Details about Sebastian Thomas Schich

Access statistics for papers by Sebastian Thomas Schich.

Last updated 2023-05-09. Update your information in the RePEc Author Service.

Short-id: psc922

Working Papers

2020

1. Do CDS markets care about the G-SIB status?
   JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission

2009

2. Challenges Associated with the Expansion of Deposit Insurance Coverage during Fall 2008
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (2)
   See also Journal Article Challenges Associated with the Expansion of Deposit Insurance Coverage during Fall 2008, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2009) View citations (2) (2009)

2008

3. Large-Scale Disasters and the Insurance Industry
   CESifo Working Paper Series, CESifo View citations (1)
   Also in Working Papers, Business and Social Statistics Department, Technische Universität Dortmund (2005)
   Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen (2005) View citations (1)

2004

4. National Saving-Investment Dynamics and International Capital Mobility
   Staff Working Papers, Bank of Canada View citations (13)

2002

5. Dependencies between European stock markets when price changes are unusually large
   Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank
6. Increases in Business Investment Rates in OECD Countries in the 1990s: How Much Can be Explained by Fundamentals?
   OECD Economics Department Working Papers, OECD Publishing View citations (17)
7. Panel Cointegration Analysis of the Finance-Investment Link in OECD Countries
   Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) View citations (2)

2001

8. Contributions of Financial Systems to Growth in OECD Countries
   OECD Economics Department Working Papers, OECD Publishing View citations (61)

2000

9. A Changing Financial Environment and the Implications for Monetary Policy
   OECD Economics Department Working Papers, OECD Publishing View citations (6)
10. How stable is the predictive power of the yield curve? evidence from Germany and the United States
    Staff Reports, Federal Reserve Bank of New York View citations (61)
    See also Journal Article How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States, The Review of Economics and Statistics, MIT Press (2003) View citations (193) (2003)
11. New Issues in Public Debt Management: Government Surpluses in Several OECD Countries, the Common Currency in Europe and Rapidly Rising Debt in Japan
    OECD Economics Department Working Papers, OECD Publishing View citations (8)
12. What the Yield Curves say About Inflation: Does it Change Over Time?
    OECD Economics Department Working Papers, OECD Publishing View citations (4)

1999

13. The Use of Financial Market Indicators by Monetary Authorities
    OECD Economics Department Working Papers, OECD Publishing View citations (9)

1997

14. Estimating the German term structure
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (17)
15. Schätzung der deutschen Zinsstrukturkurve
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (3)

1996

16. Alternative Spezifikationen der deutschen Zinsstrukturkurve und ihr Informationsgehalt hinsichtlich der Inflation
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (2)
17. Alternative specifications of the German term structure and its information content regarding inflation
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (15)

Journal Articles

2022

1. Limiting too-big-to-fail: market reactions to policy announcements and actions
   Journal of Banking Regulation, 2022, 23, (4), 368-389 View citations (2)

2019

2. Do Fintech and Cryptocurrency Initiatives Make Banks Less Special?
   Business and Economic Research, 2019, 9, (4), 89-116 View citations (2)

2018

3. IMPLICIT BANK DEBT GUARANTEES: COSTS, BENEFITS AND RISKS
   Journal of Economic Surveys, 2018, 32, (5), 1257-1291 View citations (4)
4. To What Extent Do Public Authorities Verify the Cost-Effectiveness of Guarantees for Credit to SMEs?
   Comparative Economic Studies, 2018, 60, (1), 69-86

2017

5. Les garanties publiques du crédit aux PME sont-elles efficientes ? Les enseignements d'une enquête officielle internationale
   Revue d'économie financière, 2017, N° 127, (3), 59-80
6. To Be or Not to Be a G-SIB: Does It Matter?
   Journal of Financial Management, Markets and Institutions, 2017, (2), 169-192 View citations (7)

2016

7. Estimating the size and incidence of bank resolution costs for selected banks in OECD countries
   OECD Journal: Financial Market Trends, 2016, 2016, (1), 1-36 View citations (4)
8. Reducing and sharing the burden of bank failures
   OECD Journal: Financial Market Trends, 2016, 2015, (2), 29-61 View citations (4)
9. Un moment opportun pour l’évaluation des coûts et bénéfices des garanties de crédit et la relance des politiques de soutien aux PME
   Revue d'économie financière, 2016, n° 123, (3), 279-296 View citations (1)

2015

10. Valuing guaranteed bank debt: Role of strength and size of the bank and the guarantor
    Journal of Economic and Financial Studies (JEFS), 2015, 3, (5), 19-32 View citations (2)
11. Why implicit bank debt guarantees matter: Some empirical evidence
    OECD Journal: Financial Market Trends, 2015, 2014, (2), 63-88 View citations (5)

2014

12. Improving the monitoring of the value of implicit guarantees for bank debt
    OECD Journal: Financial Market Trends, 2014, 2014, (1), 7-37 View citations (8)
13. Measurement and analysis of implicit guarantees for bank debt: OECD survey results
    OECD Journal: Financial Market Trends, 2014, 2014, (1), 39-67 View citations (8)
14. Policy responses to the issue of implicit bank debt guarantees: OECD survey results
    OECD Journal: Financial Market Trends, 2014, 2014, (1), 69-98 View citations (4)

2013

15. Developments in the value of implicit guarantees for bank debt: The role of resolution regimes and practices
    OECD Journal: Financial Market Trends, 2013, 2012, (2), 35-65 View citations (12)
16. How to reduce implicit bank debt guarantees?
    Journal of Financial Regulation and Compliance, 2013, 21, (4), 308-318 View citations (6)

2012

17. Implicit guarantees for bank debt: where do we stand?
    OECD Journal: Financial Market Trends, 2012, 2012, (1), 45-63 View citations (65)
18. Sovereign and Banking Sector Debt: Interconnections through Guarantees
    OECD Journal: Financial Market Trends, 2012, 2011, (2), 21-45 View citations (5)

2011

19. Guarantee Arrangements for Financial Promises: How Widely Should the Safety Net be Cast?
    OECD Journal: Financial Market Trends, 2011, 2011, (1), 201-235 View citations (11)
20. Systemic Financial Crises: How to Fund Resolution
    OECD Journal: Financial Market Trends, 2011, 2010, (2), 1-34 View citations (3)
21. The Economic Impact of Protracted Low Interest Rates on Pension Funds and Insurance Companies
    OECD Journal: Financial Market Trends, 2011, 2011, (1), 237-256 View citations (31)

2010

22. Expanded guarantees for banks: Benefits, costs and exit issues
    OECD Journal: Financial Market Trends, 2010, 2009, (2), 55-89 View citations (2)
23. Insurance companies and the financial crisis
    OECD Journal: Financial Market Trends, 2010, 2009, (2), 123-151 View citations (21)
24. The Design of Government Guarantees for Bank Bonds: Lessons from the Recent Financial Crisis
    OECD Journal: Financial Market Trends, 2010, 2010, (1), 35-66 View citations (16)

2009

25. Challenges Associated with the Expansion of Deposit Insurance Coverage during Fall 2008
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2009, 3, 1-23 View citations (2)
    See also Working Paper Challenges Associated with the Expansion of Deposit Insurance Coverage during Fall 2008, Economics Discussion Papers (2009) View citations (2) (2009)
26. Challenges for financial intermediaries offering asset decumulation products
    OECD Journal: Financial Market Trends, 2009, 2008, (2), 1-31
27. Expanded government guarantees for bank liabilities: Selected issues
    OECD Journal: Financial Market Trends, 2009, 2009, (1), 89-123 View citations (7)
28. Financial crisis: Deposit insurance and related financial safety net aspects
    OECD Journal: Financial Market Trends, 2009, 2008, (2), 1-39 View citations (20)
29. Revisiting the asset-meltdown hypothesis
    OECD Journal: Financial Market Trends, 2009, 2008, (2), 1-14 View citations (1)

2008

30. Challenges related to financial guarantee insurance
    OECD Journal: Financial Market Trends, 2008, 2008, (1), 81-113 View citations (2)
31. Financial turbulence: Some lessons regarding deposit insurance
    OECD Journal: Financial Market Trends, 2008, 2008, (1), 55-79 View citations (12)

2007

32. Asset Allocation Challenges for Pension Funds: Implications for Bond Markets
    Financial Market Trends, 2007, 2007, (1), 129-151
33. Housing Markets and Household Debt: Short-term and Long-term Risks
    Financial Market Trends, 2007, 2007, (1), 191-214 View citations (1)
34. Indian Financial System Reform: Selected Issues
    Financial Market Trends, 2007, 2007, (2), 167-198
35. Selected Questions Regarding Hedge Funds
    Financial Market Trends, 2007, 2007, (2), 61-92

2005

36. Diversification sectorielle: les assureurs mis au défi
    Revue d'Économie Financière, 2005, 80, (3), 271-286 View citations (1)

2004

37. European stock market dependencies when price changes are unusually large
    Applied Financial Economics, 2004, 14, (3), 165-177 View citations (1)

2003

38. How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States
    The Review of Economics and Statistics, 2003, 85, (3), 629-644 View citations (193)
    See also Working Paper How stable is the predictive power of the yield curve? evidence from Germany and the United States, Staff Reports (2000) View citations (61) (2000)

2002

39. Financial development and investment: panel data evidence for OECD countries from 1970 to 1997
    Applied Economics Letters, 2002, 9, (1), 1-7 View citations (15)

1999

40. The information content of the German term structure regarding inflation
    Applied Financial Economics, 1999, 9, (4), 385-395 View citations (17)

1997

41. An Option-Pricing Approach to the Costs of Export Credit Insurance
    The Geneva Risk and Insurance Review, 1997, 22, (1), 43-58 View citations (6)

Books

2007

1. Money, Finance and Demography: The Consequences of Ageing
   SUERF Colloquium Volumes, SUERF - The European Money and Finance Forum View citations (8)