Joachim Keller - Central Bank Research Hub

Papers by year: All | 2014 | 2013 | 2008 | 2005 | 2004

Title Other author(s)

Securities financing transactions and the (re)use of collateral in Europe An analysis of the first data collection conducted by the ESRB from a sample of European banks and agent lenders

European Systemic Risk Board Occasional papers [View] (Paper: OP06, 23.09.2014)

Towards a monitoring framework for securities financing transactions

European Systemic Risk Board Occasional papers [View] (Paper: OP02, 18.03.2013)

Agency problems in structured finance ¿ a case study of European CLOs

National Bank of Belgium Working Papers [View] (Paper: 137, 26.08.2008)

The forecast ability of risk-neutral densities of foreign exchange

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2005/05, 25.11.2005)

JEL: C52, C63, F31, F47

Consumption, wealth and business cycles: why is Germany different?

Deutsche Bundesbank Discussion Papers [View] (Paper: 200516, 24.09.2005)

JEL: E21, E32, E44, G12, G20

The Forecasting Performance of German Stock Option Densities

Cleveland Fed Working papers [View] (Paper: 0312, 14.04.2004)

JEL: C22, C52, G13, G15

The Empirical Performance of Option-Based Densities of Foreign Exchange

Cleveland Fed Working papers [View] (Paper: 0313, 14.04.2004)

JEL: G13, G15

Papers by year: All | 2014 | 2013 | 2008 | 2005 | 2004