Concepedia
Statistics
Publications
5
Citations
155
H-Index
Active since
2004
Affiliations
University of Pennsylvania(Current)
Arizona State University
Stephan Dieckmann is an author at University of Pennsylvania specializing in economics, finance, and financial economics.
Publications per year
2004–2011
Default Risk of Advanced Economies: An Empirical Analysis of Credit Default Swaps during the Financial Crisis
Stephan Dieckmann, Thomas Plank · European Finance Review · 2011 · 63 citations
Social Sciences, Economics, Finance +17
By Force of Nature: Explaining the Yield Spread on Catastrophe Bonds
Stephan Dieckmann · SSRN Electronic Journal · 2010 · 38 citations · Full text
Business, Economics, Finance +16
Rare Event Risk and Heterogeneous Beliefs: The Case of Incomplete Markets
Stephan Dieckmann · Journal of Financial and Quantitative Analysis · 2011 · 22 citations
Business, Economics, Finance +17
The equilibrium allocation of diffusive and jump risks with heterogeneous agents
Stephan Dieckmann, Michael F. Gallmeyer · Journal of Economic Dynamics and Control · 2004 · 20 citations
Social Sciences, Economics, Game Theory +15
Stock market trading activity and returns around milestones
George O. Aragon, Stephan Dieckmann · Journal of Empirical Finance · 2011 · 12 citations
Business, Business Economics, Finance +12
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