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Regime-dependent adjustment in energy spot and futures markets

Beckmann, Joscha; Belke, Ansgar; Czudaj, Robert - In: Economic modelling 40 (2014), pp. 400-409

Persistent link: https://www.econbiz.de/10010425585

A simple model of an oil based global savings glut : the “China factor” and the OPEC cartel

Belke, Ansgar; Gros, Daniel - 2009

The purpose of this contribution is to illustrate the mechanism by which higher oil prices might lead to lower interest rates in the context of a simple model that takes into account the global external savings equilibrium. The simple model has interesting implications for how one views the huge...

Persistent link: https://www.econbiz.de/10010206355

A simple model of an oil based global savings glut : the "China factor" and the OPEC cartel

Belke, Ansgar; Gros, Daniel - In: International economics and economic policy : IEEP 11 (2014) 3, pp. 413-430

Persistent link: https://www.econbiz.de/10010413272

Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions

Belke, Ansgar; Gokus, Christian - In: International journal of economics and finance 6 (2014) 7, pp. 53-70

Persistent link: https://www.econbiz.de/10010384712

Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions

Belke, Ansgar; Gokus, Christian - 2011

concentrate on modeling the conditional mean. However, financial time series exhibit certain stylized features such as volatility … to address this issue and to gain insights on the volatility patterns of CDS spreads, bond yield spreads and stock prices … creditworthiness of debtors more reliably. The obtained findings suggest that volatility takes a significant higher level in times of …

Persistent link: https://www.econbiz.de/10010209431

Forecasting ECB policy rates with different monetary policy rules

Belke, Ansgar; Klose, Jens - In: Finance a úvěr 69 (2019) 3, pp. 138-152

Persistent link: https://www.econbiz.de/10012137395

Forecasting ECB policy rates with different monetary policy rules

Belke, Ansgar; Klose, Jens - 2019

This article compares two types of monetary policy rules - the Taylor-Rule and the Orphanides-Rule - with respect to their forecasting properties for the policy rates of the European Central Bank. In this respect the basic rules, results from estimated models and augmented rules are compared....

Persistent link: https://www.econbiz.de/10012063951