Ulf D. Slopek

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

508

SSRN CITATIONS
Rank 48,227

SSRN RANKINGS

Top 48,227

in Total Papers Citations

3

CROSSREF CITATIONS

7

Scholarly Papers (5)

1.

Non Linear Oil Price Dynamics - A Tale of Heterogeneous Speculators?

Deutsche Bundesbank Discussion Paper No. 10/2008
Number of pages: 22 Posted: 10 Jul 2008
Ulf D. Slopek and Stefan Reitz
Deutsche Bundesbank and University of Giessen
Downloads 218 (143,360)
Citation 4

Abstract:

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oil price dynamics, endogenous bubbles, STR GARCH model

2.

Energy Markets and the Euro Area Macroeconomy

ECB Occasional Paper No. 113
Number of pages: 132 Posted: 20 Jun 2010
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bocconi University, affiliation not provided to SSRN, European Central Bank (ECB), European Union - European Investment Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank for International Settlements (BIS) - Monetary and Economic Department, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics, European Central Bank (ECB), European Central Bank (ECB), National Bank of Belgium, Deutsche Bundesbank, affiliation not provided to SSRN, Bank of Greece, European Central Bank (ECB), Banque de France - Centre de Recherche, Banque de France, Bank of Italy, affiliation not provided to SSRN, Bank of Italy, Dutch Central Bank (DNB), Oesterreichische Nationalbank (OeNB), affiliation not provided to SSRN, affiliation not provided to SSRN and Banco de España
Downloads 145 (205,794)

Abstract:

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3.

Understanding the Weakness in Global Trade - What is the New Normal?

ECB Occasional Paper No. 178
Number of pages: 48 Posted: 26 Sep 2016
Banque de France, European Central Bank (ECB), Czech National Bank (CNB), Bank of Italy, Banque de France, Banque de France, Czech National Bank (CNB) - Monetary Department, Bank of Greece, Banque de France, European Central Bank (ECB), Banque de France, Bank of Finland - Financial Markets, Central Bank and Financial Services Authority of Ireland, European Central Bank (ECB), Bank of Italy, Banque de France, European Central Bank (ECB), National Bank of Poland, National Bank of Poland - Department of Economics, European Central Bank (ECB), Magyar Nemzeti Bank, Bank of Lithuania, Banco de España, European Central Bank (ECB), Deutsche Bundesbank, Banque de France, Bank of England, Bank of England, De Nederlandsche Bank, National Bank of Belgium and Oesterreichische Nationalbank (OeNB)
Downloads 107 (259,079)

Abstract:

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global trade slowdown, trade elasticity, global value chains, frictions in global trade, protectionism

4.

M-Press-CreditRisk: A Holistic Micro- and Macroprudential Approach to Capital Requirements

Bundesbank Discussion Paper No. 15/2017
Number of pages: 60 Posted: 27 Jun 2017
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 30 (478,437)

Abstract:

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Systemic Credit Risk, Tail Risk, Stress Testing, Microprudential Capital Requirements, Systemic Risk Buffer, O-SII Buffer, Hierarchical Archimedean Copula

5.

Nonlinear Oil Price Dynamics: A Tale of Heterogeneous Speculators?

Bundesbank Series 1 Discussion Paper No. 2008,10
Number of pages: 40 Posted: 08 Jun 2016
Stefan Reitz and Ulf D. Slopek
German Federal Bank - Economics Department and Deutsche Bundesbank
Downloads 8 (609,359)

Abstract:

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oil price dynamics, endogenous bubbles, STR GARCH model