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Publications
by members of
Frankfurt MathFinance Institute (FMFI)
Goethe Universität Frankfurt am Main
Frankfurt am Main, Germany
(Goethe University Frankfurt)
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.| Working papers | Journal articles |
Working papers
2020
- Mrs. Jana Bricco & Florian Misch & Alexandra Solovyeva, 2020. "What are the Economic Effects of Pandemic Containment Policies? Evidence from Sweden," IMF Working Papers 2020/191, International Monetary Fund.
2019
- Mrs. Jana Bricco & Ms. TengTeng Xu, 2019. "Interconnectedness and Contagion Analysis: A Practical Framework," IMF Working Papers 2019/220, International Monetary Fund.
2016
- Mr. Olumuyiwa S Adedeji & Mrs. Jana Bricco & Ms. Vera V Kehayova, 2016. "Natural Disasters and Food Crises in Low-Income Countries: Macroeconomic Dimensions," IMF Working Papers 2016/065, International Monetary Fund.
2014
- Gieck, Jana, 2014. "Unconventional monetary policy in an open economy," Discussion Papers 41/2014, Deutsche Bundesbank.
2013
- Gieck, Jana & Traczyk, Adam, 2013. "Unconventional Monetary Policy and bank supervision," MPRA Paper 62014, University Library of Munich, Germany.
2012
- Beirne, John & Gieck, Jana, 2012.
"Interdependence and contagion in global asset markets,"
Working Paper Series
1480, European Central Bank.
- John Beirne & Jana Gieck, 2014. "Interdependence and Contagion in Global Asset Markets," Review of International Economics, Wiley Blackwell, vol. 22(4), pages 639-659, September.
2010
- Uppal, Raman & DeMiguel, Victor & Plyakha, Yuliya & Vilkov, Grigory, 2010.
"Improving Portfolio Selection Using Option-Implied Volatility and Skewness,"
CEPR Discussion Papers
7686, C.E.P.R. Discussion Papers.
- DeMiguel, Victor & Plyakha, Yuliya & Uppal, Raman & Vilkov, Grigory, 2013. "Improving Portfolio Selection Using Option-Implied Volatility and Skewness," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(6), pages 1813-1845, December.
Journal articles
2014
- John Beirne & Jana Gieck, 2014.
"Interdependence and Contagion in Global Asset Markets,"
Review of International Economics, Wiley Blackwell, vol. 22(4), pages 639-659, September.
- Beirne, John & Gieck, Jana, 2012. "Interdependence and contagion in global asset markets," Working Paper Series 1480, European Central Bank.
2013
- DeMiguel, Victor & Plyakha, Yuliya & Uppal, Raman & Vilkov, Grigory, 2013.
"Improving Portfolio Selection Using Option-Implied Volatility and Skewness,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(6), pages 1813-1845, December.
- Uppal, Raman & DeMiguel, Victor & Plyakha, Yuliya & Vilkov, Grigory, 2010. "Improving Portfolio Selection Using Option-Implied Volatility and Skewness," CEPR Discussion Papers 7686, C.E.P.R. Discussion Papers.