Joachim Keller

Deutsche Bundesbank - Economic Research Centre

Wilhelm-Epstein-Strasse 14

Frankfurt/Main D-60431

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

382

SSRN CITATIONS
Rank 42,318

SSRN RANKINGS

Top 42,318

in Total Papers Citations

1

CROSSREF CITATIONS

12

Scholarly Papers (5)

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 127 (231,846)
Citation 1

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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 80 (319,563)
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 10 (629,937)

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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 (334,682)

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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 (622,721)

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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 (395,278)

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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 (651,765)

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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 19 (547,379)

Abstract:

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