Michael Hachula

Free University of Berlin (FUB)

German Institute for Economic Research (DIW Berlin)

Mohrenstra├če 58

Berlin, 10117

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

184

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Identifying Speculative Demand Shocks in Commodity Futures Markets Through Changes in Volatility

DIW Berlin Discussion Paper No. 1646
Number of pages: 33 Posted: 10 Mar 2017
Michael Hachula and Malte Rieth
Free University of Berlin (FUB) and German Institute for Economic Research (DIW Berlin)
Downloads 105 (302,301)

Abstract:

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Financialization, hedge funds, index investors, market structure, liquidity, limits to arbitrage, heteroskedasticity

2.

Unconventional Monetary Policy, Fiscal Side Effects and Euro Area (Im)balances

DIW Berlin Discussion Paper No. 1596
Number of pages: 42 Posted: 29 Jul 2016
Michael Hachula, Michele Piffer and Malte Rieth
Free University of Berlin (FUB), King's College London and German Institute for Economic Research (DIW Berlin)
Downloads 79 (361,270)
Citation 1

Abstract:

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Central banks, structural VAR with external instruments, fiscal policy, monetary union