Frederik Kunze
University of Göttingen
12 Papers
20 Citations
Frederik Kunze is an academic researcher from University of Göttingen. The author has contributed to research in topics: Interest rate & Exchange rate. The author has an hindex of 6, co-authored 12 publications. Previous affiliations of Frederik Kunze include Norddeutsche Landesbank.
Chat about Author
Papers
The global financial crisis, the EMU sovereign debt crisis and international financial regulation: lessons from a systematic literature review
TL;DR: In this paper, a comprehensive overview of post-crisis regulatory research publications is presented, which can be roughly divided into three overarching clusters: publications identifying causes of the crisis, articles focusing on policy and reform reactions, and literature investigating whether these reforms fit their purpose.
58
Early warning indicator systems for real estate investments: Empirical evidence and some thoughts from the perspective of financial risk management
Miguel Rodriguez Gonzalez,Tobias Basse,Frederik Kunze,Günter Vornholz +3 more
- 01 Oct 2018
TL;DR: In this paper, the authors examined the relationship of real estate sentiment data as leading indicators for housing activity and house price indices in the US and found that there are clear signs for unidirectional Granger causality running from the NAHB housing market index to the S&P/Case-Shiller index.
21
Forecasting European interest rates in times of financial crisis – What insights do we get from international survey forecasts?
TL;DR: In this paper, the authors evaluate the quality of interest rate forecasts for the three months interbank rate in the UK (LIBOR) and Germany (EURIBOR) as well as the corresponding 10Y government bond yields using the root mean squared error as well and the Theil's U measure and also apply models of time series analysis (i.e. cointegration and causality analysis).
20
Forward-looking financial risk management and the housing market in the United Kingdom: is there a role for sentiment indicators?
TL;DR: In this article, the authors used sentiment data for house prices using techniques of time-series econometrics suggested by Toda and Yamamoto (1995) to predict house prices in the UK.
19
Government bond yields in Germany and Spain—empirical evidence from better days
TL;DR: In this article, the authors examined the relationship between German and Spanish government bond yields with maturities of two, five, seven and ten years in the period 05 January 2001 to 29 December 2006.
17