Browsing All of EconStor by Author Lemke, Wolfgang


Showing results 1 to 20 of 24
 next >
Year of PublicationTitleAuthor(s)
2005Money demand and macroeconomic uncertaintyLemke, Wolfgang; Greiber, Claus
2006Bond pricing when the short term interest rate follows a threshold processLemke, Wolfgang; Archontakis, Theofanis
2007An affine macro-finance term structure model for the euro areaLemke, Wolfgang
2007Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structureArchontakis, Theofanis; Lemke, Wolfgang
2009The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamicsLemke, Wolfgang; Werner, Thomas
2009The Janus-headed salvation: sovereign and bank credit risk premia during 2008-09Ejsing, Jacob; Lemke, Wolfgang
2010Predicting recession probabilities with financial variables over multiple horizonsFornari, Fabio; Lemke, Wolfgang
2011The changing international transmission of financial shocks: evidence from a classical time-varying FAVAREickmeier, Sandra; Lemke, Wolfgang; Marcellino, Massimiliano
2011Classical time-varying FAVAR models - estimation, forecasting and structural analysisEickmeier, Sandra; Lemke, Wolfgang; Marcellino, Massimiliano
2013What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area?Lemke, Wolfgang; Strohsal, Till
2015A Shadow-Rate Term Structure Model for the Euro AreaLemke, Wolfgang; Vladu, Andreea
2016Below the zero lower bound: A shadow-rate term structure model for the euro areaLemke, Wolfgang; Vladu, Andreea L.
2017Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase ProgrammeLemke, Wolfgang; Werner, Thomas
2017Below the zero lower bound: a shadow-rate term structure model for the euro areaLemke, Wolfgang; Vladu, Andreea Liliana
2018A macro-financial analysis of the corporate bond marketDewachter, Hans; Iania, Leonardo; Lemke, Wolfgang; Lyrio, Marco
2018Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase ProgrammeLemke, Wolfgang; Werner, Thomas
2018A macro-financial analysis of the corporate bond marketDewachter, Hans; Iania, Leonardo; Lemke, Wolfgang; Lyrio, Marco
2019Tracing the impact of the ECB's asset purchase programme on the yield curveEser, Fabian; Lemke, Wolfgang; Nyholm, Ken; Radde, Sören; Vladu, Andreea L.
2019A tale of two decades: The ECB's monetary policy at 20Rostagno, Massimo; Altavilla, Carlo; Carboni, Giacomo; Lemke, Wolfgang; Motto, Roberto; Saint Guilhem, Arthur; Yiangou, Jonathan
2020Tracing the impact of the ECB's asset purchase programme on the yield curveEser, Fabian; Lemke, Wolfgang; Nyholm, Ken; Vladu, Andreea