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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  
DP15848 Intermediation and Price Volatility 智库出版物
2021
作者:  Thomas Gehrig;  Klaus Ritzberger
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
High-frequency trading  Intermediation  Market design  Price volatility  
DP15123 Procyclical Asset Management and Bond Risk Premia 智库出版物
2020
作者:  Alexandru Barbu;  Christoph Fricke
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Institutional funds  Institutional accounts  Procyclical asset management  Port- folio rebalancing  Price impact  Demand pressures  Asset price volatility  Career concerns  
DP15123 Procyclical Asset Management and Bond Risk Premia 智库出版物
2020
作者:  Alexandru Barbu;  Christoph Fricke
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Institutional funds  Institutional accounts  Procyclical asset management  Port- folio rebalancing  Price impact  Demand pressures  Asset price volatility  Career concerns  
DP15104 Information, Market Power and Price Volatility 智库出版物
2020
作者:  Dirk Bergemann;  Stephen Morris;  Tibor Heumann
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Demand function competition  Supply function competition  Price impact  market power  Incomplete information  Price volatility  Cournot competition  
DP14887 Monetary Policy and Bubbles in New Keynesian Model with Overlapping Generations 智库出版物
2020
作者:  Jordi Gali
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Monetary policy rules  Stabilization policies  Asset price volatility  Economic fluctuations  
DP14580 Energy Markets and Global Economic Conditions 智库出版物
2020
作者:  Christiane Baumeister;  Dimitris Korobilis;  Thomas K. Lee
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Energy demand  Forecasting  stochastic volatility  Oil price pressures  Petroleum consumption  State of the world economy  
Building a stable European Deposit Insurance Scheme 智库出版物
2018
作者:  Dirk Schoenmaker
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Information frictions  Information  Law of one price  International trade  Trade flows  price patterns  trade volatility  Cotton  New york  Liverpool  telegraph  
DP12737 Liquidity Regimes and Optimal Dynamic Asset Allocation 智库出版物
2018
作者:  Pierre collin-dufresne
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Dynamic portfolio choice  Transaction costs  stochastic volatility  Price impact  Risk-parity  Mean-variance  
Populists at the polls: Economic factors in the 1896 presidential election 智库出版物
2017
作者:  Barry Eichengreen;  Michael Haines;  Matthew Jaremski;  David Leblang
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Commodity prices  Price volatility  Commodity exporters