18.01.2018 Two are better than one: volatility forecasting using multiplicative component GARCH models
by Christian Conrad (Universität Heidelberg)
11.05.2017 Approximating fixed-horizon forecasts using fixed-event forecasts oder: Wie schließt man Löcher in Survey-Datensätzen?
by Malte Knüppel (Bundesbank)
05.10.2015 On the Role of Market Makers for Money Market Liquidity and Tensions
by Patrick Weber (Frankfurt School of Finance and Management)
18.09.2014 The Cost of FX Liquidity: Empirical Tests of Competing Theories
by Geir Bjonnes (Norwegian Business School)
 29.01.2014 Bewertung von Derivaten nach Lehman
by Marcus Porembski (HSH Nordbank AG (Capital Markets))
 14.05.2013   Using Cash to Monitor Liquidity – Implications for Payments, Currency Demand and Withdrawal Behavior
by Tobias Schmidt (Deutsche Bundesbank)
 27.03.2013  Likelihood-based Independent Component Analysis and Mixture Models
by Jochen Krause (Universität Zürich und Swiss Finance Institute)
 11.12.2012    Local Bias in German Household Portfolios
by Markus Baltzer (Deutsche Bundesbank)
 02.02.2012  Is proprietary trading detrimental to retail investors?
by Falko Fecht (Frankfurt School of Finance & Management)