Bernd Schlusche
Bernd Schlusche
Bestätigte E-Mail-Adresse bei - Startseite
Zitiert von
Zitiert von
Market reaction to corporate press releases
A Neuhierl, A Scherbina, B Schlusche
Journal of Financial and Quantitative Analysis 48 (4), 1207-1240, 2013
Quantitative easing and bank risk taking: evidence from lending
J Kandrac, B Schlusche
Journal of Money, Credit and Banking 53 (4), 635-676, 2021
Asset Pricing Bubbles
A Scherbina, B Schlusche
Quantitative Finance, 2011
Price Formation in Spot and Futures Markets: Exchange Traded Funds vs. Index Futures
B Schlusche
Journal of Derivatives 17 (2), 26-40, 2009
Arbitrage capital of global banks
AG Anderson, W Du, B Schlusche
National Bureau of Economic Research, 2021
The effect of bank supervision and examination on risk taking: Evidence from a natural experiment
J Kandrac, B Schlusche
The Review of Financial Studies 34 (6), 3181-3212, 2021
Data snooping and market-timing rule performance
A Neuhierl, B Schlusche
Journal of Financial Econometrics 9 (3), 550-587, 2011
Flow effects of large-scale asset purchases
J Kandrac, B Schlusche
Economics Letters 121 (2), 330-335, 2013
Monetary Policy Options at the Effective Lower Bound: Assessing the Federal Reserve's Current Policy Toolkit
HT Chung, E Gagnon, T Nakata, MO Paustian, B Schlusche, J Trevino, ...
FEDS Working Paper, 2019
Performance isn't everything: personal characteristics and career outcomes of mutual fund managers
BM Barber, A Scherbina, B Schlusche
Available at SSRN 3032207, 2017
Follow the leader: using the stock market to uncover information flows between firms
A Scherbina, B Schlusche
Review of Finance 24 (1), 189-225, 2020
Asset Bubbles: An Application to Residential Real Estate
A Scherbina, B Schlusche
European Financial Management 18 (3), 2012
Economic linkages inferred from news stories and the predictability of stock returns
A Scherbina, B Schlusche
Available at SSRN 2363436, 2015
Issues in the use of the balance sheet tool
MA Carlson, S D'Amico, C Fuentes-Albero, B Schlusche, PR Wood
FEDS Working Paper, 2020
Confidence interval projections of the Federal Reserve balance sheet and income
E Syron Ferris, S Jeong Kim, B Schlusche
FEDS Notes, 13, 2017
The Federal Reserve’s balance sheet and overnight interest rates: Empirical modeling of exit strategies
J Marquez, A Morse, B Schlusche
Journal of Banking & Finance 37 (12), 5300-5315, 2013
Demand for M2 at the zero lower bound: the recent US experience
R Judson, B Schlusche, V Wong
FEDS Working Paper, 2014
An analysis of the interest rate risk of the Federal Reserve’s balance sheet, Part 2: projections under alternative interest rate paths
A Anderson, P Marks, D Na, B Schlusche, Z Senyuz
Measuring stress in money markets: A dynamic factor approach
S Carpenter, S Demiralp, B Schlusche, Z Senyuz
Economics Letters 125 (1), 101-106, 2014
An agency problem in the MBS market and the solicited refinancing channel of large-scale asset purchases
J Kandrac, B Schlusche
Available at SSRN 2442419, 2015
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