Search Results - "Kunze, Frederik"

Journal Article

Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises

by Stege, Nikolas Wegener, Christoph Basse, Tobias Kunze, Frederik Published in Annals of operations research (17.08.2020)

Journal Article

Self-assembled nano-silicon/graphite hybrid embedded in a conductive polyaniline matrix for the performance enhancement of industrial applicable lithium-ion battery anodes

by Wiggers, Hartmut Sehlleier, Yee Hwa Kunze, Frederik Xiao, Lisong Schnurre, Sophie Marie Schulz, Christof Published in Solid state ionics (01.01.2020)

“...Nano-structured silicon-based composite materials have generated significant excitement for use as anode materials in high-performance Li-ion batteries. For...”

Journal Article

The usefulness of oil price forecasts—Evidence from survey predictions

by Kunze, Frederik Spiwoks, Markus Bizer, Kilian Windels, Torsten Published in Managerial and decision economics (01.06.2018)

“...This paper evaluates survey forecasts for crude oil prices and discusses the implications for decision makers. A novel disaggregated data set incorporating...”

Journal Article

Synthesis of silicon nanoparticles in a pilot-plant-scale microwave plasma reactor: Impact of flow rates and precursor concentration on the nanoparticle size and aggregation

by Kunze, Frederik Kuns, Stefan Spree, Mathias Hülser, Tim Schulz, Christof Wiggers, Hartmut Schnurre, Sophie M Published in Powder technology (15.01.2019)

“...This work is devoted to scale-up the microwave plasma synthesis of silicon nanoparticles from gaseous precursor monosilane (SiH4), previously investigated in...”

Journal Article

Forward-looking financial risk management and the housing market in the United Kingdom: is there a role for sentiment indicators?

by Kunze, Frederik Basse, Tobias Rodriguez Gonzalez, Miguel Vornholz, Günter Published in The journal of risk finance (21.09.2020)

“...Purpose In the current low-interest market environment, more and more asset managers have started to consider to invest in property markets. To implement...”

Journal Article

Performance of Survey Forecasts by Professional Analysts: Did the European Debt Crisis make it Harder or Perhaps Even Easier?

by Kunze, Frederik Gruppe, Mario Published in Social sciences (Basel) (21.02.2014)

“...As the future movements of financial time series like the European Central Bank's benchmark rate are exposed to uncertainty, financial market participants...”

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Journal Article

Asset liability management and the euro crisis: Sovereign credit risk as a challenge for the German life insurance industry

by Gonzalez, Miguel Rodriguez Schwarzbach, Christoph Dieng, Christoph Kunze, Frederik Published in The journal of risk finance (22.09.2017)

“...Purpose This paper aims to investigate the long-term relationships of long-term European Monetary Union (EMU) government bond yields. From an asset managers'...”

Journal Article

Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts

by Kunze, Frederik Published in Journal of forecasting (01.03.2020)

Journal Article

The global financial crisis, the EMU sovereign debt crisis and international financial regulation: lessons from a systematic literature review

by Meier, Samira Rodriguez Gonzalez, Miguel Kunze, Frederik Published in International review of law and economics (01.03.2021)

“...To ensure the safety and soundness of the global financial system as well as individual financial institutions and to reduce systemic risk, numerous policy...”

Journal Article

Excimer laser doping using highly doped silicon nanoparticles

by Meseth, Martin Kunert, Bernd Christian Bitzer, Lucas Kunze, Frederik Meyer, Sebastian Kiefer, Fabian Dehnen, Martin Orthner, Hans Petermann, Nils Kummer, Malin Wiggers, Hartmut Harder, Nils‐Peter Benson, Niels Schmechel, Roland Published in Physica status solidi. A, Applications and materials science (01.11.2013)

“...Laser doping of crystalline Si (c‐Si) using highly doped Si nanoparticles (NPs) as the dopant source is investigated. For this purpose Si NPs are deposited...”

Journal Article

Government bond yields in Germany and Spain—empirical evidence from better days

by Basse, Tobias Wegener, Christoph Kunze, Frederik Published in Quantitative finance (04.05.2018)

“...This paper tries to link the uncovered interest rate parity condition to the discussion about interest rate convergence in currency unions. Techniques of...”

Journal Article

The European financial crisis – a challenge for ten-year German government bond yield forecasts?

by Kunze, Frederik Published in International Journal of Bonds and Derivatives (01.01.2014)

“...The global financial crisis and European sovereign debt crisis did have major impacts on the whole European monetary union as well as on interest rates at the...”

Journal Article

xml:lang="en">The European financial crisis – a challenge for ten-year German government bond yield forecasts?

by Frederik Kunze Published in International Journal of Bonds and Derivatives (01.01.2014)

“...The global financial crisis and European sovereign debt crisis did have major impacts on the whole European monetary union as well as on interest rates at the...”

Journal Article

Forecasting European interest rates in times of financial crisis – What insights do we get from international survey forecasts?

by Kunze, Frederik Wegener, Christoph Bizer, Kilian Spiwoks, Markus Published in Journal of international financial markets, institutions & money (01.05.2017)

“...•Interest rate forecasts are important for financial market participants as well as monetary and political decision makers.•Survey predictions for interest...”

Journal Article

Interest rate forecasts in times of financial crisis: What might be interesting to know?

by Kunze, Frederik Kramer, Jens Rudschuck, Norman Published in European Journal of Political Economy (01.06.2014)

“...As a basic requirement to be a feasible predictor for the shape of the yield curve survey forecasts should be cointegrated with the realized path of interest...”

Journal Article

Forecasting renminbi quotes in the revised Chinese FX market – can we get implications for the onshore/offshore spread-behaviour?

by von Spreckelsen, Christian Kunze, Frederik Windels, Torsten von Mettenheim, Hans-Jörg Published in International journal of economic policy in emerging economies (01.01.2014)

“...Since 2011 China attempts to internationalise its currency by allowing more cross-border trade to be settled in renminbi (RMB). Via the so-called RMB Trade...”

Journal Article

Oil prices and sovereign credit risk of oil producing countries: an empirical investigation

by Wegener, Christoph Basse, Tobias Kunze, Frederik von Mettenheim, Hans-Jörg Published in Quantitative finance (01.12.2016)

“...The low oil price recently has caused fears about the sustainability of public finances in some oil producing countries. We examine the relationship between...”

Journal Article

Forecasting European interest rates in times of financial crisis: what insights do we get from international survey forecasts?

by Kunze, Frederik Published in Journal of international financial markets, institutions & money (2017)

Journal Article

Early warning indicator systems for real estate investments: Empirical evidence and some thoughts from the perspective of financial risk management

by Rodriguez Gonzalez, Miguel Rodriguez Gonzalez, Miguel Basse, Tobias Basse, Tobias Kunze, Frederik Kunze, Frederik Vornholz, Günter Vornholz, Günter Published in Zeitschrift für die gesamte Versicherungswissenschaft (11.10.2018)

“...In recent years, early warning indicators and real estate—as an increasingly relevant asset class—have received more and more attention in German insurers’...”

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Journal Article

Interest rate forecasting and the financial crisis: a turning point in more than just one way

by Kunze, Frederik Gruppe, Mario Wendler, Tilo Published in International Journal of Financial Engineering and Risk Management (20150000)

“...Investors frequently rely on forecasts published by professional analysts. During the financial crisis uncertainty has substantially risen. Not surprisingly...”

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