Joachim Keller

Deutsche Bundesbank - Economic Research Centre

Wilhelm-Epstein-Strasse 14

Frankfurt/Main D-60431

Germany

SCHOLARLY PAPERS

7

DOWNLOADS

396

SSRN CITATIONS
Rank 45,963

SSRN RANKINGS

Top 45,963

in Total Papers Citations

2

CROSSREF CITATIONS

12

Scholarly Papers (7)

1.

Consumption, Wealth and Business Cycles in Germany

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 129 (253,052)
Citation 2

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

The Forecasting Performance of German Stock Option Densities

FRB of Cleveland Working Paper No. 03-12
Number of pages: 34 Posted: 01 Nov 2007
Federal Reserve Bank of Cleveland, Austrian National Bank - Economic Studies Division, Deutsche Bundesbank - Economic Research Centre and European Central Bank (ECB)
Downloads 82 (346,725)
Citation 1

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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
Federal Reserve Bank of Cleveland, Austrian National Bank - Economic Studies Division, Deutsche Bundesbank - Economic Research Centre and European Central Bank (ECB)
Downloads 12 (674,850)

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

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 74 (368,466)

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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 11 (682,761)

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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

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 54 (434,568)

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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 7 (714,385)

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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 21 (587,444)

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

6.

Securities Financing Transactions and the (Re)Use of Collateral in Europe – an Analysis of the First Data Collection Conducted by the Esrb from a Sample of European Banks and Agent Lenders

ESRB: Occasional Paper Series (Topic) 20146
Number of pages: 59 Posted: 05 Nov 2020
Deutsche Bundesbank - Economic Research Centre, European Securities and Markets Authority , Bank for International Settlements (BIS), Bank of England, European Securities and Markets Authority, European Central Bank (ECB), affiliation not provided to SSRN, affiliation not provided to SSRN, European Systemic Risk Board and affiliation not provided to SSRN
Downloads 4 (707,471)

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regulatory oversight, secruties financing transactions, systemic risk, transparency

7.

Towards a Monitoring Framework for Securities Financing Transactions

ESRB: Occasional Paper Series (Topic) 201302
Number of pages: 48 Posted: 05 Nov 2020
European Securities and Markets Authority , affiliation not provided to SSRN, Deutsche Bundesbank - Economic Research Centre, affiliation not provided to SSRN, affiliation not provided to SSRN and Bank of England
Downloads 2 (725,334)

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securities lending, monitoring, securities financing transactions, systemic risk