BCL working papers

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47: Stress testing: The impact of shocks on the capital needs of the Luxembourg banking sector

Abdelaziz Rouabah and John Theal

46: The misconception of the option value of deposit insurance and the efficacy of non-risk-based capital requirements in the literature on bank capital regulation

Paolo Fegatelli

45: Market and Funding Liquidity Stress Testing of the Luxembourg Banking Sector

Francisco Nadal De Simone and Franco Stragiotti

44: The role of collateral requirements in the crisis: one tool for two objectives?

Paolo Fegatelli

43: Liquidity Risk Monitoring Framework: A Supervisory Tool

?tefan Rychtárik and Franco Stragiotti

42: Stress testing and contingency funding plans: an analysis of current practices in the Luxembourg banking sector

Franco Stragiotti

41: Liquidity Scenario Analysis in the Luxembourg Banking Sector

?tefan Rychtárik

40: Pros and Cons of various fiscal measures to stimulate the economy

Carine Bouthevillain, John Caruana, Cristina Checherita Westphal, Jorge Cunha, Esther Gordo, Stephan Haroutunian, Amela Hubic, Geert Langenus, Bernhard Manzke, Javier Pérez and Pietro Tommasino

39: Wages are flexible, aren?t they? evidence from monthly micro wage data

Patrick Lünnemann and Ladislav Wintr

38: Inflation dynamics with labour market matching: assessing alternative specifcations

Kai Christoffel, James Costain, Grégory de Walque, Keith Kuester, Tobias Linzert, Stephen Millard and Olivier Pierrard

37: Regional wages and market potential in the enlarged EU: An empirical investigation

Thomas Mathä and Allison Shwachman

36: LOLA 1.0: Luxembourg overLapping generation model for policy analysis

Olivier Pierrard and Henri Sneessens

35: Financial (in)stability, supervision and liquidity injections: a dynamic general equilibrium approach

Grégory de Walque, Olivier Pierrard and Abdelaziz Rouabah

34: Regional mc parity: do common pricing points reduce deviations from the law of one price?

Thomas Mathä

33: Sequential bargaining in a new-Keynesian model with frictional unemployment and staggered wage negotiation

Grégory de Walque, Olivier Pierrard, Henri Sneessens and Raf Wouters

32: Search in the product market and the real business cycle

Thomas Mathä and Olivier Pierrard

31: A monthly indicator of Economic activity for Luxembourg

Muriel Nguiffo-Boyom

30: Eurosystem communication and financial market expectations

Patrick Luennemann and Dirk Mevis

29: Les taux d?intérêts des banques luxembourgeoises: une étude sur bases agrégée et individuelle

Yann Wicky

28: An analysis of regional commuting flows in the European Union

Jordan Marvakov and Thomas Mathä

27: Banking output & price indicators from quarterly reporting data

Paolo Guarda and Abdelaziz Rouabah

26: Commuters, residents and job competition in Luxembourg

Olivier Pierrard

25: Co-variation des taux de croissance sectoriels au Luxembourg: l?apport des corrélations conditionnelles dynamiques

Abdelaziz Rouabah

24: Mesure de la vulnérabilité du secteur bancaire luxembourgeois

Abdelaziz Rouabah

23: The transition from payg to funding: application to the Luxembourg privat sector pension system

Muriel Bouchet

22: Are internet prices sticky?

Patrick Lünnemann and Ladislav Wintr

21: La sensibilité de l'activité bancaire aux chocs macroéconomiques: une analyse en panel sur des données de banques luxembourgeoises

Abdelaziz Rouabah

20: Peut-on parler de bulle sur le marché immobilier au Luxembourg ?

Christophe Blot

19: New survey evidence on the pricing behaviour of Luxembourg firms

Patrick Lünnemann and Thomas Mathä

18: L'identité de Fisher et l'interaction entre l'inflation et la rentabilité des actions: l'importance des régimes sous-jacents aux marchés boursiers

Abdelaziz Rouabah

17: Consumer price behaviour in Luxembourg: evidence from micro CPI data

Patrick Lünnemann and Thomas Mathä

16: Cape Verde's exchange rate policy and its alternatives

Romain Weber

15: Estimating the natural interest rate for the euro area and Luxembourg

Ladislav Wintr, Paolo Guarda and Abdelaziz Rouabah

14: Nominal rigidities and inflation persistence in Luxembourg: a comparison with EU 15 member countries with particular focus on services and regulated prices

Patrick Lünnemann and Thomas Mathä

13: Les déterminants du solde de la balance des transactions courantes au Luxembourg

Abdelaziz Rouabah

12: Inflation persistence in Luxembourg: a comparison with EU15 countries at the disaggregate level

Patrick Lünnemann and Thomas Mathä

11: The new Keynesian Phillips curve: empirical results for Luxembourg

Ieva Rubene and Paolo Guarda

10: Nouveaux instruments de paiement: une analyse du point de vue de la banque centrale

Li-Chun Yuan

9: Règle de Taylor: estimation et interprétation pour la zone euro et pour le Luxembourg

Patrick Lünnemann and Abdelaziz Rouabah

8: What to expect of the euro? Analysing price differences of individual products in Luxembourg and its surrounding regions

Thomas Mathä

7: The analysis of risk and risk mitigation techniques in payment and securities settlement systems and the impact on central banks? oversight

Simona Amati

6: The sustainability of the private sector pension system from a long-term perspective: the case of Luxembourg

Muriel Bouchet

5: Monetary transmission: empirical evidence from Luxembourg firm-level data

Patrick Lünnemann and Thomas Mathä

4: Potential output and the output gap in Luxembourg: some alternative methods

Paolo Guarda

3: Economies d?échelle, économies de diversification et efficacité productive des banques luxembourgeoises: une analyse comparative des frontières stochastiques sur données en panel

Abdelaziz Rouabah

2: Stock market valuation of old and new economy firms

Patrick Lünnemann

1: An assessment of the national labour market

Erik Walch