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Christian Speck

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

6

DOWNLOADS

1,113

TOTAL CITATIONS

3

Scholarly Papers (6)

1.

Corporate Bond Risk Premia

Number of pages: 63 Posted: 19 Mar 2013 Last Revised: 18 Nov 2013
Christian Speck
Deutsche Bundesbank
Downloads 273 (278,382)
Citation 1

Abstract:

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bond excess returns, corporate bonds, economic drivers, hidden factors, affine term structure model

2.

Credit Risk and the Macro Economy in an Affine Term Structure Model

Number of pages: 41 Posted: 10 May 2011 Last Revised: 18 Nov 2013
Christian Speck
Deutsche Bundesbank
Downloads 244 (312,643)
Citation 2

Abstract:

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macro-finance, credit risk, term structure, affine no-arbitrage model, macro forecasting, financial crisis

3.

A Strategic View on the Economic and Inflation Environment in the Euro Area

ECB Occasional Paper No. 2025/371
Number of pages: 194 Posted: 01 Jul 2025
Christiane Nickel, Juha Kilponen, Enrique Moral-Benito, Gerrit Koester, Elena Bobeica, Claus Brand, Pablo Burriel, Marteen Dossche, Gabriele Galati, Michele Lenza, Matteo Ciccarelli, Almira Enders, Sarah Holton, Bettina Landau, Fabrizio Venditti, David Lodge, Beatrice Pierluigi, Eva Ortega, Harri Pönkä, Thomas Warmedinger, Branislav Albert, Ugo Albertazzi, Maria Grazia Attinasi, Marta Banbura, Niccolò Battistini, Andrejs Bessonovs, Dennis Bonam, Vladimir Borgy, Alexandre Carvalho, Cristina D. Checherita-Westphal, Agostino Consolo, Agostino Consolo, Giuseppe Corbisiero, Pietro Cova, Nathaniel Debono, Luca Dedola, Ettore Dorrucci, Michaela Elfsbacka Schmöller, Lorenz Emter, Juraj Falath, Friedrich Fritzer, Annette Fröhling, Pablo Garcia-Sanchez, Johannes Gareis, Alex Grimaud, Adam Gulan, Marco Hoeberichts, José Emilio Gumiel, Christian Höynck, John Hutchinson, Alexandros Karakitsios, Evangelia Kasimati, Daria Kazakova, Geoff Kenny, Friderike Kuik, Laura Lebastard, Paloma Lopez-Garcia, Marko Luketina, Reamonn Lydon, Ana-Simona Manu, Catalina Martínez Hernández, Giulia Martorana, Baptiste Meunier, Wolfgang Modery, Daphne Momferatou, Carlos Montes-Galdón, Chiara Osbat, Adrian Page, Gasper Ploj, Reet Reedik, Tomas Reichenbachas, Pedro Ribeiro, Juliette Sagot, Béla Szörfi, Máté Tóth, Maria Teresa Valderrama, Joris Wauters, Thomas Westermann, Ivan Žilić, Helene Zimmer, Roberta Zizza, Robert Zorko, Pablo Aguilar, Yildiz Akkaya, Elena Angelini, Katarzyna Bańkowska, Colm Bates, Jeanne Beck, Nicola Benatti, Lea Bitter, Vasco Botelho, Mohammed Chahad, Kai Philipp Christoffel, Bruno De Backer, Rodolfo Dinis Rigato, Elisabeth Falk, Claudia Foroni, Emanuele Franceschi, Jose Elias Gallegos, Dimitris Georgarakos, Gavin Goy, Johannes Groß, Elke Hahn, Jaime Martínez-Martín, Boryana Ilieva, Markus Jorra, Petteri Juvonen, Hanno Kase, Iván Kataryniuk, Georgi Kocharkov, Antoine Kornprobst, Neil Lawton, Noëmie Lisack, Demosthenes Ioannou, Falk Mazelis, Thomas McGregor, Aidan Meyler, Tobias Müller, Galo Nuño, Iván Ordoñez Martínez, Andrea Papetti, Joan Paredes, Miles Parker, Blanca Prat I, Romanos Priftis, Roehe Oke, Moreno Roma, Fabian Schupp, Antoine Sigwalt, Christian Speck, Elisabeth Wieland, Srecko Zimic, Mario D'Agostino, Filippo Durero, Claudia Esposito, Dario Esposito, Christian Huber, Ivelina Ilkova, Alicja Kobayashi, Elias Krief, Claudio Manzoni and Philip Muggenthaler-Gerathewohl
European Central Bank (ECB), Bank of Finland - Research, Banco de España, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Banco de España, European Central Bank (ECB) - Directorate General Economics, De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, European Central Bank (ECB), European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), Bank of Spain, DG Economics, Statistics and Research, Bank of Finland, European Central Bank (ECB), Národná banka Slovenska, ECB -DG Monetary Policy, European Central Bank (ECB), European Central Bank, European Central Bank (ECB), Latvijas Banka, De Nederlandsche Bank, Banque de France, Banque de France, European Central Bank (ECB), European Central BankECB, Central Bank of Ireland, Bank of Italy, Central Bank of Malta, Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Národná banka Slovenska, Oesterreichische Nationalbank (OeNB), Deutsche Bundesbank, Banque Centrale du Luxembourg, Deutsche Bundesbank, Oesterreichische Nationalbank (OeNB), Bank of Finland - Research, De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank of Greece, Bank of Greece, Deutsche Bundesbank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics, Hrvatska Narodna Banka, Central Bank of Ireland, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB), Bank of Slovenia, Bank of Estonia, Bank of Lithuania, Bank of Portugal, Banque de France, European Central Bank (ECB), European Central Bank (ECB), Austrian National Bank, National Bank of Belgium, European Central Bank (ECB), Hrvatska Narodna Banka, National Bank of Belgium, Bank of Italy, Banka Slovenije, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB), National Bank of Belgium, European Central Bank (ECB), Deutsche Bundesbank, European Central Bank (ECB), European Central Bank (ECB), Banco de España, European Central Bank (ECB) - Directorate General Research, De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, Bank of Finland, European Central Bank (ECB), Banco de España, Deutsche Bundesbank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Banco de España, European Central Bank (ECB), Bank of Italy, European Central Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, European Central Bank (ECB), Deutsche Bundesbank, Banque de France, Deutsche Bundesbank, European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 209 (364,680)

Abstract:

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4.
Downloads 137 (534,155)

Inflation Anchoring in the Euro Area

Bundesbank Discussion Paper No. 04/2016
Number of pages: 39 Posted: 21 Jun 2016
Christian Speck
Deutsche Bundesbank
Downloads 137 (534,931)

Abstract:

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Inflation Anchoring, Inflation Expectations, Inflation-Linked Swaps, Event Study, Central Banking

Inflation Anchoring in the Euro Area

ECB Working Paper No. 1998
Posted: 03 Feb 2017
Christian Speck
Deutsche Bundesbank

Abstract:

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Inflation Anchoring, Inflation Expectations, Inflation-Linked Swaps, Event Study, Central Banking

5.

The Eurosystem's Asset Purchase Programmes, Securities Lending and Bund Specialness

Deutsche Bundesbank Discussion Paper No. 39/2022
Number of pages: 1 Posted: 29 Oct 2022
Markus Baltzer, Kathi Schlepper and Christian Speck
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 126 (572,948)

Abstract:

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Repos, Quantitative Easing, Securities Lending, Eurosystem, PSPP

6.

Pricing the Bund Term Structure with Linear Regressions – Without an Observable Short Rate

Deutsche Bundesbank Discussion Paper No. 08/2023
Number of pages: 43 Posted: 11 Aug 2023
Christian Speck
Deutsche Bundesbank
Downloads 124 (580,653)

Abstract:

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Yield Curve, Affine Term Structure Model, Bund Term Premium