Details about Falk Bräuning

Access statistics for papers by Falk Bräuning.

Last updated 2023-12-05. Update your information in the RePEc Author Service.

Short-id: pbr482

Working Papers

2025

1. Evidence That Relaxing Dealers’ Risk Constraints Can Make the Treasury Market More Liquid
   Current Policy Perspectives, Federal Reserve Bank of Boston

2024

2. Dealer Risk Limits and Currency Returns
   Working Papers, Federal Reserve Bank of Boston
3. Is Post-pandemic Wage Growth Fueling Inflation?
   Current Policy Perspectives, Federal Reserve Bank of Boston
4. The Effect of Primary Dealer Constraints on Intermediation in the Treasury Market
   Working Papers, Federal Reserve Bank of Boston

2023

5. Cost-Price Relationships in a Concentrated Economy
   Working Papers, Federal Reserve Bank of Boston View citations (1)
   Also in Current Policy Perspectives, Federal Reserve Bank of Boston (2022) View citations (6)
6. Firms’ Cash Holdings and Monetary Policy Transmission
   Current Policy Perspectives, Federal Reserve Bank of Boston
7. High-Yield Debt Covenants and Their Real Effects
   Working Papers, Federal Reserve Bank of Dallas
   Also in Working Papers, Federal Reserve Bank of Boston (2022) View citations (2)
   NBER Working Papers, National Bureau of Economic Research, Inc (2022) View citations (2)
8. Interest Expenses, Coverage Ratio, and Firm Distress
   Current Policy Perspectives, Federal Reserve Bank of Boston View citations (1)
9. The Historical Effects of Banking Distress on Economic Activity
   Current Policy Perspectives, Federal Reserve Bank of Boston

2022

10. Did High Leverage Render Small Businesses Vulnerable to the COVID-19 Shock?
    Working Papers, Federal Reserve Bank of Boston View citations (1)

2021

11. A Helping Hand to Main Street Where and When It Was Needed
    Current Policy Perspectives, Federal Reserve Bank of Boston View citations (2)
12. Corporate Finance and the Transmission of Shocks to the Real Economy
    Working Papers, Federal Reserve Bank of Boston View citations (1)
13. The Transmission Mechanisms of International Business Cycles: Output Spillovers through Trade and Financial Linkages
    Working Papers, Federal Reserve Bank of Boston View citations (2)
14. Uptake of the Main Street Lending Program
    Current Policy Perspectives, Federal Reserve Bank of Boston View citations (5)
    Also in FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2021) View citations (5)

2020

15. Bargaining Power and Outside Options in the Interbank Lending Market
    Working Papers, Federal Reserve Bank of Boston
    Also in Discussion Papers, Deutsche Bundesbank (2017) View citations (2)
    See also Journal Article Bargaining power and outside options in the interbank lending market, Financial Management, Financial Management Association International (2021) (2021)
16. Corporate Debt Maturity and Monetary Policy
    Current Policy Perspectives, Federal Reserve Bank of Boston View citations (1)
17. Real Effects of Foreign Exchange Risk Migration: Evidence from Matched Firm-Bank Microdata
    Working Papers, Federal Reserve Bank of Boston
    Also in Discussion Papers, Deutsche Bundesbank (2020)
18. The Great Leverage 2.0? A Tale of Different Indicators of Corporate Leverage
    Current Policy Perspectives, Federal Reserve Bank of Boston
19. The Impact of Regulatory Stress Tests on Bank Lending and Its Macroeconomic Consequences
    Working Papers, Federal Reserve Bank of Boston View citations (3)

2019

20. Output Spillovers from U.S. Monetary Policy: The Role of International Trade and Financial Linkages
    Working Papers, Federal Reserve Bank of Boston View citations (4)
21. Stress testing effects on portfolio similarities among large US Banks
    Current Policy Perspectives, Federal Reserve Bank of Boston View citations (3)

2018

22. International financial integration, crises and monetary policy: evidence from the Euro area interbank crises
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2017) View citations (1)
    Working Papers, Federal Reserve Bank of Boston (2017) View citations (1)
23. The pricing of FX forward contracts: Micro evidence from banks' dollar hedging
    Discussion Papers, Deutsche Bundesbank View citations (4)
    Also in Working Papers, Federal Reserve Bank of Boston (2018) View citations (5)
24. U.S. Monetary Policy and Emerging Market Credit Cycles
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
    Also in Working Papers, Federal Reserve Bank of Boston (2017) View citations (2)
    See also Journal Article U.S. monetary policy and emerging market credit cycles, Journal of Monetary Economics, Elsevier (2020) View citations (23) (2020)

2017

25. International Financial Integration, Crises and Monetary Policy: Cross-Border Interbank Lending During the Euro Crises
    Working Papers, Barcelona School of Economics
26. Monetary Policy and Global Banking
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (58)
    Also in Working Papers, Federal Reserve Bank of Boston (2016) View citations (12)
    See also Journal Article Monetary Policy and Global Banking, Journal of Finance, American Finance Association (2020) View citations (40) (2020)
27. The liquidity effect of the Federal Reserve’s balance sheet reduction on short-term interest rates
    Current Policy Perspectives, Federal Reserve Bank of Boston View citations (4)
28. Uncovering covered interest parity: the role of bank regulation and monetary policy
    Current Policy Perspectives, Federal Reserve Bank of Boston View citations (8)

2016

29. A dynamic network model of the unsecured interbank lending market
    Working Papers, Federal Reserve Bank of Boston View citations (3)
    Also in BIS Working Papers, Bank for International Settlements (2015) View citations (28)
    See also Journal Article A dynamic network model of the unsecured interbank lending market, Journal of Economic Dynamics and Control, Elsevier (2018) View citations (19) (2018)
30. Relationship lending in the interbank market and the price of liquidity
    Working Papers, Federal Reserve Bank of Boston View citations (26)
    Also in Discussion Papers, Deutsche Bundesbank (2012) View citations (48)
    See also Journal Article Relationship Lending in the Interbank Market and the Price of Liquidity, Review of Finance, European Finance Association (2017) View citations (56) (2017)
31. The Dynamic Factor Network Model with an Application to Global Credit-Risk
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)
    Also in Working Papers, Federal Reserve Bank of Boston (2016) View citations (1)

2015

32. Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (19)
    Also in Discussion Papers, Deutsche Bundesbank (2014) View citations (37)

2012

33. Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis
    Tinbergen Institute Discussion Papers, Tinbergen Institute
    See also Journal Article Forecasting macroeconomic variables using collapsed dynamic factor analysis, International Journal of Forecasting, Elsevier (2014) View citations (37) (2014)

Journal Articles

2023

1. Exchange rate risk, banks' currency mismatches, and credit supply
   Journal of International Economics, 2023, 141, (C) View citations (2)
2. The Transmission Mechanisms of International Business Cycles: International Trade and the Foreign Effects of US Monetary Policy
   IMF Economic Review, 2023, 71, (1), 300-325 View citations (3)

2022

3. Cross-border interbank liquidity, crises, and monetary policy
   Journal of International Economics, 2022, 139, (C) View citations (2)

2021

4. Bargaining power and outside options in the interbank lending market
   Financial Management, 2021, 50, (2), 553-586
   See also Working Paper Bargaining Power and Outside Options in the Interbank Lending Market, Working Papers (2020) (2020)
5. Demand Effects in the FX Forward Market: Micro Evidence from Banks’ Dollar Hedging
   The Review of Financial Studies, 2021, 34, (9), 4177-4215 View citations (6)

2020

6. Monetary Policy and Global Banking
   Journal of Finance, 2020, 75, (6), 3055-3095 View citations (40)
   See also Working Paper Monetary Policy and Global Banking, NBER Working Papers (2017) View citations (58) (2017)
7. The dynamic factor network model with an application to international trade
   Journal of Econometrics, 2020, 216, (2), 494-515 View citations (6)
8. U.S. monetary policy and emerging market credit cycles
   Journal of Monetary Economics, 2020, 112, (C), 57-76 View citations (23)
   See also Working Paper U.S. Monetary Policy and Emerging Market Credit Cycles, NBER Working Papers (2018) View citations (10) (2018)

2018

9. A dynamic network model of the unsecured interbank lending market
   Journal of Economic Dynamics and Control, 2018, 90, (C), 310-342 View citations (19)
   See also Working Paper A dynamic network model of the unsecured interbank lending market, Working Papers (2016) View citations (3) (2016)

2017

10. Relationship Lending in the Interbank Market and the Price of Liquidity
    Review of Finance, 2017, 21, (1), 33-75 View citations (56)
    See also Working Paper Relationship lending in the interbank market and the price of liquidity, Working Papers (2016) View citations (26) (2016)

2014

11. Forecasting macroeconomic variables using collapsed dynamic factor analysis
    International Journal of Forecasting, 2014, 30, (3), 572-584 View citations (37)
    See also Working Paper Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis, Tinbergen Institute Discussion Papers (2012) (2012)