Seminar for Macroeconomics
print

Language Selection

Breadcrumb Navigation


Content

Research

New Working Papers and Publications

For more recent publications and working papers refer to the German website.

Acharya, V.; Gottschalg, O.; Hahn, M.; Kehoe, C. (2013)
Corporate Governance and Value Creation: Evidence from Private Equity
The Review of Financial Studies, Volume 26, Issue 2, 2013, pp. 368-402

 

Sachs, A. (2014)
Completeness, interconnectedness and distribution of interbank exposures - a parameterized analysis of the stability of financial networks
Quantitative Finance, Volume 14, Issue 9,2014, pp. 1677-1692

Memmel, C.; Sachs, A. (2013)
Contagion in the interbank market and its determinants,
Journal of Financial Stability, Volume 9, Issue1, April 2013, pp. 46-54

Schenkelberg, H., Watzka, S. (2013)
Real effects of quantitative easing at the zero lower bound: Structural VAR-based evidence from Japan,
Journal of International Money and Finance 33 (2013), 327–357

Jauch, S., Watzka, S. (2013)
Europa in der Schuldenfalle - Beschäftigungsrückgang durch Schuldenabbau von Privathaushalten,
Zeitschrift für das gesamte Kreditwesen, 2/2013, S. 20-23

Illing, G., Jauch, S., Zabel, M. (2012)
Die Diskussion um den Euro – endogene Risiken und multiple Gleichgewichte
Leviathan, 40. Jg., 2/2012, S. 156-172

Memmel, C., Sachs, A. und Stein, I. (2012)
Contagion in the Interbank Market with Stochastic Loss Given Default,
International Journal of Central Banking, Vol. 8 No. 3, pp. 177- 206.

Illing, G., Cao, J. (2011)
Endogenous Exposure to Systemic Liquidity Risk,
International Journal of Central Banking

Kajuth, F., Watzka, S. (2011)
Inflation expectations from index-linked bonds: Correcting for liquidity and inflation risk premia,
The Quarterly Review of Economics and Finance

Illing, G., Watzka, S. (2010)
Eine Neubewertung der geldpolitischen Reaktionen von EZB und Fed auf die Finanzkrise,
Zeitschrift für das gesamte Kreditwesen, Heft 22-2010

Illing, G., Cao, J. (2010)
Regulation of Systemic Liquidity Risk,
Financial Markets and Portfolio Management (2010) 24: 31-48

Illing, G. (2009)
Zentralbanken im Griff der Finanzmärkte,
Wirtschaftsdienst 2009, 8

Sebastian Watzka and Gerhard Illing (2008) Die Geldpolitik von EZB und Fed in Zeiten von Finanzmarktturbulenzen - eine aktuelle Bewertung. Zeitschrift für das gesamte Kreditwesen 17-2008

Forster, Josef (2008)
The Optimal Regulation of Credit Rating Agencies. Münchener Wirtschaftswissenschaftliche Beiträge (VWL) 2008-14

Kajuth, Florian und Watzka, Sebastian (2008)
Inflation expectations from index-linked bonds: Correcting for liquidity and inflation risk premia. Münchener Wirtschaftswissenschaftliche Beiträge (VWL) 2008-13

Jin Cao und Gerhard Illing (2008)
Endogenous Systemic Liquidity Risk

Jin Cao und Gerhard Illing (2008)
Liquidity Shortages and Monetary Policy, CESifo Working Paper Series No. 2210

Gerhard Illing
Financial Stability and Monetary Policy – A Framework, CESifo Working Paper No. 1971, April 2007

Julia Bersch und Uli Klüh
When countries do not do what they say: Systematic discrepancies between exchange rate regime announcements and de facto policies, Münchener Wirtschaftswissenschaftliche Beiträge (VWL) 2007-38, November 2007

Stephan Sauer
Liquidity Risk and Monetary Policy, University of Munich, Discussion Papers in Economics 2007-27, August 2007

Stephan Sauer
Three Liquidity Crises in Retrospective: Implications for Central Banking Today, University of Munich, Discussion Papers in Economics 2007-26, August 2007

Romain Baeriswyl und Camille Cornand
Can Opacity of a Credible Central Bank Explain Excessive Inflation? (PDF (90 KB) Münchener Wirtschaftswissenschaftliche Beiträge (VWL) 2007-08, February 2007

David S. Hoelscher, Michael Taylor und Ulrich H. Klueh
The design and implementation of deposit insurance systems , IMF Occasional Paper No. 251, December 2006

Roel Beetsma und Gerhard Illing
Revival of Aggregate Demand Policies - Introduction, CESifo Economic Studies, 2005; 51: 497 - 509

Gerhard Illing und Ulrich Klüh
Vermögenspreise und Konsum: Neue Erkenntnisse, amerikanische Erfahrungen und europäische Herausforderungen, Perspektiven der Wirtschaftspolitik 2005, 6(1), 1-22

Gerhard Illing und Martin Peitz
Industrial Organization and the Digital Economy (PDF, 61 kB), 2006, The MIT Press, Cambridge, Mass