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Credit and Capital Markets

2007 - 2020

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Volume 53, issue 1, 2020

Growth in Europe. Notes for a Policy Agenda pp. 1-16
Pier Carlo Padoan
The Costs of Zombification in Europe: Why Austrian Economics Fails and the Empirical Findings for Japan are a Misleading Guide pp. 17-42
Olaf Schlotmann and Frank Eberhardt
When Measuring the Same Leads to Different Conclusions – A Critical Review of Measures Applied to Assess the Degree of Competition in Banking Systems pp. 43-80
Toni Richter, Holger Müller and Horst Gischer
Reforming the Regulatory Treatment of Sovereign Exposures in Banking Regulation pp. 81-122
André Sterzel

Volume 52, issue 4, 2019

A Portfolio Balance Model of the Open Economy pp. 457-476 Downloads
Prof. Dr. Rüdiger Dornbusch €
Stagflation, Persistent Unemployment and the Permanence of Economic Shocks pp. 477-504 Downloads
Karl Brunner €, Alex Cukierman and Allan H. Meltzer €
A Positive Theory of Monetary Policy in a Natural Rate Model pp. 505-525 Downloads
Robert Barro and David B. Gordon
Budget Processes and Commitment to Fiscal Discipline pp. 527-536 Downloads
Jürgen von Hagen and Ian J. Harden
Optimal Monetary Policy with Staggered Wage and Price Contracts pp. 537-571 Downloads
Christopher J. Erceg, Dale W. Henderson and Andrew T. Levin
Optimal Sticky Prices Under Rational Inattention pp. 573-617 Downloads
Bartosz Maćkowiak and Mirko Wiederholt

Volume 52, issue 3, 2019

The Impact of Socio-Economic and Demographic Factors on the Use of Digital Access to Financial Services pp. 295-321
Alexander Conrad, Doris Neuberger, Florian Peters and Fabian Rösch
The Predicament of FinTechs in the Environment of Traditional Banking Sector Regulation – An Analysis of Regulatory Sandboxes as a Possible Solution pp. 323-373
Johannes M. Gerlach and Daniel Rugilo
RThe calculation of the regulatory capital ratios according to the Capital Requirements Regulation (CRR) is based on the IFRS consolidated financial statements. Therefore, banks are able to influence their regulatory capital ratios through discretionary powers when measuring with fair values according to IFRS 13. This paper analyzes the effects that discretionary fair value changes have on the regulatory capital ratios. Furthermore, the impact of the prudent valuation according to article 105 CRR on the regulatory capital ratios is examined. While the results depend on a multitude of factors and vary from case to case, there are situations in which the same fair value change of an identical financial asset can have opposing effects on certain regulatory capital ratios depending on bank specific factors like its regulatory capitalization or its tax rate. As a result, decreasing fair values can in some circumstances lead to higher regulatory capital ratios and thus, indicate a greater solvency. In order to identify possible conflicts of interest, the effects of fair value changes on the comprehensive income are also included in the analysis because the comprehensive income serves as an important target figure for banks in addition to the regulatory capital ratios pp. 375-421
Felix Krauß
Honesty in Regional Cooperative Banks pp. 423-444
Kai-Oliver Maurer

Volume 52, issue 2, 2019

The Time Series Properties of the Real Exchange Rates Between the Member States of the European Monetary Union pp. 149-171
Rainer Maurer
The Interest Rate Sensitivity of Investment pp. 173-190
Guido Baldi and Alexander Lange
The More the Merrier? Detecting Impacts of Bank Regulation After the Global Financial Crisis pp. 191-212
Christian Kalhoefer and Guenter Lang
The Link Between Incomplete Information on the Interbank Network and Counterparty Risk pp. 213-227
Daniel Foerster and Martin Walther
Networks and News in Credit Risk Management pp. 229-251
Ferdinand Graf and Martin Dittgen
An Analysis of Non-Traditional Activities at German Savings Banks – Does the Type of Fee and Commission Income Matter? pp. 253-289
Matthias Koehler

Volume 52, issue 1, 2019

Applying Complexity Theory to Interest Rates: Evidence of Critical Transitions in the Euro Area pp. 1-33
Jan Willem End
The Independence of the European Central Bank pp. 35–68
Ulrike Neyer
New Chicago Views on Inflation Control: The Neo-Fisherian Approach and the Fiscal Theory of the Price Level pp. 69–87
Peter Spahn
What Can We Learn from the Real Bills Doctrine? pp. 89–113
Juha Tarkka

Volume 51, issue 4, 2018

The Non-Standard Monetary Policy Measures of the ECB: Motivations, Effectiveness and Risks pp. 513-560
Stefano Neri and Stefano Siviero
The Limits of a Negative Interest Rate Policy (NIRP) pp. 561-586
Gerhard Illing
Unemployment as a Target for Central Banks? The Case of Hysteresis pp. 587-620
Ansgar Belke
The Swiss Sovereign Money Initiative pp. 621-644
Katrin Assenmacher and Claus Brand
Money and Credit: Lessons of the Irish Bank Strike of 1970 pp. 645-668
Malte Krueger

Volume 51, issue 3, 2018

A Two-Agent Model of Inflation pp. 367-388
Frank Browne and David Cronin
The Alternative Three-Factor Model: Evidence from the German Stock Market pp. 389-420
Dr. Florian Kiesel, M.Sc. Andreas Lübbering and Prof. Dr. Dirk Schiereck
Performance of Bond Ladder Strategies: Evidence from a Period of Low Interest Rates pp. 421-444
Prof. Dr. Christoph Schmidhammer
Regional differences in the efficiency of German savings banks pp. 445-464
Prof. Dr. Peter Reichling and M.Sc. Gordon Schulze
Valuation at origination of legal prepayment options embedded in 15-year German mortgage loans pp. 465-490
Dr. Jan Henrik Wosnitza

Volume 51, issue 2, 2018

Microfinance – Once and Today pp. 183–203
Reinhard Schmidt
The Time Variation of Liquidity Risk in US Stock Markets pp. 205–225
Michael Ludwig
The Payout Behaviour of German Savings Banks pp. 227–257
Matthias Köhler
Cash-flow Sensitivities of Interdependent Corporate Decisions – The Role of Financial Constraints and Hedging Needs pp. 259-292
Christina Bannier and Carolin Schürg
Overcoming the Matthew Effect in Status Dominated Environments – a Configurational Analysis of Venture Capital Investments pp. 293–314
Elisabeth S. C. Berger and Andreas Kuckertz
48. Konstanzer Seminar zur Geldtheorie und Geldpolitik 2017 pp. 315–324
Yao Chen and Katja Mann
Nach Frankfurt 2010 nun Mannheim 2017 – Eindrücke von der EFA-Jahrestagung 2017 in Mannheim und Erfolge deutscher Hochschulen bei den DGF- und EFA-Tagungen seit 2009 pp. 325–337
Wolfgang Breuer

Volume 51, issue 1, 2018

The Creeping Competence of the European Central Bank During the Euro Crisis pp. 41-53
Prof. Michele Chang
The Transparency of the European Central Bank in the Single Supervisory Mechanism pp. 55-72
Dr. Florin Coman-Kund, Dr. Anastasia Karatzia and Prof. Dr. Fabian Amtenbrink
Leadership by Default: The ECB and the Announcement of Outright Monetary Transactions pp. 73-91
Dr. Magnus G. Schoeller
The European Central Bank as the Only Game in Town: How Could Fiscal Policy Makers Play Along? pp. 93-111
Ad van Riet
ECB-Eurogroup Conflicts and Financial Stability in the Eurozone pp. 113-126
Dr. Shawn Donnelly
Solidifying Consensus. An Inquiry into the Expertise of European Monetary Policy Makers pp. 127-150
Sebastian Heidebrecht
On the Role of International Spillovers from the European Central Bank’s Unconventional Monetary Policy pp. 151-170
Ansgar Belke and Irina Dubova

Volume 50, issue 4, 2017

Finanzstabilität, Transparenz und Verantwortlichkeit: Stellungnahme für das Bundesverfassungsgericht pp. 421-454
Martin Hellwig
Effectiveness of Unconventional Monetary Policy in the Euro Area: An Assessment Based on a Literature Survey pp. 455-488
Salomon Fiedler, Isabel Hanisch, Nils Jannsen and Maik Wolters
Money Growth and Aggregate Stock Returns pp. 489-508
Dr. Tobias Böing and Prof. Dr. Georg Stadtmann
Tolling the Bell for “Too-Big-to-Fail”? – A Comparison Between Four Special Bank Resolution Regimes pp. 509-543
Prof. (em.) Dr. Yoichi Iwasa and Prof. Dr. Uwe Vollmer
Leverage Ratios for Different Bank Business Models pp. 545-573
David Grossmann

Volume 50, issue 3, 2017

Reconsidering the Independence of the European Central Bank pp. 267-279
Prof. Dr. Dr. h.c. Rudolf Richter
Goldene Illusionen, gefährliche Folgen: Warum ein entpolitisierter, regelgebundener Goldstandard keine tragfähige Alternative zur derzeitigen Währungsordnung ist pp. 281-298
Prof. Dr. Olaf Schlotmann and Sikandar Siddiqui
What predicts Financial (In)Stability? A Bayesian Approach pp. 299-336
Michael Sigmund and Ingrid Stein
MREL and TLAC: The Path from Bail-out to Bail-in for Banks´ Creditors in the European Union pp. 337-362
Dipl.-Volkswirt Stefan Best and Prof. Dr. Oliver Read
Banks’ Net Interest Margin and the Level of Interest Rates pp. 363-392
Ramona Busch and Christoph Memmel

Volume 50, issue 2, 2017

Sparen, Sparkultur und die neuen Wege der Geldpolitik pp. 121-129
Georg Fahrenschon
Monetary Policy Crisis Management as a Threat to Economic Order pp. 151-169
Andreas Freytag and Gunther Schnabl
Fiscal Soundness and Monetary Policy pp. 171-187
Dr.Florian Buck and Ludger Schuknecht
The Effectivness of the Negative Interest Rate Policy in Japan pp. 189-212
Naoyuki Yoshino, Farhad Taghizadeh-Hesary and Hiroaki Miyamoto
Conducting Monetary Policy in a Complex, Adaptive Economy: Past Mistakes and Future Possibilities pp. 213-235
William R. White
Versicherungswirtschaft:Herausforderung Niedrigzinsumfeld pp. 237-260
Dr.Rolf Ketzler and Klaus Wiener

Volume 50, issue 1, 2017

Relative Price Dispersion and Inflation: Evidence for the UK and the US pp. 3-24
Dr. Gulnihal Aksoy, Don Bredin, Deirdre Corcoran and Stilianos Fountas
Bank of Japan Interventions and the Volatility of the Dollar/Yen Exchange Rate pp. 25-36
Georgios Chortareas and Ying Jiang
Stock Prices Predictability at Long-horizons: Two Tales from the Time-Frequency Domain pp. 37-61
Nikolaos Mitinanoudis and Theologos Dergiades
Investigating the relationship between central bank transparency and stock market volatility in a nonparametric framework pp. 63-83
Stephanos Papadamou, Moise Sidiropoulos and Nickolaos Tzeremes
Page updated 2020-06-06