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Content
2018
- 40/2018 Large mixed-frequency VARs with a parsimonious time-varying parameter structure
by Götz, Thomas B. & Hauzenberger, Klemens
- 39/2018 Coordination failures, bank runs and asset prices
by Bucher, Monika & Dietrich, Diemo & Tvede, Mich
- 38/2018 Oil price shocks and stock return volatility: New evidence based on volatility impulse response analysis
by Eraslan, Sercan & Ali, Faek Menla
- 37/2018 Equilibrium asset pricing in directed networks
by Branger, Nicole & Konermann, Patrick & Meinerding, Christoph & Schlag, Christian
- 36/2018 Short-term forecasting economic activity in Germany: A supply and demand side system of bridge equations
by Pinkwart, Nicolas
- 35/2018 Mitigating counterparty risk
by Gündüz, Yalin
- 34/2018 What are the real effects of financial market liquidity? Evidence on bank lending from the euro area
by Dombret, Andreas R. & Foos, Daniel & Pliszka, Kamil & Schulz, Alexander
- 33/2018 To sign or not to sign? On the response of prices to financial and uncertainty shocks
by Meinen, Philipp & Röhe, Oke
- 32/2018 The role of central bank knowledge and trust for the public's inflation expectations
by Mellina, Sathya & Schmidt, Tobias
- 31/2018 On a quest for robustness: About model risk, randomness and discretion in credit risk stress tests
by Siemsen, Thomas & Vilsmeier, Johannes
- 30/2018 Labor tax reductions in Europe: The role of property taxation
by Bielecki, Marcin & Stähler, Nikolai
- 29/2018 Interest rate rules under financial dominance
by Lewis, Vivien & Roth, Markus
- 28/2018 Fiscal multipliers of central, state and local government and of the social security funds in Germany: Evidence of a SVAR
by Hollmayr, Josef & Kuckuck, Jan
- 27/2018 With a little help from my friends: Survey-based derivation of euro area short rate expectations at the effective lower bound
by Geiger, Felix & Schupp, Fabian
- 26/2018 Bank use of sovereign CDS in the eurozone crisis: Hedging and risk incentives
by Acharya, Viral V. & Gündüz, Yalin & Johnson, Tim
- 25/2018 Interest rate pass-through to the rates of core deposits: A new perspective
by Sopp, Heiko
- 24/2018 Convertible bonds and bank risk-taking
by Martynova, Natalya & Perotti, Enrico C.
- 23/2018 Love and money with inheritance: Marital sorting by labor income and inherited wealth in the modern partnership
by Pasteau, Etienne & Zhu, Junyi
- 22/2018 Unconventional monetary policy, bank lending, and security holdings: The yield-induced portfolio rebalancing channel
by Paludkiewicz, Karol
- 21/2018 Pre-emptive sovereign debt restructuring and holdout litigation
by Anand, Kartik & Gai, Prasanna
- 20/2018 Quantitative easing, portfolio rebalancing and credit growth: Micro evidence from Germany
by Tischer, Johannes
- 19/2018 International trade and retail market performance and structure: Theory and empirical evidence
by Meinen, Philipp & Raff, Horst
- 18/2018 Time-varying capital requirements and disclosure rules: Effects on capitalization and lending decisions
by Imbierowicz, Björn & Kragh, Jonas & Rangvid, Jesper
- 17/2018 Offshoring and the polarisation of the demand for capital
by Bursian, Dirk & Nagengast, Arne J.
- 16/2018 The international transmission of monetary policy
by Buch, Claudia M. & Bussiere, Matthieu & Goldberg, Linda & Hills, Robert
- 15/2018 Safe but fragile: Information acquisition, sponsor support and shadow bank runs
by König, Philipp J. & Pothier, David
- 14/2018 The time-varying impact of systematic risk factors on corporate bond spreads
by Klein, Arne C. & Pliszka, Kamil
- 13/2018 International monetary policy spillovers through the bank funding channel
by Lindner, Peter & Loeffler, Axel & Segalla, Esther & Valitova, Guzel & Vogel, Ursula
- 12/2018 Uncertainty about QE effects when an interest rate peg is anticipated
by Gerke, Rafael & Giesen, Sebastian & Kienzler, Daniel
- 11/2018 Fiscal regimes and the (non)stationarity of debt
by Hollmayr, Josef
- 10/2018 A note on the predictive power of survey data in nowcasting euro area GDP
by Kurz-Kim, Jeong-Ryeol
- 09/2018 Cheap talk? Financial sanctions and non-financial activity
by Besedeš, Tibor & Goldbach, Stefan & Nitsch, Volker
- 08/2018 A comprehensive view on risk reporting: Evidence from supervisory data
by Abbassi, Puriya & Schmidt, Michael
- 07/2018 How far can we forecast? Statistical tests of the predictive content
by Breitung, Jörg & Knüppel, Malte
- 06/2018 Banks' equity stakes and lending: Evidence from a tax reform
by von Beschwitz, Bastian & Foos, Daniel
- 05/2018 Global liquidity and exchange market pressure in emerging market economies
by Hossfeld, Oliver & Pramor, Marcus
- 04/2018 Financial cycles in euro area economies: A cross-country perspective
by Kunovac, Davor & Mandler, Martin & Scharnagl, Michael
- 03/2018 On the cyclical properties of Hamilton's regression filter
by Schüler, Yves S.
- 02/2018 Mixed frequency models with MA components
by Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor
- 01/2018 An analysis of non-traditional activities at German savings banks: Does the type of fee and commission income matter?
by Köhler, Matthias
2017
- 39/2017 Appropriate monetary policy and forecast disagreement at the FOMC
by Schultefrankenfeld, Guido
- 38/2017 Changes in education, wage inequality and working hours over time
by Davoine, Thomas & Mankart, Jochen
- 37/2017 A stress test framework for the German residential mortgage market: Methodology and application
by Siemsen, Thomas & Vilsmeier, Johannes
- 36/2017 Liquidity provision as a monetary policy tool: The ECB's non-standard measures after the financial crisis
by Quint, Dominic & Tristani, Oreste
- 35/2017 Why do banks bear interest rate risk?
by Memmel, Christoph
- 34/2017 A severity function approach to scenario selection
by Mokinski, Frieder
- 33/2017 Moral suasion in regional government bond markets
by Ohls, Jana
- 32/2017 Vulnerable asset management? The case of mutual funds
by Fricke, Christoph & Fricke, Daniel
- 31/2017 Bargaining power and outside options in the interbank lending market
by Abbassi, Puriya & Bräuning, Falk & Schulze, Niels
- 30/2017 (Un)expected monetary policy shocks and term premia
by Kliem, Martin & Meyer-Gohde, Alexander
- 29/2017 Disagreement and monetary policy
by Falck, Elisabeth & Hoffmann, Mathias & Hürtgen, Patrick
- 28/2017 Should unconventional monetary policies become conventional?
by Quint, Dominic & Rabanal, Pau
- 27/2017 Do all new brooms sweep clean? Evidence for outside bank appointments
by Kick, Thomas & Nehring, Inge & Schertler, Andrea
- 26/2017 An integrated shortfall measure for Basel III
by Torchiani, Ingo & Heidorn, Thomas & Schmaltz, Christian
- 25/2017 Optimal trend inflation
by Adam, Klaus & Weber, Henning
- 24/2017 Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve
by Foos, Daniel & Lütkebohmert, Eva & Markovych, Mariia & Pliszka, Kamil
- 23/2017 The financial market effects of the ECB's asset purchase programs
by Lewis, Vivien & Roth, Markus
- 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
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