2
H index
1
i10 index
25
Citations
Markus Hertrich : Citation Profile
Universität Basel (50% share) | RESEARCH PRODUCTION: 10 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2013 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Markus Hertrich. | Is cited by:
| Cites to:
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Main data
Where Markus Hertrich has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 3 |
| Discussion Papers / Deutsche Bundesbank | 3 |
Recent works citing Markus Hertrich (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2022 | Arbitrage Problems with Reflected Geometric Brownian Motion. (2022). Hulley, Hardy ; Dowd, Kevin ; Buckner, Dean. In: Papers. RePEc:arx:papers:2201.05312. Full description at Econpapers || Download paper |
| 2022 | The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599. Full description at Econpapers || Download paper |
| 2022 | Liquidity in the global currency market. (2022). Santucci de Magistris, Paolo ; Ranaldo, Angelo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:3:p:859-883. Full description at Econpapers || Download paper |
| 2021 | Land leverage and the housing market: Evidence from Germany1. (2021). Kajuth, Florian. In: Journal of Housing Economics. RePEc:eee:jhouse:v:51:y:2021:i:c:s1051137720300826. Full description at Econpapers || Download paper |
| 2022 | The stabilizing effect of the zero lower bound: A perspective of interest rate target zones. (2022). Lu, You-Xun. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:61-67. Full description at Econpapers || Download paper |
| 2022 | Estimating asymmetries in monetary policy reaction function: an oil price augmented Taylor type rule for Nigeria under unconventional regime. (2022). Usman, Nuruddeen ; Shitile, Tersoo Shimonkabir ; Ogiji, Patricks. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:3:d:10.1007_s10644-021-09362-4. Full description at Econpapers || Download paper |
| 2022 | Is there a threshold effect in the liquidity risk–non?performing loans relationship? A PSTR approach for MENA banks. (2022). Karmani, Majdi ; Hakimi, Abdelaziz ; Boussaada, Rim. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:1886-1898. Full description at Econpapers || Download paper |
Works by Markus Hertrich:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | A Novel Housing Price Misalignment Indicator for Germany In: German Economic Review. [Full Text][Citation analysis] | article | 2 |
| 2019 | A Novel Housing Price Misalignment Indicator for Germany.(2019) In: German Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2019 | A novel housing price misalignment indicator for Germany.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2022 | Foreign exchange interventions under a minimum exchange rate regime and the Swiss franc In: Review of International Economics. [Full Text][Citation analysis] | article | 1 |
| 2015 | On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective In: Working papers. [Full Text][Citation analysis] | paper | 14 |
| 2017 | On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective.(2017) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2016 | The distribution of exchange rates under a minimum exchange rate regime In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2016 | The Distribution of Exchange Rates Under a Minimum Exchange Rate Regime.(2016) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2016 | The Costs of Implementing a Unilateral One-Sided Exchange Rate Target Zone In: Review of Economics. [Full Text][Citation analysis] | article | 0 |
| 2015 | The Costs of Implementing a Unilateral One-Sided Exchange Rate Target Zone.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Does Credit Risk Impact Liquidity Risk? Evidence from Credit Default Swap Markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
| 2015 | A Note on Credit Spread Forwards In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2016 | A Note on Credit Spread Forwards.(2016) In: Journal of Advanced Studies in Finance. [Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2015 | A Cautionary Note on the Put-Call Parity under an Asset Pricing Model with a Lower Reflecting Barrier In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 1 |
| 2013 | Valuing Stock Options When Prices are Subject to a Lower Boundary: A Correction In: Journal of Futures Markets. [Citation analysis] | article | 1 |
| 2022 | Foreign exchange interventions and their impact on expectations: Evidence from the USD/ILS options market In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Foreign exchange interventions under a one-sided target zone regime and the Swiss franc In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team