Details about Stefan Eichler

Access statistics for papers by Stefan Eichler.

Last updated 2017-05-31. Update your information in the RePEc Author Service.

Short-id: pei30

Working Papers

2016

1. A Market-based Indicator of Currency Risk: Evidence from American Depositary Receipts
   IWH Discussion Papers, Halle Institute for Economic Research (IWH)
   Also in Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät (2016)
   VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association (2016)
2. Central Bank Transparency and Cross-Border Banking
   VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association View citations (6)
   Also in IWH Discussion Papers, Halle Institute for Economic Research (IWH) (2016)
   See also Journal Article Central bank transparency and cross-border banking, Journal of International Money and Finance, Elsevier (2017) View citations (10) (2017)
3. Regional Banking Instability and FOMC Voting
   IWH Discussion Papers, Halle Institute for Economic Research (IWH)
   Also in VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association (2016)
4. The Political Determinants of Government Bond Holdings
   Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät
   Also in IWH Discussion Papers, Halle Institute for Economic Research (IWH) (2016)
   See also Journal Article The political determinants of government bond holdings, Journal of International Money and Finance, Elsevier (2017) View citations (5) (2017)

2015

5. How Do Political Factors Shape the Bank Risk-Sovereign Risk Nexus in Emerging Markets?
   VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association

2011

6. Modeling country default risk as a latent variable: a Multiple Indicators Multiple Causes (MIMIC) approach
   Post-Print, HAL

2010

7. Deriving the term structure of banking crisis risk with a compound option approach: The case of Kazakhstan
   Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank

Journal Articles

2017

1. Career experience, political effects, and voting behavior in the Riksbank’s Monetary Policy Committee
   Economics Letters, 2017, 155, (C), 55-58 View citations (4)
2. Central bank transparency and cross-border banking
   Journal of International Money and Finance, 2017, 74, (C), 1-30 View citations (10)
   See also Working Paper Central Bank Transparency and Cross-Border Banking, VfS Annual Conference 2016 (Augsburg): Demographic Change (2016) View citations (6) (2016)
3. The political determinants of government bond holdings
   Journal of International Money and Finance, 2017, 73, (PA), 1-21 View citations (5)
   See also Working Paper The Political Determinants of Government Bond Holdings, Hannover Economic Papers (HEP) (2016) (2016)

2016

4. Foreign direct investment: the role of institutional and cultural determinants
   Applied Economics, 2016, 48, (11), 935-956 View citations (28)
5. National politics and bank default risk in the eurozone
   Journal of Financial Stability, 2016, 26, (C), 247-256 View citations (21)

2014

6. Devaluation expectations based on cross-listed stocks: evidence for financial crises in Argentina then and now
   Applied Economics Letters, 2014, 21, (10), 706-710
7. Forecast dispersion, dissenting votes, and monetary policy preferences of FOMC members: the role of individual career characteristics and political aspects
   Public Choice, 2014, 160, (3), 429-453 View citations (31)
8. REGIONAL HOUSE PRICE DYNAMICS AND VOTING BEHAVIOR IN THE FOMC
   Economic Inquiry, 2014, 52, (2), 625-645 View citations (7)
9. The political determinants of sovereign bond yield spreads
   Journal of International Money and Finance, 2014, 46, (C), 82-103 View citations (49)

2013

10. An options-based approach to forecast competing bids: evidence for Canadian takeover battles
    Applied Economics, 2013, 45, (34), 4805-4819 View citations (1)
11. Determinants of Illegal Mexican Immigration into the US Southern Border States
    Eastern Economic Journal, 2013, 39, (4), 464-492 View citations (3)
12. Sovereign default risk and decentralization: Evidence for emerging markets
    European Journal of Political Economy, 2013, 32, (C), 113-134 View citations (8)
13. THE IMPACT OF INSTITUTIONAL AND SOCIAL CHARACTERISTICS ON FOREIGN DIRECT INVESTMENT: EVIDENCE FROM JAPAN
    Annals of Financial Economics (AFE), 2013, 08, (02), 1-55
14. The term structure of sovereign default risk in EMU member countries and its determinants
    Journal of Banking & Finance, 2013, 37, (6), 1810-1816 View citations (21)

2012

15. Does the ECB act as a lender of last resort during the subprime lending crisis?: Evidence from monetary policy reaction models
    Journal of International Money and Finance, 2012, 31, (3), 552-568 View citations (12)
16. Equity home bias and corporate disclosure
    Journal of International Money and Finance, 2012, 31, (5), 1008-1032 View citations (18)
17. Financial crisis risk, ECB “non-standard” measures, and the external value of the euro
    The Quarterly Review of Economics and Finance, 2012, 52, (3), 257-265
18. Limited investor attention and the mispricing of American Depositary Receipts
    Economics Letters, 2012, 115, (3), 490-492 View citations (5)
19. Modelling country default risk as a latent variable: a multiple indicators multiple causes approach
    Applied Economics, 2012, 44, (36), 4679-4688 View citations (3)
20. Smuggling illegal goods across the US--Mexico border: a political-economy perspective
    Applied Economics Letters, 2012, 19, (12), 1183-1187
21. The impact of banking and sovereign debt crisis risk in the eurozone on the euro/US dollar exchange rate
    Applied Financial Economics, 2012, 22, (15), 1215-1232 View citations (1)
22. What Drives Banking Sector Fragility in the Eurozone? Evidence from Stock Market Data
    Journal of Common Market Studies, 2012, 50, (4), 539-560 View citations (9)

2011

23. Currency crises and the stock market: empirical evidence for another type of twin crisis
    Applied Economics, 2011, 43, (29), 4561-4587 View citations (2)
24. Exchange rate expectations and the pricing of Chinese cross-listed stocks
    Journal of Banking & Finance, 2011, 35, (2), 443-455 View citations (17)
25. Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union
    Journal of Banking & Finance, 2011, 35, (11), 2916-2930 View citations (2)
26. Optimum Currency Areas in Emerging Market Regions: Evidence Based on the Symmetry of Economic Shocks
    Open Economies Review, 2011, 22, (5), 935-954 View citations (8)
27. Stock Market‐Induced Currency Crises—A New Type of Twins
    Review of Development Economics, 2011, 15, (2), 223-236 View citations (7)
28. The term structure of banking crisis risk in the United States: A market data based compound option approach
    Journal of Banking & Finance, 2011, 35, (4), 876-885 View citations (7)
29. Trade Misinvoicing: The Dark Side of World Trade
    The World Economy, 2011, 34, (8), 1263-1287 View citations (28)
30. What Can Currency Crisis Models Tell Us about the Risk of Withdrawal from the EMU? Evidence from ADR Data
    Journal of Common Market Studies, 2011, 49, (4), 719-739 View citations (10)

2010

31. Currency crisis prediction using ADR market data: An options-based approach
    International Journal of Forecasting, 2010, 26, (4), 858-884 View citations (9)
32. On the look-out for a white knight: options-based calculation of probability and expected value of increased bids in hostile takeover battles
    Applied Economics Letters, 2010, 17, (11), 1033-1036

2009

33. The ADR shadow exchange rate as an early warning indicator for currency crises
    Journal of Banking & Finance, 2009, 33, (11), 1983-1995 View citations (16)

2007

34. Alterung in Ostdeutschland: Gründerpotential sinkt bis 2020 merklich
    Wirtschaft im Wandel, 2007, 13, (4), 102-109

Books

2007

1. Die demographische Entwicklung in Ostdeutschland: Gutachten im Auftrag des Bundesministeriums für Wirtschaft und Technologie
   ifo Dresden Studien, ifo Institute - Leibniz Institute for Economic Research at the University of Munich View citations (14)