Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Christian J. Offermanns"'
Publikováno v:
Review of Economic Dynamics.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e8dcfe7a9cf8342b7ddbaedf42420110
https://doi.org/10.1016/j.red.2022.09.001
https://doi.org/10.1016/j.red.2022.09.001
Publikováno v:
Journal of International Money and Finance. 73:275-295
We employ a structural global VAR model to analyze whether U.S. unconventional monetary policy shocks, identified through changes in the central bank’s balance sheet, have an impact on financial and economic conditions in emerging market economies
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4afbb8c69dc8bcc719e1401895ba2ef8
https://doi.org/10.1016/j.jimonfin.2017.02.008
https://doi.org/10.1016/j.jimonfin.2017.02.008
Autor:
Christian J. Offermanns, Dieter Nautz
Publikováno v:
The North American Journal of Economics and Finance. 19:23-39
The European overnight rate (Eonia) is the operational target of the European Central Bank (ECB) that signals the monetary policy stance and anchors the term structure of interest rates. This paper empirically investigates the transmission of Eonia v
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::66011eb9a9c34f4f1c0d24e60bae8a4a
https://doi.org/10.1016/j.najef.2007.07.005
https://doi.org/10.1016/j.najef.2007.07.005
Autor:
Christian J. Offermanns, Dieter Nautz
Publikováno v:
International Journal of Finance & Economics. 12:287-300
This paper investigates how the dynamic adjustment of the European overnight rate Eonia to the term spread and the European Central Bank's (ECB's) policy rate is affected by rate expectations and the operational framework of the ECB. In line with rec
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::030d65e78b4dee48f82bc8c6481b1884
https://doi.org/10.1002/ijfe.313
https://doi.org/10.1002/ijfe.313
Autor:
Christian J. Offermanns, Dieter Nautz
Publikováno v:
European Economic Review. 50:1279-1295
This paper investigates whether German or synthetic European pre-EMU data provides the appropriate empirical basis for evaluating Euro/Dollar exchange rate behavior. Monetary exchange rate equations are estimated for both data sets over the pre-EMU p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5cfcc9a6a05dd91ff7e400503033fef9
https://doi.org/10.1016/j.euroecorev.2005.03.003
https://doi.org/10.1016/j.euroecorev.2005.03.003
Summary The maturity of the operational target of monetary policy is a distinguishing feature of the SNB’s operational framework of monetary policy. While most central banks use targets for the overnight rate to signal the policy-intended interest
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d70660a7d633c8876cda0cd7e31d01ed
https://hdl.handle.net/10419/185944
https://hdl.handle.net/10419/185944
Autor:
Christian J. Offermanns, Dieter Nautz
Publikováno v:
The North American Journal of Economics and Finance.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::083428e9da654d731acba06575b4cefc
https://doi.org/10.1016/j.najef.2007.06.001
https://doi.org/10.1016/j.najef.2007.06.001
In this paper we revisit medium- to long-run exchange rate determination, focusing on the role of international investment positions. To do so, we develop a new econometric framework accounting for conditional long-run homogeneity in heterogeneous dy
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::10dfa9038916cd9f576b66b294b0bba1
https://www.econstor.eu/bitstream/10419/25524/1/548221812.PDF
https://www.econstor.eu/bitstream/10419/25524/1/548221812.PDF