Jürgen von Hagen

University of Bonn

Regina-Pacis-Weg 3

Postfach 2220

Bonn, D-53012

Germany

  • University of Bonn

SCHOLARLY PAPERS

9

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Top 42,038

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2,521

TOTAL CITATIONS
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Top 18,768

in Total Papers Citations

34

Scholarly Papers (9)

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1.

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

Downloads 1,407 (29,275)

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 1,407 (29,080)

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

2.

A Decade of Editing the European Economic Review

Downloads 171 (264,013)

A Decade of Editing the European Economic Review

CESifo Working Paper Series No. 3638
Number of pages: 18 Posted: 18 Nov 2011
Zvi Eckstein, Esther Gal-Or, Thorvaldur Gylfason, Jürgen von Hagen and Gerard A. Pfann
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 171 (365,766)

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3.

Subnational Government Bailouts in OECD Countries: Four Case Studies

IDB Working Paper No. 126
Number of pages: 39 Posted: 19 Apr 2011
Jürgen von Hagen, Massimo Bordignon, Matz Dahlberg, Bhajan S. Grewal, Per Peterson and Helmut Seitz
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 234 (273,873)
Citation 18

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4.

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
University of Galway - Department of Economics, University of Bonn and University of Bonn
Downloads 183 (344,945)
Citation 8

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global imbalances, EMU, real exchange rates, trade balances

5.

The Forward Premium Puzzle and Latent Factors Day by Day

Downloads 131 (440,097)

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 67 (717,282)

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forward premium puzzle, futures rates, latent factor

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 64 (735,016)

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forward premium puzzle, futures rates, latent factor

6.

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 115 (504,419)
Citation 5

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7.

The Term Structure of Currency Futures' Risk Premia

Bernoth, Kerstin, de Vries, G. Casper and von Hagen, Jürgen (2021): "The term structure of currency futures’ risk premia", Journal of Money, Credit and Banking, 2021, available online DOI: 10.1111/jmcb.12872
Number of pages: 40 Posted: 14 Dec 2021
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 105 (539,381)
Citation 3

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

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 99 (562,276)

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

9.

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 76 (659,006)

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

Other Papers (1)

Total Downloads: 0
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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, Stefan Lutz and Stefan Lutz
University of Bonn and Media UniversityLutz-Econ

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