Details about Robert Ferstl

Access statistics for papers by Robert Ferstl.

Last updated 2024-08-12. Update your information in the RePEc Author Service.

Short-id: pfe208

Working Papers

2009

1. Asset-Liability Management under time-varying Investment Opportunities
   MPRA Paper, University Library of Munich, Germany View citations (5)
   See also Journal Article Asset-liability management under time-varying investment opportunities, Journal of Banking & Finance, Elsevier (2011) View citations (27) (2011)

2008

2. The Investment Effects of Price Caps under Imperfect Competition: A Note
   University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen
   See also Journal Article The investment effects of price caps under imperfect competition: A note, Economics Letters, Elsevier (2010) View citations (5) (2010)

Journal Articles

2024

1. The pass-through of policy interest rates to bank retail rates in Austria
   Monetary Policy & the Economy, 2024, (Q4/23), 41-59

2023

2. Grocery price setting in times of high inflation: what webscraped data tell us
   Monetary Policy & the Economy, 2023, (Q4/22-Q1/23), 43-54

2021

3. Panel vector autoregression in R with the package panelvar
   The Quarterly Review of Economics and Finance, 2021, 80, (C), 693-720 View citations (11)

2014

4. Austrian Banks in the Comprehensive Assessment
   Financial Stability Report, 2014, (28), 54-58

2013

5. ARNIE in Action: The 2013 FSAP Stress Tests for the Austrian Banking System
   Financial Stability Report, 2013, (26), 100-118 View citations (10)

2012

6. Clustering Austrian Banks’ Business Models and Peer Groups in the European Banking Sector
   Financial Stability Report, 2012, (24), 79-95 View citations (1)

2011

7. Asset-liability management under time-varying investment opportunities
   Journal of Banking & Finance, 2011, 35, (1), 182-192 View citations (27)
   See also Working Paper Asset-Liability Management under time-varying Investment Opportunities, MPRA Paper (2009) View citations (5) (2009)

2010

8. Backtesting short-term treasury management strategies based on multi-stage stochastic programming
   Journal of Asset Management, 2010, 11, (2), 94-112
   See also Chapter Backtesting Short-Term Treasury Management Strategies Based on Multi-Stage Stochastic Programming, Palgrave Macmillan Books, 2011, 469-494 (2011) (2011)
9. Cash management using multi-stage stochastic programming
   Quantitative Finance, 2010, 10, (2), 209-219 View citations (7)
10. The investment effects of price caps under imperfect competition: A note
    Economics Letters, 2010, 106, (2), 92-94 View citations (5)
    See also Working Paper The Investment Effects of Price Caps under Imperfect Competition: A Note, University of St. Gallen Department of Economics working paper series 2008 (2008) (2008)
11. Zero-Coupon Yield Curve Estimation with the Package termstrc
    Journal of Statistical Software, 2010, 036, (i01) View citations (6)

Chapters

2011

1. Backtesting Short-Term Treasury Management Strategies Based on Multi-Stage Stochastic Programming
   Palgrave Macmillan
   See also Journal Article Backtesting short-term treasury management strategies based on multi-stage stochastic programming, Palgrave Macmillan (2010) (2010)