Joachim Keller

Deutsche Bundesbank - Economic Research Centre

Wilhelm-Epstein-Strasse 14

Frankfurt/Main D-60431

Germany

  • Deutsche Bundesbank - Economic Research Centre

SCHOLARLY PAPERS

7

DOWNLOADS

552

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (7)

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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 140 (309,945)
Citation 4

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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 122 (343,862)
Citation 1

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 100 (397,816)
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
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 22 (777,288)

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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 106 (379,678)

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 86 (438,804)

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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 20 (795,413)

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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 83 (444,136)

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 62 (528,311)

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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 21 (786,302)

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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 40 (627,782)

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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 No. 2014/6
Number of pages: 59 Posted: 05 Nov 2020
Joachim Keller, Antoine Bouveret, Cristina Picillo, Zijun Liu, Julien Mazzacurati, Philippe A.M. Molitor, Jonas Söderberg, John Theal, Francesco de Rossi and Romain Calleja
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 35 (657,561)

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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 No. 2013/02
Number of pages: 48 Posted: 05 Nov 2020
Antoine Bouveret, Julien Jardelot, Joachim Keller, Philippe Molitor, John Thea and Mathieu Vital
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 26 (720,301)

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securities lending, monitoring, securities financing transactions, systemic risk