| 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 |
0 |
131 |
1 |
2 |
22 |
346 |
| A Comprehensive Look at Financial Volatility Prediction by Economic Variables |
0 |
0 |
0 |
102 |
1 |
1 |
28 |
310 |
| Addressing the risks in crypto: laying out the options |
0 |
0 |
6 |
134 |
2 |
3 |
23 |
379 |
| An Intermediation-Based Model of Exchange Rates |
0 |
0 |
0 |
23 |
1 |
2 |
19 |
78 |
| An Intermediation-Based Model of Exchange Rates |
0 |
0 |
1 |
18 |
1 |
1 |
9 |
31 |
| An Intermediation-Based Model of Exchange Rates |
0 |
0 |
0 |
30 |
0 |
0 |
10 |
50 |
| An intermediation-based model of exchange rates |
0 |
0 |
0 |
23 |
1 |
3 |
20 |
67 |
| Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns |
0 |
0 |
0 |
34 |
0 |
0 |
16 |
167 |
| Asset ppricing with a reference level of consumption: New evidence from the cross-section of stock returns |
0 |
0 |
0 |
4 |
0 |
0 |
10 |
93 |
| Banking across borders: At the crossroads in the transition away from LIBOR - from overnight to term rates |
0 |
0 |
0 |
30 |
0 |
0 |
8 |
91 |
| Carry Trades and Global FX Volatility |
0 |
1 |
1 |
426 |
2 |
10 |
37 |
1,047 |
| Carry Trades and Global Foreign Exchange Volatility |
1 |
2 |
2 |
256 |
4 |
13 |
35 |
606 |
| Central clearing in government bond markets: keeping the "safe asset" safe? |
0 |
0 |
0 |
9 |
0 |
0 |
13 |
38 |
| Constrained Dealers and Market Efficiency |
0 |
0 |
0 |
3 |
1 |
2 |
18 |
33 |
| Constrained Liquidity Provision in Currency Markets |
0 |
0 |
0 |
20 |
0 |
1 |
10 |
47 |
| Constrained Liquidity Provision in Currency Markets |
0 |
0 |
0 |
1 |
0 |
1 |
9 |
13 |
| Constrained liquidity provision in currency markets |
0 |
0 |
0 |
11 |
1 |
3 |
28 |
41 |
| Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns |
0 |
0 |
0 |
74 |
0 |
1 |
13 |
290 |
| Covered Interest Parity Arbitrage |
0 |
0 |
1 |
48 |
1 |
1 |
17 |
140 |
| Crypto Carry |
1 |
1 |
1 |
1 |
2 |
4 |
4 |
4 |
| Crypto carry |
1 |
2 |
11 |
48 |
24 |
114 |
202 |
305 |
| Currency Momentum Strategies |
0 |
0 |
0 |
102 |
2 |
2 |
24 |
458 |
| Currency Momentum Strategies |
0 |
0 |
2 |
150 |
0 |
3 |
29 |
551 |
| Currency Momentum Strategies |
0 |
3 |
5 |
284 |
16 |
32 |
91 |
1,610 |
| Currency Value |
0 |
0 |
1 |
112 |
3 |
3 |
15 |
194 |
| DeFi lending: intermediation without information? |
2 |
5 |
25 |
157 |
3 |
10 |
87 |
416 |
| Debt De-risking |
0 |
0 |
0 |
8 |
0 |
0 |
9 |
39 |
| Debt De-risking |
0 |
0 |
0 |
15 |
0 |
1 |
27 |
82 |
| Debt derisking |
0 |
0 |
0 |
1 |
2 |
3 |
11 |
12 |
| Decentralised finance (DeFi): a functional approach |
0 |
0 |
4 |
22 |
2 |
5 |
29 |
72 |
| Dividend predictability around the world |
0 |
0 |
0 |
81 |
1 |
1 |
7 |
321 |
| Evaluating conditional asset pricing models for the German stock market |
0 |
0 |
0 |
160 |
1 |
2 |
12 |
535 |
| Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? |
0 |
0 |
0 |
192 |
0 |
1 |
25 |
521 |
| Explaining Monetary Spillovers: The Matrix Reloaded |
0 |
0 |
0 |
36 |
1 |
3 |
29 |
129 |
| Explaining Monetary Spillovers: The Matrix Reloaded |
0 |
0 |
0 |
50 |
0 |
0 |
12 |
168 |
| Explaining Monetary Spillovers: The Matrix Reloaded |
0 |
0 |
0 |
19 |
4 |
6 |
20 |
74 |
| Financial conditions and the macroeconomy: a two-factor view |
0 |
0 |
5 |
13 |
2 |
4 |
54 |
62 |
| Global Asset Allocation Shifts |
0 |
0 |
0 |
41 |
1 |
2 |
23 |
179 |
| Global Asset Pricing: Is There a Role for Long-run Consumption Risk? |
0 |
0 |
1 |
60 |
1 |
2 |
9 |
175 |
| Global Bank Lending and Exchange Rates |
0 |
0 |
1 |
18 |
1 |
2 |
32 |
66 |
| Global Production Linkages and Stock Market Comovement |
0 |
0 |
0 |
10 |
1 |
1 |
13 |
28 |
| Global Production Linkages and Stock Market Comovement |
0 |
0 |
0 |
16 |
2 |
5 |
24 |
75 |
| Global Production Linkages and Stock Market Comovement |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
14 |
| Global portfolio investments and FX derivatives |
0 |
0 |
6 |
18 |
1 |
4 |
61 |
72 |
| Global production linkages and stock market co-movement |
0 |
0 |
0 |
35 |
0 |
0 |
15 |
64 |
| Has the Pricing of Stocks Become More Global? |
0 |
0 |
0 |
18 |
0 |
1 |
10 |
90 |
| Has the Pricing of Stocks Become More Global? |
0 |
0 |
0 |
79 |
0 |
0 |
8 |
60 |
| Has the pricing of stocks become more global? |
0 |
0 |
0 |
42 |
0 |
1 |
12 |
108 |
| Higher-order beliefs among professional stock market forecasters: some first empirical tests |
0 |
0 |
0 |
105 |
0 |
0 |
8 |
350 |
| Information flows in foreign exchange markets: dissecting customer currency trades |
0 |
3 |
3 |
139 |
3 |
12 |
28 |
513 |
| Intermediation Markups and Monetary Policy Passthrough |
0 |
1 |
2 |
58 |
3 |
7 |
30 |
157 |
| Intermediation Markups and Monetary Policy Passthrough |
0 |
0 |
0 |
52 |
1 |
2 |
11 |
102 |
| Intermediation markups and monetary policy pass-through |
0 |
0 |
0 |
26 |
0 |
0 |
11 |
640 |
| International Diversification Benefits with Foreign Exchange Investment Styles |
0 |
0 |
1 |
57 |
1 |
2 |
14 |
273 |
| International Stock Return Predictability Under Model Uncertainty |
0 |
0 |
0 |
122 |
0 |
0 |
19 |
403 |
| International diversification benefits with foreign exchange investment styles |
0 |
0 |
1 |
68 |
0 |
0 |
16 |
311 |
| Investment funds' de facto currency risk exposure |
0 |
0 |
16 |
16 |
2 |
3 |
15 |
15 |
| Leverage and margin spirals in fixed income markets during the Covid-19 crisis |
0 |
0 |
5 |
119 |
2 |
8 |
70 |
402 |
| Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020 |
0 |
0 |
0 |
16 |
0 |
1 |
23 |
76 |
| Long-horizon consumption risk and the cross-section of returns: New tests and international evidence |
0 |
0 |
0 |
19 |
0 |
0 |
9 |
99 |
| Macro Expectations, Aggregate Uncertainty, and Expected Term Premia |
0 |
0 |
0 |
63 |
1 |
1 |
13 |
178 |
| Macro expectations, aggregate uncertainty, and expected term premia |
0 |
0 |
0 |
44 |
0 |
0 |
8 |
227 |
| Margins, debt capacity, and systemic risk |
0 |
0 |
0 |
0 |
1 |
1 |
11 |
13 |
| Margins, debt capacity, and systemic risk |
0 |
0 |
0 |
17 |
0 |
6 |
23 |
43 |
| Monetary policy expectation errors |
0 |
0 |
2 |
33 |
1 |
4 |
16 |
70 |
| Monetary policy's rising FX impact in the era of ultra-low rates |
0 |
0 |
2 |
64 |
0 |
1 |
17 |
201 |
| Monetary policy's rising FX impact in the era of ultra-low rates |
1 |
1 |
1 |
60 |
1 |
1 |
31 |
114 |
| Non-Monetary News in Central Bank Communication |
0 |
0 |
0 |
53 |
1 |
1 |
48 |
110 |
| Non-bank Financial Intermediaries and Financial Stability |
0 |
0 |
5 |
32 |
2 |
2 |
28 |
101 |
| Non-bank financial intermediaries and financial stability |
0 |
0 |
6 |
71 |
4 |
9 |
67 |
249 |
| Non-monetary news in central bank communication |
0 |
0 |
0 |
41 |
2 |
4 |
69 |
204 |
| On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications |
2 |
2 |
4 |
489 |
3 |
4 |
29 |
1,185 |
| Optimal Transport of Information |
0 |
0 |
1 |
18 |
1 |
1 |
16 |
47 |
| Optimal Transport of Information |
0 |
0 |
0 |
17 |
1 |
1 |
15 |
47 |
| Optimal Transport of Information |
0 |
0 |
1 |
54 |
0 |
0 |
16 |
136 |
| Persuasion by Dimension Reduction |
0 |
0 |
0 |
13 |
1 |
1 |
8 |
32 |
| Persuasion by Dimension Reduction |
0 |
0 |
1 |
18 |
0 |
0 |
16 |
45 |
| Peso Problems in the Estimation of the C-CAPM |
0 |
0 |
1 |
5 |
0 |
0 |
9 |
30 |
| Policy Announcement Design |
0 |
0 |
0 |
36 |
1 |
2 |
10 |
76 |
| Predicting Financial Market Stress with Machine Learning |
25 |
25 |
25 |
25 |
5 |
6 |
6 |
6 |
| Predicting financial market stress with machine learning |
0 |
0 |
10 |
11 |
3 |
8 |
74 |
90 |
| Relationship Discounts in Corporate Bond Trading |
0 |
0 |
0 |
0 |
1 |
1 |
11 |
12 |
| Relationship discounts in corporate bond trading |
0 |
0 |
0 |
8 |
0 |
0 |
12 |
17 |
| Relationship discounts incorporate bond trading |
0 |
0 |
1 |
7 |
4 |
4 |
21 |
28 |
| Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM |
0 |
0 |
0 |
23 |
0 |
0 |
16 |
91 |
| Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM |
0 |
0 |
0 |
41 |
0 |
0 |
11 |
102 |
| Scarcity effects of QE: A transaction-level analysis in the Bund market |
0 |
0 |
0 |
41 |
5 |
9 |
28 |
133 |
| Scarcity effects of QE: A transaction-level analysis in the Bund market |
0 |
0 |
0 |
46 |
1 |
1 |
6 |
133 |
| Segmented money markets and covered interest parity arbitrage |
0 |
0 |
1 |
34 |
3 |
3 |
19 |
102 |
| Segmented money markets and covered interest parity arbitrage |
0 |
1 |
3 |
73 |
8 |
19 |
49 |
208 |
| Size and Momentum Profitability in International Stock Markets |
0 |
0 |
0 |
40 |
2 |
4 |
9 |
69 |
| Size and Momentum Profitability in International Stock Markets |
0 |
0 |
0 |
35 |
1 |
2 |
14 |
68 |
| The FOMC Risk Shift |
0 |
0 |
0 |
58 |
0 |
2 |
17 |
130 |
| The FOMC risk shift |
0 |
0 |
0 |
27 |
1 |
2 |
24 |
60 |
| The demand for government debt |
0 |
0 |
5 |
24 |
5 |
8 |
39 |
84 |
| The international dimension of repo: five new facts |
1 |
1 |
1 |
11 |
3 |
6 |
57 |
68 |
| The market turbulence and carry trade unwind of August 2024 |
3 |
4 |
17 |
36 |
56 |
108 |
232 |
301 |
| The response of tail risk perceptions to unconventional monetary policy |
0 |
0 |
0 |
61 |
1 |
2 |
32 |
223 |
| US dollar funding markets during the Covid-19 crisis - the international dimension |
0 |
0 |
3 |
58 |
4 |
6 |
37 |
135 |
| US dollar funding markets during the Covid-19 crisis - the money market fund turmoil |
0 |
1 |
12 |
235 |
1 |
8 |
75 |
747 |
| Unpacking repo haircuts and their implications for leverage |
0 |
0 |
13 |
13 |
0 |
5 |
48 |
48 |
| When the walk is not random: commodity prices and exchange rates |
0 |
0 |
0 |
59 |
2 |
4 |
35 |
173 |
| Total Working Papers |
37 |
53 |
216 |
6,056 |
224 |
538 |
2,827 |
19,828 |
| 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 |
0 |
2 |
22 |
254 |
| A reappraisal of the leading indicator properties of the yield curve under structural instability |
0 |
1 |
3 |
42 |
1 |
3 |
15 |
184 |
| An Intermediation-Based Model of Exchange Rates |
0 |
1 |
6 |
7 |
0 |
2 |
55 |
59 |
| Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns |
0 |
0 |
0 |
28 |
0 |
1 |
11 |
176 |
| Asset pricing with a reference level of consumption: New evidence from the cross‐section of stock returns |
0 |
0 |
0 |
4 |
1 |
1 |
9 |
22 |
| Beyond LIBOR: a primer on the new benchmark rates |
0 |
0 |
4 |
198 |
1 |
4 |
33 |
749 |
| CP and CDs markets: a primer |
0 |
0 |
1 |
9 |
4 |
12 |
50 |
119 |
| Carry Trades and Global Foreign Exchange Volatility |
0 |
2 |
5 |
215 |
12 |
33 |
71 |
712 |
| Changes in monetary policy operating procedures over the last decade: insights from a new database |
2 |
2 |
2 |
11 |
2 |
8 |
25 |
76 |
| Common risk factors in international stock markets |
0 |
0 |
2 |
48 |
0 |
3 |
19 |
183 |
| Constrained liquidity provision in currency markets |
0 |
0 |
2 |
3 |
0 |
2 |
46 |
49 |
| Covered Interest Parity Arbitrage |
0 |
2 |
5 |
11 |
5 |
13 |
57 |
103 |
| Cross‐sectional Tests of Conditional Asset Pricing Models: Evidence from the German Stock Market |
0 |
1 |
1 |
77 |
0 |
1 |
13 |
241 |
| Currency Value |
1 |
1 |
5 |
83 |
5 |
8 |
31 |
290 |
| Currency momentum strategies |
1 |
4 |
16 |
430 |
12 |
40 |
139 |
1,494 |
| DeFi risks and the decentralisation illusion |
0 |
4 |
26 |
144 |
3 |
36 |
215 |
719 |
| Debt Derisking |
0 |
0 |
0 |
1 |
0 |
3 |
12 |
16 |
| Decentralized Finance (DeFi): A Functional Approach |
1 |
4 |
15 |
24 |
5 |
12 |
67 |
100 |
| Dividend Predictability Around the World |
0 |
0 |
0 |
10 |
1 |
2 |
10 |
78 |
| Downsized FX markets: causes and implications |
0 |
0 |
0 |
19 |
0 |
1 |
17 |
110 |
| Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? |
0 |
0 |
0 |
88 |
1 |
2 |
16 |
314 |
| Explaining Monetary Spillovers: The Matrix Reloaded |
0 |
1 |
6 |
12 |
3 |
8 |
39 |
67 |
| FX strategies in periods of distress |
0 |
0 |
1 |
29 |
0 |
0 |
11 |
172 |
| FX trade execution: complex and highly fragmented |
0 |
0 |
0 |
9 |
2 |
2 |
51 |
133 |
| Foreword: OTC foreign exchange and interest rate derivatives markets through the prism of the Triennial Survey |
0 |
1 |
1 |
4 |
1 |
7 |
32 |
52 |
| Hanging up the phone - electronic trading in fixed income markets and its implications |
0 |
0 |
1 |
45 |
0 |
1 |
16 |
162 |
| Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades |
0 |
0 |
0 |
16 |
5 |
5 |
15 |
153 |
| International Diversification Benefits with Foreign Exchange Investment Styles |
0 |
0 |
1 |
21 |
0 |
1 |
11 |
166 |
| International stock return predictability under model uncertainty |
0 |
0 |
1 |
57 |
0 |
1 |
14 |
247 |
| Long-horizon consumption risk and the cross-section of returns: new tests and international evidence |
0 |
0 |
0 |
24 |
0 |
1 |
12 |
96 |
| Macro-expectations, aggregate uncertainty, and expected term premia |
0 |
0 |
0 |
67 |
0 |
0 |
15 |
262 |
| Methoden mittelfristiger gesamtwirtschaftlicher Projektionen |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
28 |
| Monetary policy expectation errors |
0 |
0 |
7 |
25 |
0 |
2 |
25 |
86 |
| Monetary policy’s rising FX impact in the era of ultra-low rates |
0 |
0 |
4 |
32 |
1 |
4 |
20 |
105 |
| Non-monetary news in central bank communication |
2 |
4 |
7 |
127 |
12 |
18 |
66 |
542 |
| Peso problems in the estimation of the C‐CAPM |
0 |
0 |
0 |
2 |
0 |
1 |
20 |
37 |
| Rendite und Risiko von Carry Trade Strategien auf Devisenmärkten |
0 |
0 |
0 |
21 |
0 |
0 |
2 |
65 |
| Sizing up global foreign exchange markets |
0 |
0 |
1 |
20 |
1 |
1 |
22 |
113 |
| Tackling the risks in crypto: Choosing among bans, containment and regulation |
0 |
1 |
6 |
24 |
2 |
5 |
26 |
62 |
| The FOMC Risk Shift |
0 |
0 |
3 |
26 |
2 |
4 |
46 |
150 |
| The Market Microstructure of Central Bank Bond Purchases |
0 |
1 |
3 |
73 |
1 |
6 |
15 |
191 |
| The Response of Tail Risk Perceptions to Unconventional Monetary Policy |
0 |
0 |
0 |
37 |
1 |
1 |
12 |
178 |
| The anatomy of the global FX market through the lens of the 2013 Triennial Survey |
0 |
0 |
2 |
56 |
0 |
0 |
23 |
234 |
| What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests? |
0 |
0 |
1 |
22 |
0 |
3 |
13 |
121 |
| When the Walk Is Not Random: Commodity Prices and Exchange Rates |
0 |
0 |
1 |
21 |
0 |
0 |
17 |
158 |
| Zinsstruktur als Konjunkturindikator: Wie variabel ist die Prognosekraft? |
0 |
0 |
0 |
21 |
0 |
0 |
5 |
92 |
| Total Journal Articles |
7 |
30 |
139 |
2,243 |
84 |
260 |
1,466 |
9,720 |
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