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Content
2020
- 51/2020 Classification of monetary and fiscal dominance regimes using machine learning techniques
by Hinterlang, Natascha & Hollmayr, Josef
- 50/2020 Interest rate pegs and the reversal puzzle: On the role of anticipation
by Gerke, Rafael & Giesen, Sebastian & Kienzler, Daniel
- 49/2020 Coin migration between Germany and other euro area countries
by Uhl, Matthias
- 48/2020 Connected funds
by Fricke, Daniel & Wilke, Hannes
- 47/2020 Capital controls checkup: Cases, customs, consequences
by Goldbach, Stefan & Nitsch, Volker
- 46/2020 Beta dispersion and market timing
by Kuntz, Laura-Chloé
- 45/2020 Backtesting macroprudential stress tests
by Ramadiah, Amanah & Fricke, Daniel & Caccioli, Fabio
- 44/2020 Predicting monetary policy using artificial neural networks
by Hinterlang, Natascha
- 43/2020 Interactions between bank levies and corporate taxes: How is bank leverage affected?
by Bremus, Franziska & Schmidt, Kirsten & Tonzer, Lena
- 42/2020 Estimation of heterogeneous agent models: A likelihood approach
by Parra-Alvarez, Juan Carlos & Posch, Olaf & Wang, Mu-Chun
- 41/2020 Household savings, capital investments and public policies: What drives the German current account?
by Ruppert, Kilian & Stähler, Nikolai
- 40/2020 Does greater transparency discipline the loan loss provisioning of privately held banks?
by Bischof, Jannis & Foos, Daniel & Riepe, Jan
- 39/2020 Financial shocks and the relative dynamics of tangible and intangible investment: Evidence from the euro area
by Gareis, Johannes & Mayer, Eric
- 38/2020 Procyclical asset management and bond risk premia
by Barbu, Alexandru & Fricke, Christoph & Mönch, Emanuel
- 37/2020 Negative monetary policy rates and systemic banks' risk-taking: Evidence from the euro area securities register
by Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis
- 36/2020 Central bank funding and credit risk-taking
by Bednarek, Peter & Dinger, Valeriya & te Kaat, Daniel Marcel & von Westernhagen, Natalja
- 35/2020 Fiscal sustainability duringthe COVID-19 pandemic
by Hürtgen, Patrick
- 34/2020 Robust inference intime-varying structural VAR models: The DC-Cholesky multivariate stochasticvolatility model
by Hartwig, Benny
- 33/2020 Identifying indicators of systemic risk
by Hartwig, Benny & Meinerding, Christoph & Schüler, Yves
- 32/2020 The (ir)relevance of the nominal lower bound for real yield curve analysis
by Schupp, Fabian
- 31/2020 The fiscal footprint of macroprudential policy
by Reis, Ricardo
- 30/2020 The impact of aging and automation on the macroeconomy and inequality
by Stähler, Nikolai
- 29/2020 Estimating the effects of the Eurosystem's asset purchase programme at the country level
by Mandler, Martin & Scharnagl, Michael
- 28/2020 On the credit-to-GDP gap and spurious medium-term cycles
by Schüler, Yves
- 27/2020 Loan supply and bank capital: A micro-macro linkage
by Kick, Thomas & Malinkovich, Swetlana & Merkl, Christian
- 26/2020 Stressed banks? Evidence from the largest-ever supervisory review
by Abbassi, Puriya & Iyer, Rajkamal & Peydró, José-Luis & Soto, Paul E.
- 25/2020 Compilation of commercial property price indices for Germany tailored for policy use
by Knetsch, Thomas A.
- 24/2020 Measuring price dynamics of package holidays with transaction data
by Henn, Karola & Islam, Chris-Gabriel & Schwind, Patrick & Wieland, Elisabeth
- 23/2020 Interbank risk assessment: A simulation approach
by Jager, Maximilian & Siemsen, Thomas & Vilsmeier, Johannes
- 22/2020 Long-term outlook for the German statutory pension system
by Schön, Matthias
- 21/2020 Foreign exchange interventions under a one-sided target zone regime and the Swiss franc
by Hertrich, Markus
- 20/2020 The German housing market cycle: Answers to FAQs
by Kajuth, Florian
- 19/2020 Unconventional monetary policy shocks in the euro area and the sovereign-bank nexus
by Hristov, Nikolay & Hülsewig, Oliver & Scharler, Johann
- 18/2020 Doing more with less: The catalytic function of IMF lending and the role of program size
by Krahnke, Tobias
- 17/2020 Rebalancing the euro area: Is wage adjustment in Germany the answer?
by Hoffmann, Mathias & Kliem, Martin & Krause, Michael & Moyen, Stephane & Sauer, Radek
- 16/2020 Dynamic pricing and exchange rate pass-through: Evidence from transaction-level data
by Nagengast, Arne J. & Bursian, Dirk & Menz, Jan-Oliver
- 15/2020 Demographics and the decline in firm entry: Lessons from a life-cycle model
by Röhe, Oke & Stähler, Nikolai
- 14/2020 The impact of uncertainty and certainty shocks
by Schüler, Yves S.
- 13/2020 Central bank information shocks and exchange rates
by Franz, Thorsten
- 12/2020 Measuring spatial price differentials: A comparison of stochastic index number methods
by Weinand, Sebastian
- 11/2020 On adjusting the one-sided Hodrick-Prescott filter
by Wolf, Elias & Mokinski, Frieder & Schüler, Yves
- 10/2020 Implications of negative interest rates for the net interest margin and lending of euro area banks
by Klein, Melanie
- 09/2020 The market impact of systemic risk capital surcharges
by Gündüz, Yalin
- 08/2020 Recession probabilities falling from the STARs
by Eraslan, Sercan & Nöller, Marvin
- 07/2020 Leaping into the dark: A theory of policy gambles
by Anand, Kartik & Gai, Prasanna & König, Philipp Johann
- 06/2020 Partial pooling with cross-country priors: An application to house price shocks
by Roth, Markus
- 05/2020 Financial variables as predictors of real growth vulnerability
by Reichlin, Lucrezia & Ricco, Giovanni & Hasenzagl, Thomas
- 04/2020 Financial stability committees and the countercyclical capital buffer
by Edge, Rochelle M. & Liang, Jean Nellie
- 03/2020 The power of forward guidance in a quantitative TANK model
by Gerke, Rafael & Giesen, Sebastian & Scheer, F. Alexander
- 02/2020 Interest and credit risk management in German banks: Evidence from a quantitative survey
by Dräger, Vanessa & Heckmann-Draisbach, Lotta & Memmel, Christoph
- 01/2020 Indeterminacy and imperfect information
by Lubik, Thomas A. & Matthes, Christian & Mertens, Elmar
2019
- 49/2019 The transmission of bank capital requirements and monetary policy to bank lending
by Imbierowicz, Björn & Löffler, Axel & Vogel, Ursula
- 48/2019 Does the lack of financial stability impair the transmission of monetary policy?
by Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel
- 47/2019 Financial frictions,the Phillips curve and monetary policy
by Lieberknecht, Philipp
- 46/2019 The impact of US tariffs against China on US imports: Evidence for trade diversion?
by Meinen, Philipp & Schulte, Patrick & Cigna, Simone & Steinhoff, Nils
- 45/2019 Capital flows, real estate, and local cycles: Evidence from German cities, banks, and firms
by Bednarek, Peter & te Kaat, Daniel Marcel & Ma, Chang & Rebucci, Alessandro
- 44/2019 Labor productivity, effort and the euro area business cycle
by Lewis, Vivien & Villa, Stefania & Wolters, Maik H.
- 43/2019 The fire-sale channels of universal banks in the European sovereign debt crisis
by Bagattini, Giulio & Fecht, Falko & Weber, Patrick
- 42/2019 OTC discount
by de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael
- 41/2019 Nowcasting GDP with a large factor model space
by Eraslan, Sercan & Schröder, Maximilian
- 40/2019 Cross-country differences in homeownership: A cultural phenomenon?
by Huber, Stefanie J. & Schmidt, Tobias
- 39/2019 Foreign exchange dealer asset pricing
by Reitz, Stefan & Umlandt, Dennis
- 38/2019 The real effects of bank distress: Evidence from bank bailouts in Germany
by Bersch, Johannes & Degryse, Hans & Kick, Thomas & Stein, Ingrid
- 37/2019 Statistical governance and FDI in emerging economies
by von Kalckreuth, Ulf
- 36/2019 Uncertainty shocks and financial crisis indicators
by Hristov, Nikolay & Roth, Markus
- 35/2019 Estimating regional wealth in Germany: How different are East and West really?
by Kreutzmann, Ann-Kristin & Marek, Philipp & Salvati, Nicola & Schmid, Timo
- 34/2019 Expectations formation, sticky prices, and the ZLB
by Bersson, Betsy & Hürtgen, Patrick & Paustian, Matthias
- 33/2019 When old meets young? Germany's population ageing and the current account
by Schön, Matthias & Stähler, Nikolai
- 32/2019 Price trends over the product life cycle and the optimal inflation target
by Adam, Klaus & Weber, Henning
- 31/2019 A novel housing price misalignment indicator for Germany
by Hertrich, Markus
- 30/2019 Risk weighting, private lending and macroeconomic dynamics
by Donadelli, Michael & Jüppner, Marcus & Prosperi, Lorenzo
- 29/2019 Going the extra mile: Effort by workers and job-seekers
by Hertweck, Matthias S. & Lewis, Vivien & Villa, Stefania
- 28/2019 Forecast uncertainty, disagreement, and the linear pool
by Knüppel, Malte & Krüger, Fabian
- 27/2019 Do conventional monetary policy instruments matter in unconventional times?
by Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena
- 26/2019 The effects of the eurosystem's APP on euro area bank lending: Letting different data speak
by Blaes, Barno A. & Kraaz, Björn & Offermanns, Christian J.
- 25/2019 Macro to the rescue? An analysis of macroprudential instruments to regulate housing credit
by Falter, Alexander
- 24/2019 Capital flows in the euro area and TARGET2 balances
by Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo
- 23/2019 Bank loan supply shocks and alternative financing of non-financial corporations in the euro area
by Mandler, Martin & Scharnagl, Michael
- 22/2019 Financial cycles across G7 economies: A view from wavelet analysis
by Mandler, Martin & Scharnagl, Michael
- 21/2019 Bank profitability, leverage constraints, and risk-taking
by Martynova, Natalya & Ratnovski, Lev & Vlahu, Razvan E.
- 20/2019 The rise of part-time work: A German-French comparison
by Marotzke, Petra
- 19/2019 Banks' holdings of risky sovereign bonds in the absence of the nexus: Yield seeking with central bank funding or de-risking?
by Frey, Rainer & Weth, Mark
- 18/2019 Agricultural productivity shocks and poverty in India: The short- and long-term effects of monsoon rainfall
by Brey, Björn & Hertweck, Matthias S.
- 17/2019 Stress testing the German mortgage market
by Barasinska, Nataliya & Haenle, Philipp & Koban, Anne & Schmidt, Alexander
- 16/2019 Extreme inflation and time-varying consumption growth
by Dergunov, Ilya & Meinerding, Christoph & Schlag, Christian
- 15/2019 A flexible state-space model with lagged states and lagged dependent variables: Simulation smoothing
by Hauber, Philipp & Schumacher, Christian & Zhang, Jiachun
- 14/2019 Equilibrium real exchange rate estimates across time and space
by Fischer, Christoph
- 13/2019 Labor market reforms, precautionary savings, and global imbalances
by Hochmuth, Brigitte & Moyen, Stephane & Stähler, Nikolai
- 12/2019 Fear, deposit insurance schemes, and deposit reallocation in the German banking system
by Fecht, Falko & Thum, Stefan & Weber, Patrick
- 11/2019 Redemptions and asset liquidations in corporate bond funds
by Dötz, Niko & Weth, Mark
- 10/2019 Procyclical leverage in Europe and its role in asset pricing
by Baltzer, Markus & Koehl, Alexandra & Reitz, Stefan
- 09/2019 Model and estimation risk in credit risk stress tests
by Grundke, Peter & Pliszka, Kamil & Tuchscherer, Michael
- 08/2019 The nonlinear dynamics of corporate bond spreads: Regime-dependent effects of their determinants
by Fischer, Henning & Stolper, Oscar
- 07/2019 Information effects of euro area monetary policy: New evidence from high-frequency futures data
by Kerssenfischer, Mark
- 06/2019 Connectedness between G10 currencies: Searching for the causal structure
by Bettendorf, Timo & Heinlein, Reinhold
- 05/2019 What drives the short-term fluctuations of banks' exposure to interest rate risk?
by Memmel, Christoph
- 04/2019 Anatomy of regional price differentials: Evidence from micro price data
by Weinand, Sebastian & von Auer, Ludwig
- 03/2019 Who benefits from using property taxes to finance a labor tax wedge reduction?
by Stähler, Nikolai
- 02/2019 Monetary policy, housing, and collateral constraints
by Franz, Thorsten
- 01/2019 The interest rate exposure of euro area households
by Tzamourani, Panagiota
2018
- 57/2018 Credit crunches from occasionally binding bank borrowing constraints
by Holden, Tom D. & Levine, Paul & Swarbrick, Jonathan M.
- 56/2018 Assessing the uncertainty in central banks' inflation outlooks
by Knüppel, Malte & Schultefrankenfeld, Guido
- 55/2018 Revisiting the finance and growth nexus: A deeper look at sectors and instruments
by Unger, Robert
- 54/2018 Effects of bank capital requirement tightenings on inequality
by Eickmeier, Sandra & Kolb, Benedikt & Prieto, Esteban
- 53/2018 Politics, banks, and sub-sovereign debt: Unholy trinity or divine coincidence?
by Koetter, Michael & Popov, Alexander
- 52/2018 The role of non-performing loans for bank lending rates
by Bredl, Sebastian
- 51/2018 Bank capital buffers in a dynamic model
by Mankart, Jochen & Michaelides, Alexander & Pagratis, Spyros
- 50/2018 Monetary-fiscal interaction and quantitative easing
by Hollmayr, Josef & Kühl, Michael
- 49/2018 May the force be with you: Exit barriers, governance shocks, and profitability sclerosis in banking
by Koetter, Michael & Müller, Carola & Noth, Felix & Fritz, Benedikt
- 48/2018 An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?
by Beutel, Johannes & List, Sophia & von Schweinitz, Gregor
- 47/2018 A structural quantitative analysis of services trade de-liberalization
by Blank, Sven & Egger, Peter H. & Merlo, Valeria & Wamser, Georg
- 46/2018 Monetary policy communication shocks and the macroeconomy
by Goodhead, Robert & Kolb, Benedikt
- 45/2018 Freeze! Financial sanctions and bank responses
by Efing, Matthias & Goldbach, Stefan & Nitsch, Volker
- 44/2018 Macroeconomic effects of bank capital regulation
by Eickmeier, Sandra & Kolb, Benedikt & Prieto, Esteban
- 43/2018 Implications of bank regulation for loan supply and bank stability: A dynamic perspective
by Bucher, Monika & Dietrich, Diemo & Hauck, Achim
- 42/2018 The pricing of FX forward contracts: Micro evidence from banks' dollar hedging
by Abbassi, Puriya & Bräuning, Falk
- 41/2018 Seasonal adjustment of daily time series
by Ollech, Daniel
- 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
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