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Details about Kerstin Bernoth

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Workplace:DIW Berlin (Deutsches Institut für Wirtschaftsforschung) (German Institute for Economic Research (DIW)), (more information at EDIRC)
Hertie School of Governance, (more information at EDIRC)

Access statistics for papers by Kerstin Bernoth.

Last updated 2019-07-04. Update your information in the RePEc Author Service.

Short-id: pbe300


Jump to Journal Articles Books Chapters

Working Papers

2019

  1. Exchange Rates, Foreign Currency Exposure and Sovereign Risk
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (1)

2018

  1. Estimating a Latent Risk Premium in Exchange Rate Futures
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads

2016

  1. Monetary Policy and Asset Mispricing
    Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association Downloads
  2. Monetary Policy and Mispricing in Stock Markets
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (2)

2015

  1. Central Bank Asset Puchases I: The Theory
    DIW Roundup: Politik im Fokus, DIW Berlin, German Institute for Economic Research Downloads
  2. Large-Scale Asset Purchases by Central Banks II: Empirical Evidence
    DIW Roundup: Politik im Fokus, DIW Berlin, German Institute for Economic Research Downloads View citations (1)

2012

  1. The forward premium puzzle and latent factors day by day
    Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (1)
    DNB Working Papers, Netherlands Central Bank, Research Department (2010) Downloads View citations (1)
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2010) Downloads View citations (1)

2010

  1. Drivers of Private Equity Investment in CEE and Western European Countries
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (2)
    Also in Working Paper / FINESS, DIW Berlin, German Institute for Economic Research (2010) Downloads
  2. Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (14)
    Also in Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics (2010) Downloads View citations (17)

    See also Journal Article in Journal of International Money and Finance (2012)

2009

  1. Forecasting the Fragility of the Banking and Insurance Sector
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (1)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2009) Downloads View citations (2)

    See also Journal Article in Journal of Banking & Finance (2011)

2008

  1. Did Fiscal Policy Makers Know What They Were Doing? Reassessing Fiscal Policy with Real Time Data
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (26)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2008) Downloads View citations (15)

2007

  1. The Forward Premium Puzzle only emerges gradually
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
  2. The Forward Premium Puzzle: new evidence from futures contracts
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads

2006

  1. Fool the markets? Creative accounting, fiscal transparency and sovereign risk premia
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank Downloads View citations (9)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2006) Downloads View citations (15)

    See also Journal Article in Scottish Journal of Political Economy (2008)
  2. Households' Response to Wealth Changes: Do Gains or Losses make a Difference?
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (13)
    Also in CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis (2006) Downloads View citations (13)

    See also Chapter (2007)
  3. Sovereign Risk Premiums in the European Government Bond Market
    Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich Downloads View citations (37)
    See also Journal Article in Journal of International Money and Finance (2012)

2004

  1. Sovereign Risk Premia in the European Bond Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (25)
  2. Sovereign risk premia in the European government bond market
    ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies Downloads View citations (29)
    Also in Working Paper Series, European Central Bank (2004) Downloads View citations (140)

2003

  1. The performance of the Euribor futures market: Effficiency and the impact of ECB policy announcements
    ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies Downloads View citations (2)

Journal Articles

2019

  1. Mehr Ökonominnen braucht das Land!: Kommentar
    DIW Wochenbericht, 2019, 86, (25), 452-452 Downloads

2016

  1. ECB Asset Purchases May Affect Wealth Distribution
    DIW Economic Bulletin, 2016, 6, (7), 75-81 Downloads
  2. EZB-Anleihekäufe können Vermögensverteilung beeinflussen
    DIW Wochenbericht, 2016, 83, (7), 127-134 Downloads View citations (1)
  3. The Eurosystem's Agreement on Net Financial Assets (ANFA): Covert Monetary Financing or Legitimate Portfolio Management?
    DIW Economic Bulletin, 2016, 6, (12/13), 141-150 Downloads
  4. Verdeckte Staatsfinanzierung oder erlaubte Portfoliosteuerung? Das ANFA-Abkommen des Eurosystems
    DIW Wochenbericht, 2016, 83, (12/13), 243-252 Downloads

2015

  1. THE CYCLICALITY OF AUTOMATIC AND DISCRETIONARY FISCAL POLICY: WHAT CAN REAL-TIME DATA TELL US?
    Macroeconomic Dynamics, 2015, 19, (1), 221-243 Downloads View citations (2)
  2. Unbekanntes Terrain: Anleihekäufe der Europäischen Zentralbank
    DIW Wochenbericht, 2015, 82, (13), 307-316 Downloads
  3. Unchartered Territory: Large-Scale Asset Purchases by the European Central Bank
    DIW Economic Bulletin, 2015, 5, (13), 189-198 Downloads

2014

  1. Fiscal Devaluation: Economic Stimulus for Crisis Countries in the Euro Area
    DIW Economic Bulletin, 2014, 4, (10), 12-18 Downloads View citations (3)
  2. Fiskalische Abwertung: wirtschaftlicher Impuls für die Krisenländer im Euroraum
    DIW Wochenbericht, 2014, 81, (39), 916-922 Downloads View citations (1)
  3. Inflationserwartungen im Euroraum sind nicht mehr fest verankert: neue Maßnahmen der EZB-Geldpolitik
    DIW Wochenbericht, 2014, 81, (37), 856-867 Downloads
  4. Schwache Preisentwicklung und Deflationsgefahr im Euroraum: Grenzen der konventionellen Geldpolitik
    DIW Wochenbericht, 2014, 81, (12), 235-249 Downloads View citations (1)
  5. The macroeconomic determinants of private equity investment: a European comparison
    Applied Economics, 2014, 46, (11), 1170-1183 Downloads
  6. Weak Inflation and Threat of Deflation in the Euro Area: Limits of Conventional Monetary Policy
    DIW Economic Bulletin, 2014, 4, (5), 15-28 Downloads View citations (2)

2013

  1. A Transfer Mechanism as a Stabilization Tool in the EMU
    DIW Economic Bulletin, 2013, 3, (1), 3-8 Downloads View citations (10)

2012

  1. "Grüne" Investitionen in einem europäischen Wachstumspaket
    DIW Wochenbericht, 2012, 79, (25), 3-9 Downloads
  2. Sovereign bond yield spreads: A time-varying coefficient approach
    Journal of International Money and Finance, 2012, 31, (3), 639-656 Downloads View citations (120)
    See also Working Paper (2010)
  3. Sovereign risk premiums in the European government bond market
    Journal of International Money and Finance, 2012, 31, (5), 975-995 Downloads View citations (94)
    See also Working Paper (2006)

2011

  1. Die Zukunft des internationalen Währungssystems
    DIW Wochenbericht, 2011, 78, (37/38), 11-18 Downloads
  2. Forecasting the fragility of the banking and insurance sectors
    Journal of Banking & Finance, 2011, 35, (4), 807-818 Downloads View citations (20)
    See also Working Paper (2009)
  3. The Future of the International Monetary System
    DIW Economic Bulletin, 2011, 1, (4), 11-17 Downloads

2010

  1. Die Internationalisierung des chinesischen Renminbi: eine Chance für China
    DIW Wochenbericht, 2010, 77, (20), 10-15 Downloads View citations (1)
  2. Internationalization of the Chinese Renminbi: An Opportunity for China
    Weekly Report, 2010, 6, (17), 126-132 Downloads View citations (3)
  3. Zinsspreads auf europäische Staatsanleihen: Implikationen und Lehren aus der europäischen Schuldenkrise
    Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2010, 79, (4), 103-118 Downloads

2008

  1. FOOL THE MARKETS? CREATIVE ACCOUNTING, FISCAL TRANSPARENCY AND SOVEREIGN RISK PREMIA
    Scottish Journal of Political Economy, 2008, 55, (4), 465-487 Downloads View citations (50)
    See also Working Paper (2006)

2004

  1. The Euribor Futures Market: Efficiency and the Impact of ECB Policy Announcements
    International Finance, 2004, 7, (1), 1-24 Downloads View citations (53)

Books

2019

  1. Happy Birthday? The Euro at 20, vol 134
    DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research Downloads

2018

  1. Negative Interest Rates and the Signalling Channel: In-Depth Analysis, vol 130
    DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research Downloads

2017

  1. Monetary Policy Implications of Financial Innovation: In-Depth Analysis, vol 120
    DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research Downloads

2016

  1. Effectiveness of the ECB Programme of Asset Purchases: Where Do We Stand? In-Depth Analysis, vol 113
    DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research Downloads View citations (4)
  2. Implications for the Euro Area of Divergent Monetary Policy Stances by the Fed and the ECB - The Role of Financial Spillovers: In-Depth Analysis, vol 107
    DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research Downloads View citations (2)

2015

  1. Quantitative Easing - What Are the Side Effects on Income and Wealth Distribution: In-Depth Analysis, vol 99
    DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research Downloads View citations (2)

Chapters

2007

  1. Households' response to wealth changes: do gins or losses make a difference?
    A chapter in Proceedings of the IFC Conference on "Measuring the financial position of the household sector", Basel, 30-31 August 2006 - Volume 1, 2007, vol. 25, pp 145-160 Downloads View citations (2)
    See also Working Paper (2006)
 
Page updated 2019-11-13