Joachim Coche

European Central Bank - Risk Management Division

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 35,592

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Top 35,592

in Total Papers Downloads

1,273

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.

Yield Curve Prediction for the Strategic Investor

ECB Working Paper No. 472
Number of pages: 32 Posted: 28 May 2005
Carlos Bernadell, Joachim Coche and Ken Nyholm
European Central Bank - Risk Management Division, European Central Bank - Risk Management Division and European Central Bank (ECB)
Downloads 734 (34,385)

Abstract:

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Regime switching, scenario analysis, yield curve distributions, state space model

2.

Investment Risks and Returns of Hybrid Pension Plans: Sponsor and Member Perspectives

Number of pages: 34 Posted: 21 Sep 2006
University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance, European Central Bank - Risk Management Division, Goethe University Frankfurt - Finance Department and St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial Science
Downloads 189 (163,782)
Citation 2

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Pension Plans, Investment Risks

3.

Foreign Reserves Management Subject to a Policy Objective

ECB Working Paper No. 624
Number of pages: 23 Posted: 01 Jun 2006
Joachim Coche, Matti Koivu, Ken Nyholm and Vesa Poikonen
European Central Bank - Risk Management Division, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 175 (175,537)

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Foreign reserves management, foreign exchange intervention, exchange rate modelling, optimal asset allocation

4.

A Factor Risk Model with Reference Returns for the Us Dollar and Japanese Yen Bond Markets

ECB Working Paper No. 641
Number of pages: 36 Posted: 30 Jun 2006
Carlos Bernadell, Joachim Coche and Ken Nyholm
European Central Bank - Risk Management Division, European Central Bank - Risk Management Division and European Central Bank (ECB)
Downloads 110 (254,135)

Abstract:

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Regime switching, scenario analysis, factor risk model

5.

Implications of Optimal Investment Policies for Hybrid Pension Plans: Sponsor and Member Perspectives

Pension Research Council WP2005-11
Number of pages: 34 Posted: 02 Nov 2005
Goethe University Frankfurt - Finance Department, University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance, European Central Bank - Risk Management Division and St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial Science
Downloads 65 (350,586)

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