Christoph Memmel

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Dominating estimators for minimum-variance portfolios

Gabriel Frahm, Christoph Memmel, 2010 .

Performance Hypothesis Testing with the Sharpe Ratio

Christoph Memmel, 2003 .

Supervisor's portfolio: The market price risk of German banks from 2001 to 2004: Analysis and models for risk aggregation

Christoph Memmel, Carsten S. Wehn, 2006 .

Time Dynamic and Hierarchical Dependence Modelling of an Aggregated Portfolio of Trading Books: A Multivariate Nonparametric Approach

R. Schmidt, Christoph Memmel, Sandra Gaißer, 2009, SSRN Electronic Journal.

Relationship Banking and Financing Costs - Empirical Evidence for Germany

Christoph Memmel, Ingrid Stein, C. Schmieder, 2007 .

Contagion at the Interbank Market with Stochastic Lgd

Christoph Memmel, Ingrid Stein, A. Sachs, 2011, SSRN Electronic Journal.

City Research Online Securities Trading by Banks and Credit Supply: Micro-Evidence from the Crisis

J. Peydró, Jun Pan, Christoph Memmel, 2020 .

Estimating the Interest Rate Risk of Banks Using Time Series of Accounting-Based Data

Christoph Memmel, Oliver Entrop, Marco Wilkens, 2011 .

Banks' Exposure to Interest Rate Risk, Their Earnings from Term Transformation, and the Dynamics of the Term Structure

Christoph Memmel, 2011, SSRN Electronic Journal.

The Dependency of the Banks' Assets and Liabilities: Evidence from Germany

Christoph Memmel, A. Schertler, 2012, SSRN Electronic Journal.

The Deutsche Bundesbank's Prudential Database (BAKIS)

Christoph Memmel, Ingrid Stein, 2008 .

The Supervisor's Portfolio: The Market Price Risk of German Banks from 2001 to 2003 - Analysis and Models for Risk Aggregation

Christoph Memmel, Carsten S. Wehn, 2005, SSRN Electronic Journal.

What Drives the Short-Term Fluctuations of Banks' Exposure to Interest Rate Risk?

Christoph Memmel, 2020, Review of Financial Economics.

Bank management of the net interest margin: new measures

Christoph Memmel, A. Schertler, 2013, Financial Markets and Portfolio Management.

The Common Drivers of Default Risk

Christoph Memmel, Yalin Gündüz, Peter Raupach, 2015, SSRN Electronic Journal.

Non-Maturing Assets and Liabilities of Banks: Valuation and Risk Measurement

Christoph Memmel, Oliver Entrop, Marco Wilkens, 2009 .

Estimating the Global Minimum Variance Portfolio

Christoph Memmel, Alexander Kempf, Christoph Memmel, 2006 .

Dominating Estimators for the Global Minimum Variance Portfolio

Gabriel Frahm, Christoph Memmel, 2009, SSRN Electronic Journal.

PAPERS IN STATISTICS AND ECONOMETRICS SEMINAR OF ECONOMIC AND SOCIAL STATISTICS UNIVERSITY OF COLOGNE No . 2 / 08 Dominating Estimators for the Global Minimum Variance Portfolio by

Gabriel Frahm, Christoph Memmel, 2008 .

On the Estimation of the Global Minimum Variance Portfolio

Christoph Memmel, A. Kempf, 2003 .

Contagion in the Interbank Market and its Determinants

Christoph Memmel, Christoph Memmel, Angelika Sachs, 2013, SSRN Electronic Journal.

Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence

Christoph Memmel, M. Teichert, A. Seymen, 2018, German Economic Review.

Diversification and the Banks' Risk-Return-Characteristics - Evidence from Loan Portfolios of German Banks

Christoph Memmel, Andreas Behr, A. Pfingsten, 2007 .

How do banks adjust their capital ratios

Christoph Memmel, Christoph Memmel, Peter Raupach, 2010 .

Contagion in the Interbank Market with Stochastic Loss Given Default

Christoph Memmel, Ingrid Stein, A. Sachs, 2012 .

Banks' Concentration Versus Diversification in the Loan Portfolio: New Evidence from Germany

Christoph Memmel, A. Pfingsten, N. Jahn, 2016, SSRN Electronic Journal.

Why Do Banks Bear Interest Rate Risk?

Christoph Memmel, 2018, SSRN Electronic Journal.

Determinants of Bank Interest Margins: Impact of Maturity Transformation

Christoph Memmel, Oliver Entrop, Marco Wilkens, 2015, SSRN Electronic Journal.

Bank Stress Testing Under Different Balance Sheet Assumptions

Christoph Memmel, Ramona Busch, Christian Drescher, 2017, SSRN Electronic Journal.

Quantifying the components of the banks’ net interest margin

Christoph Memmel, Ramona Busch, 2016 .

Bank management of the net interest margin: new measures

Christoph Memmel, A. Schertler, 2013 .

Banks' Management of the Net Interest Margin: Evidence from Germany

Christoph Memmel, A. Schertler, 2011, SSRN Electronic Journal.

Are Banks Using Hidden Reserves to Beat Earnings Benchmarks? Evidence from Germany

Christoph Memmel, A. Pfingsten, Thomas K. Kick, 2012, SSRN Electronic Journal.

Which Interest Rate Scenario is the Worst One for a Bank? Evidence from a Tracking Bank Approach for German Savings and Cooperative Banks

Christoph Memmel, 2008, SSRN Electronic Journal.

German banks’ behavior in the low interest rate environment

Christoph Memmel, Helge C. N. Littke, Ramona Busch, 2021, Financial Markets and Portfolio Management.

Why are Interest Rates on Bank Deposits So Low?

Christoph Memmel, Ramona Busch, 2021, SSRN Electronic Journal.

Banks' Net Interest Margin and the Level of Interest Rates

Christoph Memmel, Ramona Busch, 2017, SSRN Electronic Journal.

Earnings Management via Hidden Reserves in German Banks-An Empirical Study ∗

Christoph Memmel, A. Pfingsten, Thomas K. Kick, 2010 .

Interest and Credit Risk Management in German Banks: Evidence From a Quantitative Survey

Christoph Memmel, Vanessa Drager, Lotta Heckmann-Draisbach, 2020 .

Analyzing the Interest Rate Risk of Banks Using Time Series of Accounting-Based Data: Evidence from Germany

Christoph Memmel, Oliver Entrop, Marco Wilkens, 2008, SSRN Electronic Journal.

A New Methodology to Derive a Bank's Maturity Structure Using Accounting-Based Time Series Information

Oliver Entrop, Marco Wilkens, Christoph Memmel, 2006, OR.

How Do Banks Adjust Their Capital Ratios? Evidence from Germany

Christoph Memmel, Peter Raupach, 2007, SSRN Electronic Journal.

Assessing Contagion Risks from the CDS Market

Martin Scheicher, Markus K. Brunnermeier, Steffen Kern, 2013 .

Relationship Lending: Empirical Evidence for Germany

Christoph Memmel, Ingrid Stein, C. Schmieder, 2007, SSRN Electronic Journal.

Christoph Memmel, 2010, SSRN Electronic Journal.

Banks' interest rate risk: the net interest income perspective versus the market value perspective

Christoph Memmel, 2014 .