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Gunter Löffler
Gunter Löffler
Professor of Finance, Ulm University
Verified email at uni-ulm.de - Homepage
Title
Cited by
Cited by
Year
An anatomy of rating through the cycle
G Löffler
Journal of Banking & Finance 28 (3), 695-720, 2004
3492004
Credit risk modeling using Excel and VBA
G Löeffler, PN Posch
John Wiley & Sons, 2011
3002011
Avoiding the rating bounce: Why rating agencies are slow to react to new information
G Löffler
Journal of Economic Behavior & Organization 56 (3), 365-381, 2005
2452005
Ratings versus market-based measures of default risk in portfolio governance
G Löffler
Journal of Banking & Finance 28 (11), 2715-2746, 2004
902004
The effects of estimation error on measures of portfolio credit risk
G Löffler
Journal of Banking & Finance 27 (8), 1427-1453, 2003
892003
Who knows what when? The information content of pre-IPO market prices
G Löffler, PF Panther, E Theissen
Journal of financial intermediation 14 (4), 466-484, 2005
782005
Pitfalls in the use of systemic risk measures
G Löffler, P Raupach
Journal of Financial and Quantitative Analysis 53 (1), 269-298, 2018
712018
Can rating agencies look through the cycle?
G Löffler
Review of Quantitative Finance and Accounting 40, 623-646, 2013
642013
Measuring the effects of geographical distance on stock market correlation
S Eckel, G Löffler, A Maurer, V Schmidt
Journal of Empirical Finance 18 (2), 237-247, 2011
612011
Refining the Carlson–Parkin method
G Löffler
Economics Letters 64 (2), 167-171, 1999
601999
Robustness and informativeness of systemic risk measures
G Löffler, P Raupach
Available at SSRN 2264179, 2013
542013
Biases in analyst forecasts: cognitive, strategic or second-best?
G Loeffler
International Journal of Forecasting 14 (2), 261-275, 1998
481998
Incorporating the dynamics of leverage into default prediction
G Löffler, A Maurer
Journal of banking & finance 35 (12), 3351-3361, 2011
462011
The complementary nature of ratings and market-based measures of default risk
G Löffler
Journal of Fixed Income 17 (1), 38, 2007
452007
Der Beitrag von Finanzanalysten zur Informationsverarbeitung: eine empirische Untersuchung für den deutschen Aktienmarkt
G Löffler
Springer-Verlag, 2013
402013
Evaluating credit risk models using loss density forecasts
H Frerichs, G Loffler
Journal of Risk 5, 1-24, 2003
232003
The case for a European rating agency: Evidence from the Eurozone sovereign debt crisis
M Altdörfer, A Carlos, A Guettler, G Löffler
Journal of International Financial Markets, Institutions and Money 58, 1-18, 2019
222019
Predicting the equity premium with the demand for gold coins and bars
DG Baur, G Löffler
Finance Research Letters 13, 172-178, 2015
222015
Can rating agencies look through the cycle?
G Löffler
Working Paper. University of Ulm, 2006
202006
Bayesian methods for improving credit scoring models
G Löffler, PN Posch, C Schone
Available at SSRN 742469, 2005
192005
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