Laurent Millischer

Personal Details

First Name:	Laurent
Middle Name:
Last Name:	Millischer
Suffix:
RePEc Short-ID:	pmi1022
	[This author has chosen not to make the email address public]
	http://lmillischer.github.io

Affiliation

Joint Vienna Institute

Wien, Austria
http://www.jvi.org/
RePEc:edi:jviiiat (more details at EDIRC)

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. Sauer, Stephan & Coppens, François & Mayer, Manuel & Millischer, Laurent & Resch, Florian & Schulze, Klaas, 2016. "Advances in multivariate back-testing for credit risk underestimation," Working Paper Series 1885, European Central Bank.

   Cited by:

   1. Patrick Kurth & Max Nendel & Jan Streicher, 2023. "A hypothesis test for the long-term calibration in rating systems with overlapping time windows," Papers 2312.14765, arXiv.org.
   2. Gianmarco Bet & Francesco Dainelli & Eugenio Fabrizi, 2023. "The financial health of a company and the risk of its default: Back to the future," Papers 2302.10140, arXiv.org.
   3. António Antunes & Homero Gonçalves & Pedro Prego, 2017. "Firm default probabilities revisited," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Uses of central balance sheet data offices' information, volume 45, Bank for International Settlements.

Articles

Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

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 2 papers 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-ECM: Econometrics (1) 2016-03-17. Author is listed
2. NEP-ENE: Energy Economics (1) 2023-02-13. Author is listed
3. NEP-ENV: Environmental Economics (1) 2023-02-13. Author is listed
4. NEP-FMK: Financial Markets (1) 2023-02-13. Author is listed
5. NEP-RMG: Risk Management (1) 2016-03-17. Author is listed

Corrections

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