Martin Scheicher

2.0k total citations
58 papers, 1.3k citations indexed

About

Martin Scheicher is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Martin Scheicher has authored 58 papers receiving a total of 1.3k indexed citations (citations by other indexed papers that have themselves been cited), including 44 papers in Finance, 20 papers in Economics and Econometrics and 9 papers in General Economics, Econometrics and Finance. Recurrent topics in Martin Scheicher's work include Credit Risk and Financial Regulations (28 papers), Banking stability, regulation, efficiency (27 papers) and Monetary Policy and Economic Impact (9 papers). Martin Scheicher is often cited by papers focused on Credit Risk and Financial Regulations (28 papers), Banking stability, regulation, efficiency (27 papers) and Monetary Policy and Economic Impact (9 papers). Martin Scheicher collaborates with scholars based in Germany, Austria and United States. Martin Scheicher's co-authors include Alessandro Fontana, Guillaume Vuillemey, Darrell Duffie, Tuomas A. Peltonen, Ulrich Oberst, Alfred Lehar, Christian Schittenkopf, Ingo Fender, Michael Boss and Christian Schmieder and has published in prestigious journals such as Journal of Financial Economics, Journal of Banking & Finance and SIAM Journal on Control and Optimization.

In The Last Decade

Martin Scheicher

54 papers receiving 1.2k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Martin Scheicher Germany 17 1.1k 586 248 179 53 58 1.3k
Vedat Akgiray United States 12 981 0.9× 861 1.5× 349 1.4× 85 0.5× 12 0.2× 21 1.2k
Mark Schröder United States 16 1.0k 1.0× 552 0.9× 127 0.5× 124 0.7× 13 0.2× 33 1.2k
Selva Demiralp Türkiye 20 688 0.6× 689 1.2× 649 2.6× 146 0.8× 13 0.2× 72 1.2k
Ton Vorst Netherlands 19 1.5k 1.4× 628 1.1× 248 1.0× 276 1.5× 11 0.2× 40 1.7k
Stathis Tompaidis United States 14 511 0.5× 407 0.7× 52 0.2× 160 0.9× 18 0.3× 42 757
Fabio Trojani Switzerland 22 1.6k 1.5× 973 1.7× 421 1.7× 178 1.0× 14 0.3× 109 1.9k
Zacharias Psaradakis United Kingdom 18 638 0.6× 894 1.5× 678 2.7× 99 0.6× 21 0.4× 63 1.2k
Noah Williams United States 15 445 0.4× 855 1.5× 685 2.8× 54 0.3× 37 0.7× 35 1.2k
Salih N. Neftçi United States 13 717 0.7× 1.1k 1.9× 818 3.3× 78 0.4× 27 0.5× 39 1.5k
Sébastien Page United States 16 823 0.8× 629 1.1× 180 0.7× 159 0.9× 7 0.1× 38 1.0k

Countries citing papers authored by Martin Scheicher

Since Specialization
Citations

This map shows the geographic impact of Martin Scheicher'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 Martin Scheicher with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Martin Scheicher more than expected).

Fields of papers citing papers by Martin Scheicher

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Martin Scheicher. 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 Martin Scheicher. The network helps show where Martin Scheicher may publish in the future.

Co-authorship network of co-authors of Martin Scheicher

This figure shows the co-authorship network connecting the top 25 collaborators of Martin Scheicher. A scholar is included among the top collaborators of Martin Scheicher 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 Martin Scheicher. Martin Scheicher 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.
Scheicher, Martin, et al.. (2024). The market liquidity of interest rate swaps.
2.
3.
Oberst, Ulrich, et al.. (2020). Linear Time-Invariant Systems, Behaviors and Modules. CERN Document Server (European Organization for Nuclear Research). 4 indexed citations
4.
Pelizzon, Loriana, et al.. (2019). The Anatomy of the Euro Area Interest Rate Swap Market. SSRN Electronic Journal. 2 indexed citations
5.
D’Errico, Marco, Stefano Battiston, Tuomas Peltonen, & Martin Scheicher. (2017). How does risk flow in the credit default swap market?. Journal of Financial Stability. 35. 53–74. 28 indexed citations
6.
Peltonen, Tuomas A., Martin Scheicher, & Guillaume Vuillemey. (2014). The network structure of the CDS market and its determinants. Journal of Financial Stability. 13. 118–133. 99 indexed citations
7.
Scheicher, Martin & Ulrich Oberst. (2013). Multidimensional Discrete Stability by Serre Categories and the Construction and Parametrization of Observers via Gabriel Localizations. SIAM Journal on Control and Optimization. 51(3). 1873–1908. 7 indexed citations
8.
Oberst, Ulrich & Martin Scheicher. (2013). The asymptotic stability of stable and time-autonomous discrete multidimensional behaviors. Mathematics of Control Signals and Systems. 26(2). 215–258. 21 indexed citations
9.
Scheicher, Martin & Ulrich Oberst. (2013). Controllability up to negligible trajectories of discrete multidimensional behaviours. Multidimensional Systems and Signal Processing. 25(3). 563–581. 1 indexed citations
10.
Scheicher, Martin. (2010). “Return-free risk”? Market pricing in credit risk markets. ETS Research Bulletin Series. 11. 7–8. 1 indexed citations
11.
Maes, Stan, et al.. (2010). Asset Relief Measures in the EU: Overview and Issues. SSRN Electronic Journal. 3 indexed citations
12.
Scheicher, Martin & David Marqués-Ibáñez. (2009). Securitisation: Instruments and Implications. SSRN Electronic Journal. 13 indexed citations
13.
Cassola, Nuno, Mathias Drehmann, Patrick Hartmann, Marco Lo Duca, & Martin Scheicher. (2008). A research perspective on the propagation of the credit market turmoil. ETS Research Bulletin Series. 7. 2–5. 5 indexed citations
14.
Fender, Ingo & Martin Scheicher. (2008). The ABX: How Do the Markets Price Subprime Mortgage Risk?. SSRN Electronic Journal. 11 indexed citations
15.
Duellmann, Klaus, Martin Scheicher, & Christian Schmieder. (2008). Asset correlations and credit portfolio risk: an empirical analysis. The Journal of Credit Risk. 4(2). 37–62. 19 indexed citations
16.
Scheicher, Martin. (2003). What drives investor risk aversion? Daily evidence from the German equity market. BIS quarterly review. 13 indexed citations
17.
Scheicher, Martin, et al.. (2003). Modelling the Implied Probability of Stock Market Movements. SSRN Electronic Journal. 7 indexed citations
18.
Boss, Michael & Martin Scheicher. (2002). The determinants of credit spread changes in the euro area. BIS Papers chapters. 12. 181–199. 28 indexed citations
19.
Scheicher, Martin, et al.. (2002). Macroeconomic Stress Testing: Preliminary Evidence for Austria. RePEc: Research Papers in Economics. 58–74. 65 indexed citations
20.
Scheicher, Martin. (2000). Time-varying risk in the German stock market. European Journal of Finance. 6(1). 70–91. 10 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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