Details about Burkhard Raunig

Access statistics for papers by Burkhard Raunig.

Last updated 2023-10-13. Update your information in the RePEc Author Service.

Short-id: pra1025

Working Papers

2024

1. Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient?
   Papers, arXiv.org

2023

2. Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient? (Pietro Saggese, Esther Segalla, Michael Sigmund, Burkhard Raunig, Felix Zangerl, Bernhard Haslhofer)
   Working Papers, Oesterreichische Nationalbank (Austrian Central Bank)
3. Watching over 21,000 Billion Euros: Does the ECB Single Supervisory Mechanism Affect Bank Competition in the Euro Area? (Burkhard Raunig, Michael Sigmund)
   Working Papers, Oesterreichische Nationalbank (Austrian Central Bank)

2022

4. The ECB Single Supervisory Mechanism: Effects on Bank Performance and Capital Requirements (Burkhard Raunig, Michael Sigmund)
   Working Papers, Oesterreichische Nationalbank (Austrian Central Bank)

2021

5. A View from Outside: Sovereign CDS Volatility as an Indicator of Economic Uncertainty (Maximilian Böck, Martin Feldkircher, Burkhard Raunig)
   Working Papers, Oesterreichische Nationalbank (Austrian Central Bank)
6. Economic Policy Uncertainty and Stock Market Volatility: A Causality Check (Burkhard Raunig)
   Working Papers, Oesterreichische Nationalbank (Austrian Central Bank)

2018

7. Economic Policy Uncertainty and the Volatility of Sovereign CDS Spreads
   Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (1)

2016

8. Background Indicators
   Working Papers, Oesterreichische Nationalbank (Austrian Central Bank)
   See also Journal Article Background Indicators, Econometrics, MDPI (2019) (2019)

2014

9. Do Banks Lend Less in Uncertain Times?
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck View citations (4)
   Also in Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) (2014) View citations (2)
   See also Journal Article Do Banks Lend Less in Uncertain Times?, Economica, London School of Economics and Political Science (2017) View citations (22) (2017)

2011

10. Stock Market Volatility, Consumption and Investment; An Evaluation of the Uncertainty Hypothesis Using Post-War U.S. Data
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (4)

2009

11. Are Banks Different? Evidence from the CDS Market
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (23)

2008

12. A value at risk analysis of cedit default swaps
    Working Paper Series, European Central Bank
    Also in Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank (2008) View citations (2)

2007

13. Money market uncertainty and retail interest rate fluctuations: A cross-country comparison
    Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria
    See also Journal Article Money Market Uncertainty and Retail Interest Rate Fluctuations: A Cross-Country Comparison, German Economic Review, De Gruyter (2009) View citations (2) (2009)

2003

14. Testing for Longer Horizon Predictability of Return Volatility with an Application to the German
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank)

2002

15. Evaluating Density Forecasts with an Application to Stock Market Returns
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (1)
    Also in Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) (2002) View citations (3)

1998

16. Heterogeneities within industries and structure-performance models
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (7)
    See also Journal Article Heterogeneities within Industries and Structure-Performance Models, Review of Industrial Organization, Springer (1999) View citations (8) (1999)

Journal Articles

2023

1. Using causal graphs to test for the direction of instantaneous causality between economic policy uncertainty and stock market volatility
   Empirical Economics, 2023, 65, (4), 1579-1598 View citations (1)

2019

2. Background Indicators
   Econometrics, 2019, 7, (2), 1-14
   See also Working Paper Background Indicators, Working Papers (2016) (2016)

2018

3. A primer on peer-to-peer lending: immediate financial intermediation in practice
   Monetary Policy & the Economy, 2018, (Q3/18), 36-51 View citations (1)

2017

4. Do Banks Lend Less in Uncertain Times?
   Economica, 2017, 84, (336), 682-711 View citations (22)
   See also Working Paper Do Banks Lend Less in Uncertain Times?, Working Papers (2014) View citations (4) (2014)
5. On The Interpretation of Instrumental Variables in the Presence of Specification Errors: A Causal Comment
   Econometrics, 2017, 5, (3), 1-6
6. Stop breaking down: A graphical analysis of proxy variable and instrumental variable solutions to omitted variable problems
   Economics Bulletin, 2017, 37, (3), 1996-2003

2015

7. Firm credit risk in normal times and during the crisis: are banks less risky?
   Applied Economics, 2015, 47, (24), 2455-2469 View citations (7)

2012

8. Financial Markets and Real Economic Activity
   Monetary Policy & the Economy, 2012, (4), 92–95

2010

9. Stock Market Volatility and the Business Cycle
   Monetary Policy & the Economy, 2010, (2), 54–63 View citations (1)

2009

10. Money Market Uncertainty and Retail Interest Rate Fluctuations: A Cross-Country Comparison
    German Economic Review, 2009, 10, (2), 176-192 View citations (2)
    Also in German Economic Review, 2009, 10, (2), 176-192 (2009) View citations (2)
    See also Working Paper Money market uncertainty and retail interest rate fluctuations: A cross-country comparison, Economics working papers (2007) (2007)

2008

11. Detecting ARCH Effects in Non-Gaussian Time Series
    Journal of Financial Econometrics, 2008, 6, (2), 271-289
12. The predictability of exchange rate volatility
    Economics Letters, 2008, 98, (2), 220-228 View citations (2)

2007

13. Are economic tracking portfolios useful for forecasting output and inflation in Austria?
    Applied Financial Economics, 2007, 17, (13), 1043-1049 View citations (1)

2006

14. The longer-horizon predictability of German stock market volatility
    International Journal of Forecasting, 2006, 22, (2), 363-372 View citations (8)

2005

15. Evaluating density forecasts from models of stock market returns
    The European Journal of Finance, 2005, 11, (2), 151-166 View citations (2)

2004

16. Growth and Stability in the EU
    Monetary Policy & the Economy, 2004, (2), 100–108 View citations (5)

1999

17. Heterogeneities within Industries and Structure-Performance Models
    Review of Industrial Organization, 1999, 15, (4), 303-320 View citations (8)
    See also Working Paper Heterogeneities within industries and structure-performance models, Working Papers (1998) View citations (7) (1998)

Chapters

2005

1. How Well Do Models of Stock Market Volatility Forecast at Longer Horizons?
   Chapter 5 in Forecasting Financial Markets. Theory and Applications, 2005, pp 71-84