Kathi Schlepper

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

Goethe University Frankfurt

Grüneburgplatz 1

Frankfurt am Main, 60323

Germany

  • Deutsche Bundesbank

  • Goethe University Frankfurt

SCHOLARLY PAPERS

8

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1,605

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39

Scholarly Papers (8)

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1.

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

Downloads 411 (155,393)
Citation 14

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 176 (368,323)

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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

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 167 (386,078)
Citation 14

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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

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 68 (740,470)

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

2.

Greenwashing and the EU's Sustainable Finance Disclosure Regulation

Number of pages: 10 Posted: 07 May 2024
Daniel Fricke and Kathi Schlepper
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 385 (167,230)

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ESG, asset management, greenwashing, regulation

3.

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 292 (225,997)

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High-Frequency Trading, Price Discovery, Volatility

4.

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 136 (458,213)

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

5.

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 122 (499,493)
Citation 2

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6.

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 101 (575,267)
Citation 23

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trend inflation, inflation dynamics, UCSV models, monetary policy

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 100 (579,204)

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Repos, Quantitative Easing, Securities Lending, Eurosystem, PSPP

8.

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 58 (791,097)

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Corporate Bond Market, Central Bank Asset Purchases, Market Liquidity