- Monetary Policy, International Macroeconomics
- Time Series Analysis, Panel Data Models
- International Financial Integration
Articles in Refereed Journals
- Spillovers of U.S. Unconventional Monetary Policy to Emerging Markets: The Role of Capital Flows (with Pablo Anaya and Michael Hachula),
Journal of International Money and Finance, May 2017, 73(B):275-295.
- Interest Rate Dynamics and Monetary Policy Implementation in Switzerland (with Puriya Abbassi and Dieter Nautz),
Swiss Journal of Economics and Statistics, March 2010, 146(1):313-340.
- Volatility Transmission in the European Money Market (with Dieter Nautz),
North American Journal of Economics and Finance, March 2008, 19(1):23-39.
- The Dynamic Relationship between the Euro Overnight Rate, the ECB's Policy Rate and the Term Spread (with Dieter Nautz),
International Journal of Finance and Economics, July 2007, 12(3):287-300.
- Does the Euro follow the German Mark? Evidence from the Monetary Model of the Exchange Rate (with Dieter Nautz),
European Economic Review, June 2006, 50(5):1279-1295.
- The Effects of the Eurosystem's APP on Euro Area Bank Lending: Letting Different Data Speak (with Barno A. Blaes and Björn Kraaz),
Deutsche Bundesbank Discussion Paper 26/2019, August 2019.
- On the Degree of Homogeneity in Dynamic Heterogeneous Panel Data Models,
FU Discussion Paper 2014/25, October 2014.
- Globalization and International Business Cycle Dynamics - A Conditional GVAR Approach (with Michael Binder),
FU Discussion Paper 2014/24, October 2014.
- International Investment Positions and Exchange Rate Dynamics (with Michael Binder),
FU Discussion Paper 2014/23, September 2014.
- The CFS International Capital Flow Database. A User's Guide (with Marcus Pramor),
CFS Working Paper 2007/24, August 2007.