Details about Markus Hertrich

Access statistics for papers by Markus Hertrich.

Last updated 2023-11-20. Update your information in the RePEc Author Service.

Short-id: phe561

Working Papers

2022

1. Foreign Exchange Interventions and their Impact on Expectations: Evidence from the USD/ILS Options Market
   Bank of Israel Working Papers, Bank of Israel
   Also in Discussion Papers, Deutsche Bundesbank (2022)

2020

2. Foreign exchange interventions under a one-sided target zone regime and the Swiss franc
   Discussion Papers, Deutsche Bundesbank View citations (1)

2019

3. A novel housing price misalignment indicator for Germany
   Discussion Papers, Deutsche Bundesbank View citations (1)
   See also Journal Article A Novel Housing Price Misalignment Indicator for Germany, German Economic Review, De Gruyter (2019) View citations (1) (2019)

2015

4. A Note on Credit Spread Forwards
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article A Note on Credit Spread Forwards, Journal of Advanced Studies in Finance, ASERS Publishing (2016) (2016)
5. Does Credit Risk Impact Liquidity Risk? Evidence from Credit Default Swap Markets
   MPRA Paper, University Library of Munich, Germany View citations (4)
6. On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective
   Working papers, Faculty of Business and Economics - University of Basel View citations (8)
   See also Journal Article On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective, Journal of Money, Credit and Banking, Blackwell Publishing (2017) View citations (15) (2017)
7. The Costs of Implementing a Unilateral One-Sided Exchange Rate Target Zone
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article The Costs of Implementing a Unilateral One-Sided Exchange Rate Target Zone, Review of Economics, De Gruyter (2016) (2016)

Journal Articles

2022

1. Foreign exchange interventions under a minimum exchange rate regime and the Swiss franc
   Review of International Economics, 2022, 30, (2), 450-489 View citations (2)

2019

2. A Novel Housing Price Misalignment Indicator for Germany
   German Economic Review, 2019, 20, (4), e759-e794 View citations (1)
   Also in German Economic Review, 2019, 20, (4), e759-e794 (2019) View citations (2)
   See also Working Paper A novel housing price misalignment indicator for Germany, Discussion Papers (2019) View citations (1) (2019)

2017

3. On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective
   Journal of Money, Credit and Banking, 2017, 49, (2-3), 567-578 View citations (15)
   See also Working Paper On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective, Working papers (2015) View citations (8) (2015)

2016

4. A Note on Credit Spread Forwards
   Journal of Advanced Studies in Finance, 2016, 7, (1), 77-81
   See also Working Paper A Note on Credit Spread Forwards, MPRA Paper (2015) (2015)
5. The Costs of Implementing a Unilateral One-Sided Exchange Rate Target Zone
   Review of Economics, 2016, 67, (1), 91-120
   See also Working Paper The Costs of Implementing a Unilateral One-Sided Exchange Rate Target Zone, MPRA Paper (2015) (2015)
6. The Distribution of Exchange Rates Under a Minimum Exchange Rate Regime
   Journal of Applied Economics, 2016, 19, (2), 351-361 View citations (3)
   Also in Journal of Applied Economics, 2016, 19, 351-362 (2016) View citations (3)

2015

7. A Cautionary Note on the Put-Call Parity under an Asset Pricing Model with a Lower Reflecting Barrier
   Swiss Journal of Economics and Statistics (SJES), 2015, 151, (III), 227-260 View citations (2)

2013

8. Valuing Stock Options When Prices are Subject to a Lower Boundary: A Correction
   Journal of Futures Markets, 2013, 33, (9), 889-890 View citations (5)