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Details about Sikandar R Siddiqui

Homepage:http://www.sikandar-siddiqui.net
Workplace:Frankfurt School of Finance and Management, (more information at EDIRC)

Access statistics for papers by Sikandar R Siddiqui.

Last updated 2020-07-06. Update your information in the RePEc Author Service.

Short-id: psi328


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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 Downloads View citations (2)

1995

  1. 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) Downloads View citations (2)

1994

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

Journal Articles

2019

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

2017

  1. Goldene Illusionen, gefährliche Folgen: Warum ein entpolitisierter, regelgebundener Goldstandard keine tragfähige Alternative zur derzeitigen Währungsordnung ist
    Credit and Capital Markets, 2017, 50, (3), 281-298
  2. 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 Downloads

2016

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

2013

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

2010

  1. 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 Downloads

2009

  1. 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 Downloads

2005

  1. Default dependence among corporate bond issuers: empirical evidence from time series data
    Applied Financial Economics Letters, 2005, 1, (5), 297-302 Downloads View citations (1)

2003

  1. Can interest rate changes help predict future stock price movements? Evidence from the German market
    Applied Economics Letters, 2003, 10, (4), 209-211 Downloads View citations (3)

2002

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

1998

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

1997

  1. The impact of health on retirement behaviour: empirical evidence from West Germany
    Health Economics, 1997, 6, (4), 425-438 Downloads View citations (10)
  2. The pension incentive to retire: Empirical evidence for West Germany
    Journal of Population Economics, 1997, 10, (4), 463-486 Downloads View citations (44)
 
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