Philipp Matros

affiliation not provided to SSRN

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Non-Stationary Interest Rate Differentials and the Role of Monetary Policy

Number of pages: 22 Posted: 03 Jun 2011
Philipp Matros and Enzo Weber
affiliation not provided to SSRN and University of Regensburg
Downloads 63 (527,670)

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Uncovered Interest Rate Parity, Monetary Policy Rules, Cointegration, Vector-Error Correction Model

2.

The Multivariate Option Ipod Framework: Assessing Systemic Financial Risk

Bundesbank Discussion Paper No. 20/2014
Number of pages: 51 Posted: 21 Jun 2016
Philipp Matros and Johannes Vilsmeier
affiliation not provided to SSRN and European Central Bank (ECB)
Downloads 22 (763,587)

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Financial Distress, Conditional Probability of Default, Copulas, Option Prices, Entropy Principle