Joachim Keller

Deutsche Bundesbank - Economic Research Centre

Wilhelm-Epstein-Strasse 14

Frankfurt/Main D-60431

Germany

  • Deutsche Bundesbank - Economic Research Centre

SCHOLARLY PAPERS

5

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360

CITATIONS
Rank 14,497

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Top 14,497

in Total Papers Citations

25

Scholarly Papers (5)

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1.

Consumption, Wealth and Business Cycles in Germany

CESifo Working Paper Series No. 1443
Number of pages: 46 Posted: 19 Apr 2005
Britta Hamburg, Mathias Hoffmann and Joachim Keller
Deutsche Bundesbank - Economic Research Centre, University of Zurich - Department of Economics and Deutsche Bundesbank - Economic Research Centre
Downloads 123 (219,477)
Citation 9

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wealth effect on consumption, business cycles, monetary policy transmission, financial systems, asset price predictability, permanent income hypothesis

2.

The Forecasting Performance of German Stock Option Densities

Downloads 84 (284,463)
Citation 3

The Forecasting Performance of German Stock Option Densities

FRB of Cleveland Working Paper No. 03-12
Number of pages: 34 Posted: 01 Nov 2007
Ben R. Craig, Ernst Glatzer, Joachim Keller and Martin Scheicher
Federal Reserve Bank of Cleveland, Austrian National Bank - Economic Studies Division, Deutsche Bundesbank - Economic Research Centre and European Central Bank (ECB)
Downloads 76 (305,028)
Citation 3

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option prices, risk-neutral density, density evaluation, overlapping data

The Forecasting Performance of German Stock Option Densities

Bundesbank Series 1 Discussion Paper No. 2003,17
Number of pages: 44 Posted: 08 Jun 2016
Ben R. Craig, Ernst Glatzer, Joachim Keller and Martin Scheicher
Federal Reserve Bank of Cleveland, Austrian National Bank - Economic Studies Division, Deutsche Bundesbank - Economic Research Centre and European Central Bank (ECB)
Downloads 8 (593,295)
Citation 3

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option prices, risk-neutral density, density evaluation, overlapping data

3.

The Forecast Ability of Risk-Neutral Densities of Foreign Exchange

Downloads 78 (297,375)
Citation 1

The Forecast Ability of Risk-Neutral Densities of Foreign Exchange

FRB of Cleveland Working Paper No. 04-09
Number of pages: 35 Posted: 30 Oct 2007
Ben R. Craig and Joachim Keller
Federal Reserve Bank of Cleveland and Deutsche Bundesbank - Economic Research Centre
Downloads 70 (319,782)
Citation 1

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American exchange rate options, density evaluation

The Forecast Ability of Risk-Neutral Densities of Foreign Exchange

Bundesbank Series 2 Discussion Paper No. 2005,05
Number of pages: 48 Posted: 08 Jun 2016
Ben R. Craig and Joachim Keller
Federal Reserve Bank of Cleveland and Deutsche Bundesbank - Economic Research Centre
Downloads 8 (593,295)
Citation 1

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Risk-neutral densities from option prices, American exchange, Risk-neutral densities from option prices, American exchange rate options, Evaluating Density Forecasts, Pentionominal tree, Density evaluation

4.

The Empirical Performance of Option-Based Densities of Foreign Exchange

Downloads 57 (351,181)
Citation 1

The Empirical Performance of Option-Based Densities of Foreign Exchange

FRB of Cleveland Working Paper No. 03-13
Number of pages: 30 Posted: 31 Oct 2007
Ben R. Craig and Joachim Keller
Federal Reserve Bank of Cleveland and Deutsche Bundesbank - Economic Research Centre
Downloads 52 (372,586)
Citation 1

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risk-neutral density, option prices, diffusion process

The Empirical Performance of Option Based Densities of Foreign Exchange

Bundesbank Series 1 Discussion Paper No. 2002,07
Number of pages: 41 Posted: 08 Jun 2016
Ben R. Craig and Joachim Keller
Federal Reserve Bank of Cleveland and Deutsche Bundesbank - Economic Research Centre
Downloads 5 (612,539)
Citation 1

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Risk-neutral densities from option prices, American exchange rate options, Evaluating Density Forecasts, Pentionomial tree, Density evaluation

5.

Consumption, Wealth and Business Cycles: Why is Germany Different?

Bundesbank Series 1 Discussion Paper No. 2005,16
Number of pages: 60 Posted: 08 Jun 2016
Britta Hamburg, Mathias Hoffmann and Joachim Keller
Deutsche Bundesbank - Economic Research Centre, Deutsche Bundesbank and Deutsche Bundesbank - Economic Research Centre
Downloads 18 (512,036)
Citation 11

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Wealth Effect on Consumption, Business Cycles, Monetary Policy Transmission, Financial Systems, Asset Price Predictability