Wolfgang Lemke : Citation Profile


Are you Wolfgang Lemke?

European Central Bank

10

H index

10

i10 index

427

Citations

RESEARCH PRODUCTION:

9

Articles

28

Papers

1

Books

RESEARCH ACTIVITY:

   16 years (2005 - 2021). See details.
   Cites by year: 26
   Journals where Wolfgang Lemke has often published
   Relations with other researchers
   Recent citing documents: 72.    Total self citations: 11 (2.51 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ple433
   Updated: 2021-10-16    RAS profile: 2021-06-16    
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Relations with other researchers


Works with:

Iania, Leonardo (4)

Dewachter, Hans (3)

Lyrio, Marco (3)

Altavilla, Carlo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Wolfgang Lemke.

Is cited by:

Eickmeier, Sandra (14)

Marcellino, Massimiliano (8)

Osterloh, Steffen (7)

Peydro, Jose-Luis (7)

Aastveit, Knut Are (6)

Sette, Enrico (6)

Wolff, Guntram (6)

Sosvilla-Rivero, Simon (6)

Krippner, Leo (6)

Gómez-Puig, Marta (6)

Ng, Tim (6)

Cites to:

Altavilla, Carlo (28)

Galí, Jordi (21)

Gertler, Mark (20)

Gürkaynak, Refet (19)

Giannone, Domenico (17)

Williams, John (17)

Smets, Frank (16)

Singleton, Kenneth (15)

Rudebusch, Glenn (15)

Clarida, Richard (14)

Watson, Mark (14)

Main data


Where Wolfgang Lemke has published?


Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank9
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank6
VfS Annual Conference 2020 (Virtual Conference): Gender Economics / Verein fr Socialpolitik / German Economic Association2

Recent works citing Wolfgang Lemke (2021 and 2020)


YearTitle of citing document
2021Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021002.

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2020A Term Structure Model for Dividends and Interest Rates. (2019). Willems, Sander ; Filipovi, Damir. In: Papers. RePEc:arx:papers:1803.02249.

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2020Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature. (2020). Yang, Jing ; Witmer, Jonathan ; Priftis, Romanos ; Kozicki, Sharon ; Suchanek, Lena ; Johnson, Grahame. In: Discussion Papers. RePEc:bca:bocadp:20-16.

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2020The ECB monetary policy response to the Covid-19 crisis. (2020). Martinez-Martin, Jaime ; Hurtado, Samuel ; Arce, Oscar ; Aguilar, Pablo ; Thomas, Carlos ; Nuo, Galo. In: Occasional Papers. RePEc:bde:opaper:2026.

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2020Macro-financial interactions in a changing world. (2020). Leiva-Leon, Danilo ; Gerba, Eddie. In: Working Papers. RePEc:bde:wpaper:2018.

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2020Alternative measures of underlying inflation in the euro area. (2020). Conflitti, Cristina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_593_20.

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2021Inflation expectations and the ECB’s perceived inflation objective: novel evidence from firm-level data. (2021). Zevi, Giordano ; Tagliabracci, Alex ; Bottone, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_621_21.

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2021De-anchored long-term inflation expectations in a low growth, low rate environment. (2021). Tagliabracci, Alex ; Corsello, Francesco ; Neri, Stefano ; Bulligan, Guido. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_624_21.

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2021Measuring the impact of a bank failure on the real economy. An EU-wide analytical framework. (2021). Vacca, Valerio ; Ricci, Giacomo ; Miani, Claudia ; Ballesteros, Elisa Llorente ; Hoeretzeder, Silvia ; Ebner, Andr ; di Primio, Luciano ; Bravo, Antonio J ; Boschi, Natalie ; Westman, Hanna ; Biraschi, Paolo ; Schellerer, Stefan ; Bichlmeier, Fabian ; Santioni, Raffaele. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_626_21.

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2020Expansionary yet different: credit supply and real effects of negative interest rate policy. (2020). Sette, Enrico ; Bottero, Margherita. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1269_20.

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2020The economic drivers of volatility and uncertainty. (2020). Marcellino, Massimiliano ; Corsello, Francesco ; Carriero, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1285_20.

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2020The impact of unconventional monetary policies on retail lending and deposit rates in the euro area. (2020). Lombardi, Marco ; Hofmann, Boris ; Mizen, Paul ; Illes, Anamaria. In: BIS Working Papers. RePEc:bis:biswps:850.

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2021Fiscal and monetary policy interactions in a low interest rate world. (2021). Orphanides, Athanasios ; Mojon, Benoit ; Lombardi, Marco ; Hofmann, Boris. In: BIS Working Papers. RePEc:bis:biswps:954.

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2020The Phillips Curve at the ECB. (2020). Osbat, Chiara ; Eser, Fabian ; Moretti, Laura ; Lane, Philip R ; Karadi, Peter. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:s1:p:50-85.

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2020A term structure model for dividends and interest rates. (2020). Willems, Sander ; Filipovi, Damir. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1461-1496.

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2021The bias and efficiency of the ECB inflation projections: a State dependent analysis. (2021). Paloviita, Maritta ; Jalasjoki, Pirkka ; Granziera, Eleonora. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_007.

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2021Capital Flows and Emerging Markets Fluctuations. (2021). Lorca, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:898.

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2020Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14271.

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2020A Structural Investigation of Quantitative Easing. (2020). Strobel, Felix ; Goy, Gavin ; Boehl, Gregor. In: DNB Working Papers. RePEc:dnb:dnbwpp:691.

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2020Monetary Policy Transmission with Downward Interest Rate Rigidity. (2020). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-6.

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2021The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Mazelis, Falk ; Lewis, Vivien ; Geiger, Felix ; Assouan, Emmanuelle ; Bonfim, Diana ; Idier, Julien ; Velez, Anatoli Segura ; Lima, Diana ; Grassi, Alberto ; Martin, Alberto ; Jovanovic, Mario ; Andreeva, Desislava ; Miettinen, Pavo ; Albertazzi, Ugo ; Cuciniello, Vincenzo ; Heider, Florian ; Redak, Vanessa ; Bonatti, Guido ; Licak, Marek ; Jan, Jansen David ; Altavilla, Carlo ; Garabedian, Garo ; Chalamandaris, Dimitrios ; Fourel, Valere ; Pogulis, Armands ; Carlo Altavilla , ; Maddaloni, Angela ; Balfoussia, Hiona ; Patriek, Matic ; Ioannidis, Michael ; Kok, Christoffer ; Fernandez, Luis
2020Monetary policy and bank stability: the analytical toolbox reviewed. (2020). Popov, Alexander ; Marques-Ibanez, David ; Albertazzi, Ugo ; Barbiero, Francesca ; Marques-Ibaez, David ; Dacri, Costanza Rodriguez ; Vlassopoulos, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20202377.

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2020The Phillips Curve at the ECB. (2020). Osbat, Chiara ; Eser, Fabian ; Moretti, Laura ; Lane, Philip R ; Karadi, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202400.

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2020Interest rate setting and communication at the ECB. (2020). Jung, Alexander ; Cour-Thimann, Philippine. In: Working Paper Series. RePEc:ecb:ecbwps:20202443.

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2020The great lockdown: pandemic response policies and bank lending conditions. (2020). Burlon, Lorenzo ; Boucinha, Miguel ; Barbiero, Francesca ; Altavilla, Carlo ; Carlo Altavilla , . In: Working Paper Series. RePEc:ecb:ecbwps:20202465.

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2020The (ir)relevance of the nominal lower bound for real yield curve analysis. (2020). Schupp, Fabian. In: Working Paper Series. RePEc:ecb:ecbwps:20202476.

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2021What drives euro area financial market developments? The role of US spillovers and global risk. (2021). Schroder, Maximilian ; Guilhem, Arthur Saint ; Brandt, Lennart ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20212560.

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2020Hard markets, hard times: On the inefficiency of the CAT bond market. (2020). Gurtler, Marc ; Gotze, Tobias. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s092911991930937x.

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2020Monetary policy and systemic risk-taking in the euro area banking sector. (2020). Kabundi, Alain ; de Simone, Francisco Nadal . In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:736-758.

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2020Changing transmission of monetary policy on disaggregate inflation in India. (2020). Dash, Pradyumna ; Kumar, Ankit. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:109-125.

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2021Boosting high dimensional predictive regressions with time varying parameters. (2021). Ng, Serena ; Yousuf, Kashif. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:60-87.

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2020Financial and fiscal shocks in the great recession and recovery of the Spanish economy. (2020). Ferri, Javier ; Domenech, Rafael ; Boscá, José ; Rubio-Ramirez, J F ; Mendez, R. In: European Economic Review. RePEc:eee:eecrev:v:127:y:2020:i:c:s001429212030101x.

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2020The effects of the ECB’s expanded asset purchase programme. (2020). Gambetti, Luca ; Musso, Alberto. In: European Economic Review. RePEc:eee:eecrev:v:130:y:2020:i:c:s0014292120302038.

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2021Heterogeneity in corporate debt structures and the transmission of monetary policy. (2021). Thurwachter, Claire ; Holm-Hadulla, Federic. In: European Economic Review. RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121000969.

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2021Downward interest rate rigidity. (2021). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: European Economic Review. RePEc:eee:eecrev:v:137:y:2021:i:c:s0014292121001380.

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2020Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis. (2020). de Simone, Francisco Nadal ; Jin, Xisong. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300486.

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2020The shifting drivers of global liquidity. (2020). Gambacorta, Leonardo ; Avdjiev, Stefan ; Schiaffi, Stefano ; Goldberg, Linda S. In: Journal of International Economics. RePEc:eee:inecon:v:125:y:2020:i:c:s0022199618301946.

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2020Looking through systemic credit risk: Determinants, stress testing and market value. (2020). Novales, Alfonso ; Chamizo, Alvaro. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119300939.

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2021QE in the euro area: Has the PSPP benefited peripheral bonds?. (2021). Gros, Daniel ; Belke, Ansgar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100069x.

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2020The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads. (2020). Jalles, Joao ; Afonso, Antonio ; Kazemi, Mina. In: International Review of Law and Economics. RePEc:eee:irlaec:v:63:y:2020:i:c:s014481882030137x.

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2020Bank funding and the recent political development in Italy: What about redenomination risk?. (2020). Schwarzbach, Christoph ; Tholl, Johannes ; von Mettenheim, Hans-Jorg ; Pittalis, Sandro. In: International Review of Law and Economics. RePEc:eee:irlaec:v:64:y:2020:i:c:s0144818820301459.

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2020Monetary policy and herd behavior: International evidence. (2020). Spyrou, Spyros ; Makrychoriti, Panagiota ; Krokida, Styliani-Iris. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:170:y:2020:i:c:p:386-417.

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2020Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620302060.

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2021Stock market volatility and jumps in times of uncertainty. (2021). Triantafyllou, Athanasios ; Vlastakis, Nikolaos ; Megaritis, Anastasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000048.

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2021Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2021). Baumeister, Christiane ; Hamilton, James D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:114:y:2021:i:c:s0261560621000541.

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2020Unconventional monetary policy in the Euro Area: Shadow rate and light effets. (2020). Lubochinsky, Catherine ; Boucher, Christophe ; Ouerk, Salima. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:65:y:2020:i:c:s0164070420301452.

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2020A sentiment index to measure sovereign risk using Google data. (2020). Gonzalez-Velasco, Carmen ; Gonzalez-Fernandez, Marcos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:406-418.

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2021Binary Conditional Forecasts. (2019). Owyang, Michael ; McCracken, Michael ; McGillicuddy, Joseph. In: Working Papers. RePEc:fip:fedlwp:2019-029.

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2020How Loose, How Tight? A Measure of Monetary and Fiscal Stance for the Euro Area. (2020). Cantelmo, Alessandro ; Villa, Stefania ; Melina, Giovanni ; Batini, Nicoletta. In: IMF Working Papers. RePEc:imf:imfwpa:2020/086.

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2021Dynamics of consumption distribution and economic fluctuations. (2021). Heydari, Hassan ; Keikha, Alireza ; Najarzadeh, Reza. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:54:y:2021:i:3:d:10.1007_s10644-020-09303-7.

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2021Debt and Private Investment: Does the EU Suffer from a Debt Overhang?. (2021). picarelli, mattia osvaldo ; Marneffe, Wim ; Vanlaer, Willem. In: Open Economies Review. RePEc:kap:openec:v:32:y:2021:i:4:d:10.1007_s11079-021-09621-x.

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2021Negative interest rates, excess liquidity and retail deposits: Banks’ reaction to unconventional monetary policy in the euro area. (2019). Demiralp, Selva ; Vlassopoulos, Thomas ; Eisenschmidt, Jens. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1910.

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2020Monetary policy transmission with downward interest rate rigidity. (2020). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2744.

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2020ZLB and Beyond: Real and Financial Effects of Low and Negative Interest Rates in the Euro Area. (2020). Zlobins, Andrejs. In: Working Papers. RePEc:ltv:wpaper:202006.

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2020Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: NBER Working Papers. RePEc:nbr:nberwo:26606.

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2020Macroprudential policy, monetary policy and Eurozone bank risk. (2020). Vander Vennet, Rudi ; Meuleman, Elien. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:20/1004.

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2020Drivers of Bank Default Risk: Bank Business Models, the Sovereign and Monetary Policy. (2020). Vander Vennet, Rudi ; Soenen, Nicolas. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:20/997.

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2020The credit supply channel of monetary policy: evidence from a FAVAR model with sign restrictions. (2020). Uribe, Jorge ; Holguin, Juan S. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:5:d:10.1007_s00181-019-01759-5.

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2020End of the sovereign-bank doom loop in the European Union? The Bank Recovery and Resolution Directive. (2020). Covi, Giovanni ; Eydam, Ulrich. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:30:y:2020:i:1:d:10.1007_s00191-018-0576-2.

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2020Structural breaks in the interaction between bank and sovereign default risk. (2020). Pascual, Joaquin Lopez ; Lovreta, Lidija. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:11:y:2020:i:4:d:10.1007_s13209-020-00219-z.

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2021Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors. (2021). Schaumburg, Julia ; Koopman, Siem Jan ; Gorgi, Paolo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210056.

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2020Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned?. (2018). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1641.

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2020Negative monetary policy rates and portfolio rebalancing: Evidence from credit register data. (2019). Presbitero, Andrea ; Peydro, Jose-Luis ; Bottero, Margherita ; Sette, Enrico ; Polo, Andrea ; Minoiu, Camelia. In: Economics Working Papers. RePEc:upf:upfgen:1649.

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2020Banking supervision, monetary policy and risk-taking: Big data evidence from 15 credit registers. (2019). Smets, Frank ; Peydro, Jose-Luis ; Boucinha, Miguel ; Altavilla, Carlos. In: Economics Working Papers. RePEc:upf:upfgen:1684.

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2020Prospects, Risks, and Vulnerabilities in Emerging and Developing Economies : Lessons from the Past Decade. (2020). Ruch, Franz Ulrich. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9181.

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2020Negative interest rate policy and the yield curve. (2020). Xia, Fan Dora ; Wu, Jing Cynthia. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:6:p:653-672.

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2021Recession probabilities for the Eurozone at the zero lower bound: Challenges to the term spread and rise of alternatives. (2021). Mohr, Oliver ; Mai, Nicola ; Fendel, Ralf. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:6:p:1000-1026.

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2021Decomposing the yield curve with linear regressions and survey information. (2021). Halberstadt, Arne. In: Discussion Papers. RePEc:zbw:bubdps:272021.

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2020Expansionary Yet Different: Credit Supply and Real Effects of Negative Interest Rate Policy. (2020). Sette, Enrico ; Presbitero, Andrea ; Polo, Andrea ; Peydro, Jose-Luis ; Minoiu, Camelia ; Bottero, Margherita. In: EconStor Preprints. RePEc:zbw:esprep:216807.

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2020Disentangling the effects of multidimensional monetary policy on inflation and inflation expectations in the euro area. (2020). Martinez-Hernandez, Catalina. In: Discussion Papers. RePEc:zbw:fubsbe:202018.

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2020A structural investigation of quantitative easing. (2020). Strobel, Felix ; Goy, Gavin ; Bohl, Gregor. In: IMFS Working Paper Series. RePEc:zbw:imfswp:142.

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2020Encompassing monetary policy strategy review. (2020). Issing, Otmar. In: SAFE White Paper Series. RePEc:zbw:safewh:68.

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Works by Wolfgang Lemke:


YearTitleTypeCited
2019A Macro-Financial Analysis of the Corporate Bond Market In: LIDAM Reprints LFIN.
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paper1
2018A macro-financial analysis of the corporate bond market.(2018) In: Working Paper Series.
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2018A macro-financial analysis of the corporate bond market.(2018) In: Working Paper Research.
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2019A macro–financial analysis of the corporate bond market.(2019) In: Empirical Economics.
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2008Threshold Dynamics of Short?term Interest Rates: Empirical Evidence and Implications for the Term Structure In: Economic Notes.
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2007Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure.(2007) In: Discussion Paper Series 1: Economic Studies.
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2015Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis In: Journal of the Royal Statistical Society Series A.
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2011Classical time-varying FAVAR models - Estimation, forecasting and structural analysis In: CEPR Discussion Papers.
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2011Classical time-varying FAVAR models - estimation, forecasting and structural analysis.(2011) In: Discussion Paper Series 1: Economic Studies.
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2011The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR In: CEPR Discussion Papers.
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2016The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR.(2016) In: Journal of Money, Credit and Banking.
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2011The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR.(2011) In: Discussion Paper Series 1: Economic Studies.
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2020Natural Rate Chimera and Bond Pricing Reality In: DNB Working Papers.
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2020Natural rate chimera and bond pricing reality.(2020) In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics.
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2009The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics In: Working Paper Series.
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2009The Janus-headed salvation: sovereign and bank credit risk premia during 2008-09 In: Working Paper Series.
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2010Predicting recession probabilities with financial variables over multiple horizons In: Working Paper Series.
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2017Below the zero lower bound: a shadow-rate term structure model for the euro area In: Working Paper Series.
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2016Below the zero lower bound: A shadow-rate term structure model for the euro area.(2016) In: Discussion Papers.
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2017Dissecting long-term Bund yields in the run-up to the ECBs Public Sector Purchase Programme In: Working Paper Series.
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2020Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme.(2020) In: Journal of Banking & Finance.
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2018Dissecting long-term Bund yields in the run-up to the ECBs Public Sector Purchase Programme.(2018) In: VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
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2019Tracing the impact of the ECB’s asset purchase programme on the yield curve In: Working Paper Series.
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2020Tracing the impact of the ECBs asset purchase programme on the yield curve.(2020) In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics.
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2019A tale of two decades: the ECB’s monetary policy at 20 In: Working Paper Series.
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2021Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies In: Working Paper Series.
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2008An affine macro-finance term structure model for the euro area In: The North American Journal of Economics and Finance.
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article7
2007An affine macro-finance term structure model for the euro area.(2007) In: Discussion Paper Series 1: Economic Studies.
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2011The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009 In: Economics Letters.
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2005Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations In: Computing in Economics and Finance 2005.
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2008Bond pricing when the short-term interest rate follows a threshold process In: Quantitative Finance.
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2006Bond pricing when the short term interest rate follows a threshold process.(2006) In: Discussion Paper Series 1: Economic Studies.
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2013What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area? In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
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2015A Shadow-Rate Term Structure Model for the Euro Area In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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