Details about Manfred Kremer

Access statistics for papers by Manfred Kremer.

Last updated 2025-02-17. Update your information in the RePEc Author Service.

Short-id: pkr162

Working Papers

2023

1. Measuring systemic financial stress and its risks for growth
   Working Paper Series, European Central Bank View citations (5)
2. Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach
   Working Paper Series, European Central Bank View citations (2)

2021

3. A risk management perspective on macroprudential policy
   Working Paper Series, European Central Bank View citations (4)
4. Measuring Systemic Financial Stress and its Impact on the Macroeconomy
   VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association View citations (4)
5. The risk management approach to macro-prudential policy
   Working Paper Series, European Central Bank View citations (13)

2019

6. Financial integration in Europe through the lens of composite indicators
   Working Paper Series, European Central Bank View citations (8)
   See also Journal Article Financial integration in Europe through the lens of composite indicators, Economics Letters, Elsevier (2020) View citations (10) (2020)

2018

7. Beyond spreads: measuring sovereign market stress in the euro area
   Working Paper Series, European Central Bank View citations (16)
   See also Journal Article Beyond spreads: Measuring sovereign market stress in the euro area, Economics Letters, Elsevier (2017) View citations (32) (2017)

2013

8. Melting down: Systemic financial instability and the macroeconomy
   VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association View citations (14)

2012

9. CISS - a composite indicator of systemic stress in the financial system
   Working Paper Series, European Central Bank View citations (515)

2006

10. Public debt and long-term interest rates: the case of Germany, Italy and the USA
    Working Paper Series, European Central Bank View citations (38)

1999

11. Die Kapitalmarktzinsen in Deutschland und den USA: Wie eng ist der Zinsverbund? Eine Anwendung der multivariaten Kointegrationsanalyse
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (2)

Journal Articles

2024

1. Quantifying financial stability risks for monetary policy
   Research Bulletin, 2024, 115 View citations (1)
   Also in Research Bulletin, 2021, 115 (2021)

2021

2. A novel risk management perspective for macroprudential policy
   Research Bulletin, 2021, 87.1 View citations (3)

2020

3. Financial integration in Europe through the lens of composite indicators
   Economics Letters, 2020, 194, (C) View citations (10)
   See also Working Paper Financial integration in Europe through the lens of composite indicators, Working Paper Series (2019) View citations (8) (2019)

2017

4. Beyond spreads: Measuring sovereign market stress in the euro area
   Economics Letters, 2017, 159, (C), 153-156 View citations (32)
   See also Working Paper Beyond spreads: measuring sovereign market stress in the euro area, Working Paper Series (2018) View citations (16) (2018)

2016

5. Macroeconomic effects of financial stress and the role of monetary policy: a VAR analysis for the euro area
   International Economics and Economic Policy, 2016, 13, (1), 105-138 View citations (32)
   Also in International Economics and Economic Policy, 2016, 13, (1), 105-138 (2016) View citations (33)

2013

6. Introducing Systemic Financial instability into macroeconomics: how to meet the challenge?
   Research Bulletin, 2013, 19, 2-9

Edited books

2013

1. The Role of Central Banks in Financial Stability:How Has It Changed?
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.