Stefan Reitz

University of Kiel

Olshausenstr. 40

D-24118 Kiel, Schleswig-Holstein 24118

Germany

SCHOLARLY PAPERS

6

DOWNLOADS

310

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (6)

1.

Strains on Money Market Makers and Money Market Liquidity

Number of pages: 50 Posted: 03 Nov 2014 Last Revised: 01 Jun 2018
Falko Fecht, Stefan Reitz and Patrick Weber
Frankfurt School of Finance & Management, University of Kiel and Frankfurt School of Finance & Management
Downloads 78 (375,512)

Abstract:

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Funding liquidity risk and money market liquidity, Liquidity constraints, Money market makers, Liquidity spirals

2.

Real Financial Market Exchange Rates and Capital Flows

Bundesbank Discussion Paper No. 50/2013
Number of pages: 26 Posted: 21 Jun 2016
Maria Gelman, Axel Jochem and Stefan Reitz
University of Kiel, Deutsche Bundesbank and University of Kiel
Downloads 72 (392,749)

Abstract:

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Real Effective Exchange Rate, Capital Flows, Financial Markets

3.

Foreign Exchange Dealer Asset Pricing

Deutsche Bundesbank Discussion Paper No. 39/2019
Number of pages: 33 Posted: 11 Nov 2019 Last Revised: 20 Dec 2019
Stefan Reitz and Dennis Umlandt
University of Kiel and University of Trier
Downloads 68 (405,044)

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Carry Trades, FX Dealers, Currency Risk, Intermediary Asset Pricing

4.

Transmission of Global Financial Shocks to EMU Member States: The Role of Monetary Policy and National Factors

Bundesbank Discussion Paper No. 23/2016
Number of pages: 37 Posted: 11 Jul 2016
Maria Gelman, Axel Jochem and Stefan Reitz
University of Kiel, Deutsche Bundesbank and University of Kiel
Downloads 49 (473,113)

Abstract:

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monetary union, capital flows, global financial cycle, macroeconomic imbalances

5.

Procyclical Leverage in Europe and its Role in Asset Pricing

Deutsche Bundesbank Discussion Paper No. 10/2019
Number of pages: 34 Posted: 12 Apr 2019
Markus Baltzer, Alexandra Koehl and Stefan Reitz
Deutsche Bundesbank, University of Kiel - Institute for Quantitative Business and Economics Research (QBER) and University of Kiel
Downloads 41 (507,816)

Abstract:

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broker-dealer leverage, intermediary asset pricing, dynamic asset pricing

6.

On the Nonlinear Influence of Reserve Bank of Australia Interventions on Exchange Rates

Economic Record, Vol. 87, Issue 278, pp. 465-479, 2011
Number of pages: 15 Posted: 22 Aug 2011
University of Kiel, affiliation not provided to SSRN and Barclays - Barclays Global Investors (London)
Downloads 2 (766,489)
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Abstract:

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C10, F31, F41