Jelena Stapf

Deutsche Bundesbank

Wilhelm-Epstein-Strasse 14

60431 Frankfurt am Main

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

100

SSRN CITATIONS

1

CROSSREF CITATIONS

8

Scholarly Papers (4)

1.

Inflation, Deflation, and Uncertainty: What Drives Euro Area Option-Implied Inflation Expectations and are They Still Anchored in the Sovereign Debt Crisis?

Bundesbank Discussion Paper No. 24/2014
Number of pages: 40 Posted: 21 Jun 2016
Michael Scharnagl and Jelena Stapf
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 40 (445,142)

Abstract:

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Inflation expectations, Deflation, Options, Monetary policy, Financial crisis

2.

How Wacky is the DAX? The Changing Structure of German Stock Market Volatility

Bundesbank Series 1 Discussion Paper No. 2003,18
Number of pages: 48 Posted: 08 Jun 2016
Jelena Stapf and Thomas Werner
Deutsche Bundesbank and European Central Bank (ECB)
Downloads 27 (505,907)

Abstract:

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market and idiosyncratic volatility, test on break in volatility dynamics, institutional ownership

3.

An Affine Multifactor Model with Macro Factors for the German Term Structure: Changing Results During the Recent Crises

Bundesbank Discussion Paper No. 25/2012
Number of pages: 44 Posted: 21 Jun 2016
Arne Halberstadt and Jelena Stapf
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 18 (559,641)

Abstract:

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affine term structure models, macroeconomic factors, risk premia, liquidity, financial crisis

4.

Price Discovery on Traded Inflation Expectations: Does the Financial Crisis Matter?

Bundesbank Series 1 Discussion Paper No. 2009,25
Number of pages: 56 Posted: 08 Jun 2016
Alexander Schulz and Jelena Stapf
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 15 (578,296)
Citation 1

Abstract:

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Inflation-linked bonds, inflation swaps, price discovery, financial crisis