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Falk Brauning
(Falk Bräuning)

Personal Details

First Name:Falk
Middle Name:
Last Name:Brauning
Suffix:
RePEc Short-ID:pbr482
[This author has chosen not to make the email address public]
https://sites.google.com/site/falkbraeuning/

Affiliation

Federal Reserve Bank of Boston

Boston, Massachusetts (United States)
http://www.bos.frb.org/

617-973-3397
617-973-4221
600 Atlantic Avenue, Boston, Massachusetts 02210
RePEc:edi:frbbous (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Falk Bräuning & Jose Fillat, 2019. "Stress testing effects on portfolio similarities among large US Banks," Current Policy Perspectives 19-1, Federal Reserve Bank of Boston.
  2. Puriya Abbassi & Falk Bräuning, 2018. "The pricing of FX forward contracts: micro evidence from banks’ dollar hedging," Working Papers 18-6, Federal Reserve Bank of Boston, revised 01 Mar 2018.
  3. Falk Bräuning & Victoria Ivashina, 2017. "U. S. monetary policy and emerging market credit cycles," Working Papers 17-9, Federal Reserve Bank of Boston, revised 29 Aug 2017.
  4. Abbassi, Puriya & Bräuning, Falk & Schulze, Niels, 2017. "Bargaining power and outside options in the interbank lending market," Discussion Papers 31/2017, Deutsche Bundesbank.
  5. Puriya Abbassi & Falk Bräuning & Falko Fecht & José-Luis Peydró, 2017. "International financial integration, crises and monetary policy: evidence from the Euro area interbank crises," Economics Working Papers 1566, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2018.
  6. Puriya Abbassi & Falk Brauning & Falko Fecht & José-Luis Peydró, 2017. "International Financial Integration, Crises and Monetary Policy: Cross-Border Interbank Lending During the Euro Crises," Working Papers 965, Barcelona Graduate School of Economics.
  7. Falk Brauning & Victoria Ivashina, 2017. "Monetary Policy and Global Banking," NBER Working Papers 23316, National Bureau of Economic Research, Inc.
  8. Falk Bräuning & Kovid Puria, 2017. "Uncovering covered interest parity: the role of bank regulation and monetary policy," Current Policy Perspectives 17-3, Federal Reserve Bank of Boston.
  9. Brauning, Falk, 2017. "The liquidity effect of the Federal Reserve’s balance sheet reduction on short-term interest rates," Current Policy Perspectives 18-1, Federal Reserve Bank of Boston.
  10. Falk Bräuning & Siem Jan Koopman, 2016. "The dynamic factor network model with an application to global credit risk," Working Papers 16-13, Federal Reserve Bank of Boston, revised 31 Oct 2016.
  11. Francisco Blasques & Falk Bräuning & Iman van Lelyveld, 2015. "A dynamic network model of the unsecured interbank lending market," BIS Working Papers 491, Bank for International Settlements.
  12. Abbassi, Puriya & Bräuning, Falk & Fecht, Falko & Peydró, José-Luis, 2014. "Cross-border liquidity, relationships and monetary policy: Evidence from the Euro area interbank crisis," Discussion Papers 45/2014, Deutsche Bundesbank.
  13. Falk Brauning & Siem Jan Koopman, 2012. "Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis," Tinbergen Institute Discussion Papers 12-042/4, Tinbergen Institute.
  14. Bräuning, Falk & Fecht, Falko, 2012. "Relationship lending in the interbank market and the price of liquidity," Discussion Papers 22/2012, Deutsche Bundesbank.

Articles

  1. Blasques, Francisco & Bräuning, Falk & Lelyveld, Iman van, 2018. "A dynamic network model of the unsecured interbank lending market," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 310-342.
  2. Falk Bräuning & Falko Fecht, 2017. "Relationship Lending in the Interbank Market and the Price of Liquidity," Review of Finance, European Finance Association, vol. 21(1), pages 33-75.
  3. Bräuning, Falk & Koopman, Siem Jan, 2014. "Forecasting macroeconomic variables using collapsed dynamic factor analysis," International Journal of Forecasting, Elsevier, vol. 30(3), pages 572-584.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 23 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (18) 2012-10-20 2015-02-16 2015-03-05 2015-03-13 2015-03-13 2016-06-04 2016-08-28 2016-12-04 2017-04-23 2017-05-14 2017-05-14 2017-07-30 2017-08-27 2017-11-12 2017-11-12 2018-10-22 2018-11-12 2019-07-15. Author is listed
  2. NEP-MAC: Macroeconomics (17) 2015-02-16 2015-03-05 2015-03-13 2016-06-04 2016-08-28 2017-04-23 2017-05-14 2017-05-14 2017-07-30 2017-07-30 2017-08-27 2017-11-12 2017-11-12 2018-04-09 2018-10-22 2018-11-05 2018-11-12. Author is listed
  3. NEP-MON: Monetary Economics (16) 2015-02-16 2015-03-05 2015-03-13 2015-03-13 2016-06-04 2016-08-28 2017-04-23 2017-05-14 2017-05-14 2017-07-30 2017-07-30 2017-08-27 2017-11-12 2017-11-12 2018-04-09 2018-11-12. Author is listed
  4. NEP-CBA: Central Banking (8) 2015-02-16 2017-04-23 2017-05-14 2017-07-30 2017-08-27 2017-11-12 2018-04-09 2018-11-12. Author is listed
  5. NEP-IFN: International Finance (6) 2017-04-23 2017-07-30 2017-08-27 2017-11-12 2018-10-22 2018-11-12. Author is listed
  6. NEP-EEC: European Economics (4) 2015-02-16 2015-03-13 2017-05-14 2017-08-27
  7. NEP-OPM: Open Economy Macroeconomics (4) 2017-04-23 2017-05-14 2017-07-30 2017-08-27
  8. NEP-ECM: Econometrics (2) 2012-08-23 2016-12-04
  9. NEP-FMK: Financial Markets (2) 2016-08-28 2018-11-05
  10. NEP-NET: Network Economics (2) 2015-03-05 2015-03-13
  11. NEP-ETS: Econometric Time Series (1) 2012-08-23
  12. NEP-FOR: Forecasting (1) 2012-08-23
  13. NEP-GTH: Game Theory (1) 2017-11-12
  14. NEP-MFD: Microfinance (1) 2015-03-05
  15. NEP-RMG: Risk Management (1) 2019-07-15

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