Christoph Memmel
Deutsche Bundesbank(DE)
Publications by Year
Research Areas
Banking stability, regulation, efficiency, Credit Risk and Financial Regulations, Corporate Finance and Governance, Financial Markets and Investment Strategies, Monetary Policy and Economic Impact
Most-Cited Works
- Performance Hypothesis Testing with the Sharpe Ratio(2003)
- → Dominating estimators for minimum-variance portfolios(2010)134 cited
- → How do banks adjust their capital ratios?(2009)133 cited
- → Estimating the Global Minimum Variance Portfolio(2006)119 cited
- → Determinants of bank interest margins: Impact of maturity transformation(2014)98 cited
- → Contagion in the interbank market and its determinants(2013)62 cited
- → Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany(2012)62 cited
- → Relationship Lending: Empirical Evidence for Germany(2007)58 cited
- → Banks’ exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure(2010)52 cited
- → Diversification and the Banks' Risk-Return-Characteristics: Evidence from Loan Portfolios of German Banks(2007)45 cited