Details about Marcel Peter

Access statistics for papers by Marcel Peter.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: ppe180

Working Papers

2008

1. Borrowing in Foreign Currency: Austrian Households as Carry Traders
   Working Papers, Swiss National Bank View citations (9)
   See also Journal Article Borrowing in foreign currency: Austrian households as carry traders, Journal of Banking & Finance, Elsevier (2010) View citations (58) (2010)

2003

2. The Currency Premium and Local-Currency Denominated Debt Costs in South Africa
   OECD Development Centre Working Papers, OECD Publishing View citations (12)

2002

3. Estimating Default Probabilities of Emerging Market Sovereigns: A New Look at a Not-So-New Literature
   IHEID Working Papers, Economics Section, The Graduate Institute of International Studies View citations (31)

Journal Articles

2010

1. Borrowing in foreign currency: Austrian households as carry traders
   Journal of Banking & Finance, 2010, 34, (9), 2198-2211 View citations (58)
   See also Working Paper Borrowing in Foreign Currency: Austrian Households as Carry Traders, Working Papers (2008) View citations (9) (2008)
2. Pricing the Currency Premium Under Flexible Exchange Rates: Evidence from South Africa
   Ensayos Económicos, 2010, 1, (60), 7-52

2009

3. Swiss Franc Lending in Europe
   Aussenwirtschaft, 2009, 64, (02), 167-181 View citations (28)

2008

4. The Austrian Carry Trade: What Are the Characteristics of Households Borrowing in Foreign Currency?
   Financial Stability Report, 2008, (16), 108-121 View citations (2)