Johannes Matschke

Federal Reserve Bank of Kansas City

1 Memorial Dr.

Kansas City, MO 64198

United States

SCHOLARLY PAPERS

5

DOWNLOADS

317

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

The Missing Tail Risk in Option Prices

Federal Reserve Bank of Kansas City Working Paper No. 23-02
Number of pages: 43 Posted: 04 Apr 2023
Federal Reserve Bank of Kansas CityFederal Reserve Bank of Kansas City, Federal Reserve Bank of Kansas City, Federal Reserve Bank of Kansas City and Federal Reserve Bank of Kansas City
Downloads 91 (553,189)

Abstract:

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Option Pricing; Density Forecasts; Behavioral Finance; Under-insurance

2.

Capital Controls and the Global Financial Cycle

Federal Reserve Bank of Kansas City Working Paper No. 21-08
Number of pages: 55 Posted: 13 Sep 2021 Last Revised: 14 Mar 2023
Marina Lovchikova and Johannes Matschke
University of California, Davis and Federal Reserve Bank of Kansas City
Downloads 83 (584,918)
Citation 1

Abstract:

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F36, F38, F41

3.

Effective Downward Nominal Wage Rigidities Effective Downward Nominal Wage Rigidities *

Federal Reserve Bank of Kansas City Working Paper No. 22-10
Number of pages: 45 Posted: 08 Sep 2022 Last Revised: 16 Jul 2024
Johannes Matschke
Federal Reserve Bank of Kansas City
Downloads 58 (705,029)

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Downward Wage Rigidities, Recession Dynamics, Unemployment JEL: E24, E32, J31

4.

Macroprudential Policy Interlinkages

Number of pages: 31 Posted: 05 Oct 2021 Last Revised: 22 Dec 2023
FRB of Kansas City Submitter and Johannes Matschke
Federal Reserve Bank of Kansas City and Federal Reserve Bank of Kansas City
Downloads 47 (772,503)

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Macroprudential Policies; Capital Controls; Emerging Markets; Welfare

5.

International Financial Regulation: The Role of Banking Sector Sizes International Financial Regulation: The Role of Banking Sector Sizes *

Federal Reserve Bank of Kansas City Working Paper No. 21-13, 2021.
Number of pages: 83 Posted: 22 Nov 2021 Last Revised: 16 Jul 2024
Johannes Matschke
Federal Reserve Bank of Kansas City
Downloads 38 (837,995)

Abstract:

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"International Spillovers, Macroprudential Coordination, and Capital Controls" International Regulation, Free-Riding, Banking Sector Sizes JEL: D62, F36, F42 G15, G21