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Inflation, deflation, and uncertainty: What drives euro area option-implied inflation expectations and are they still anchored in the sovereign debt crisis?

Scharnagl, Michael; Stapf, Jelena - Deutsche Bundesbank - 2014

We tackle two questions in this paper: In the sovereign debt crisis, what moves the euro area inflation outlook and has … growing uncertainty especially since the intensification of the sovereign debt crisis in mid-2011. Around the same time the … shifted towards countries more affected by the crisis. Concerning the anchoring of inflation expectations the paper provides a …

Persistent link: https://www.econbiz.de/10010957128

Bank regulation and stability: An examination of the Basel market risk framework

Alexander, Gordon J.; Baptista, Alexandre M.; Yan, Shu - Deutsche Bundesbank - 2012

suffered sizeable trading losses during the recent crisis. Due to the size and prevalence of losses, a formal examination of …

Persistent link: https://www.econbiz.de/10010957130

Do actions speak louder than words? Household expectations of inflation based on micro consumption data

Inoue, Atsushi; Kilian, Lutz; Kiraz, Fatma Burcu - Deutsche Bundesbank - 2006

Survey data on household expectations of inflation are routinely used in economic analysis, yet it is not clear to what extent households are able to articulate their expectations in survey interviews. We propose an alternative approach to recovering households' implicit expectations of...

Persistent link: https://www.econbiz.de/10005083136

The information content of survey data on expected price developments for monetary policy

Gerberding, Christina - Deutsche Bundesbank - 2001

The present paper uses survey data on expected consumer price developments to analyse the role of inflation expectations in the inflation process. The survey measures of price expectations are derived from the European Commission's Consumer Survey and from the surveys of professional experts...

Persistent link: https://www.econbiz.de/10005083244

The SSM at 1

Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016

On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...