Wilhelm-Epstein-Strasse 14
Frankfurt/Main D-60431
Germany
Deutsche Bundesbank - Economic Research Centre
wealth effect on consumption, business cycles, monetary policy transmission, financial systems, asset price predictability, permanent income hypothesis
option prices, risk-neutral density, density evaluation, overlapping data
American exchange rate options, density evaluation
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
risk-neutral density, option prices, diffusion process
Risk-neutral densities from option prices, American exchange rate options, Evaluating Density Forecasts, Pentionomial tree, Density evaluation
Wealth Effect on Consumption, Business Cycles, Monetary Policy Transmission, Financial Systems, Asset Price Predictability
regulatory oversight, secruties financing transactions, systemic risk, transparency
securities lending, monitoring, securities financing transactions, systemic risk