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Financial conditions, macroeconomic factors and (un)expected bond excess returns
Fricke, Christoph; Menkhoff, Lukas - 2014
term structure model to decompose bond excess returns into expected excess returns (risk premia) and the unexpected part …. In order to explore these risk premia and innovations, we complement macro variables by financial condition variables as …
Persistent link: https://www.econbiz.de/10010436625
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Foreign exchange intervention : a new database
Fratzscher, Marcel; Heidland, Tobias; Menkhoff, Lukas; … - 2020
We construct a novel database of monthly foreign exchange interventions for 49 countries over up to 22 years. We build on a text classification approach that extracts information about interventions from news articles and calibrate our procedure to data about actual interventions. Our new...
Persistent link: https://www.econbiz.de/10012313466
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Foreign exchange intervention : a new database
Fratzscher, Marcel; Heidland, Tobias; Menkhoff, Lukas; … - 2020
We construct a novel database of monthly foreign exchange interventions for 49 countries over up to 22 years. We build on a text classification approach that extracts information about interventions from news articles and calibrate our procedure to data about actual interventions. Our new...
Persistent link: https://www.econbiz.de/10012313789
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Financial market drift : decoupling of the financial sector from the real economy?
Menkhoff, Lukas; Tolksdorf, Norbert - 2001
Persistent link: https://www.econbiz.de/10001520252
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Finanzmärkte in der Krise? : Zur Abkoppelung des Finanzsektors von der Realwirtschaft
Menkhoff, Lukas; Tolksdorf, Norbert - 1999
Persistent link: https://www.econbiz.de/10001401288
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Geld, Kredit und Banken : eine Einführung
Gischer, Horst; Herz, Bernhard; Menkhoff, Lukas - 2020 - 4., aktualisierte und erweiterte Auflage
Mit der Finanzkrise ist die Bedeutung der Finanzmärkte und des Bankensystems in den wissenschaftlichen Fokus gerückt …
Persistent link: https://www.econbiz.de/10011629130
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Geld, Kredit und Banken : eine Einführung
Gischer, Horst; Herz, Bernhard; Menkhoff, Lukas - 2020 - 4., aktualisierte und erweiterte Auflage
-- Geldpolitik in der Finanzkrise. …
Persistent link: https://www.econbiz.de/10012402630
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Financial conditions, macroeconomic factors and (un)expected bond excess returns
Fricke, Christoph; Menkhoff, Lukas - 2014
term structure model to decompose bond excess returns into expected excess returns (risk premia) and the unexpected part …. In order to explore these risk premia and innovations, we complement macro variables by financial condition variables as …
Persistent link: https://www.econbiz.de/10010435203
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Financial Conditions, Macroeconomic Factors and (Un)Expected Bond Excess Returns
Fricke, Christoph - 2016
term structure model to decompose bond excess returns into expected excess returns (risk premia) and the unexpected part …. In order to explore these risk premia and innovations, we complement macro variables by financial condition variables as …
Persistent link: https://www.econbiz.de/10012988721
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Financial conditions, macroeconomic factors and (un)expected bond excess returns
Fricke, Christoph; Menkhoff, Lukas - Deutsche Bundesbank - 2014
term structure model to decompose bond excess returns into expected excess returns (risk premia) and the unexpected part …. In order to explore these risk premia and innovations, we complement macro variables by financial condition variables as …
Persistent link: https://www.econbiz.de/10011093847