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Publications
by members of
Goethe Universität Frankfurt am Main → Frankfurt MathFinance Institute (FMFI)
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
2025
- Mrs. Jana Bricco & Mr. Mario Mansilla & Delia Velculescu & Mr. Philippe Wingender, 2025, "Macroeconomic Effects of Lowering South Africa’s Inflation Target," IMF Working Papers, International Monetary Fund, number 2025/237, Nov.
2021
- Sriram Balasubramanian & Lahcen Bounader & Mrs. Jana Bricco & Dmitry Vasilyev, 2021, "Is There a One-Size-Fits-All Approach to Inclusive Growth? A Case Study Analysis," IMF Working Papers, International Monetary Fund, number 2021/111, Apr.
2020
- Mrs. Jana Bricco & Florian Misch & Alexandra Solovyeva, 2020, "What are the Economic Effects of Pandemic Containment Policies? Evidence from Sweden," IMF Working Papers, International Monetary Fund, number 2020/191, Sep.
2019
- Mrs. Jana Bricco & Ms. TengTeng Xu, 2019, "Interconnectedness and Contagion Analysis: A Practical Framework," IMF Working Papers, International Monetary Fund, number 2019/220, Oct.
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, International Monetary Fund, number 2016/065, Mar.
2014
- Gieck, Jana, 2014, "Unconventional monetary policy in an open economy," Discussion Papers, Deutsche Bundesbank, number 41/2014.
2013
- Gieck, Jana & Traczyk, Adam, 2013, "Unconventional Monetary Policy and bank supervision," MPRA Paper, University Library of Munich, Germany, number 62014, Jul.
2012
- Beirne, John & Gieck, Jana, 2012, "Interdependence and contagion in global asset markets," Working Paper Series, European Central Bank, number 1480, Oct.
- John Beirne & Jana Gieck, 2014, "Interdependence and Contagion in Global Asset Markets," Review of International Economics, Wiley Blackwell, volume 22, issue 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, Centre for Economic Policy Research, number 7686, Feb.
- 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, volume 48, issue 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, volume 22, issue 4, pages 639-659, September.
- Beirne, John & Gieck, Jana, 2012, "Interdependence and contagion in global asset markets," Working Paper Series, European Central Bank, number 1480, Oct.
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, volume 48, issue 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, Centre for Economic Policy Research, number 7686, Feb.