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Would households understand average inflation targeting?
Hoffmann, Mathias; Mönch, Emanuel; Pavlova, Lora; … - 2022
Persistent link: https://www.econbiz.de/10013187764
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Dynamic leverage asset pricing
Adrian, Tobias; Mönch, Emanuel; Shin, Hyun Song - 2016
Persistent link: https://www.econbiz.de/10011544472
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Regression based estimation of dynamic asset pricing models
Adrian, Tobias; Crump, Richard K.; Mönch, Emanuel - 2015
Persistent link: https://www.econbiz.de/10010509481
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Regression-based estimation of dynamic asset pricing models
Adrian, Tobias; Crump, Richard K.; Mönch, Emanuel - In: Journal of financial economics 118 (2015) 2, pp. 211-244
Persistent link: https://www.econbiz.de/10011480393
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OTC discount
Roure, Calebe de; Mönch, Emanuel; Pelizzon, Loriana; … - 2020
We document a sizable OTC discount in the interdealer market for German sovereign bonds where exchange and over-the-counter trading coexist: the vast majority of OTC prices are favorable with respect to exchange quotes. This is a challenge for theories of OTC markets centered around search...
Persistent link: https://www.econbiz.de/10012387914
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Comment on "Monetary Policy Communication, Policy Slope, and the Stock Market" by Andreas Neuhierl and Michael Weber
Mönch, Emanuel; Stein, Tobias - In: Journal of monetary economics 108 (2019), pp. 156-161
Persistent link: https://www.econbiz.de/10012267224
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Forecasting through the rearview mirror : data revisions and bond return predictability
Ghysels, Eric; Horan, Casidhe; Mönch, Emanuel - In: The review of financial studies 31 (2018) 2, pp. 678-714
Persistent link: https://www.econbiz.de/10011925250
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What predicts US recessions?
Liu, Weiling; Mönch, Emanuel - In: International journal of forecasting 32 (2016) 4, pp. 1138-1150
Persistent link: https://www.econbiz.de/10011622116
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Fundamental disagreement
Andrade, Philippe; Crump, Richard K.; Eusepi, Stefano; … - In: Journal of monetary economics 83 (2016), pp. 106-128
Persistent link: https://www.econbiz.de/10011709501
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Decomposing real and nominal yield curves
Abrahams, Michael; Adrian, Tobias; Crump, Richard K.; … - In: Journal of monetary economics 84 (2016), pp. 182-200
Persistent link: https://www.econbiz.de/10011709677