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DP16439 Safe asset shortage and collateral reuse 智库出版物
2022
作者:  Stephan Jank;  Emanuel Moench;  Michael Schneider
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Safe assets  Government bonds  Collateral reuse  Rehypothecation  Repo market  Securities lending  
DP16786 Would Households Understand Average Inflation Targeting? 智库出版物
2022
作者:  Mathias Hoffmann;  Emanuel Moench;  Lora Pavlova;  Guido Schultefrankenfeld
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Monetary policy strategy  Household inflation expectations  Randomized control trial  Survey data  
DP15978 What Moves Treasury Yields? 智库出版物
2022
作者:  Emanuel Moench;  Soroosh Soofi Siavash
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Term structure of interest rates  Yield curve  News shocks  Volatility shocks  Business cycle news  Structural dynamic factor models  
How institutional investment funds’ reach for yield intensifies asset price volatility 智库出版物
2021
作者:  Alexandru Barbu;  Christoph Fricke;  Emanuel Moench
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Institutional funds  investment funds  reach for yield  Germany  Asset price volatility  
DP10449 Regression Based Estimation of Dynamic Asset Pricing Models 智库出版物
2015
作者:  Emanuel Moench;  Tobias Adrian;  Richard K. Crump
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Dynamic asset pricing  Fama-macbeth regressions  Gmm  Minimum distance estimation  Reduced rank regression  Time-varying betas  
Learning from disagreement: Evidence from forecasters 智库出版物
2014
作者:  Philippe Andrade;  Richard Crump;  Stefano Eusepi;  Emanuel Moench
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Macroprudential policy  macroprudentialism ebook  
DP7339 Sectoral Price Data and Models of Price Setting 智库出版物
2009
作者:  Bartosz Mackowiak;  Mirko Wiederholt;  Emanuel Moench
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Demographic imbalance  Pay-as-you-go social security system  Repeated voting