Alfred Hamerle

1.3k total citations
64 papers, 743 citations indexed

About

Alfred Hamerle is a scholar working on Finance, Economics and Econometrics and Statistics and Probability. According to data from OpenAlex, Alfred Hamerle has authored 64 papers receiving a total of 743 indexed citations (citations by other indexed papers that have themselves been cited), including 29 papers in Finance, 18 papers in Economics and Econometrics and 17 papers in Statistics and Probability. Recurrent topics in Alfred Hamerle's work include Credit Risk and Financial Regulations (24 papers), Banking stability, regulation, efficiency (16 papers) and Statistical Methods and Bayesian Inference (9 papers). Alfred Hamerle is often cited by papers focused on Credit Risk and Financial Regulations (24 papers), Banking stability, regulation, efficiency (16 papers) and Statistical Methods and Bayesian Inference (9 papers). Alfred Hamerle collaborates with scholars based in Germany, Australia and Switzerland. Alfred Hamerle's co-authors include Hans-Peter Blossfeld, Karl Ulrich Mayer, Paul D. Allison, Daniel Rösch, Harald Scheule, Hans‐Peter Blossfeld, Hermann Singer, Martin Spieß, Gerhard Tutz and Michael Knapp and has published in prestigious journals such as Contemporary Sociology A Journal of Reviews, Biometrics and Journal of the Royal Statistical Society Series C (Applied Statistics).

In The Last Decade

Alfred Hamerle

60 papers receiving 615 citations

Peers

Alfred Hamerle
Andreas Behr Germany
Alfred Hamerle
Citations per year, relative to Alfred Hamerle Alfred Hamerle (= 1×) peers Andreas Behr

Countries citing papers authored by Alfred Hamerle

Since Specialization
Citations

This map shows the geographic impact of Alfred Hamerle's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Alfred Hamerle with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Alfred Hamerle more than expected).

Fields of papers citing papers by Alfred Hamerle

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Alfred Hamerle. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Alfred Hamerle. The network helps show where Alfred Hamerle may publish in the future.

Co-authorship network of co-authors of Alfred Hamerle

This figure shows the co-authorship network connecting the top 25 collaborators of Alfred Hamerle. A scholar is included among the top collaborators of Alfred Hamerle based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Alfred Hamerle. Alfred Hamerle is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Hamerle, Alfred, et al.. (2011). Integrating Macroeconomic Risk Factors into Credit Portfolio Models. University of Regensburg Publication Server (University of Regensburg). 5 indexed citations
2.
Hamerle, Alfred, et al.. (2008). CDOs versus Anleihen: Risikoprofile im Vergleich. University of Regensburg Publication Server (University of Regensburg). 1 indexed citations
3.
Hamerle, Alfred, et al.. (2008). ABS-CDOs mit Subprime Exposure: "Hochgiftig" trotz AAA-Rating?. University of Regensburg Publication Server (University of Regensburg). 1 indexed citations
4.
Hamerle, Alfred, et al.. (2007). Default and recovery correlations - A dynamic econometric approach. University of Regensburg Publication Server (University of Regensburg). 2 indexed citations
5.
Hamerle, Alfred, et al.. (2007). Multiyear Risk of Credit Losses in SME Portfolios. SSRN Electronic Journal. 5 indexed citations
6.
Hamerle, Alfred & Daniel Rösch. (2005). Bankinterne Parametrisierung und empirischer Vergleich von Kreditrisikomodellen. Nineteenth Century Contexts. 23(2). 221–39. 1 indexed citations
7.
Hamerle, Alfred, et al.. (2004). Was leisten Trennschärfemaße für Ratingsysteme?. University of Regensburg Publication Server (University of Regensburg). 2 indexed citations
8.
Hamerle, Alfred, et al.. (2004). Parameterizing Credit Risk Models. SSRN Electronic Journal. 12 indexed citations
9.
Hamerle, Alfred, et al.. (2004). Forecasting Credit Portfolio Risk. SSRN Electronic Journal. 72 indexed citations
10.
Hamerle, Alfred, et al.. (2003). Benchmarking Asset Correlations. University of Regensburg Publication Server (University of Regensburg). 23 indexed citations
11.
Hamerle, Alfred, et al.. (2002). Assetkorrelationen der Schlüsselbranchen in Deutschland. University of Regensburg Publication Server (University of Regensburg). 3 indexed citations
12.
Hamerle, Alfred, et al.. (2002). Modelling Default Rate Dynamics in the CreditRisk+ Framework. RePEc: Research Papers in Economics. 4 indexed citations
13.
Hamerle, Alfred, et al.. (2002). Dynamic Modeling of Credit Portfolio Risk with Time-Discrete Hazard Rates. University of Regensburg Publication Server (University of Regensburg).
14.
Hamerle, Alfred, et al.. (1998). Prognose und Sensitivitätsanalyse von Branchenrisiken - ein neuer Ansatz. University of Regensburg Publication Server (University of Regensburg). 3 indexed citations
15.
Hamerle, Alfred & Daniel Rösch. (1997). Das Surrogatproblem bei "multivariaten" CAPM-Tests. University of Regensburg Publication Server (University of Regensburg). 1 indexed citations
16.
Hamerle, Alfred & Daniel Rösch. (1996). Empirische Rendite-Risiko-Beziehung in der Kapitalmarktforschung: Meßfehlerproblem und Vergleich von OLS- und GLS-Schätzung. University of Regensburg Publication Server (University of Regensburg). 1 indexed citations
17.
Hamerle, Alfred & Daniel Rösch. (1996). Kapitalmarktanomalien und Rendite-Risiko-Beziehung bei einem ineffizienten Marktindex. University of Regensburg Publication Server (University of Regensburg). 1 indexed citations
18.
Spieß, Martin & Alfred Hamerle. (1996). On the Properties of GEE Estimators in the Presence of Invariant Covariates. Biometrical Journal. 38(8). 931–940. 9 indexed citations
19.
Hamerle, Alfred. (1991). On the Treatment of Interrupted Spells and Initial Conditions in Event History Analysis. Sociological Methods & Research. 19(3). 388–414. 16 indexed citations
20.
Hamerle, Alfred, et al.. (1991). Problems with the estimation of stochastic differential equations using structural equations models. Journal of Mathematical Sociology. 16(3). 201–220. 28 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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