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2005/02: Practical Volatility and Correlation Modeling for Financial Market Risk Management
Torben G. Andersen , Tim Bollerslev , Peter F. Christoffersen and Francis X. Diebold 2005/01: The Reform of October 1979: How It Happened and Why
David E. Lindsey , Athanasios Orphanides and Robert H. Rasche 2004/25: The Basel II Accord: Internal Ratings and Bank Differentiation
Eberhard Feess and Ulrich Hege 2004/24: The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and Expectations
Athanasios Orphanides and John C. Williams 2004/23: Understanding the Effects of Government Spending on Consumption
Jordi Gali , J.David López-Salidoz and Javier Vallés 2004/22: Monetary Discretion, Pricing Complementarity and Dynamic Multiple Equilibria
Robert G. King and Alexander L. Wolman 2004/21: The Basle Securitisation Framework Explained: The Regulatory Treatment of Asset Securitisation
Andreas A. Jobst 2004/20: The comovement of credit default swap, bond and stock markets: an empirical analysis
Lars Norden and Martin Weber 2004/19: Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets
Torben G. Andersen , Tim Bollerslev , Francis X. Diebold and Clara Vega 2004/18: Multiple-bank lending: diversification and free-riding in monitoring
Elena Carletti , Vittoria Cerasi and Sonja Daltung 2004/17: Legality and Venture Governance Around the World
Douglas J. Cumming , Daniel Schmidt and Uwe Walz 2004/16: Realized Beta: Persistence and Predictability
Torben G. Andersen , Tim Bollerslev , Francis X. Diebold and Jin Wu 2004/15: Are Stationary Hyperinflation Paths Learnable?
Klaus Adam , George William Evans and Seppo Mikko Sakari Honkapohja 2004/14: Exchange-Rate Policy and the Zero Bound on Nominal Interest
Günter Coenen and Volker Wieland 2004/13: Optimal Monetary Policy under Commitment with a Zero Bound on Nominal Interest Rates
Klaus Adam and Roberto M. Billi 2004/12: Private equity-, stock- and mixed asset-portfolios: A bootstrap approach to determine performance characteristics, diversification benefits and optimal portfolio allocations
Daniel Schmidt 2004/11: The Nobel Memorial Prize for Robert F. Engle
Francis X. Diebold 2004/10: Weather Forecasting for Weather Derivatives
Sean D. Campbell and Francis X. Diebold 2004/09: Forecasting the Term Structure of Government Bond Yields
Francis X. Diebold and Canlin Li 2004/08: Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics
Peter F. Christoffersen and Francis X. Diebold 2004/07: A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations
Michael W. Brandt and Francis X. Diebold 2004/06: The Determinants of Debt and (Private-) Equity Financing in Young Innovative SMEs: Evidence from Germany
Dorothea Schäfer , Axel Werwatz and Volker Zimmermann 2004/04: Ramsey Monetary Policy and International Relative Prices
Ester Faia and Tommaso Monacelli 2003/45: Nominal Exchange Rate Regimes and Relative Price Dispersion: On the Importance of Nominal Exchange Rate Volatility for the Width of the Border
Guenter W. Beck 2003/44: Bayesian Fan Charts for U.K. Inflation: Forecasting and Sources of Uncertainty in an Evolving Monetary System
Timothy Cogley , Sergei Morozov and Thomas J. Sargent 2003/42: The Role of Expectations in Economic Fluctuations and the Efficacy of Monetary Policy
Mordecai Kurz (contact author) , Hehui Jin and Maurizio Motolese 2003/41: Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information
Sharon Kozicki and Peter Tinsley 2003/40: Imperfect Knowledge, Inflation Expectations, and Monetary Policy
Athanasios Orphanides and John C. Williams 2003/39: Performance of Inflation Targeting Based On Constant Interest Rate Projections
Seppo Mikko Sakari Honkapohja and Kaushik Mitra 2003/38: Escapist Policy Rules
James Bullard and In-Koo Cho 2003/37: Monetary Policy, Indeterminacy and Learning
George William Evans and Bruce McGough 2003/36: Corporate Governance in Germany: An Economic Perspective
Reinhard H. Schmidt 2003/35: Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility
Torben G. Andersen , Tim Bollerslev and Francis X. Diebold 2003/34: Courts and Sovereign Eurobonds: Credibility of the Judicial Enforcement of Repayment
Issam Hallak 2003/33: Bank Loans Non-Linear Structure of Pricing: Empirical Evidence from Sovereign Debts
Issam Hallak 2003/32: Evaluating VaR Forecasts under Stress – The German Experience
Stefan Jaschke , Gerhard Stahl and Richard Stehle 2003/31: The Macroeconomy and the Yield Curve: A Nonstructural Analysis
Francis X. Diebold , Glenn D. Rudebusch and S. Boragan Aruoba 2003/30: Inflation convergence after the introduction of the Euro
Markus Mentz, and Steffen P. Sebastian 2003/28: Mergers and Acquisitions in Germany - Social Setting and Regulatory Framework
Frank A. Schmid and Mark Wahrenburg 2003/27: German banks – a declining industry?
Andreas Hackethal 2003/26: Initial Public Offerings and Venture Capital in Germany
Stefanie Franzke (Contact), Stefanie Grohs, Christian Laux 2003/25: The Role of the Value Added by the Venture Capitalists in Timing and Extent of IPOs
Tereza Tykvová 2003/23: A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II
Roman Kraeussl 2003/22: Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises?
Roman Kraeussl 2003/20: Universal Banks and Relationships with Firms
Ralf Elsas and Jan Pieter Krahnen 2003/19: Regulation and Competition in German Banking: An Assessment
Karl-Hermann Fischer / Christian Pfeil 2003/18: Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises?
Roman Kraeussl 2003/17: Organized Equity Markets in Germany
Erik Theissen 2003/16: The Role of Accounting in the German Financial System
Christian Leuz and Jens Wüstemann 2003/15: Contractual Relations between European VC–Funds and Investors: The Impact of Reputation and Bargaining Power on Contractual Design
Daniel Schmidt and Mark Wahrenburg 2003/14: Institutional Investors in Germany: Insurance Companies and Investment Funds
Raimond Maurer 2003/13: Price Stability and Monetary Policy Effectiveness when Nominal Interest Rates are Bounded at Zero
Günter Coenen , Athanasios Orphanides and Volker Wieland 2003/12: Optimal Monetary Policy with Imperfect Common Knowledge
Klaus Adam 2003/11: Heterogeneous Expectations in the Foreign Exchange Market Evidence from the Daily Dollar/DM Exchange Rate
Ralf Ahrens and Stefan Reitz 2003/10: Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists
Stefan Reitz and Frank Westerhoff 2003/09: The Zero-Interest-Rate and the Role of the Exchange Rate for Monetary Policy in Japan
Günter Coenen and Volker Wieland 2003/08: A Small Estimated Euro Area Model with Rational Expectations and Nominal Rigidities
Günter Coenen and Volker Wieland 2003/07: Data Uncertainty and the Role of Money as an Information Variable for Monetary Policy
Günter Coenen , Andrew Theo Levin and Volker Wieland 2003/06: The Performance of Forecast-Based Monetary Policy Rules under Model Uncertainty
Andrew Theo Levin , Volker Wieland and John C. Williams 2003/05: Monetary Policy and Uncertainty about the Natural Unemployment Rate
Volker Wieland 2003/04: Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions
Stefan Mittnik and Marc S. Paolella 2003/03: Learning and Equilibrium Selection in a Monetary Overlapping Generations Model with Sticky Prices
Klaus Adam 2003/02: On the Relation between Robust and Bayesian Decision Making
Klaus Adam 2003/01: Learning to Forecast and Cyclical Behavior of Output and Inflation
Klaus Adam
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