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Edwin O. Fischer

Personal Details

First Name:Edwin
Middle Name:O.
Last Name:Fischer
Suffix:
RePEc Short-ID:pfi222
http://www.uni-graz.at/ifwwww/ifwwww_mitarbeiterinnen/ifwwww_vorstand.htm

Affiliation

Institut für Finanzwirtschaft
Social- und Wirtschaftswissenschaftliche Fakultät
Karl-Franzens-Universität Graz

Graz, Austria
http://www.uni-graz.at/ifwwww

+43 (0)316 380 3510
+43 (0)316 380 9555
Universitätsstrasse 15/G2, A-8010 Graz
RePEc:edi:ifgraat (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Edwin O. Fischer & Lisa-Maria Kampl & Ines Wöckl, 2020. "On the Valuation and Analysis of Risky Debt: A Practical Approach Using Raging Migrations," Working Paper Series, Social and Economic Sciences 2020-01, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
  2. Edwin O. Fischer & Lisa-Maria Kampl & Ines Wöckl, 2019. "On the Valuation and Analysis of Risky Debt: A Theoretical Approach Using a Multivariate Extension of the Merton Model," Working Paper Series, Social and Economic Sciences 2019-02, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
  3. Edwin O. Fischer & Ines Wöckl, 2018. "When Do Loan and Bond Prepayments Pay Off?," Working Paper Series, Social and Economic Sciences 2018-02, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
  4. Edwin O. Fischer & Lisa-Maria Kampl, 2018. "How to choose between fixed and variable rate loans," Working Paper Series, Social and Economic Sciences 2018-04, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
  5. Edwin O. Fischer & Immanuel Seidl, 2013. "Portfolio Optimization: A Combined Regime-Switching and Black–Litterman Model," Working Paper Series, Social and Economic Sciences 2013-02, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
  6. Marija Corluka & Edwin O. Fischer, 2012. "Forensic Finance: Market Abuse and Price Manipulation in Security Markets on the Trail," Working Paper Series, Social and Economic Sciences 2012-04, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.

Articles

  1. Marija Corluka & Edwin O. Fischer, 2014. "Forensic Finance: Market Abuse and Price Manipulation in Security Markets on the Trail," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 6(2), pages 047-067, December.
  2. Fischer, Edwin O., 1993. "Analytic approximation for the valuation of American put options on stocks with known dividends," International Review of Economics & Finance, Elsevier, vol. 2(2), pages 115-127.
  3. Fischer, Edwin O. & Heinkel, Robert & Zechner, Josef, 1989. "Dynamic Recapitalization Policies and the Role of Call Premia and Issue Discounts," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 24(4), pages 427-446, December.
  4. Fischer, Edwin O & Jammernegg, Werner, 1986. "Empirical Investigation of a Catastrophe Theory Extension of the Phillips Curve," The Review of Economics and Statistics, MIT Press, vol. 68(1), pages 9-17, February.
  5. Fischer Edwin O., 1985. "Katastrophentheorie und ihre Anwendung in der Wirtschaftswissenschaft / Catastrophe Theory and its Applications in Economics," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 200(1), pages 3-26, January.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Edwin O. Fischer & Lisa-Maria Kampl & Ines Wöckl, 2019. "On the Valuation and Analysis of Risky Debt: A Theoretical Approach Using a Multivariate Extension of the Merton Model," Working Paper Series, Social and Economic Sciences 2019-02, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.

    Cited by:

    1. Edwin O. Fischer & Lisa-Maria Kampl & Ines Wöckl, 2020. "On the Valuation and Analysis of Risky Debt: A Practical Approach Using Raging Migrations," Working Paper Series, Social and Economic Sciences 2020-01, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.

  2. Edwin O. Fischer & Ines Wöckl, 2018. "When Do Loan and Bond Prepayments Pay Off?," Working Paper Series, Social and Economic Sciences 2018-02, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.

    Cited by:

    1. Edwin O. Fischer & Lisa-Maria Kampl & Ines Wöckl, 2019. "On the Valuation and Analysis of Risky Debt: A Theoretical Approach Using a Multivariate Extension of the Merton Model," Working Paper Series, Social and Economic Sciences 2019-02, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.

  3. Edwin O. Fischer & Lisa-Maria Kampl, 2018. "How to choose between fixed and variable rate loans," Working Paper Series, Social and Economic Sciences 2018-04, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.

    Cited by:

    1. Edwin O. Fischer & Lisa-Maria Kampl & Ines Wöckl, 2019. "On the Valuation and Analysis of Risky Debt: A Theoretical Approach Using a Multivariate Extension of the Merton Model," Working Paper Series, Social and Economic Sciences 2019-02, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.

Articles

  1. Fischer, Edwin O., 1993. "Analytic approximation for the valuation of American put options on stocks with known dividends," International Review of Economics & Finance, Elsevier, vol. 2(2), pages 115-127.

    Cited by:

    1. Jou, Jyh-Bang & Lee, Tan (Charlene), 2016. "How does statutory redemption affect a buyer's decision at the foreclosure sale?," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 263-272.

  2. Fischer, Edwin O. & Heinkel, Robert & Zechner, Josef, 1989. "Dynamic Recapitalization Policies and the Role of Call Premia and Issue Discounts," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 24(4), pages 427-446, December.

    Cited by:

    1. Christensen, Peter Ove & Flor, Christian Riis & Lando, David & Miltersen, Kristian R., 2014. "Dynamic capital structure with callable debt and debt renegotiations," Journal of Corporate Finance, Elsevier, vol. 29(C), pages 644-661.
    2. Pascal François & Sophie Pardo, 2015. "Prepayment risk on callable bonds: theory and test," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 38(2), pages 147-176, October.
    3. Acharya, Viral V & Carpenter, Jennifer, 2002. "Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy," CEPR Discussion Papers 3328, C.E.P.R. Discussion Papers.
    4. Bulent Koksal & Cuneyt Orman, 2014. "Determinants of Capital Structure : Evidence from a Major Developing Economy," Working Papers 1426, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    5. Sarkar, Sudipto, 2001. "Probability of call and likelihood of the call feature in a corporate bond," Journal of Banking & Finance, Elsevier, vol. 25(3), pages 505-533, March.
    6. Xu, Ruxing & Li, Shenghong, 2010. "Belief updating, debt pricing and financial decisions under asymmetric information," Research in International Business and Finance, Elsevier, vol. 24(2), pages 123-137, June.
    7. Hennessy, Christopher A. & Tserlukevich, Yuri, 2008. "Taxation, agency conflicts, and the choice between callable and convertible debt," Journal of Economic Theory, Elsevier, vol. 143(1), pages 374-404, November.
    8. Sudipto Sarkar, 2004. "Yield spreads, agency costs and the corporate bond call feature," The European Journal of Finance, Taylor & Francis Journals, vol. 10(4), pages 308-327.
    9. Christian Riis Flor, 2008. "Capital Structure and Assets: Effects of an Implicit Collateral," European Financial Management, European Financial Management Association, vol. 14(2), pages 347-373, March.
    10. Augusto Castillo, 2004. "Firm and Corporate Bond Valuation: A Simulation Dynamic Programming Approach," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 41(124), pages 345-360.
    11. Dangl, Thomas & Zechner, Josef, 2003. "Credit Risk and Dynamic Capital Structure Choice," CEPR Discussion Papers 4132, C.E.P.R. Discussion Papers.
    12. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    13. Das, Sanjiv R. & Kim, Seoyoung, 2015. "Credit spreads with dynamic debt," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 121-140.

  3. Fischer, Edwin O & Jammernegg, Werner, 1986. "Empirical Investigation of a Catastrophe Theory Extension of the Phillips Curve," The Review of Economics and Statistics, MIT Press, vol. 68(1), pages 9-17, February.

    Cited by:

    1. Lange Rense & Oliva Terence A. & McDade Sean R., 2000. "An Algorithm for Estimating Multivariate Catastrophe Models: GEMCAT II," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(3), pages 1-34, October.
    2. Baruník, Jozef & Kukacka, Jiri, 2014. "Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility," FinMaP-Working Papers 15, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    3. Dennis Wesselbaum, 2017. "Catastrophe theory and the financial crisis," Scottish Journal of Political Economy, Scottish Economic Society, vol. 64(4), pages 376-391, September.
    4. Albu, Lucian Liviu, 2008. "Strain and Inflation-Unemployment Relationship in Transitional Economies: A theoretical and empirical investigation," Working Papers of Institute for Economic Forecasting 081103, Institute for Economic Forecasting.
    5. Lucian Liviu Albu, 2010. "From Standard Macroeconomics To Non-Linear Macroeconomics," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 5(1), pages 5-33, april.
    6. Nijkamp, Peter & Reggiani, Aura, 1995. "Non-linear evolution of dynamic spatial systems. The relevance of chaos and ecologically-based models," Regional Science and Urban Economics, Elsevier, vol. 25(2), pages 183-210, April.
    7. Rosser Jr., J. Barkley, 2007. "The rise and fall of catastrophe theory applications in economics: Was the baby thrown out with the bathwater?," Journal of Economic Dynamics and Control, Elsevier, vol. 31(10), pages 3255-3280, October.
    8. Albu, Lucian-Liviu, 2006. "Non-linear models: applications in economics," MPRA Paper 3100, University Library of Munich, Germany.
    9. Soliman, A. S., 1996. "Transitions from stable equilibrium points to periodic cycles to chaos in a phillips curve system," Journal of Macroeconomics, Elsevier, vol. 18(1), pages 139-153.
    10. Bolgorian, Meysam, 2019. "Can a cusp catastrophe model describe the effect of sanctions on exchange rates?," Economics Discussion Papers 2019-2, Kiel Institute for the World Economy (IfW).

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (1) 2020-04-27
  2. NEP-RMG: Risk Management (1) 2020-04-27

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