Kathi Schlepper

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

Goethe University Frankfurt

Grüneburgplatz 1

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

436

SSRN CITATIONS
Rank 14,669

SSRN RANKINGS

Top 14,669

in Total Papers Citations

26

CROSSREF CITATIONS

40

Scholarly Papers (4)

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

Number of pages: 43 Posted: 21 Feb 2017
Kathi Schlepper, Heiko Hofer, Ryan Riordan and Andreas Schrimpf
Deutsche Bundesbank, Deutsche Bundesbank, Queen's University - Smith School of Business and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 111 (265,009)
Citation 11

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
Kathi Schlepper, Heiko Hofer, Ryan Riordan and Andreas Schrimpf
Deutsche Bundesbank, Deutsche Bundesbank, Queen's University - Smith School of Business and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 64 (373,396)

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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
Kathi Schlepper, Heiko Hofer, Ryan Riordan and Andreas Schrimpf
Deutsche Bundesbank, Deutsche Bundesbank, Queen's University - Smith School of Business and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 20 (575,592)

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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 165 (193,208)

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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 58 (387,117)

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

4.

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, Matías Pacce and Kathi Schlepper
Banco de España, Banco de España and Deutsche Bundesbank
Downloads 18 (569,251)
Citation 36

Abstract:

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trend inflation, inflation dynamics, UCSV models, monetary policy