Deutsche Bundesbank, Research Centre
Discussion Papers
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Phone: 0 69 / 95 66 - 0
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Phone: 0 69 / 95 66 - 0
Fax: 0 69 / 95 66 30 77
Web page: http://www.bundesbank.de/
Email:
More information through EDIRC
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2017
- 22/2017 The optimal conduct of central bank asset purchases
by Darracq-Pariès, Matthieu & Kühl, Michael - 21/2017 Interest-rate pegs, central bank asset purchases and the reversal puzzle
by Gerke, Rafael & Giesen, Sebastian & Kienzler, Daniel & Tenhofen, Jörn - 20/2017 The Fisher paradox: A primer
by Gerke, Rafael & Hauzenberger, Klemens - 19/2017 Banks' trading after the Lehman crisis: The role of unconventional monetary policy
by Podlich, Natalia & Schnabel, Isabel & Tischer, Johannes - 18/2017 Google data in bridge equation models for German GDP
by Götz, Thomas B. & Knetsch, Thomas A. - 17/2017 Financial crises and the dynamic linkages between stock and bond returns
by Eraslan, Sercan & Ali, Faek Menla - 16/2017 CDS and credit: Testing the small bang theory of the financial universe with micro data
by Gündüz, Yalin & Ongena, Steven & Tümer-Alkan, Günseli & Yu, Yuejuan - 15/2017 M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements
by Tente, Natalia & von Westernhagen, Natalja & Slopek, Ulf - 14/2017 The effect of investing abroad on investment at home: On the role of technology, tax savings, and internal capital markets
by Goldbach, Stefan & Nagengast, Arne J. & Steinmüller, Elias & Wamser, Georg - 13/2017 Asymmetric arbitrage trading on offshore and onshore renminbi markets
by Eraslan, Sercan - 12/2017 Chow-Lin x N: How adding a panel dimension can improve accuracy
by Bettendorf, Timo & Bursian, Dirk - 11/2017 Growth expectations, undue optimism, and short-run fluctuations
by Enders, Zeno & Kleemann, Michael & Müller, Gernot J. - 10/2017 Interest rate risk of life insurers: Evidence from accounting data
by Möhlmann, Axel - 09/2017 Drivers of systemic risk: Do national and European perspectives differ?
by Buch, Claudia M. & Krause, Thomas & Tonzer, Lena - 08/2017 The effects of US monetary policy shocks: Applying external instrument identification to a dynamic factor model
by Kerssenfischer, Mark - 07/2017 Bank stress testing under different balance sheet assumptions
by Busch, Ramona & Drescher, Christian & Memmel, Christoph - 06/2017 Scarcity effects of QE: A transaction-level analysis in the Bund market
by Schlepper, Kathi & Riordan, Ryan & Hofer, Heiko & Schrimpf, Andreas - 05/2017 A model-based analysis of the macroeconomic impact of the refugee migration to Germany
by Stähler, Nikolai - 04/2017 External financing and economic activity in the euro area: Why are bank loans special?
by Aldasoro, Iñaki & Unger, Robert - 03/2017 The role of structural funding for stability in the German banking sector
by Schupp, Fabian & Silbermann, Leonid - 02/2017 Cross-border prudential policy spillovers: How much? How important? Evidence from the international banking research network
by Buch, Claudia M. & Goldberg, Linda - 01/2017 Will German banks earn their cost of capital?
by Dombret, Andreas & Gündüz, Yalin & Rocholl, Jörg
2016
- 52/2016 Trade in value added: Do we need new measures of competitiveness?
by Lommatzsch, Kirsten & Silgoner, Maria A. & Ramskogler, Paul - 51/2016 Fire buys of central bank collateral assets
by de Roure, Calebe - 50/2016 The imperfect-common-knowledge Phillips curve: Calvo versus Rotemberg
by Šauer, Radek - 49/2016 The effect of conventional and unconventional euro area monetary policy on macroeconomic variables
by Halberstadt, Arne & Krippner, Leo - 48/2016 On measuring uncertainty and its impact on investment: Cross-country evidence from the euro area
by Meinen, Philipp & Röhe, Oke - 47/2016 Macroeconomic now- and forecasting based on the factor error correction model using targeted mixed frequency indicators
by Kurz-Kim, Jeong-Ryeol - 46/2016 Time-varying volatility, financial intermediation and monetary policy
by Eickmeier, Sandra & Metiu, Norbert & Prieto, Esteban - 45/2016 Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans
by Dietsch, Michel & Düllmann, Klaus & Fraisse, Henri & Koziol, Philipp & Ott, Christine - 44/2016 Optimal fiscal substitutes for the exchange rate in a monetary union
by Kaufmann, Christoph - 43/2016 The determinants of CDS spreads: Evidence from the model space
by Pelster, Matthias & Vilsmeier, Johannes - 42/2016 Spillover effects of credit default risk in the euro area and the effects on the euro: A GVAR approach
by Bettendorf, Timo - 41/2016 Financial shocks and inflation dynamics
by Abbate, Angela & Eickmeier, Sandra & Prieto, Esteban - 40/2016 Thoughts on a fiscal union in EMU
by Gadatsch, Niklas & Hollmayr, Josef & Stähler, Nikolai - 39/2016 Learning about banks' net worth and the slow recovery after the financial crisis
by Hollmayr, Josef & Kühl, Michael - 38/2016 The effects of government bond purchases on leverage constraints of banks and non-financial firms
by Kühl, Michael - 37/2016 Potential implications of a NSFR on German banks' credit supply and profitability
by Schmitt, Matthias & Schmaltz, Christian - 36/2016 On the suitability of alternative competitiveness indicators for explaining real exports of advanced economies
by Fischer, Christoph & Hossfeld, Oliver & Radeck, Karin - 35/2016 Solving RE models with discontinuous policy rules: An application to minimum wage setting in Germany
by Bursian, Dirk - 34/2016 Cross-border transmission of emergency liquidity
by Kick, Thomas & Koetter, Michael & Storz, Manuela - 33/2016 Optimal unemployment insurance and international risk sharing
by Moyen, Stéphane & Stähler, Nikolai & Winkler, Fabian - 32/2016 Below the zero lower bound: A shadow-rate term structure model for the euro area
by Lemke, Wolfgang & Vladu, Andreea L. - 31/2016 Inflation expectations, disagreement, and monetary policy
by Hoffmann, Mathias & Hürtgen, Patrick - 30/2016 How does P2P lending fit into the consumer credit market?
by de Roure, Calebe & Pelizzon, Loriana & Tasca, Paolo - 29/2016 Capturing information contagion in a stress-testing framework
by Anand, Kartik & Gauthier, Céline & Gai, Prasanna S. & Souissi, Moez - 28/2016 Approximating fixed-horizon forecasts using fixed-event forecasts
by Knüppel, Malte & Vladu, Andreea L. - 27/2016 International banking and cross-border effects of regulation: Lessons from Germany
by Ohls, Jana & Pramor, Marcus & Tonzer, Lena - 26/2016 Budget-neutral labour tax wedge reductions: A simulation-based analysis for selected euro area countries
by Attinasi, Maria-Grazia & Prammer, Doris & Stähler, Nikolai & Tasso, Martino & Van Parys, Stefan - 25/2016 Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices
by Jank, Stephan & Roling, Christoph & Smajlbegovic, Esad - 24/2016 The payout behaviour of German savings banks
by Köhler, Matthias - 23/2016 Transmission of global financial shocks to EMU member states: The role of monetary policy and national factors
by Gelman, Maria & Jochem, Axel & Reitz, Stefan - 22/2016 Banks' interest rate risk and search for yield: A theoretical rationale and some empirical evidence
by Memmel, Christoph & Seymen, Atılım & Teichert, Max - 21/2016 On the dynamics of the investment income balance
by Knetsch, Thomas A. & Nagengast, Arne J. - 20/2016 The effect of bank shocks on firm-level and aggregate investment
by Amador, João & Nagengast, Arne J. - 19/2016 Point, interval and density forecasts of exchange rates with time-varying parameter models
by Abbate, Angela & Marcellino, Massimiliano - 18/2016 Black Monday, globalization and trading behavior of stock investors
by Kurz-Kim, Jeong-Ryeol - 17/2016 Asset encumbrance, bank funding and financial fragility
by Ahnert, Toni & Anand, Kartik & Gai, Prasanna & Chapman, James - 16/2016 Interbank intermediation
by Bluhm, Marcel & Georg, Co-Pierre & Krahnen, Jan-Pieter - 15/2016 High-frequency trading in the Bund futures market
by Schlepper, Kathi - 14/2016 How central is central counterparty clearing? A deep dive into a European repo market during the crisis
by Ebner, André & Fecht, Falko & Schulz, Alexander - 13/2016 The joint dynamics of sovereign ratings and government bond yields
by El-Shagi, Makram & von Schweinitz, Gregor - 12/2016 You're banned! the effect of sanctions on German cross-border financial flows
by Besedeš, Tibor & Goldbach, Stefan & Nitsch, Volker - 11/2016 Traditional banks, shadow banks and the US credit boom: Credit origination versus financing
by Unger, Robert - 10/2016 The rise of the added worker effect
by Mankart, Jochen & Oikonomou, Rigas - 09/2016 Credit risk interconnectedness: What does the market really know?
by Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia - 08/2016 Cyclical investment behavior across financial institutions
by Timmer, Yannick - 07/2016 A data-driven selection of an appropriate seasonal adjustment approach
by Webel, Karsten - 06/2016 Does banknote quality affect counterfeit detection? Experimental evidence from Germany and the Netherlands
by van der Horst, Frank & Eschelbach, Martina & Sieber, Susann & Miedema, Jelle - 05/2016 How do regional labor markets adjust to immigration? A dynamic analysis for post-war Germany
by Braun, Sebastian Till & Weber, Henning - 04/2016 Inflation anchoring in the euro area
by Speck, Christian - 03/2016 Heterogeneity in euro-area monetary policy transmission: Results from a large multi-country BVAR model
by Mandler, Martin & Scharnagl, Michael & Volz, Ute - 02/2016 Markup responses to Chinese imports
by Meinen, Philipp - 01/2016 The effect of peer observation on consumption choices: experimental evidence
by Sakha, Sahra & Grohmann, Antonia
2015
- 48/2015 Monetary policy and the asset risk-taking channel
by Abbate, Angela & Thaler, Dominik - 47/2015 The great collapse in value added trade
by Nagengast, Arne J. & Stehrer, Robert - 46/2015 Credit risk stress testing and copulas: Is the Gaussian copula better than its reputation?
by Koziol, Philipp & Schell, Carmen & Eckhardt, Meik - 45/2015 Testing for Granger causality in large mixed-frequency VARs
by Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan - 44/2015 Fundamentals matter: Idiosyncratic shocks and interbank relations
by Bednarek, Peter & Dinger, Valeriya & von Westernhagen, Natalja - 43/2015 The influence of an up-front experiment on respondents' recording behaviour in payment diaries: Evidence from Germany
by Sieber, Susann & Schmidt, Tobias - 42/2015 Monetary-fiscal policy interaction and fiscal inflation: A tale of three countries
by Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad - 41/2015 Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market
by Hossfeld, Oliver & Röthig, Andreas - 40/2015 Arbitraging the Basel securitization framework: Evidence from German ABS investment
by Efing, Matthias - 39/2015 Cyclicality of SME lending and government involvement in banks
by Behr, Patrick & Foos, Daniel & Norden, Lars - 38/2015 The credit quality channel: Modeling contagion in the interbank market
by Fink, Kilian & Krüger, Ulrich & Meller, Barbara & Wong, Lui-Hsian - 37/2015 Bracket creep revisited - with and without r>g: Evidence from Germany
by Zhu, Junyi - 36/2015 Asymmetric credit growth and current account imbalances in the euro area
by Unger, Robert - 35/2015 Identifying income and wealth-poor households in the euro area
by Müller, Philip & Schmidt, Tobias - 34/2015 On the exposure of insurance companies to sovereign risk: Portfolio investments and market forces
by Düll, Robert & König, Felix & Ohls, Jana - 33/2015 The organization of knowledge in multinational firms
by Gumpert, Anna - 32/2015 The winner's curse: Evidence on the danger of aggressive credit growth in banking
by Kick, Thomas & Pausch, Thilo & Ruprecht, Benedikt - 31/2015 Out of sight, out of mind? On the risk of sub-custodian structures
by Droll, Thomas & Podlich, Natalia & Wedow, Michael - 30/2015 A macroeconomic reverse stress test
by Grundke, Peter & Pliszka, Kamil - 29/2015 German labor market and fiscal reforms 1999 to 2008: Can they be blamed for intra-euro area imbalances?
by Gadatsch, Niklas & Stähler, Nikolai & Weigert, Benjamin - 28/2015 Personal bankruptcy law, debt portfolios, and entrepreneurship
by Mankart, Jochen & Rodano, Giacomo - 27/2015 Distributional consequences of asset price inflation in the euro area
by Adam, Klaus & Tzamourani, Panagiota - 26/2015 Household search and the aggregate labor market
by Mankart, Jochen & Oikonomou, Rigas - 25/2015 Cutting the credit line: Evidence from Germany
by Goldbach, Stefan & Nitsch, Volker - 24/2015 The intraday interest rate: What's that?
by Abbassi, Puriya & Fecht, Falko & Tischer, Johannes - 23/2015 Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks
by Busch, Ramona & Koziol, Philipp & Mitrovic, Marc - 22/2015 Characterizing the financial cycle: Evidence from a frequency domain analysis
by Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen - 21/2015 Cross-border banking and business cycles in asymmetric currency unions
by Dräger, Lena & Proaño, Christian R. - 20/2015 The synchronization of European credit cycles
by Meller, Barbara & Metiu, Norbert - 19/2015 Calculating trading book capital: Is risk separation appropriate?
by Raupach, Peter - 18/2015 Multinational banks' deleveraging in the crisis driven by pre-crisis characteristics and behavior
by Frey, Rainer - 17/2015 International financial market integration, asset compositions, and the falling exchange rate pass-through
by Buzaushina, Almira & Enders, Zeno & Hoffmann, Mathias - 16/2015 Banks' net interest margin and the level of interest rates
by Busch, Ramona & Memmel, Christoph - 15/2015 German wage moderation and European imbalances: Feeding the global VAR with theory
by Bettendorf, Timo & León-Ledesma, Miguel A. - 14/2015 Tales of transition paths: Policy uncertainty and random walks
by Hollmayr, Josef & Matthes, Christian - 13/2015 Market discipline across bank governance models: Empirical evidence from German depositors
by Arnold, Eva A. & Größl, Ingrid & Koziol, Philipp - 12/2015 Lethal lapses: How a positive interest rate shock might stress German life insurers
by Feodoria, Mark & Förstemann, Till - 11/2015 The pattern of home ownership across cohorts and its impact on the net wealth distribution: Empirical evidence from Germany and the US
by Alik-Lagrange, Arthur & Schmidt, Tobias - 10/2015 The interest rate pass-through in the euro area during the sovereign debt crisis
by von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo - 09/2015 Do exposures to sagging real estate, subprime or conduits abroad lead to contraction and flight to quality in bank lending at home?
by Ongena, Steven & Tümer-Alkan, Günseli & von Westernhagen, Natalja - 08/2015 Securities trading by banks and credit supply: Micro-evidence
by Abbassi, Puriya & Iyer, Rajkamal & Peydró, José-Luis & Tous, Francesc R. - 07/2015 Imperfect information about financial frictions and consequences for the business cycle
by Hollmayr, Josef & Kühl, Michael - 06/2015 Fiscal austerity, unemployment and family firms
by Munkacsi, Zsuzsa - 05/2015 German and the rest of euro area fiscal policy during the crisis
by Gadatsch, Niklas & Hauzenberger, Klemens & Stähler, Nikolai - 04/2015 Financial frictions and global spillovers
by Metiu, Norbert & Hilberg, Björn & Grill, Michael - 03/2015 Centrality-based capital allocations
by Alter, Adrian & Craig, Ben & Raupach, Peter - 02/2015 The term structure of interest rates and the macroeconomy: Learning about economic dynamics from a FAVAR
by Halberstadt, Arne - 01/2015 Employment, hours and optimal monetary policy
by Dossche, Maarten & Lewis, Vivien & Poilly, Céline
2014
- 46/2014 Banking market structure and macroeconomic stability: Are low-income countries special?
by Bremus, Franziska & Buch, Claudia M. - 45/2014 Cross-border liquidity, relationships and monetary policy: Evidence from the Euro area interbank crisis
by Abbassi, Puriya & Bräuning, Falk & Fecht, Falko & Peydró, José-Luis - 44/2014 A network view on interbank market freezes
by Gabrieli, Silvia & Georg, Co-Pierre - 43/2014 Updating the option implied probability of default methodology
by Vilsmeier, Johannes - 42/2014 Who trades on momentum?
by Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad - 41/2014 Unconventional monetary policy in an open economy
by Gieck, Jana - 40/2014 Forecast-error-based estimation of forecast uncertainty when the horizon is increased
by Knüppel, Malte - 39/2014 Loan loss provisioning and procyclicality: Evidence from an expected loss model
by Domikowsky, Christian & Bornemann, Sven & Duellmann, Klaus & Pfingsten, Andreas - 38/2014 Taxing banks: An evaluation of the German bank levy
by Buch, Claudia M. & Hilberg, Björn & Tonzer, Lena - 37/2014 Decomposition of country-specific corporate bond spreads
by Dötz, Niko - 36/2014 What predicts financial (in)stability? A Bayesian approach
by Eidenberger, Judith & Neudorfer, Benjamin & Sigmund, Michael & Stein, Ingrid - 35/2014 Financial conditions, macroeconomic factors and (un)expected bond excess returns
by Fricke, Christoph & Menkhoff, Lukas - 34/2014 Carry funding and safe haven currencies: A threshold regression approach
by Hossfeld, Oliver & MacDonald, Ronald - 33/2014 Money growth and consumer price inflation in the euro area: A wavelet analysis
by Mandler, Martin & Scharnagl, Michael - 32/2014 Pro-cyclical capital regulation and lending
by Behn, Markus & Haselmann, Rainer & Wachtel, Paul - 31/2014 Banks, markets, and financial stability
by Eder, Armin & Fecht, Falko & Pausch, Thilo - 30/2014 International capital flows, external assets and output volatility
by Hoffmann, Mathias & Krause, Michael & Tillmann, Peter - 29/2014 A one-off wealth levy? Assessing the pros, the cons and the importance of credibility
by Kempkes, Gerhard & Stähler, Nikolai - 28/2014 Contingent convertible bonds and the stability of bank funding: The case of partial writedown
by Bleich, Dirk - 27/2014e How is the low-interest-rate environment affecting the solvency of German life insurers?
by Kablau, Anke & Weiß, Matthias - 27/2014 Wie wirkt sich das Niedrigzinsumfeld auf die Solvabilität der deutschen Lebensversicherer aus?
by Kablau, Anke & Weiß, Matthias - 26/2014 MIDAS and bridge equations
by Schumacher, Christian - 25/2014 Bank capital, the state contingency of banks' assets and its role for the transmission of shocks
by Kühl, Michael - 24/2014 Inflation, deflation, and uncertainty: What drives euro area option-implied inflation expectations and are they still anchored in the sovereign debt crisis?
by Scharnagl, Michael & Stapf, Jelena - 23/2014 Contagious herding and endogenous network formation in financial networks
by Georg, Co-Pierre - 22/2014 A network analysis of the evolution of the German interbank market
by Roukny, Tarik & Georg, Co-Pierre & Battiston, Stefano - 21/2014 Do correlated defaults matter for CDS premia? An empirical analysis
by Koziol, Christian & Koziol, Philipp & Schön, Thomas - 20/2014 The multivariate option iPoD framework: assessing systemic financial risk
by Matros, Philipp & Vilsmeier, Johannes - 19/2014 Mitigating financial stress in a bank-financed economy: Equity injections into banks or purchases of assets?
by Kühl, Michael - 18/2014 Interbank lending and distress: Observables, unobservables, and network structure
by Craig, Ben & Koetter, Michael & Krüger, Ulrich - 17/2014 International banking and liquidity risk transmission: Lessons from across countries
by Buch, Claudia M. & Goldberg, Linda - 16/2014 Household saving behavior and credit constraints in the Euro area
by Le Blanc, Julia & Porpiglia, Alessandro & Teppa, Federica & Zhu, Junyi & Ziegelmeyer, Michael - 15/2014 Quantifying the components of the banks' net interest margin
by Busch, Ramona & Memmel, Christoph - 14/2014 Collateral imbalances in intra-European trade? Accounting for the differences between gross and value added trade balances
by Nagengast, Arne J. & Stehrer, Robert - 13/2014 Consumer cash usage: A cross-country comparison with payment diary survey data
by Bagnall, John & Bounie, David & Huynh, Kim P. & Kosse, Anneke & Schmidt, Tobias & Schuh, Scott & Stix, Helmut - 12/2014 How do households allocate their assets? Stylized facts from the eurosystem household finance and consumption survey
by Arrondel, Luc & Bartiloro, Laura & Fessler, Primin & Lindner, Peter & Mathä, Thomas Y. & Rampazzi, Cristiana & Savignac, Frederique & Schmidt, Tobias & Schürz, Martin & Vermeulen, Philip - 11/2014 Analyzing business and financial cycles using multi-level factor models
by Breitung, Jörg & Eickmeier, Sandra - 10/2014 A consistent set of multilateral productivity approach-based indicators of price competitiveness
by Fischer, Christoph & Hossfeld, Oliver - 09/2014 Market transparency and the marking precision of bond mutual fund managers
by Cici, Gjergji & Gibson, Scott & Gündüz, Yalin & Merrick, John J. - 08/2014 The financial accelerator and market-based debt instruments: A role for maturities?
by Kühl, Michael - 07/2014 Wealth shocks, credit-supply shocks, and asset allocation: Evidence from household and firm portfolios
by Kick, Thomas & Ruprecht, Benedikt & Onali, Enrico & Schaeck, Klaus - 06/2014 Lucas paradox and allocation puzzle: Is the euro area different?
by Herrmann, Sabine & Kleinert, Jörn - 05/2014 Earnings baths by bank CEOs during turnovers
by Bornemann, Sven & Pfingsten, Andreas & Kick, Thomas & Schertler, Andrea - 04/2014 Cash management and payment choices: A simulation model with international comparisons
by Arango, Carlos & Bouhdaoui, Yassine & Bounie, David & Eschelbach, Martina & Hernández, Lola - 03/2014 Investor fears and risk premia for rare events
by Schwarz, Claudia - 02/2014 Filling in the blanks: Network structure and interbank contagion
by Anand, Kartik & Craig, Ben & von Peter, Goetz - 01/2014 The distribution of debt across euro area countries: The role of individual characteristics, institutions and credit conditions
by Bover, Olympia & Casado, Jose Maria & Costa, Sonia & Du Caju, Philip & McCarthy, Yvonne & Sierminska, Eva & Tzamourani, Panagiota & Villanueva, Ernesto & Zavadil, Tibor
2013
- 57/2013 Cost leadership and bank internationalization
by Galema, Rients & Koetter, Michael & Liesegang, Caroline - 56/2013 Market timing, maturity mismatch, and risk management: Evidence from the banking industry
by Ruprecht, Benedikt & Entrop, Oliver & Kick, Thomas & Wilkens, Marco - 55/2013 Bank leverage cycles and the external finance premium
by Rannenberg, Ansgar - 54/2013 The role of interbank relationships and liquidity needs
by Craig, Ben R. & Fecht, Falko & Tümer-Alkan, Günseli - 53/2013 Banks' concentration versus diversification in the loan portfolio: New evidence from Germany
by Jahn, Nadya & Memmel, Christoph & Pfingsten, Andreas - 52/2013 Does expenditure composition influence the debt level? Evidence from German federal states
by Stegarescu, Dan - 51/2013 Learning about fiscal policy and the effects of policy uncertainty
by Hollmayr, Josef & Matthes, Christian - 50/2013 Real financial market exchange rates and capital flows
by Gelman, Maria & Jochem, Axel & Reitz, Stefan - 49/2013 Current account adjustment in EU countries: Does euro-area membership make a difference?
by Herrmann, Sabine & Jochem, Axel - 48/2013 Changing forces of gravity: How the crisis affected international banking
by Buch, Claudia M. & Neugebauer, Katja & Schröder, Christoph - 47/2013 Cash holdings of German open-end equity funds: Does ownership matter?
by Dötz, Niko & Weth, Mark - 46/2013 Assessing house prices in Germany: Evidence from an estimated stock-flow model using regional data
by Kajuth, Florian & Knetsch, Thomas A. & Pinkwart, Nicolas - 45/2013 Monetary policy and stock market volatility
by Bleich, Dirk & Fendel, Ralf & Rülke, Jan-Christoph - 44/2013 Collateral requirements and asset prices
by Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl - 43/2013 Disentangling economic recessions and depressions
by Candelon, Bertrand & Metiu, Norbert & Straetmans, Stefan - 42/2013 Is proprietary trading detrimental to retail investors?
by Fecht, Falko & Hackethal, Andreas & Karabulut, Yigitcan - 41/2013 Interest rate risk and the Swiss solvency test
by Eder, Armin & Keiler, Sebastian & Pichl, Hannes - 40/2013 How stressed are banks in the interbank market?
by Abbassi, Puriya & Fecht, Falko & Weber, Patrick - 39/2013 Uncertainty and bank wholesale funding
by Dinger, Valeriya & Craig, Ben - 38/2013 Precautionary motives in short-term cash management: Evidence from German POS transactions
by Eschelbach, Martina & Schmidt, Tobias - 37/2013 Bayesian estimation of a DSGE model with asset prices
by Kliem, Martin & Uhlig, Harald - 36/2013 Asset prices, collateral, and unconventional monetary policy in a DSGE model
by Hilberg, Björn & Hollmayr, Josef - 35/2013 Modelling and measuring business risk and the resiliency of retail banks
by Chaffai, Mohamed & Dietsch, Michel - 34/2013 A model of mortgage losses and its applications for macroprudential instruments
by Hott, Christian - 33/2013 Balance sheet strength and bank lending during the global financial crisis
by Kapan, Tümer & Minoiu, Camelia - 32/2013 Equity returns in the banking sector in the wake of the great recession and the European sovereign debt crisis
by Chan-Lau, Jorge A. & Liu, Estelle X. & Schmittmann, Jochen M. - 31/2013 A single composite financial stress indicator and its real impact in the euro area
by Islami, Mevlud & Kurz-Kim, Jeong-Ryeol - 30/2013 Bank risk taking and competition: Evidence from regional banking markets
by Kick, Thomas & Prieto, Esteban - 29/2013 Banks and sovereign risk: A granular view
by Buch, Claudia M. & Koetter, Michael & Ohls, Jana - 28/2013 The evolution of economic convergence in the European Union
by Borsi, Mihály Tamás & Metiu, Norbert - 27/2013 Households' disagreement on inflation expectations and socioeconomic media exposure in Germany
by Menz, Jan-Oliver & Poppitz, Philipp