Joachim Keller

Deutsche Bundesbank - Economic Research Centre

Wilhelm-Epstein-Strasse 14

Frankfurt/Main D-60431

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

360

CITATIONS
Rank 14,497

SSRN RANKINGS

Top 14,497

in Total Papers Citations

25

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 123 (219,477)
Citation 9

Abstract:

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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 76 (305,028)
Citation 3

Abstract:

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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 8 (593,295)
Citation 3

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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 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

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

Abstract:

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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

Abstract:

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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

Abstract:

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