Discussion Papers

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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

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

31/2014: Banks, markets, and financial stability

Armin Eder, Falko Fecht and Thilo Pausch

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

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

Anke Kablau and Matthias Weiß

23/2017: The financial market effects of the ECB's asset purchase programs

Vivien Lewis and Markus Roth

18/2017: Google data in bridge equation models for German GDP

Thomas Götz and Thomas Knetsch

12/2017: Chow-Lin x N: How adding a panel dimension can improve accuracy

Timo Bettendorf and Dirk Bursian

37/2016: Potential implications of a NSFR on German banks' credit supply and profitability

Matthias Schmitt and Christian Schmaltz

46/2015: Credit risk stress testing and copulas: Is the Gaussian copula better than its reputation?

Philipp Koziol, Carmen Schell and Meik Eckhardt

43/2015: The influence of an up-front experiment on respondents' recording behaviour in payment diaries: Evidence from Germany

Susann Sieber and Tobias Schmidt

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

Christian Domikowsky, Sven Bornemann, Klaus Duellmann and Andreas Pfingsten

32/2014: Pro-cyclical capital regulation and lending

Markus Behn, Rainer Haselmann and Paul Wachtel

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

Mathias Hoffmann, Michael Krause and Peter Tillmann

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

17/2014: International banking and liquidity risk transmission: Lessons from across countries

Claudia Buch and Linda Goldberg

16/2014: Household saving behavior and credit constraints in the Euro area

Julia Le Blanc, Alessandro Porpiglia, Federica Teppa, Junyi Zhu and Michael Ziegelmeyer

15/2014: Quantifying the components of the banks' net interest margin

Ramona Busch and Christoph Memmel

14/2014: Collateral imbalances in intra-European trade? Accounting for the differences between gross and value added trade balances

Arne Nagengast and Robert Stehrer

13/2014: Consumer cash usage: A cross-country comparison with payment diary survey data

John Bagnall, David Bounie, Kim Huynh, Anneke Kosse, Tobias Schmidt, Scott Schuh and Helmut Stix

12/2014: How do households allocate their assets? Stylized facts from the eurosystem household finance and consumption survey

Luc Arrondel, Laura Bartiloro, Pirmin Fessler, Peter Lindner, Thomas Mathä, Cristiana Rampazzi, Frédérique Savignac, Tobias Schmidt, Martin Schürz and Philip Vermeulen