Robert Ferstl
Robert Ferstl
University of Regensburg, Oesterreichische Nationalbank
Verified email at ur.de
Title
Cited by
Cited by
Year
The effect of the Japan 2011 disaster on nuclear and alternative energy stocks worldwide: An event study
R Ferstl, S Utz, M Wimmer
Business Research 5 (1), 25-41, 2012
712012
Asset-liability management under time-varying investment opportunities
R Ferstl, A Weissensteiner
Journal of Banking & Finance 35 (1), 182-192, 2011
502011
Panel Vector Autoregression in R with the panelvar Package
M Sigmund, R Ferstl
The Quarterly Review of Economics and Finance, 2019
38*2019
Zero-coupon yield curve estimation with the package termstrc
R Ferstl, J Hayden
Journal of Statistical Software 36 (1), 1-34, 2010
332010
Cash management using multi-stage stochastic programming
R Ferstl, A Weissensteiner
Quantitative Finance 10 (2), 209-219, 2010
212010
Clustering Austrian Banks’ Business Models and Peer Groups in the European Banking Sector
R Ferstl, D Seres
Financial Stability Report, 79-95, 2012
182012
Spatial filtering with EViews and MATLAB
R Ferstl
Austrian Journal of Statistics 36 (1), 17-26, 2007
172007
ArNIe in Action: the 2013 FsAp stress tests for the Austrian banking system
M Feldkircher, G Fenz, R Ferstl, G Krenn, B Neudorfer, C Puhr, ...
Financial stability report 26, 100-118, 2013
102013
The investment effects of price caps under imperfect competition: A note
S Buehler, A Burger, R Ferstl
Economics Letters 106 (2), 92-94, 2010
82010
Werkzeuge zur Analyse räumlicher Daten: eine Softwareimplementation in EViews und MATLAB
R Ferstl
na, 2004
42004
The effect of the Japan 2011 disaster on nuclear and alternative energy stocks worldwide
R Ferstl, S Utz, M Wimmer
Working paper 3/23 (SSRN), 2011
12011
Werkzeuge zur Analyse raumlicher Daten: eine Softwareimplementation in EViews und MATLAB
R Ferstl
Wien: Wirtschafsuniversita t Wien, 2004
12004
Entstehung regulatorischer Bankenstresstests und Ergebnisse der österreichischen Banken beim Comprehensive Assessment in 2014
R Ferstl
Zeitschrift für das gesamte Bank- und Börsenwesen - Journal of Banking and …, 2015
2015
Austrian Banks in the Comprehensive Assessment
M Fandl, R Ferstl
Financial Stability Report 28, 54-58, 2014
2014
Package ‘termstrc’
R Ferstl, J Hayden, MJ Hayden
2013
Backtesting short-term treasury management strategies based on multi-stage stochastic programming
R Ferstl, A Weissensteiner
Asset and Liability Management Handbook, 469-494, 2011
2011
Generation capacity investment in oligopolistic electricity markets under uncertainty
A Burger, R Ferstl
2008 5th International Conference on the European Electricity Market, 1-10, 2008
2008
Accounting| Finance| Management| Marketing| Operations and Information Systems
TO Step-Up, M Diller, R Ferstl, S Utz, M Wimmer, B Bansemir, AK Neyer, ...
Werkzeuge zur Analyse räumlicher Daten
R Ferstl
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Articles 1–19