Stefan Reitz

German Federal Bank - Economics Department

Wilhelm-Epstein-Str. 14

60431 Frankfurt

Germany

SCHOLARLY PAPERS

7

DOWNLOADS

256

SSRN CITATIONS
Rank 22,653

SSRN RANKINGS

Top 22,653

in Total Papers Citations

6

CROSSREF CITATIONS

37

Scholarly Papers (7)

1.

End-User Order Flow and Exchange Rate Dynamics

Bundesbank Series 1 Discussion Paper No. 2007,05
Number of pages: 44 Posted: 08 Jun 2016
Stefan Reitz, Markus A. Schmidt and Mark P. Taylor
German Federal Bank - Economics Department, Deutsche Bundesbank and Washington University in St. Louis - John M. Olin Business School
Downloads 72 (430,495)
Citation 2

Abstract:

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Foreign exchange, market microstructure, end-user order flow

2.

Exchange Rates Dynamics in a Target Zone - A Heterogeneous Expectations Approach

CESifo Working Paper Series No. 2080
Number of pages: 40 Posted: 15 Aug 2007
University of Trier, London School of Economics & Political Science (LSE)CESifo (Center for Economic Studies and Ifo Institute for Economic Research) and German Federal Bank - Economics Department
Downloads 62 (465,018)

Abstract:

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exchange rate, heterogeneous agents, target zones

3.

Financial Intermediation and the Role of Price Discrimination in a Two-Tier Market

Bundesbank Series 1 Discussion Paper No. 2009,13
Number of pages: 36 Posted: 08 Jun 2016
Stefan Reitz, Markus A. Schmidt and Mark P. Taylor
German Federal Bank - Economics Department, Deutsche Bundesbank and Washington University in St. Louis - John M. Olin Business School
Downloads 38 (569,923)

Abstract:

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foreign exchange, market microstructure, pricing behavior

4.

Are Oil Price Forecasters Finally Right? Regressive Expectations Toward More Fundamental Values of the Oil Price

Bundesbank Series 1 Discussion Paper No. 2009,32
Number of pages: 48 Posted: 08 Jun 2016
German Federal Bank - Economics Department, WHU - Otto Beisheim School of Management and European University Viadrina Frankfurt (Oder)
Downloads 31 (608,892)

Abstract:

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Oil price, survey data, forecast bias, peso problem

5.

The Coordination Channel of Foreign Exchange Intervention: A Nonlinear Microstructural Analysis

Bundesbank Series 1 Discussion Paper No. 2006,08
Number of pages: 52 Posted: 08 Jun 2016
Stefan Reitz and Mark P. Taylor
German Federal Bank - Economics Department and Washington University in St. Louis - John M. Olin Business School
Downloads 21 (676,682)
Citation 3

Abstract:

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foreign exchange intervention, coordination channel, market microstructure, nonlinear mean reversion

6.

Exchange Rate Dynamics in a Target Zone: A Heterogeneous Expectations Approach

Bundesbank Series 1 Discussion Paper No. 2007,11
Number of pages: 52 Posted: 08 Jun 2016
University of Bayreuth, London School of Economics & Political Science (LSE)CESifo (Center for Economic Studies and Ifo Institute for Economic Research) and German Federal Bank - Economics Department
Downloads 17 (707,108)
Citation 4

Abstract:

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Exchange rate, heterogeneous agents, target zones

7.

Nonlinear Oil Price Dynamics: A Tale of Heterogeneous Speculators?

Bundesbank Series 1 Discussion Paper No. 2008,10
Number of pages: 40 Posted: 08 Jun 2016
Stefan Reitz and Ulf D. Slopek
German Federal Bank - Economics Department and Deutsche Bundesbank
Downloads 15 (722,939)

Abstract:

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oil price dynamics, endogenous bubbles, STR GARCH model