Discussion Papers
From Deutsche Bundesbank Contact information at EDIRC. Bibliographic data for series maintained by ZBW - Leibniz Information Centre for Economics (). Access Statistics for this working paper series.
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- 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
- 08/2015: Securities trading by banks and credit supply: Micro-evidence
- Puriya Abbassi, Rajkamal Iyer, Jose-Luis Peydro and Francesc Rodríguez Tous
- 07/2015: Imperfect information about financial frictions and consequences for the business cycle

- Josef Hollmayr and Michael Kühl
- 06/2015: Fiscal austerity, unemployment and family firms

- Zsuzsa Munkacsi
- 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
- 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
- 01/2015: Employment, hours and optimal monetary policy

- Maarten Dossche, Vivien Lewis and Céline Poilly
- 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
- 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
- 41/2014: Unconventional monetary policy in an open economy

- Jana Bricco ('Gieck')
- 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
- 29/2014: A one-off wealth levy? Assessing the pros, the cons and the importance of credibility

- Gerhard Kempkes and Nikolai Stähler
- 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
- 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
- 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
- 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
- 19/2014: Mitigating financial stress in a bank-financed economy: Equity injections into banks or purchases of assets?

- Michael Kühl
- 18/2014: Interbank lending and distress: Observables, unobservables, and network structure

- Ben Craig, Michael Koetter and Ulrich Krüger
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