Kathi Schlepper

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

Goethe University Frankfurt

Grüneburgplatz 1

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

7

DOWNLOADS

744

SSRN CITATIONS
Rank 15,656

SSRN RANKINGS

Top 15,656

in Total Papers Citations

28

CROSSREF CITATIONS

43

Scholarly Papers (7)

Scarcity Effects of QE: A Transaction-Level Analysis in the Bund Market

Number of pages: 43 Posted: 21 Feb 2017
Deutsche Bundesbank, Deutsche Bundesbank, Queen's University - Smith School of Business and Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University
Downloads 133 (311,128)
Citation 13

Abstract:

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Quantitative Easing, European Central Bank, Scarcity Channel, Bond Market Liquidity, High-Frequency Data

Scarcity Effects of QE: A Transaction-Level Analysis in the Bund Market

BIS Working Paper No. 625
Number of pages: 47 Posted: 29 Apr 2017
Deutsche Bundesbank, Deutsche Bundesbank, Queen's University - Smith School of Business and Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University
Downloads 122 (331,933)

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Easing, European Central Bank, Scarcity Channel, Bond Market Liquidity, High-Frequency Data

Scarcity Effects of QE: A Transaction-Level Analysis in the Bund Market

Bundesbank Discussion Paper No. 06/2017
Number of pages: 43 Posted: 24 Apr 2017
Deutsche Bundesbank, Deutsche Bundesbank, Queen's University - Smith School of Business and Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University
Downloads 40 (612,926)

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Quantitative Easing, European Central Bank, Scarcity Channel, Bond Market Liquidity, High-Frequency Data

2.

High-Frequency Trading in the Bund Futures Market

Bundesbank Discussion Paper No. 15/2016
Number of pages: 45 Posted: 21 Jun 2016
Kathi Schlepper
Deutsche Bundesbank
Downloads 215 (206,836)

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High-Frequency Trading, Price Discovery, Volatility

3.

Risk Premia in Carbon and Energy Futures Markets

Number of pages: 48 Posted: 23 Mar 2016
Christel Merlin Kuate Kamga and Kathi Schlepper
Goethe University Frankfurt and Deutsche Bundesbank
Downloads 87 (413,425)

Abstract:

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Carbon, CO2, Futures, Oil, Natural Gas, Risk Premium, State-Space Model

4.

Liquidity in the German Corporate Bond Market: Has the CSPP Made a Difference?

Deutsche Bundesbank Discussion Paper No. 08/2021
Number of pages: 53 Posted: 30 Mar 2021
Lena Boneva, Mevlud Islami and Kathi Schlepper
European Central Bank (ECB), Deutsche Bundesbank and Deutsche Bundesbank
Downloads 61 (501,681)

Abstract:

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5.

Exploring Trend Inflation Dynamics in Euro Area Countries

Banco de Espana Working Paper No. 1909 (2019)
Number of pages: 51 Posted: 28 Mar 2019 Last Revised: 17 Jul 2019
Mónica Correa-López, Matias Pacce and Kathi Schlepper
Banco de España, Banco de España and Deutsche Bundesbank
Downloads 59 (509,705)
Citation 38

Abstract:

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trend inflation, inflation dynamics, UCSV models, monetary policy

6.

Liquidity in the German Corporate Bond Market: Has The Cspp Made a Difference?

Number of pages: 50 Posted: 05 Apr 2022
Kathi Schlepper, Lena Boneva and Mevlud Islami
Deutsche Bundesbank, European Central Bank (ECB) and Deutsche Bundesbank
Downloads 15 (790,478)

Abstract:

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Corporate Bond Market, Central Bank Asset Purchases, Market Liquidity

7.

The Eurosystem's Asset Purchase Programmes, Securities Lending and Bund Specialness

Deutsche Bundesbank Discussion Paper No. 39/2022
Number of pages: 1 Posted: 29 Oct 2022
Markus Baltzer, Kathi Schlepper and Christian Speck
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 12 (810,131)

Abstract:

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Repos, Quantitative Easing, Securities Lending, Eurosystem, PSPP