Schwaiger, W., Pichler, S., & Jankowitsch, R. (2007). Modelling the economic value of credit rating systems. Journal of Banking and Finance, 31, 181–198. http://hdl.handle.net/20.500.12708/170051 ( reposiTUm)

Jankowitsch, R., & Pichler, S. (2003). Currency dependence of corporate credit spreads. 10th Annual Meeting of the German Finance Association, Mainz, Deutschland, Austria. http://hdl.handle.net/20.500.12708/91735 ( reposiTUm)

Jankowitsch, R., Kossmeier, S., & Pichler, S. (2003). Bewertung und Risikoanalyse von Fremdwährungskrediten in einem strukturellen Modell. 17th Workshop der Austrian Working Group on Banking and Finance, Graz, Austria. http://hdl.handle.net/20.500.12708/91730 ( reposiTUm)

Pichler, S. (2003). Discussion of Die prämienbegünstigte Zukunftsvorsorge: Ein attraktives Investment? 17th Workshop der Austrian Working Group on Banking and Finance, Graz, Austria. http://hdl.handle.net/20.500.12708/91732 ( reposiTUm)

Pichler, S. (2003). Discussion of Equilibrium impact of value-at-risk. 10th Annual Meeting of the German Finance Association, Mainz, Deutschland, Austria. http://hdl.handle.net/20.500.12708/91736 ( reposiTUm)

Hanel, R., Pichler, S., & Thurner, S. (2002). Banking regulation and network-topology dependence of iterative risk-trading games. 42nd Annual Meeting of the Southern Finance Association, Key West, USA, Austria. http://hdl.handle.net/20.500.12708/91504 ( reposiTUm)

Hanel, R., Pichler, S., & Thurner, S. (2002). Banking regulation and network-topology dependence of iterative risk-trading games. 2th Conference of the Portuguese Finance Network, Evora, Portugal, Austria. http://hdl.handle.net/20.500.12708/91503 ( reposiTUm)

Mösenbacher, H., Pichler, S., & Jankowitsch, R. (2002). Measuring the Liquidity Impact on EMU Government Bond Prices. 9th Annual Meeting of the German Finance Association, Köln, Deutschland, Austria. http://hdl.handle.net/20.500.12708/91500 ( reposiTUm)

Mösenbacher, H., Pichler, S., & Jankowitsch, R. (2002). Measuring the Liquidity Impact on EMU Government Bond Prices. 9th Symposium on Finance, Banking, and Insurance, Karlsruhe, Austria. http://hdl.handle.net/20.500.12708/91502 ( reposiTUm)

Mösenbacher, H., & Pichler, S. (2002). Measuring the Liquidity Impact on EMU Government Bonds. 2th Conference of the Portuguese Finance Network, Evora, Portugal, Austria. http://hdl.handle.net/20.500.12708/91499 ( reposiTUm)

Mösenbacher, H., Pichler, S., & Jankowitsch, R. (2002). Measuring the Liquidity Impact on EMU Government Bond Prices. 42nd Annual Meeting of the Southern Finance Association, Key West, USA, Austria. http://hdl.handle.net/20.500.12708/91501 ( reposiTUm)

Hanel, R., Pichler, S., & Thurner, S. (2002). Banking regulation and network-topology dependence of iterative risk-trading games. 9th Symposium on Finance, Banking, and Insurance, Karlsruhe, Austria. http://hdl.handle.net/20.500.12708/91505 ( reposiTUm)

Geyer, A., Kossmeier, S., & Pichler, S. (2002). Empirical Analysis of European Government Yield Spreads. 42nd Annual Meeting of the Southern Finance Association, Key West, USA, Austria. http://hdl.handle.net/20.500.12708/91506 ( reposiTUm)

Jankowitsch, R., Pichler, S., & Schwaiger, W. (2002). Rating Granularity and Basel II Capital Requirements. 16th Workshop of the Austrian Working Group on Banking and Finance, Wien, Austria. http://hdl.handle.net/20.500.12708/91507 ( reposiTUm)

Jankowitsch, R., & Pichler, S. (2002). Parsimonious Estimation of Credit Spreads. 9th Symposium on Finance, Banking, and Insurance, Karlsruhe, Austria. http://hdl.handle.net/20.500.12708/91508 ( reposiTUm)

Geyer, A., Kossmeier, S., & Pichler, S. (2001). Empirical Analysis of European Government Yield Spreads. 8th Annual Meeting of the German Finance Association, Wien, Austria. http://hdl.handle.net/20.500.12708/91497 ( reposiTUm)

Mösenbacher, H., & Pichler, S. (2001). Measuring the Liquidity Impact on EMU Government Bonds. 15th Workshop of the Austrian Working Group on Banking and Finance, Wien, Austria. http://hdl.handle.net/20.500.12708/91498 ( reposiTUm)

Pichler, S. (2001). Kreditirisko: Messung, Methoden und Modelle. Workshop on Credit Risk Management, Wien, Austria. http://hdl.handle.net/20.500.12708/91496 ( reposiTUm)

Geyer, A., Kossmeier, S., & Pichler, S. (2000). Empirical Implementation of Reduced Form Models for EMU Government Bonds. 14th Workshop of the Austrian Working Group on Banking and Finance, Innsbruck, Austria. http://hdl.handle.net/20.500.12708/91495 ( reposiTUm)

Pichler, S. (2000). Empirische Implementierung von Modellen zur Bewertung von bonitätsrisikobehafteten Anleihen. 62. Jahrestagung des Verbandes der Hochschullehrer für Betriebswirtschaft, Berlin, Deutschland, Austria. http://hdl.handle.net/20.500.12708/91494 ( reposiTUm)

Pichler, S., & Selitsch, K. (1999). A comparison of analytical VaR methodologies for portfolios that include options. Seminar aus Finanzmathematik am Institut für Mathematik der Universität Wien, Wien, Austria. http://hdl.handle.net/20.500.12708/91490 ( reposiTUm)

Pichler, S., & Selitsch, K. (1999). A comparison of analytical VaR methodologies for portfolios that include options. 8th Symposium on Finance, Banking, and Insurance, Karlsruhe, Deutschland, Austria. http://hdl.handle.net/20.500.12708/91493 ( reposiTUm)

Pichler, S., & Selitsch, K. (1999). A comparison of analytical VaR methodologies for portfolios that include options. 1999 Annual Conference of the International Association of Financial Engineers (IAFE), New York (Windows on the World, WTC), USA, Austria. http://hdl.handle.net/20.500.12708/91492 ( reposiTUm)

Pichler, S., & Selitsch, K. (1999). A comparison of analytical VaR methodologies for portfolios that include options. 6th Annual Meeting of the German Finance Association, Aachen, Deutschland, Austria. http://hdl.handle.net/20.500.12708/91491 ( reposiTUm)

Pichler, S. (2002). Empirische Untersuchung von Modellen zur Bewertung bonitätsrisikobehafteter Anleihen öffentlicher Emittenten. http://hdl.handle.net/20.500.12708/34392 ( reposiTUm)