Details about Marcel Peter

Access statistics for papers by Marcel Peter.

Last updated 2025-04-28. Update your information in the RePEc Author Service.

Short-id: ppe180

Working Papers

2017

1. Trade costs and services
   (Coûts des échanges et services)
   Post-Print, HAL View citations (17)

2008

2. 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)

2006

3. Implementing Inflation Targeting: Institutional Arrangements, Target Design, and Communications
   IMF Working Papers, International Monetary Fund View citations (35)

2005

4. How Important Is Sovereign Risk in Determining Corporate Default Premia? The Case of South Africa
   IMF Working Papers, International Monetary Fund View citations (30)

2003

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

2002

6. 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 (32)

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)

Chapters

2011

1. Pricing the Currency Premium Under Flexible Exchange Rates
   A chapter in The Impact of the Global Financial Crisis on Emerging Financial Markets, 2011, pp 669-708