Details about Sebastian Stöckl

Access statistics for papers by Sebastian Stöckl.

Last updated 2026-09-14. Update your information in the RePEc Author Service.

Short-id: pst714

Working Papers

2024

1. Estimating Crypto-Related Risk: Market-Based Evidence from FTX’s Failure and Its Contagion on U.S. Banks
   Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)

Journal Articles

2026

1. Lost in Translation? Risk‐Adjusting RMSE for Economic Forecast Performance
   Journal of Forecasting, 2026, 45, (5), 2587-2605

2023

2. Regime-dependent drivers of the EUR/CHF exchange rate
   Swiss Journal of Economics and Statistics, 2023, 159, (1), 1-18

2022

3. Recovering election winner probabilities from stock prices
   Finance Research Letters, 2022, 45, (C)

2021

4. Higher moments matter! Cross‐sectional (higher) moments and the predictability of stock returns
   Review of Financial Economics, 2021, 39, (4), 455-481 View citations (1)
5. The price of populism: Financial market outcomes of populist electoral success
   Journal of Economic Behavior & Organization, 2021, 189, (C), 51-83 View citations (17)

2020

6. Credit intermediation and the transmission of macro-financial uncertainty: International evidence
   Journal of International Money and Finance, 2020, 108, (C) View citations (2)
7. Cryptocurrencies: Herding and the transfer currency
   Finance Research Letters, 2020, 33, (C) View citations (32)
8. Political event portfolios
   Journal of Banking & Finance, 2020, 118, (C) View citations (5)

2019

9. What drives our Beer Consumption?---In Search of Nutrition Habits and Demographic Patterns
   Applied Economics, 2019, 51, (41), 4539-4550

2018

10. Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on Xetra
    Schmalenbach Business Review, 2018, 70, (3), 209-230

2017

11. PRIX – A risk index for global private investors
    Journal of Risk Finance, 2017, 18, (2), 214-231 View citations (2)

2016

12. Decision Support for IT Investment Projects
    Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK, 2016, 58, (6), 381-396 View citations (3)

2014

13. Financial Applications of the Mahalanobis Distance
    Applied Economics and Finance, 2014, 1, (2), 78-84 View citations (6)