Discussion Papers

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22/2015: Characterizing the financial cycle: Evidence from a frequency domain analysis

Till Strohsal, Christian Proaño and Juergen Wolters

21/2015: Cross-border banking and business cycles in asymmetric currency unions

Lena Dräger and Christian Proaño

20/2015: The synchronization of European credit cycles

Barbara Meller and Norbert Metiu

19/2015: Calculating trading book capital: Is risk separation appropriate?

Peter Raupach

18/2015: Multinational banks' deleveraging in the crisis driven by pre-crisis characteristics and behavior

Rainer Frey

17/2015: International financial market integration, asset compositions, and the falling exchange rate pass-through

Almira Buzaushina, Zeno Enders and Mathias Hoffmann

16/2015: Banks' net interest margin and the level of interest rates

Ramona Busch and Christoph Memmel

15/2015: German wage moderation and European imbalances: Feeding the global VAR with theory

Timo Bettendorf and Miguel Leon-Ledesma

14/2015: Tales of transition paths: Policy uncertainty and random walks

Josef Hollmayr and Christian Matthes

13/2015: Market discipline across bank governance models: Empirical evidence from German depositors

Eva A. Arnold, Ingrid Größl and Philipp Koziol

12/2015: Lethal lapses: How a positive interest rate shock might stress German life insurers

Mark Feodoria and Till Förstemann

11/2015: The pattern of home ownership across cohorts and its impact on the net wealth distribution: Empirical evidence from Germany and the US

Arthur Alik-Lagrange and Tobias Schmidt

10/2015: The interest rate pass-through in the euro area during the sovereign debt crisis

Julia von Borstel, Sandra Eickmeier and Leo Krippner

09/2015: Do exposures to sagging real estate, subprime or conduits abroad lead to contraction and flight to quality in bank lending at home?

Steven Ongena, Günseli Tümer-Alkan and Natalja von Westernhagen

07/2015: Imperfect information about financial frictions and consequences for the business cycle

Josef Hollmayr and Michael Kühl

05/2015: German and the rest of euro area fiscal policy during the crisis

Niklas Gadatsch, Klemens Hauzenberger and Nikolai Stähler

04/2015: Financial frictions and global spillovers

Norbert Metiu, Björn Hilberg and Michael Grill

01/2015: Employment, hours and optimal monetary policy

Maarten Dossche, Vivien Lewis and Céline Poilly

44/2014: A network view on interbank market freezes

Silvia Gabrieli and Co-Pierre Georg

43/2014: Updating the option implied probability of default methodology

Johannes Vilsmeier

42/2014: Who trades on momentum?

Markus Baltzer, Stephan Jank and Esad Smajlbegovic

40/2014: Forecast-error-based estimation of forecast uncertainty when the horizon is increased

Malte Knüppel

39/2014: Loan loss provisioning and procyclicality: Evidence from an expected loss model

Christian Domikowsky, Sven Bornemann, Klaus Duellmann and Andreas Pfingsten

38/2014: Taxing banks: An evaluation of the German bank levy

Claudia Buch, Björn Hilberg and Lena Tonzer

37/2014: Decomposition of country-specific corporate bond spreads

Niko Dötz

36/2014: What predicts financial (in)stability? A Bayesian approach

Judith Eidenberger, Benjamin Neudorfer, Michael Sigmund and Ingrid Stein

35/2014: Financial conditions, macroeconomic factors and (un)expected bond excess returns

Christoph Fricke and Lukas Menkhoff

34/2014: Carry funding and safe haven currencies: A threshold regression approach

Oliver Hossfeld and Ronald MacDonald

33/2014: Money growth and consumer price inflation in the euro area: A wavelet analysis

Martin Mandler and Michael Scharnagl

32/2014: Pro-cyclical capital regulation and lending

Markus Behn, Rainer Haselmann and Paul Wachtel

31/2014: Banks, markets, and financial stability

Armin Eder, Falko Fecht and Thilo Pausch

30/2014: International capital flows, external assets and output volatility

Mathias Hoffmann, Michael Krause and Peter Tillmann

28/2014: Contingent convertible bonds and the stability of bank funding: The case of partial writedown

Dirk Bleich

27/2014: Wie wirkt sich das Niedrigzinsumfeld auf die Solvabilität der deutschen Lebensversicherer aus?

Anke Kablau and Matthias Weiß

24/2014: Inflation, deflation, and uncertainty: What drives euro area option-implied inflation expectations and are they still anchored in the sovereign debt crisis?

Michael Scharnagl and Jelena Stapf

27/2014e: How is the low-interest-rate environment affecting the solvency of German life insurers?

Anke Kablau and Matthias Weiß

08/2015: Securities trading by banks and credit supply: Micro-evidence

Puriya Abbassi, Rajkamal Iyer, Jose-Luis Peydro and Francesc Rodríguez Tous

06/2015: Fiscal austerity, unemployment and family firms

Zsuzsa Munkacsi

03/2015: Centrality-based capital allocations

Adrian Alter, Ben Craig and Peter Raupach

02/2015: The term structure of interest rates and the macroeconomy: Learning about economic dynamics from a FAVAR

Arne Halberstadt

46/2014: Banking market structure and macroeconomic stability: Are low-income countries special?

Franziska Bremus and Claudia Buch

45/2014: Cross-border liquidity, relationships and monetary policy: Evidence from the Euro area interbank crisis

Puriya Abbassi, Falk Bräuning, Falko Fecht and Jose-Luis Peydro

41/2014: Unconventional monetary policy in an open economy

Jana Bricco ('Gieck')

29/2014: A one-off wealth levy? Assessing the pros, the cons and the importance of credibility

Gerhard Kempkes and Nikolai Stähler

26/2014: MIDAS and bridge equations

Christian Schumacher

25/2014: Bank capital, the state contingency of banks' assets and its role for the transmission of shocks

Michael Kühl

23/2014: Contagious herding and endogenous network formation in financial networks

Co-Pierre Georg

22/2014: A network analysis of the evolution of the German interbank market

Tarik Roukny, Co-Pierre Georg and Stefano Battiston

21/2014: Do correlated defaults matter for CDS premia? An empirical analysis

Christian Koziol, Philipp Koziol and Thomas Schön

20/2014: The multivariate option iPoD framework: assessing systemic financial risk

Philipp Matros and Johannes Vilsmeier