Jürgen von Hagen

University of Bonn

Regina-Pacis-Weg 3

Postfach 2220

Bonn, D-53012

Germany

SCHOLARLY PAPERS

8

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SSRN CITATIONS
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15

CROSSREF CITATIONS

53

Scholarly Papers (8)

Government Bond Risk Premiums in the EU Revisited: The Impact of the Financial Crisis

ECB Working Paper No. 1152
Number of pages: 29 Posted: 27 Feb 2010
Ludger Schuknecht, Jürgen von Hagen and Guido Wolswijk
European Central Bank (ECB), University of Bonn and European Central Bank (ECB)
Downloads 1,202 (19,401)

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Interest Rates, Fiscal Policy, Government Debt, Crisis, Risk Aversion, Safe Haven

2.

Current Account Imbalances in the Euro Area (Draft Version)

CASE Network Studies and Analyses No. 345
Number of pages: 45 Posted: 23 Jul 2009
Alan G. Ahearne, Birgit Schmitz and Jürgen von Hagen
National University of Ireland, Galway (NUIG) - Department of Economics, University of Bonn and University of Bonn
Downloads 150 (227,369)
Citation 4

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global imbalances, EMU, real exchange rates, trade balances

A Decade of Editing the European Economic Review

CESifo Working Paper Series No. 3638
Number of pages: 18 Posted: 18 Nov 2011
The Interdisciplinary Center (IDC), University of Pittsburgh - Katz Graduate School of Business, University of Iceland - Faculty of Economics and Business Administration, University of Bonn and Maastricht University
Downloads 134 (249,874)

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4.

Subnational Government Bailouts in OECD Countries: Four Case Studies

IDB Working Paper No. 126
Number of pages: 39 Posted: 19 Apr 2011
University of Bonn, Universita Cattolica, Uppsala University, affiliation not provided to SSRN, affiliation not provided to SSRN and Dresden University of Technology - Institute for Applied Public Finances and Fiscal Policy
Downloads 110 (287,708)
Citation 17

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5.

Formal Fiscal Restraints and Budget Processes as Solutions to a Deficit and Spending Bias in Public Finances: US Experience and Possible Lessons for EMU

Number of pages: 26 Posted: 29 Jun 2012
Rolf Strauch and Jürgen von Hagen
European Central Bank (ECB) and University of Bonn
Downloads 82 (347,879)
Citation 5

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The Forward Premium Puzzle and Latent Factors Day by Day

DIW Berlin Discussion Paper No. 989
Number of pages: 40 Posted: 04 Jul 2010
Kerstin Bernoth, Jürgen von Hagen and Casper G. de Vries
German Institute for Economic Research (DIW Berlin), University of Bonn and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 32 (541,817)

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forward premium puzzle, futures rates, latent factor

The Forward Premium Puzzle and Latent Factors Day by Day

De Nederlandsche Bank Working Paper No. 246
Number of pages: 41 Posted: 22 Oct 2011
Kerstin Bernoth, Jürgen von Hagen and Casper G. de Vries
German Institute for Economic Research (DIW Berlin), University of Bonn and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 25 (585,637)

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forward premium puzzle, futures rates, latent factor

7.

Estimating a Latent Risk Premium in Exchange Rate Futures

DIW Berlin Discussion Paper No. 1733
Number of pages: 46 Posted: 25 May 2018
Kerstin Bernoth, Jürgen von Hagen and Casper G. de Vries
German Institute for Economic Research (DIW Berlin), University of Bonn and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 39 (494,377)

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Forward premium puzzle, CCE estimation, futures rates, latent risk

8.

Currency Futures' Risk Premia and Risk Factors

DIW Berlin Discussion Paper No. 1866
Number of pages: 43 Posted: 04 May 2020
Kerstin Bernoth, Jürgen von Hagen and Casper de Vries
German Institute for Economic Research (DIW Berlin), University of Bonn and Erasmus University Rotterdam (EUR)
Downloads 34 (518,168)

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Forward premium puzzle, uncovered interest parity, futures rates, risk premium, currency excess returns, capital asset pricing model

Other Papers (1)

Total Downloads: 0
1.

Fiskal- und Geldpolitik auf dem Weg zur Europäischen Währungsunion

SZENARIEN DER EUROPAISCHEN WAHRUNGSUNION UND DER BANKENREGULEIRUNG, SCHRIFTEN DES VEREINS FUR SOCIALPOLITIK, D. Duwendag, ed., Duncker & Humblot, Berlin, 1997
Posted: 17 May 2009 Last Revised: 30 May 2010
Jürgen von Hagen and Stefan Lutz
University of Bonn and Lutz-Econ

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European Union, Maastricht criteria, fiscal policy, monetary policy, exchange rates