Kamp, Andreas & Memmel, Christoph & Pfingsten, Andreas - How do banks adjust their capital ratios? Evidence from Germany (RePEc:zbw:bubdp2:5577)
by Memmel, Christoph & Raupach, Peter - Relationship lending: empirical evidence for Germany (RePEc:zbw:bubdp2:6799)
by Schmieder, Christian & Memmel, Christoph & Stein, Ingrid - Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from Germany (RePEc:zbw:bubdp2:7118)
by Wilkens, Marco & Memmel, Christoph & Entrop, Oliver & Zeisler, Alexander - Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks (RePEc:zbw:bubdp2:7317)
by Memmel, Christoph - Interest and credit risk management in German banks: Evidence from a quantitative survey (RePEc:zbw:bubdps:022020)
by Dräger, Vanessa & Heckmann-Draisbach, Lotta & Memmel, Christoph - What drives the short-term fluctuations of banks' exposure to interest rate risk? (RePEc:zbw:bubdps:052019)
by Memmel, Christoph - Bank stress testing under different balance sheet assumptions (RePEc:zbw:bubdps:072017)
by Busch, Ramona & Drescher, Christian & Memmel, Christoph - Banks' net interest margin and changes in the term structure (RePEc:zbw:bubdps:112023)
by Memmel, Christoph & Heckmann-Draisbach, Lotta - Quantifying the components of the banks' net interest margin (RePEc:zbw:bubdps:152014)
by Busch, Ramona & Memmel, Christoph - Banks' net interest margin and the level of interest rates (RePEc:zbw:bubdps:162015)
by Busch, Ramona & Memmel, Christoph - Determinants of bank interest margins: Impact of maturity transformation (RePEc:zbw:bubdps:172012)
by Entrop, Oliver & Memmel, Christoph & Ruprecht, Benedikt & Wilkens, Marco - Banks' interest rate risk and search for yield: A theoretical rationale and some empirical evidence (RePEc:zbw:bubdps:222016)
by Memmel, Christoph & Seymen, Atılım & Teichert, Max - German banks' behavior in the low interest rate environment (RePEc:zbw:bubdps:232021)
by Busch, Ramona & Littke, Helge & Memmel, Christoph & Niederauer, Simon - How good are banks' forecasts? (RePEc:zbw:bubdps:283008)
by Heckmann, Lotta & Memmel, Christoph - Why do banks bear interest rate risk? (RePEc:zbw:bubdps:352017)
by Memmel, Christoph - The common drivers of default risk (RePEc:zbw:bubdps:362012)
by Memmel, Christoph & Gündüz, Yalin & Raupach, Peter - Banks' credit losses and lending dynamics (RePEc:zbw:bubdps:362021)
by Raupach, Peter & Memmel, Christoph - Why are interest rates on bank deposits so low? (RePEc:zbw:bubdps:462021)
by Busch, Ramona & Memmel, Christoph - Banks' concentration versus diversification in the loan portfolio: New evidence from Germany (RePEc:zbw:bubdps:532013)
by Jahn, Nadya & Memmel, Christoph & Pfingsten, Andreas - Risks in domestic banks' corporate lending business (RePEc:zbw:bubtps:283332)
by Memmel, Christoph & Roling, Christoph - Risiken im Unternehmenskreditgeschäft inländischer Banken
[Risks in domestic banks' corporate lending business] (RePEc:zbw:bubtps:283333)
by Memmel, Christoph & Roling, Christoph - Abschätzung des Zinseinkommens der Banken in Deutschland (RePEc:zbw:bubtps:283348)
by Memmel, Christoph - On the estimation of the global minimum variance portfolio (RePEc:zbw:cfrwps:0502)
by Kempf, Alexander & Memmel, Christoph - Dominating estimators for the global minimum variance portfolio (RePEc:zbw:ucdpse:208)
by Frahm, Gabriel & Memmel, Christoph - Banks Net Interest Margin and the Level of Interest Rates (RePEc:zbw:vfsc15:113187)
by Busch, Ramona & Memmel, Christoph