3
H index
1
i10 index
30
Citations
Universität Basel (50% share) | 3 H index 1 i10 index 30 Citations RESEARCH PRODUCTION: 10 Articles 8 Papers RESEARCH ACTIVITY: 9 years (2013 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/phe561 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Markus Hertrich. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 3 |
Discussion Papers / Deutsche Bundesbank | 3 |
Year | Title of citing document |
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2024 | The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599. Full description at Econpapers || Download paper |
2023 | Long-term option pricing with a lower reflecting barrier. (2023). Thomas, Guy R. In: Papers. RePEc:arx:papers:2302.05808. Full description at Econpapers || Download paper |
2023 | Judgment day: Algorithmic trading around the Swiss franc cap removal. (2023). Breedon, Francis ; Vause, Nicholas ; Ranaldo, Angelo ; Chen, Louisa. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001453. Full description at Econpapers || Download paper |
2023 | Constructing a house price misalignment indicator: revisited and revamped. (2023). Lenarčič, Črt ; Lenari, RT ; Damjanovi, Milan. In: MPRA Paper. RePEc:pra:mprapa:118489. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2019 | A Novel Housing Price Misalignment Indicator for Germany In: German Economic Review. [Full Text][Citation analysis] | article | 3 |
2019 | A Novel Housing Price Misalignment Indicator for Germany.(2019) In: German Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2019 | A novel housing price misalignment indicator for Germany.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2022 | Foreign exchange interventions under a minimum exchange rate regime and the Swiss franc In: Review of International Economics. [Full Text][Citation analysis] | article | 2 |
2022 | Foreign Exchange Interventions and their Impact on Expectations: Evidence from the USD/ILS Options Market In: Bank of Israel Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Foreign exchange interventions and their impact on expectations: Evidence from the USD/ILS options market.(2022) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2015 | On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective In: Working papers. [Full Text][Citation analysis] | paper | 15 |
2017 | On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective.(2017) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2016 | The distribution of exchange rates under a minimum exchange rate regime In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 1 |
2016 | The Distribution of Exchange Rates Under a Minimum Exchange Rate Regime.(2016) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2016 | The Costs of Implementing a Unilateral One-Sided Exchange Rate Target Zone In: Review of Economics. [Full Text][Citation analysis] | article | 0 |
2015 | The Costs of Implementing a Unilateral One-Sided Exchange Rate Target Zone.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2015 | Does Credit Risk Impact Liquidity Risk? Evidence from Credit Default Swap Markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
2015 | A Note on Credit Spread Forwards In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2016 | A Note on Credit Spread Forwards.(2016) In: Journal of Advanced Studies in Finance. [Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2015 | A Cautionary Note on the Put-Call Parity under an Asset Pricing Model with a Lower Reflecting Barrier In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 2 |
2013 | Valuing Stock Options When Prices are Subject to a Lower Boundary: A Correction In: Journal of Futures Markets. [Citation analysis] | article | 2 |
2020 | Foreign exchange interventions under a one-sided target zone regime and the Swiss franc In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
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