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Peter Raupach
Peter Raupach
Verified email at bundesbank.de - Homepage
Title
Cited by
Cited by
Year
How do banks adjust their capital ratios?
C Memmel, P Raupach
Journal of Financial Intermediation 19 (4), 509-528, 2010
1802010
Pitfalls in the use of systemic risk measures
G Löffler, P Raupach
Journal of Financial and Quantitative Analysis 53 (1), 269-298, 2018
121*2018
Banking and securitization
W Jiangli, M Pritsker, P Raupach
EFA 2007 Ljubljana Meetings Paper, 2007
912007
Centrality-based capital allocations
A Alter, B Craig, P Raupach
International Journal of Central Banking 11 (3), 329-377, 2015
582015
The common drivers of default risk
C Memmel, Y Gündüz, P Raupach
Journal of Financial Stability 16, 232-247, 2015
412015
The impact of downward rating momentum
A Güttler, P Raupach
Journal of Financial Services Research 37 (1), 1-23, 2010
30*2010
The cost of employee stock options.[This draft: November 13, 2003]
P Raupach
Deutsche Nationalbibliothek, 2003
14*2003
The valuation of Employee stock options-How good is the standard?
P Raupach
Available at SSRN 385461, 2003
132003
What Do Market Makers Achieve? Evidence from a Large Scale Experimental Stock Market
J Bochow, P Raupach, M Wahrenburg
Surveys in Experimental Economics: Bargaining, Cooperation and Election …, 2002
82002
On driftless one-dimensional SDEs with time-dependent diffusion coefficients
P Raupach
Stochastics: An International Journal of Probability and Stochastic …, 1999
41999
Banks' credit losses and lending dynamics
P Raupach, C Memmel
Bundesbank Discussion Paper, 2021
2*2021
Calculating trading book capital: Is risk separation appropriate?
P Raupach
Bundesbank Discussion Paper, 2015
22015
Eindimensionale stochastische Differentialgleichungen ohne Drift mit zeitabhängigen Koeffizienten
P Raupach
Institute of Stochastics, Friedrich Schiller University Jena, Germany, 1997
1*1997
On Driftless One-Dimensional SDE—The “Hottest” and “Coldest” Solution
P Raupach
1999
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Articles 1–14