Publications200931-12-2009 2009/32 On the Importance of Sectoral Shocks for Price-settingGuenter W. Beck (Johannes Gutenberg-Universität and CFS), Kirstin Hubrich (ECB), and Massimiliano Marcellino (European University Institute and CEPR) Category: CFS Working Paper, 2009, E31, E4, E5, C3, Central Banking & Monetary Economics
21-12-2009 2009/31 Quantifying High-Frequency Market Reactions to Real-Time News Sentiment AnnouncementsAxel Groß-Klußmann (QPL and HU Berlin) and Nikolaus Hautsch (HU Berlin, CASE, QPL, and CFS) Category: CFS Working Paper, 2009, G14, C32, Economics of Exchanges
21-12-2009 2009/30 Quantitative Easing: A Rationale and Some Evidence from JapanVolker Wieland (Goethe-Universität and CFS) Category: CFS Working Paper, 2009, E31, E52, E58, E61, Central Banking & Monetary Economics
21-12-2009 2009/29 Trust, Sociability and Stock Market ParticipationDimitris Georgarakos (Goethe-Universität and CFS) and Giacomo Pasini (Dipartimento di Scienze Economiche) Category: CFS Working Paper, 2009, A13, D12, D8, G11, Household Wealth Management
21-12-2009 2009/28 Investing at Home and Abroad: Different Costs, Different People?Dimitris Christelis (CSEF, SHARE, and University of Salerno) and Dimitris Georgarakos (University of Frankfurt and Center for Financial Studies)
Category: CFS Working Paper, 2009, C35, D14, G11, G35, Household Wealth Management
21-12-2009 2009/27 Price Discovery in Spot and Futures Markets: A ReconsiderationErik Theissen (University of Mannheim and CFS)
Category: CFS Working Paper, 2009, G13, G14, Economics of Exchanges
26-11-2009 2009/26 Fiscal Stimulus and the Promise of Future Spending Cuts: A CommentVolker Wieland (Goethe-Universität and CFS)
Category: CFS Working Paper, 2009, C32, G14, G17, Central Banking & Monetary Economics
23-11-2009 2009/25 Keynesian Government Spending Multipliers and Spillovers in the Euro AreaTobias Cwik (Goethe-University Frankfurt) and Volker Wieland (Goethe-University Frankfurt and CFS)
Category: CFS Working Paper, 2009, E62, E63, H31, Central Banking & Monetary Economics
16-11-2009 2009/24 Politischer Wille oder ökonomisches Gesetz? - Einige Anmerkungen zu einem großen Thema -Otmar Issing (CFS)
Category: CFS Working Paper, 2009
02-11-2009 2009/23 The Market Impact of a Limit OrderNikolaus Hautsch (HU-Berlin, QPL, CASE, and CFS) and Ruihong Huang (HU-Berlin and QPL)
Category: CFS Working Paper, 2009, C32, G14, G17, Economics of Exchanges
30-10-2009 2009/22 Did Fair-Value Accounting Contribute to the Financial Crisis?Christian Laux (Goethe University Frankfurt and CFS) and Christian Leuz (University of Chicago Booth School of Business and NBER)
Category: CFS Working Paper, 2009, G14, G15, G30, K22, M41, M42, Insurance & Risk Transfer
30-10-2009 2009/21 Surprising Comparative Properties of Monetary Models: Results from a New Data BaseJohn B. Taylor (Stanford University and Hoover Institute) and Volker Wieland (Goethe University Fankfurt and CFS) Category: CFS Working Paper, 2009, C52, E30, E52, Central Banking & Monetary Economics
01-10-2009 2009/20 A Blocking and Regularization Approach to High Dimensional Realized Covariance EstimationNikolaus Hautsch (Humboldt-University, CASE, QPL, and CFS), Lada M. Kyj (Humboldt-University and QPL) and Roel C.A. Oomen (Deutsche Bank and QPL)
Category: CFS Working Paper, 2009, C14, C22, Economics of Exchanges
01-10-2009 2009/19 Money in Monetary Policy Design: Monetary Cross-Checking in the New-Keynesian ModelGünter W. Beck (Goethe University and CFS) and Volker Wieland (Goethe University, CEPR, and CFS)
Category: CFS Working Paper, 2009, E32, E41, E43, E52, E58, Central Banking & Monetary Economics
17-09-2009 2009/18 Modelling and Forecasting Liquidity Supply Using Semiparametric Factor DynanmicsWolfgang Karl Härdle (Humboldt Universität zu Berlin and National Central University, Taiwan), Nikolaus Hautsch (Humboldt Universität zu Berlin, Quantitative Products Laboratory (QPL), Berlin, and CFS), Andrija Mihoci (Humboldt Universität zu Berlin and University of Zagreb)
Category: CFS Working Paper, 2009, C14, C32, C53, G11, Economics of Exchanges
28-08-2009 2009/17 New Keynesian versus Old Keynesian Government Spending MultipliersJohn F. Cogan (Hoover Institution Standford University), Tobias Cwik (Goethe University Frankfurt), John B. Taylor (Stanford University), and Volker Wieland (Goethe University Frankfurt and CFS)
Category: CFS Working Paper, 2009, C52, E62, Central Banking & Monetary Economics
14-08-2009 CFS White Paper No. III "Why a Common Eurozone Bond Isn't Such a Good Idea"Otmar Issing Category: CFS White Paper Series, 2009
07-08-2009 2009/16 Precautionary Saving and the Marginal Propensity to Consume Out of Permanent IncomeChristopher D. Carroll (Johns Hopkins University and CFS) Category: CFS Working Paper, 2009, D81, D91, E21, Household Wealth Management
05-08-2009 2009/15 A Tractable Model of Precautionary Reserves, Net Foreign Assets, or Sovereign Wealth FundsChristopher D. Carroll (Johns Hopkins University and CFS) and Olivier Jeanne (Johns Hopkins University) Category: CFS Working Paper, 2009, C61, Household Wealth Management
03-08-2009 2009/14 A Tractable Model of Buffer Stock SavingChristopher D. Carroll (Johns Hopkins University, NBER and CFS) and Patrick Toche (City University of Hong Kong) Category: CFS Working Paper, 2009, C61, D11, E24, Household Wealth Management
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