Kerstin Bernoth

German Institute for Economic Research (DIW Berlin)

Economist

Mohrenstraße 58

Berlin, 10117

Germany

SCHOLARLY PAPERS

11

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CITATIONS
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116

Scholarly Papers (11)

1.

Sovereign Risk Premia in the European Government Bond Market

ECB Working Paper No. 369
Number of pages: 39 Posted: 02 Dec 2004
Kerstin Bernoth, Jürgen von Hagen and Ludger Schuknecht
German Institute for Economic Research (DIW Berlin), University of Bonn - Institute of Economic Policy and European Central Bank (ECB)
Downloads 1,899 (7,428)
Citation 50

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asset pricing, determination of interest rates, fiscal policy, government debt

Fool the Markets? Creative Accounting, Fiscal Transparency and Sovereign Risk Premia

CESifo Working Paper Series No. 1732
Number of pages: 40 Posted: 13 Jun 2006
Kerstin Bernoth and Guntram B. Wolff
German Institute for Economic Research (DIW Berlin) and Deutsche Bundesbank
Downloads 476 (55,552)
Citation 8

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risk premia, government bond yields, creative accounting, stock-flow adjustments, gimmickry, transparency

Fool the Markets? Creative Accounting, Fiscal Transparency and Sovereign Risk Premia

Bundesbank Series 1 Discussion Paper No. 2006,19
Number of pages: 56 Posted: 08 Jun 2016
Kerstin Bernoth and Guntram B. Wolff
German Institute for Economic Research (DIW Berlin) and Deutsche Bundesbank
Downloads 27 (475,920)
Citation 8

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Risk premia, government bond yields, creative accounting, stock-flow adjustments, gimmickry, transparency

Fool the Markets? Creative Accounting, Fiscal Transparency and Sovereign Risk Premia

Scottish Journal of Political Economy, Vol. 55, No. 4, pp. 465-487, September 2008
Number of pages: 23 Posted: 04 Aug 2008
Kerstin Bernoth and Guntram B. Wolff
German Institute for Economic Research (DIW Berlin) and Deutsche Bundesbank
Downloads 3 (626,926)
Citation 8
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3.

Drivers of Private Equity Investment in CEE and Western European Countries

DIW Berlin Discussion Paper No. 1002
Number of pages: 29 Posted: 13 Jul 2010
Kerstin Bernoth, Roberta Colavecchio and Magdolna Sass
German Institute for Economic Research (DIW Berlin), Universitaet Hamburg and Hungarian Academy of Sciences (HAS) - Research Centre for Economic and Regional Studies (HAS)
Downloads 201 (144,709)

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Private Equity, Extreme Bounds Analysis, Central and Eastern European Countries

4.

Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach

DIW Berlin Discussion Paper No. 1078
Number of pages: 32 Posted: 28 Nov 2010
Kerstin Bernoth and Burcu Erdogan
German Institute for Economic Research (DIW Berlin) and German Institute for Economic Research (DIW Berlin)
Downloads 190 (153,199)
Citation 1

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sovereign bond spreads, fiscal policy, euro area, financial crisis, semiparametric time-varying coefficient model, nonparametric estimation

5.

The Forward Premium Puzzle Only Emerges Gradually

Number of pages: 19 Posted: 02 Mar 2007
Kerstin Bernoth, Jürgen von Hagen and Casper G. de Vries
German Institute for Economic Research (DIW Berlin), University of Bonn - Institute of Economic Policy and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 129 (211,525)

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exchange rates, market efficiency, forward premium puzzle, uncovered interest parity, futures rates

6.

Forecasting the Fragility of the Banking and Insurance Sector

DIW Berlin Discussion Paper No. 882
Number of pages: 29 Posted: 12 Jul 2009
Kerstin Bernoth and Andreas Pick
German Institute for Economic Research (DIW Berlin) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 115 (230,575)
Citation 5

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Financial stability, financial linkages, banking, insurances, unobserved common factors, forecasting

7.

Monetary Policy and Mispricing in Stock Markets

DIW Berlin Discussion Paper No. 1605
Number of pages: 51 Posted: 07 Sep 2016
Benjamin Beckers and Kerstin Bernoth
German Institute for Economic Research (DIW Berlin) and German Institute for Economic Research (DIW Berlin)
Downloads 56 (353,961)

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Asset pricing, bubbles, financial stability, leaning against the wind, mispricing, monetary policy, time-varying coefficient VAR, zero and sign restrictions

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 29 (465,129)

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forward premium puzzle, futures rates, latent factor

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 21 (511,445)

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forward premium puzzle, futures rates, latent factor

The Forward Premium Puzzle and Latent Factors Day by Day

CEPR Discussion Paper No. DP7772
Number of pages: 40 Posted: 12 Apr 2010
Kerstin Bernoth, Casper G. de Vries and Jürgen von Hagen
German Institute for Economic Research (DIW Berlin), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of Bonn - Institute of Economic Policy
Downloads 5 (612,020)
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forward premium puzzle, futures rates, latent factor

9.

Sovereign Risk Premia in the European Bond Market

CEPR Discussion Paper No. 4465
Number of pages: 33 Posted: 05 Aug 2004
Kerstin Bernoth, Ludger Schuknecht and Jürgen von Hagen
German Institute for Economic Research (DIW Berlin), European Central Bank (ECB) and University of Bonn - Institute of Economic Policy
Downloads 29 (453,003)
Citation 50
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Asset pricing, determination of interest rates, fiscal policy, government debt

10.

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 23 (483,832)

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

11.

Did Fiscal Policy Makers Know What They Were Doing? Reassessing Fiscal Policy with Real Time Data

CEPR Discussion Paper No. DP6758
Number of pages: 35 Posted: 10 Jun 2008
Kerstin Bernoth, Andrew J. Hughes and John Lewis
German Institute for Economic Research (DIW Berlin), Cardiff Business School and De Nederlandsche Bank - Econometric Research and Special Studies
Downloads 2 (607,832)
Citation 2
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Discretion, Fiscal Policy, Real Time Data