Details about Stefan Reitz, Jr.

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Short-id: pre177

Working Papers

2024

1. Nonstandard Errors
   Post-Print, HAL
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2024)
   Working Papers, Lund University, Department of Economics (2021)
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (6)
   See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) (2024)

2019

2. Foreign Exchange Dealer Asset Pricing
   Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis
   Also in Discussion Papers, Deutsche Bundesbank (2019)
3. Procyclical leverage in Europe and its role in asset pricing
   Discussion Papers, Deutsche Bundesbank
   See also Journal Article Procyclical leverage in Europe and its role in asset pricing, Journal of International Money and Finance, Elsevier (2020) View citations (1) (2020)

2018

4. Dealer behaviour in the Euro money market during times of crisis
   Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy (IfW Kiel) View citations (2)
   See also Journal Article Dealer behaviour in the Euro money market during times of crisis, Applied Economics, Taylor & Francis Journals (2018) View citations (2) (2018)
5. Information Rigidities and Exchange Rate Expectations
   VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association
   See also Journal Article Information rigidities and exchange rate expectations, Journal of International Money and Finance, Elsevier (2020) View citations (8) (2020)

2017

6. Homogenous vs. heterogenous transition functions in smooth transition regressions: A LM-type test
   Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)

2016

7. Auswirkungen des globalen Finanzzyklus auf den Euroraum
   Kiel Insight, Kiel Institute for the World Economy (IfW Kiel)
8. Dynamics of the European sovereign bonds and the identification of crisis periods
   FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents
   See also Journal Article Dynamics of the European sovereign bonds and the identification of crisis periods, Empirical Economics, Springer (2020) (2020)
9. Euro Area: Uncertainty weighs temporarily on recovery
   Kiel Institute Economic Outlook, Kiel Institute for the World Economy (IfW Kiel)
10. Konjunktur im Euroraum im Frühjahr 2016 - Euroraum: Erholung zunächst von Unsicherheit belastet
    (Euro Area Economy Spring 2016 - Euro Area: Uncertainty weighs temporarily on recovery)
    Kieler Konjunkturberichte, Kiel Institute for the World Economy (IfW Kiel)
11. Transmission of global financial shocks to EMU member states: The role of monetary policy and national factors
    Discussion Papers, Deutsche Bundesbank View citations (3)

2015

12. Euro money market trading during times of crisis
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)
13. Heteroeneous forecasters and nonlinear expectation formation in US stock market
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents
    Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2014) View citations (1)
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2014) View citations (1)
14. Nonlinear Expectation Formation in the U.S. Stock Market
    VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association
15. Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)
16. On the role of market makers for money market liquidity and tensions
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)
17. Quantitative Lockerung der EZB und die Entwicklung des effektiven Wechselkurses des Euro
    Kiel Insight, Kiel Institute for the World Economy (IfW Kiel)
18. Weltkonjunktur im Sommer 2015 - Erholung der Weltkonjunktur vorübergehend gebremst
    (World Economy Summer 2015 - Faltering recovery of the world economy)
    Kieler Konjunkturberichte, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
19. World Economy Summer 2015 - Faltering recovery of the world economy
    Kiel Institute Economic Outlook, Kiel Institute for the World Economy (IfW Kiel)

2014

20. Real financial market exchange rates and capital flows
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
    Also in Discussion Papers, Deutsche Bundesbank (2013) View citations (4)
    See also Journal Article Real financial market exchange rates and capital flows, Journal of International Money and Finance, Elsevier (2015) View citations (18) (2015)
21. The Role of a Changing Market Environment for Credit Default Swap Pricing
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents View citations (2)
    Also in HWWI Research Papers, Hamburg Institute of International Economics (HWWI) (2014) View citations (2)
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2014) View citations (2)
    See also Journal Article The Role of a Changing Market Environment for Credit Default Swap Pricing, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2016) View citations (3) (2016)
22. Treibt Spekulation die Rohstoffpreise in die Höhe?
    Kiel Policy Brief, Kiel Institute for the World Economy (IfW Kiel)
23. What impact do global factors have on stock market movements in emerging market economies? A Short Note
    FinMaP-Policy Letters, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents View citations (2)

2013

24. Announcements of ECB unconventional programs: Implications for the sovereign risk of Italy
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (15)
25. Exchange rates in target zones: Evidence from the Danish Krone
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
26. International comparison of stock market valuation: Evidence from a new index
    Kiel Policy Brief, Kiel Institute for the World Economy (IfW Kiel)
27. The microstructure of exchange rate management: FX intervention and capital controls in Brazil
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (2)
    See also Journal Article The microstructure of exchange rate management: FX intervention and capital controls in Brazil, Applied Economics, Taylor & Francis Journals (2015) View citations (1) (2015)

2012

28. Capital flows, financial asset prices and real financial market exchange rate: A case study for an emerging market, India
    Kiel Advanced Studies Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
    See also Journal Article Capital Flows, Financial Asset Prices and Real Financial Market Exchange Rate: A Case Study for an Emerging Market, India, Journal of Reviews on Global Economics, Lifescience Global (2013) View citations (1) (2013)
29. Effectiveness of central bank intervention on the foreign exchange market
    Kiel Policy Brief, Kiel Institute for the World Economy (IfW Kiel)
30. FX intervention in the yen-US dollar market: A coordination channel perspective
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (7)
    See also Journal Article FX intervention in the Yen-US dollar market: a coordination channel perspective, International Economics and Economic Policy, Springer (2012) View citations (9) (2012)
31. Financial intermediation and the role of price discrimination in a two-tier market
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2009) View citations (3)
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2009) View citations (4)
32. Fixing the Phillips curve: The case of downward nominal wage rigidity in the US
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)
    See also Journal Article FIXING THE PHILLIPS CURVE: THE CASE OF DOWNWARD NOMINAL WAGE RIGIDITY IN THE US, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2014) (2014)
33. Nonlinear Expectations in Speculative Markets
    VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association View citations (14)
34. Nonlinear expectations in speculative markets - Evidence from the ECB survey of professional forecasters
    Discussion Papers on Economics, University of Southern Denmark, Department of Economics View citations (18)
    Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2011)
    Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics (2012) View citations (18)
    See also Journal Article Nonlinear expectations in speculative markets – Evidence from the ECB survey of professional forecasters, Journal of Economic Dynamics and Control, Elsevier (2012) View citations (16) (2012)

2010

35. On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank
    See also Journal Article On the Nonlinear Influence of Reserve Bank of Australia Interventions on Exchange Rates, The Economic Record, The Economic Society of Australia (2011) View citations (6) (2011)

2009

36. Are oil price forecasters finally right? Regressive expectations toward more fundamental values of the oil price
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (3)
    Also in MPRA Paper, University Library of Munich, Germany (2009) View citations (2)
    WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management (2009) View citations (1)
37. The Effects of Japanese Interventions on FX-Forecast Heterogeneity
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article The effects of Japanese interventions on FX-forecast heterogeneity, Economics Letters, Elsevier (2010) View citations (9) (2010)

2008

38. Nonlinear oil price dynamics: a tale of heterogeneous speculators?
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (12)
    See also Journal Article Non-Linear Oil Price Dynamics: A Tale of Heterogeneous Speculators?, German Economic Review, De Gruyter (2009) View citations (2) (2009)

2007

39. End-user order flow and exchange rate dynamics
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (17)
40. Exchange Rates Dynamics in a Target Zone – A Heterogeneous Expectations Approach
    CESifo Working Paper Series, CESifo
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2007) View citations (10)
    See also Journal Article Exchange rate dynamics in a target zone--A heterogeneous expectations approach, Journal of Economic Dynamics and Control, Elsevier (2009) View citations (42) (2009)

2006

41. The Coordination Channel of Foreign Exchange Intervention
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (29)
42. The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (23)
    See also Journal Article The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis, European Economic Review, Elsevier (2008) View citations (104) (2008)

2004

43. Target Zone Interventions and Coordination of Expectations
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (2)
    See also Journal Article Target Zone Interventions and Coordination of Expectations, Journal of Optimization Theory and Applications, Springer (2006) View citations (4) (2006)

2003

44. Heterogeneous Expectations in the Foreign Exchange Market Evidence from the Daily Dollar/DM Exchange Rate
    CFS Working Paper Series, Center for Financial Studies (CFS) View citations (2)
45. Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists
    CFS Working Paper Series, Center for Financial Studies (CFS) View citations (75)
    See also Journal Article Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2003) View citations (77) (2003)

2002

46. Central Bank Intervention and Exchange Rate Expectations: Evidence from the Daily DM/US-Dollar Exchange Rate
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank

2000

47. Chartist Prediction in the Foreign Exchange Market. Evidence from the Daily Dollar/DM Exchange Rate
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (6)

Journal Articles

2024

1. A dealer’s funding liquidity risk and its money market trades in the 2007/08 crisis
   Journal of Financial Stability, 2024, 75, (C)
2. Nonstandard Errors
   Journal of Finance, 2024, 79, (3), 2339-2390
   See also Working Paper Nonstandard Errors, Post-Print (2024) (2024)

2021

3. Currency returns and FX dealer balance sheets
   Journal of International Economics, 2021, 133, (C) View citations (1)
4. Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions
   Econometric Reviews, 2021, 40, (2), 177-196

2020

5. Dynamics of the European sovereign bonds and the identification of crisis periods
   Empirical Economics, 2020, 58, (6), 2761-2781
   See also Working Paper Dynamics of the European sovereign bonds and the identification of crisis periods, FinMaP-Working Papers (2016) (2016)
6. Information rigidities and exchange rate expectations
   Journal of International Money and Finance, 2020, 105, (C) View citations (8)
   See also Working Paper Information Rigidities and Exchange Rate Expectations, VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy (2018) (2018)
7. Procyclical leverage in Europe and its role in asset pricing
   Journal of International Money and Finance, 2020, 107, (C) View citations (1)
   See also Working Paper Procyclical leverage in Europe and its role in asset pricing, Discussion Papers (2019) (2019)

2018

8. Dealer behaviour in the Euro money market during times of crisis
   Applied Economics, 2018, 50, (48), 5204-5219 View citations (2)
   See also Working Paper Dealer behaviour in the Euro money market during times of crisis, Open Access Publications from Kiel Institute for the World Economy (2018) View citations (2) (2018)

2017

9. 25 Jahre Maastrichter Verträge — reale Divergenzen und institutionelle Reformen
   (25 Years of the Maastricht Treaty: Real Divergence and Institutional Reform in the Eurozone)
   Wirtschaftsdienst, 2017, 97, (2), 124-129
10. The role of global financial conditions for credit supply in EMU periphery countries
    Applied Economics Letters, 2017, 24, (10), 727-731

2016

11. Is Globalization Reducing the Ability of Central Banks to Control Inflation? A Literature Review with an Application to the Euro Area
    Review of Economics, 2016, 67, (3), 231-253 View citations (1)
12. The Role of a Changing Market Environment for Credit Default Swap Pricing
    International Journal of Finance & Economics, 2016, 21, (3), 209-223 View citations (3)
    See also Working Paper The Role of a Changing Market Environment for Credit Default Swap Pricing, FinMaP-Working Papers (2014) View citations (2) (2014)

2015

13. Announcements of ECB unconventional programs: Implications for the sovereign spreads of stressed euro area countries
    Journal of International Money and Finance, 2015, 53, (C), 276-295 View citations (120)
14. Financial intermediation and the role of price discrimination in the foreign exchange market
    The European Journal of Finance, 2015, 21, (8), 629-645
15. Real financial market exchange rates and capital flows
    Journal of International Money and Finance, 2015, 54, (C), 50-69 View citations (18)
    See also Working Paper Real financial market exchange rates and capital flows, Kiel Working Papers (2014) View citations (1) (2014)
16. The microstructure of exchange rate management: FX intervention and capital controls in Brazil
    Applied Economics, 2015, 47, (34-35), 3617-3632 View citations (1)
    See also Working Paper The microstructure of exchange rate management: FX intervention and capital controls in Brazil, Kiel Working Papers (2013) View citations (2) (2013)

2014

17. FIXING THE PHILLIPS CURVE: THE CASE OF DOWNWARD NOMINAL WAGE RIGIDITY IN THE US
    International Journal of Finance & Economics, 2014, 19, (2), 122-131
    See also Working Paper Fixing the Phillips curve: The case of downward nominal wage rigidity in the US, Kiel Working Papers (2012) (2012)
18. The impact of global factors on stock market movements in emerging market economies
    Intereconomics: Review of European Economic Policy, 2014, 49, (5), 268-271 View citations (2)

2013

19. Capital Flows, Financial Asset Prices and Real Financial Market Exchange Rate: A Case Study for an Emerging Market, India
    Journal of Reviews on Global Economics, 2013, 2, 158-171 View citations (1)
    See also Working Paper Capital flows, financial asset prices and real financial market exchange rate: A case study for an emerging market, India, Kiel Advanced Studies Working Papers (2012) View citations (1) (2012)
20. The Danish krone-euro exchange rate and Danmark Nationalbank intervention operations
    Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (3), 239-249

2012

21. FX intervention in the Yen-US dollar market: a coordination channel perspective
    International Economics and Economic Policy, 2012, 9, (2), 111-128 View citations (9)
    See also Working Paper FX intervention in the yen-US dollar market: A coordination channel perspective, Kiel Working Papers (2012) View citations (7) (2012)
22. Nonlinear expectations in speculative markets – Evidence from the ECB survey of professional forecasters
    Journal of Economic Dynamics and Control, 2012, 36, (9), 1349-1363 View citations (16)
    See also Working Paper Nonlinear expectations in speculative markets - Evidence from the ECB survey of professional forecasters, Discussion Papers on Economics (2012) View citations (18) (2012)

2011

23. Buchbesprechungen / Book Reviews
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2011, 231, (1), 172-176
24. End-user order flow and exchange rate dynamics - a dealer's perspective
    The European Journal of Finance, 2011, 17, (2), 153-168 View citations (5)
25. On the Nonlinear Influence of Reserve Bank of Australia Interventions on Exchange Rates
    The Economic Record, 2011, 87, (278), 465-479 View citations (6)
    See also Working Paper On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates, Discussion Paper Series 1: Economic Studies (2010) (2010)

2010

26. Internationale Risikoteilung und finanzielle Integration in der Europäischen Währungsunion
    Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2010, 79, (4), 75-84 View citations (1)
27. Regressive Oil Price Expectations Toward More Fundamental Values of the Oil Price
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2010, 230, (4), 454-466 View citations (5)
28. The effects of Japanese interventions on FX-forecast heterogeneity
    Economics Letters, 2010, 108, (1), 62-64 View citations (9)
    See also Working Paper The Effects of Japanese Interventions on FX-Forecast Heterogeneity, MPRA Paper (2009) View citations (1) (2009)

2009

29. Exchange rate dynamics in a target zone--A heterogeneous expectations approach
    Journal of Economic Dynamics and Control, 2009, 33, (2), 329-344 View citations (42)
    See also Working Paper Exchange Rates Dynamics in a Target Zone – A Heterogeneous Expectations Approach, CESifo Working Paper Series (2007) (2007)
30. Non-Linear Oil Price Dynamics: A Tale of Heterogeneous Speculators?
    German Economic Review, 2009, 10, (3), 270-283 View citations (2)
    Also in German Economic Review, 2009, 10, (3), 270-283 (2009) View citations (22)
    See also Working Paper Nonlinear oil price dynamics: a tale of heterogeneous speculators?, Discussion Paper Series 1: Economic Studies (2008) View citations (12) (2008)

2008

31. The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis
    European Economic Review, 2008, 52, (1), 55-76 View citations (104)
    See also Working Paper The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis, Discussion Paper Series 1: Economic Studies (2006) View citations (23) (2006)
32. Wechselkurse und Wirtschaftswachstum: ein nicht-linearer Zusammenhang?
    Wirtschaftsdienst, 2008, 88, (7), 481-483

2007

33. Commodity price cycles and heterogeneous speculators: a STAR–GARCH model
    Empirical Economics, 2007, 33, (2), 231-244 View citations (52)

2006

34. On the predictive content of technical analysis
    The North American Journal of Economics and Finance, 2006, 17, (2), 121-137 View citations (13)
35. Target Zone Interventions and Coordination of Expectations
    Journal of Optimization Theory and Applications, 2006, 128, (2), 453-467 View citations (4)
    See also Working Paper Target Zone Interventions and Coordination of Expectations, Computing in Economics and Finance 2004 (2004) View citations (2) (2004)

2005

36. Central Bank Intervention and Heterogeneous Exchange Rate Expectations: Evidence from the Daily DEM/US-Dollar Exchange Rate
    Open Economies Review, 2005, 16, (1), 33-50 View citations (2)
37. Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market
    Physica A: Statistical Mechanics and its Applications, 2005, 349, (3), 641-648 View citations (60)
38. Macroeconomic Effects of Tariffs: Insights from a New Open Economy Macroeconomics Model
    Swiss Journal of Economics and Statistics (SJES), 2005, 141, (II), 285-311 View citations (4)

2004

39. Heterogeneous expectations in the foreign exchange market
    Journal of Evolutionary Economics, 2004, 15, (1), 65-82 View citations (5)

2003

40. Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists
    Studies in Nonlinear Dynamics & Econometrics, 2003, 7, (4), 15 View citations (77)
    See also Working Paper Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists, CFS Working Paper Series (2003) View citations (75) (2003)

Books

2015

1. Theoretische und wirtschaftspolitische Aspekte der internationalen Integration. Festschrift für Helga Luckenbach zum 68. Geburtstag, vol 533
   Volkswirtschaftliche Schriften, Duncker & Humblot GmbH, Berlin

Edited books

2005

1. Nonlinear Dynamics and Heterogeneous Interacting Agents
   Lecture Notes in Economics and Mathematical Systems, Springer View citations (31)