Details about Sikandar R Siddiqui

Access statistics for papers by Sikandar R Siddiqui.

Last updated 2024-12-07. Update your information in the RePEc Author Service.

Short-id: psi328

Working Papers

1998

1. Investment Under Financial Constraints: Theory and Tests with West German Micro Data
   Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics View citations (3)

1995

2. Labour supply disincentive effects of old age public pensions: A case study for West Germany combining panel data and aggregate information
   Discussion Papers, University of Konstanz, Center for International Labor Economics (CILE) View citations (2)

1994

3. Early retirement in West Germany: A hazard rate model in discrete time
   Discussion Papers, University of Konstanz, Center for International Labor Economics (CILE) View citations (2)

Journal Articles

2023

1. Der globale Westen zwischen Schulden, Inflation und geopolitischen Krisen
   Wirtschaftsdienst, 2023, 103, (5), 332-335

2019

2. A RISK-SENSITIVE MOMENTUM APPROACH TO STOCK SELECTION
   Economic Annals, 2019, 64, (220), 61 - 84

2017

3. Yield Curve and Momentum Effects in Monthly U.S. Equity Returns: Some Nonparametric Evidence
   Asian Journal of Economics and Empirical Research, 2017, 4, (2), 61-67 View citations (3)

2016

4. Size, Equity Backing, and Bank Profitability: A Case Study Using Panel Data from Bangladesh
   Journal of Applied Finance & Banking, 2016, 6, (1), 1 View citations (1)

2013

5. Nonparametric conditional density estimation of short-term interest rate movements: procedures, results and risk management implications
   Applied Financial Economics, 2013, 23, (8), 671-684

2010

6. Hedgefonds und die Stabilität des internationalen Finanzsystems: Was können staatliche Regulierungen leisten?
   Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, 2010, 130, (4), 587-597

2009

7. Approximate value-at-risk calculation for heterogeneous loan portfolios: Possible enhancements of the Basel II methodology
   Journal of Financial Stability, 2009, 5, (4), 374-392 View citations (1)

2003

8. Can interest rate changes help predict future stock price movements? Evidence from the German market
   Applied Economics Letters, 2003, 10, (4), 209-211 View citations (5)

2002

9. Tracing the income-fertility nexus: Nonparametric Estimates for a Panel of Countries
   Economics Bulletin, 2002, 15, (5), 1-9 View citations (8)

1998

10. A qualitative threshold model of daily exchange rate movements
    Economics Letters, 1998, 59, (2), 243-248 View citations (2)

1997

11. The impact of health on retirement behaviour: empirical evidence from West Germany
    Health Economics, 1997, 6, (4), 425-438 View citations (12)
12. The pension incentive to retire: Empirical evidence for West Germany
    Journal of Population Economics, 1997, 10, (4), 463-486 View citations (50)

Chapters

2022

1. Stresstests und Carbon Risiken
   Springer