Browsing All of EconStor by Author Kostka, Thomas
Showing results 1 to 9 of 9
Year of Publication | Title | Author(s) |
2011 | How informative are the subjective density forecasts of macroeconomists? | Kenny, Geoff; Kostka, Thomas; Masera, Federico |
2012 | How informative are the subjective density forecasts of macroeconomists? | Kenny, Geoff; Kostka, Thomas; Masera, Federico |
2012 | Bubble thy neighbor: portfolio effects and externalities from capital controls | Forbes, Kristin; Fratzscher, Marcel; Kostka, Thomas; Straub, Roland |
2013 | Can macroeconomists forecast risk? Event-based evidence from the euro area SPF | Kenny, Geoff; Kostka, Thomas; Masera, Federico |
2013 | Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls | Straub, Roland; Forbes, Kristin; Fratzscher, Marcel; Kostka, Thomas |
2014 | Density characteristics and density forecast performance: a panel analysis | Kenny, Geoff; Kostka, Thomas; Masera, Federico |
2018 | Predicting risk premia in short-term interest rates and exchange rates | Gräb, Johannes; Kostka, Thomas |
2018 | From carry trades to curvy trades | Dreher, Ferdinand; Gräb, Johannes; Kostka, Thomas |
2023 | Asset allocation and risk taking under different interest rate regimes | Hermans, Lieven; Kostka, Thomas; Vassallo, Danilo |