Monetary and Economic Department, Departmental Research Support
Jörg joined the BIS in 2011. His current research interests are sovereign credit risk, credit risk contagion and the price finding mechanism in credit risk markets. Jörg received a PhD in theoretical physics from the TU Dresden.
Fields of interest
- Financial markets
- Monetary policy
|Date||BIS research papers|
Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets
BIS Working Papers No 631
BIS Working Papers No 573
BIS Papers No 78
BIS Working Papers No 423
- " Introducing financial stability considerations into Taylor rules in emerging market economies" (with B Gadanecz and K Miyajima), Applied Economics Letters, vol 22, issue 16, 2015.
- " Optimized Taylor rules with domestic bond yields in emerging market economies" (with B. Gadanecz and K Miyajima), Applied Economics Letters, vol 22, issue 9, 2015. Also published in BIS Papers no 78.