| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comprehensive Look at Financial Volatility Prediction by Economic Variables |
0 |
0 |
4 |
102 |
6 |
17 |
24 |
299 |
| A Comprehensive Look at Financial Volatility Prediction by Economic Variables |
0 |
0 |
0 |
131 |
4 |
11 |
12 |
335 |
| Addressing the risks in crypto: laying out the options |
0 |
1 |
8 |
130 |
3 |
4 |
29 |
365 |
| An Intermediation-Based Model of Exchange Rates |
0 |
0 |
1 |
17 |
1 |
2 |
7 |
25 |
| An Intermediation-Based Model of Exchange Rates |
0 |
0 |
0 |
30 |
2 |
4 |
11 |
47 |
| An Intermediation-Based Model of Exchange Rates |
0 |
0 |
0 |
23 |
10 |
16 |
20 |
75 |
| An intermediation-based model of exchange rates |
0 |
0 |
0 |
23 |
6 |
8 |
8 |
55 |
| Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns |
0 |
0 |
0 |
34 |
6 |
9 |
9 |
160 |
| Asset ppricing with a reference level of consumption: New evidence from the cross-section of stock returns |
0 |
0 |
0 |
4 |
2 |
3 |
7 |
87 |
| Banking across borders: At the crossroads in the transition away from LIBOR - from overnight to term rates |
0 |
0 |
1 |
30 |
3 |
7 |
10 |
90 |
| Carry Trades and Global FX Volatility |
0 |
0 |
2 |
425 |
8 |
11 |
25 |
1,026 |
| Carry Trades and Global Foreign Exchange Volatility |
0 |
0 |
1 |
254 |
5 |
7 |
16 |
580 |
| Central clearing in government bond markets: keeping the "safe asset" safe? |
0 |
0 |
0 |
9 |
7 |
11 |
14 |
36 |
| Constrained Dealers and Market Efficiency |
0 |
0 |
0 |
3 |
2 |
2 |
2 |
17 |
| Constrained Liquidity Provision in Currency Markets |
0 |
0 |
0 |
20 |
2 |
3 |
4 |
40 |
| Constrained Liquidity Provision in Currency Markets |
0 |
0 |
1 |
1 |
1 |
3 |
6 |
8 |
| Constrained liquidity provision in currency markets |
0 |
0 |
1 |
11 |
9 |
17 |
19 |
30 |
| Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns |
0 |
0 |
0 |
74 |
5 |
7 |
8 |
285 |
| Covered Interest Parity Arbitrage |
0 |
0 |
1 |
47 |
4 |
7 |
15 |
132 |
| Crypto carry |
0 |
3 |
10 |
42 |
12 |
29 |
55 |
140 |
| Currency Momentum Strategies |
0 |
0 |
1 |
102 |
6 |
14 |
20 |
449 |
| Currency Momentum Strategies |
0 |
2 |
2 |
281 |
4 |
29 |
45 |
1,552 |
| Currency Momentum Strategies |
0 |
1 |
1 |
149 |
6 |
11 |
16 |
537 |
| Currency Value |
0 |
0 |
0 |
111 |
3 |
3 |
10 |
185 |
| DeFi lending: intermediation without information? |
3 |
11 |
27 |
147 |
11 |
36 |
95 |
380 |
| Debt De-risking |
0 |
0 |
0 |
15 |
11 |
14 |
17 |
69 |
| Debt De-risking |
0 |
0 |
0 |
8 |
1 |
5 |
6 |
35 |
| Debt derisking |
0 |
0 |
1 |
1 |
3 |
4 |
6 |
6 |
| Decentralised finance (DeFi): a functional approach |
0 |
3 |
6 |
21 |
2 |
10 |
22 |
55 |
| Dividend predictability around the world |
0 |
0 |
0 |
81 |
3 |
4 |
5 |
319 |
| Evaluating conditional asset pricing models for the German stock market |
0 |
0 |
0 |
160 |
4 |
6 |
7 |
529 |
| Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? |
0 |
0 |
0 |
192 |
17 |
18 |
20 |
515 |
| Explaining Monetary Spillovers: The Matrix Reloaded |
0 |
0 |
1 |
19 |
5 |
7 |
9 |
61 |
| Explaining Monetary Spillovers: The Matrix Reloaded |
0 |
0 |
0 |
50 |
4 |
9 |
13 |
166 |
| Explaining Monetary Spillovers: The Matrix Reloaded |
0 |
0 |
0 |
36 |
4 |
12 |
13 |
112 |
| Financial conditions and the macroeconomy: a two-factor view |
1 |
1 |
12 |
12 |
11 |
21 |
40 |
40 |
| Global Asset Allocation Shifts |
0 |
0 |
1 |
41 |
1 |
8 |
12 |
164 |
| Global Asset Pricing: Is There a Role for Long-run Consumption Risk? |
0 |
0 |
0 |
59 |
2 |
3 |
4 |
170 |
| Global Bank Lending and Exchange Rates |
0 |
0 |
0 |
17 |
3 |
17 |
27 |
54 |
| Global Production Linkages and Stock Market Comovement |
0 |
0 |
0 |
16 |
4 |
9 |
13 |
61 |
| Global Production Linkages and Stock Market Comovement |
0 |
0 |
0 |
10 |
3 |
7 |
9 |
23 |
| Global Production Linkages and Stock Market Comovement |
0 |
0 |
0 |
0 |
2 |
4 |
7 |
8 |
| Global portfolio investments and FX derivatives |
1 |
1 |
16 |
16 |
8 |
17 |
37 |
37 |
| Global production linkages and stock market co-movement |
0 |
0 |
1 |
35 |
4 |
6 |
13 |
58 |
| Has the Pricing of Stocks Become More Global? |
0 |
0 |
0 |
18 |
4 |
5 |
8 |
85 |
| Has the Pricing of Stocks Become More Global? |
0 |
0 |
0 |
79 |
1 |
3 |
6 |
55 |
| Has the pricing of stocks become more global? |
0 |
0 |
0 |
42 |
4 |
10 |
11 |
106 |
| Higher-order beliefs among professional stock market forecasters: some first empirical tests |
0 |
0 |
0 |
105 |
4 |
5 |
5 |
347 |
| Information flows in foreign exchange markets: dissecting customer currency trades |
0 |
0 |
1 |
136 |
1 |
7 |
10 |
493 |
| Intermediation Markups and Monetary Policy Passthrough |
1 |
1 |
1 |
57 |
5 |
9 |
15 |
137 |
| Intermediation Markups and Monetary Policy Passthrough |
0 |
0 |
1 |
52 |
4 |
6 |
8 |
97 |
| Intermediation markups and monetary policy pass-through |
0 |
0 |
0 |
26 |
4 |
9 |
9 |
638 |
| International Diversification Benefits with Foreign Exchange Investment Styles |
0 |
0 |
0 |
56 |
1 |
4 |
5 |
264 |
| International Stock Return Predictability Under Model Uncertainty |
0 |
0 |
0 |
122 |
4 |
9 |
12 |
395 |
| International diversification benefits with foreign exchange investment styles |
0 |
0 |
1 |
67 |
2 |
8 |
14 |
306 |
| Leverage and margin spirals in fixed income markets during the Covid-19 crisis |
1 |
2 |
6 |
118 |
11 |
23 |
45 |
361 |
| Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020 |
0 |
0 |
1 |
16 |
2 |
4 |
5 |
57 |
| Long-horizon consumption risk and the cross-section of returns: New tests and international evidence |
0 |
0 |
0 |
19 |
2 |
2 |
2 |
92 |
| Macro Expectations, Aggregate Uncertainty, and Expected Term Premia |
0 |
0 |
0 |
63 |
2 |
6 |
7 |
171 |
| Macro expectations, aggregate uncertainty, and expected term premia |
0 |
0 |
0 |
44 |
2 |
6 |
7 |
226 |
| Margins, debt capacity, and systemic risk |
0 |
0 |
1 |
17 |
2 |
6 |
9 |
27 |
| Margins, debt capacity, and systemic risk |
0 |
0 |
0 |
0 |
5 |
7 |
8 |
10 |
| Monetary policy expectation errors |
0 |
0 |
1 |
31 |
1 |
6 |
9 |
60 |
| Monetary policy's rising FX impact in the era of ultra-low rates |
0 |
0 |
1 |
63 |
2 |
9 |
16 |
195 |
| Monetary policy's rising FX impact in the era of ultra-low rates |
0 |
0 |
0 |
59 |
13 |
19 |
24 |
104 |
| Non-Monetary News in Central Bank Communication |
0 |
0 |
0 |
53 |
9 |
21 |
22 |
84 |
| Non-bank Financial Intermediaries and Financial Stability |
1 |
2 |
8 |
30 |
5 |
14 |
25 |
88 |
| Non-bank financial intermediaries and financial stability |
0 |
0 |
8 |
67 |
4 |
21 |
58 |
212 |
| Non-monetary news in central bank communication |
0 |
0 |
0 |
41 |
27 |
33 |
41 |
169 |
| On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications |
0 |
0 |
3 |
486 |
6 |
10 |
28 |
1,169 |
| Optimal Transport of Information |
0 |
1 |
2 |
18 |
5 |
11 |
14 |
43 |
| Optimal Transport of Information |
0 |
0 |
1 |
17 |
2 |
5 |
7 |
38 |
| Optimal Transport of Information |
0 |
1 |
1 |
54 |
2 |
6 |
7 |
126 |
| Persuasion by Dimension Reduction |
0 |
1 |
2 |
18 |
3 |
8 |
10 |
37 |
| Persuasion by Dimension Reduction |
0 |
0 |
0 |
13 |
1 |
4 |
8 |
28 |
| Peso Problems in the Estimation of the C-CAPM |
0 |
0 |
2 |
5 |
1 |
2 |
6 |
24 |
| Policy Announcement Design |
0 |
0 |
0 |
36 |
2 |
3 |
7 |
71 |
| Predicting financial market stress with machine learning |
1 |
3 |
7 |
7 |
10 |
29 |
57 |
57 |
| Relationship Discounts in Corporate Bond Trading |
0 |
0 |
0 |
0 |
4 |
6 |
6 |
7 |
| Relationship discounts in corporate bond trading |
0 |
0 |
1 |
8 |
5 |
10 |
11 |
15 |
| Relationship discounts incorporate bond trading |
1 |
1 |
1 |
7 |
8 |
11 |
13 |
19 |
| Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM |
0 |
0 |
0 |
41 |
5 |
8 |
9 |
99 |
| Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM |
0 |
0 |
0 |
23 |
4 |
9 |
10 |
85 |
| Scarcity effects of QE: A transaction-level analysis in the Bund market |
0 |
0 |
0 |
46 |
1 |
2 |
7 |
130 |
| Scarcity effects of QE: A transaction-level analysis in the Bund market |
0 |
0 |
0 |
41 |
3 |
10 |
15 |
118 |
| Segmented money markets and covered interest parity arbitrage |
1 |
1 |
1 |
71 |
5 |
16 |
26 |
178 |
| Segmented money markets and covered interest parity arbitrage |
0 |
0 |
0 |
33 |
5 |
10 |
11 |
93 |
| Size and Momentum Profitability in International Stock Markets |
0 |
0 |
1 |
40 |
1 |
2 |
4 |
62 |
| Size and Momentum Profitability in International Stock Markets |
0 |
0 |
0 |
35 |
5 |
8 |
10 |
63 |
| The FOMC Risk Shift |
0 |
0 |
0 |
58 |
2 |
7 |
9 |
120 |
| The FOMC risk shift |
0 |
0 |
0 |
27 |
9 |
15 |
19 |
52 |
| The demand for government debt |
0 |
0 |
1 |
20 |
4 |
6 |
21 |
57 |
| The international dimension of repo: five new facts |
0 |
0 |
10 |
10 |
8 |
24 |
43 |
43 |
| The market turbulence and carry trade unwind of August 2024 |
3 |
6 |
13 |
27 |
12 |
70 |
102 |
147 |
| The response of tail risk perceptions to unconventional monetary policy |
0 |
0 |
0 |
61 |
10 |
15 |
18 |
207 |
| US dollar funding markets during the Covid-19 crisis - the international dimension |
0 |
0 |
2 |
57 |
6 |
13 |
21 |
116 |
| US dollar funding markets during the Covid-19 crisis - the money market fund turmoil |
0 |
1 |
8 |
229 |
11 |
26 |
52 |
710 |
| Unpacking repo haircuts and their implications for leverage |
0 |
7 |
7 |
7 |
1 |
26 |
26 |
26 |
| When the walk is not random: commodity prices and exchange rates |
0 |
0 |
1 |
59 |
8 |
13 |
20 |
154 |
| Total Working Papers |
14 |
50 |
193 |
5,924 |
490 |
1,089 |
1,745 |
18,290 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A comprehensive look at financial volatility prediction by economic variables |
0 |
0 |
0 |
0 |
7 |
10 |
14 |
242 |
| A reappraisal of the leading indicator properties of the yield curve under structural instability |
0 |
1 |
1 |
40 |
3 |
7 |
9 |
176 |
| An Intermediation-Based Model of Exchange Rates |
0 |
1 |
5 |
5 |
12 |
27 |
44 |
44 |
| Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns |
0 |
0 |
0 |
28 |
2 |
5 |
9 |
173 |
| Asset pricing with a reference level of consumption: New evidence from the cross‐section of stock returns |
0 |
0 |
0 |
4 |
4 |
5 |
5 |
18 |
| Beyond LIBOR: a primer on the new benchmark rates |
2 |
3 |
6 |
197 |
7 |
10 |
23 |
727 |
| CP and CDs markets: a primer |
0 |
0 |
0 |
8 |
12 |
15 |
32 |
84 |
| Carry Trades and Global Foreign Exchange Volatility |
0 |
0 |
4 |
212 |
6 |
9 |
28 |
655 |
| Changes in monetary policy operating procedures over the last decade: insights from a new database |
0 |
0 |
0 |
9 |
6 |
12 |
17 |
65 |
| Common risk factors in international stock markets |
0 |
0 |
2 |
46 |
5 |
10 |
14 |
174 |
| Constrained liquidity provision in currency markets |
0 |
2 |
3 |
3 |
3 |
18 |
23 |
23 |
| Covered Interest Parity Arbitrage |
0 |
2 |
4 |
8 |
8 |
20 |
30 |
67 |
| Cross‐sectional Tests of Conditional Asset Pricing Models: Evidence from the German Stock Market |
0 |
0 |
0 |
76 |
3 |
7 |
9 |
236 |
| Currency Value |
1 |
2 |
5 |
82 |
8 |
12 |
22 |
275 |
| Currency momentum strategies |
0 |
3 |
14 |
419 |
8 |
29 |
68 |
1,393 |
| DeFi risks and the decentralisation illusion |
2 |
9 |
24 |
130 |
33 |
86 |
203 |
617 |
| Debt Derisking |
0 |
0 |
1 |
1 |
2 |
4 |
9 |
10 |
| Decentralized Finance (DeFi): A Functional Approach |
2 |
5 |
11 |
17 |
9 |
21 |
43 |
63 |
| Dividend Predictability Around the World |
0 |
0 |
0 |
10 |
3 |
4 |
5 |
72 |
| Downsized FX markets: causes and implications |
0 |
0 |
0 |
19 |
3 |
8 |
16 |
105 |
| Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? |
0 |
0 |
0 |
88 |
5 |
6 |
10 |
306 |
| Explaining Monetary Spillovers: The Matrix Reloaded |
1 |
3 |
5 |
9 |
5 |
11 |
28 |
45 |
| FX strategies in periods of distress |
0 |
0 |
0 |
28 |
1 |
7 |
7 |
168 |
| FX trade execution: complex and highly fragmented |
0 |
0 |
2 |
9 |
13 |
21 |
35 |
109 |
| Foreword: OTC foreign exchange and interest rate derivatives markets through the prism of the Triennial Survey |
0 |
0 |
1 |
3 |
5 |
9 |
16 |
30 |
| Hanging up the phone - electronic trading in fixed income markets and its implications |
0 |
0 |
1 |
44 |
3 |
5 |
12 |
152 |
| Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades |
0 |
0 |
0 |
16 |
3 |
5 |
8 |
144 |
| International Diversification Benefits with Foreign Exchange Investment Styles |
0 |
0 |
1 |
20 |
2 |
3 |
6 |
159 |
| International stock return predictability under model uncertainty |
0 |
1 |
2 |
57 |
1 |
5 |
13 |
243 |
| Long-horizon consumption risk and the cross-section of returns: new tests and international evidence |
0 |
0 |
0 |
24 |
2 |
5 |
6 |
89 |
| Macro-expectations, aggregate uncertainty, and expected term premia |
0 |
0 |
0 |
67 |
4 |
8 |
12 |
257 |
| Methoden mittelfristiger gesamtwirtschaftlicher Projektionen |
0 |
0 |
0 |
0 |
3 |
3 |
3 |
26 |
| Monetary policy expectation errors |
1 |
4 |
5 |
23 |
3 |
14 |
20 |
77 |
| Monetary policy’s rising FX impact in the era of ultra-low rates |
0 |
2 |
4 |
30 |
2 |
4 |
14 |
93 |
| Non-monetary news in central bank communication |
0 |
0 |
4 |
122 |
5 |
15 |
57 |
512 |
| Peso problems in the estimation of the C‐CAPM |
0 |
0 |
0 |
2 |
8 |
14 |
17 |
33 |
| Rendite und Risiko von Carry Trade Strategien auf Devisenmärkten |
0 |
0 |
0 |
21 |
0 |
1 |
1 |
64 |
| Sizing up global foreign exchange markets |
0 |
0 |
2 |
20 |
3 |
6 |
13 |
99 |
| Tackling the risks in crypto: Choosing among bans, containment and regulation |
0 |
1 |
10 |
21 |
5 |
10 |
29 |
50 |
| The FOMC Risk Shift |
1 |
3 |
4 |
26 |
25 |
28 |
43 |
133 |
| The Market Microstructure of Central Bank Bond Purchases |
0 |
0 |
3 |
70 |
1 |
2 |
20 |
183 |
| The Response of Tail Risk Perceptions to Unconventional Monetary Policy |
0 |
0 |
0 |
37 |
3 |
9 |
11 |
175 |
| The anatomy of the global FX market through the lens of the 2013 Triennial Survey |
0 |
1 |
3 |
56 |
2 |
9 |
20 |
224 |
| What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests? |
0 |
0 |
0 |
21 |
3 |
5 |
10 |
114 |
| When the Walk Is Not Random: Commodity Prices and Exchange Rates |
1 |
1 |
2 |
21 |
4 |
9 |
23 |
153 |
| Zinsstruktur als Konjunkturindikator: Wie variabel ist die Prognosekraft? |
0 |
0 |
0 |
21 |
1 |
2 |
3 |
89 |
| Total Journal Articles |
11 |
44 |
129 |
2,170 |
256 |
535 |
1,060 |
8,946 |
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