Sonnemannstrasse 22
Frankfurt am Main, 60314
Germany
European Central Bank (ECB)
SSRN RANKINGS
in Total Papers Citations
Financial integration, EMU, law of one price
Financial Integration, Home Bias, Price Differentials
bank lending rates, pass-through models, DSGE models, financial fragmentation, monetary policy
implied volatility, volatility term structure, foreign exchange options
corporate bond spreads, credit risk
excess bond return, credit risk, forecasting
stock-bond return correlation, dynamic conditional correlation, macroeconomic expectations, implied volatility