Matthias Kaldorf

Matthias Kaldorf is an Economist at the Research Centre of the Deutsche Bundesbank and affiliated with the Center for Macroeconomic Research at the University of Cologne. His research focuses on Financial Economics, Macroeconomics, Environmental Economics, International Finance, and Financial Econometrics. He has contributed to studies on green bonds' preferential treatment and cross-sectional dependence in financial data. His work applies advanced econometric methods to analyze structural breaks and market dynamics, with applications to climate policy and financial stability. Kaldorf's recent publications include analyses of the Eurosystem's collateral framework and the macroeconomic implications of climate change.

• Affiliations: Deutsche Bundesbank Research Centre, University of Cologne (Center for Macroeconomic Research)

Key research interests include the intersection of climate policy and financial markets, the role of central bank policies in green finance, and econometric methods for detecting structural changes in financial time series. His studies often address real-world applications such as the effectiveness of green collateral policies and the transmission of liquidity shocks in banking systems.