Discussion paper DP17472 Uncertainty Shocks, Capital Flows, and International Risk Spillovers Ozge Akinci Ṣebnem Kalemli-Özcan Albert Queralto 14 Jul 2022 International Finance International Macroeconomics and Finance E32 E44 F41
Discussion paper DP16244 Five Facts about the UIP Premium Ṣebnem Kalemli-Özcan Liliana Varela 10 May 2022 International Macroeconomics and Finance Macroeconomics and Growth F21 F32 F41
Discussion paper DP16795 The Premia on State-Contingent Sovereign Debt Instruments Taehoon Kim Antoine Levy 9 Dec 2021 Financial Economics H63 G13 E44
Discussion paper DP16520 Measuring Market Expectations Christiane Baumeister 6 Sep 2021 Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations C52 E31 E43 E52 G14 Q43
Discussion paper DP16407 The Risks of Safe Assets Lukas Schmid Yang Liu Amir Yaron 29 Jul 2021 Financial Economics Macroeconomics and Growth G0 F0
Discussion paper DP15610 The Expected Return on Risky Assets: International Long-run Evidence Dmitry Kuvshinov Kaspar Zimmermann 27 Dec 2020 Economic History Financial Economics International Macroeconomics and Finance G12 G15 E43 E44 N20
Discussion paper DP14873 Does Secrecy Signal Skill? Characteristics and Performance of Secretive Hedge Funds Sergiy Gorovyy Patrick Kelly Olga Kuzmina 11 Jun 2020 Financial Economics G01 G11 G23 G32
Discussion paper DP14708 Common shocks in stocks and bonds Anna Cieslak Hao Pang 4 May 2020 Financial Economics Monetary Economics and Fluctuations E43 E44 G12 G14
VoxEU Column Central bank tone moves asset prices Christian Wagner Maik Schmeling 22 Feb 2019 Financial Markets Global economy International Finance
Discussion paper DP13490 Does Central Bank Tone Move Asset Prices? Maik Schmeling Christian Wagner 25 Jan 2019 Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations G10 G12 E43 E44 E58
VoxEU Column Monetary and non-monetary news in central bank communication Andreas Schrimpf Anna Cieslak 22 Oct 2018 International Finance Monetary Policy
Discussion paper DP12970 Central Bank Communication and the Yield Curve Matteo Leombroni Andrea Vedolin Paul Whelan 4 Jun 2018 Financial Economics E42 E58 G12