Discussion Papers

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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

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

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

Anke Kablau and Matthias Weiß

51/2022: The preferential treatment of green bonds

Francesco Giovanardi, Matthias Kaldorf, Lucas Radke and Florian Wicknig

28/2020: On the credit-to-GDP gap and spurious medium-term cycles

Yves Schüler

29/2018: Interest rate rules under financial dominance

Vivien Lewis and Markus Roth

35/2016: Solving RE models with discontinuous policy rules – an application to minimum wage setting in Germany

Dirk Bursian

44/2015: Fundamentals matter: Idiosyncratic shocks and interbank relations

Peter Bednarek, Valeriya Dinger and Natalja von Westernhagen

40/2015: Arbitraging the Basel securitization framework: Evidence from German ABS investment

Matthias Efing

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

Christoph Fricke and Lukas Menkhoff

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

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

11/2014: Analyzing business and financial cycles using multi-level factor models

Jörg Breitung and Sandra Eickmeier

10/2014: A consistent set of multilateral productivity approach-based indicators of price competitiveness

Christoph Fischer and Oliver Hossfeld

09/2014: Market transparency and the marking precision of bond mutual fund managers

Gjergji Cici, Scott Gibson, Yalin Gündüz and John J. Merrick

08/2014: The financial accelerator and market-based debt instruments: A role for maturities?

Michael Kühl

07/2014: Wealth shocks, credit-supply shocks, and asset allocation: Evidence from household and firm portfolios

Thomas Kick, Benedikt Ruprecht, Enrico Onali and Klaus Schaeck

06/2014: Lucas paradox and allocation puzzle: Is the euro area different?

Sabine Herrmann and Joern Kleinert

05/2014: Earnings baths by bank CEOs during turnovers

Sven Bornemann, Andreas Pfingsten, Thomas Kick and Andrea Schertler

04/2014: Cash management and payment choices: A simulation model with international comparisons

Carlos Alberto Arango, Yassine Bouhdaoui, David Bounie, Martina Eschelbach and Lola Hernandez

03/2014: Investor fears and risk premia for rare events

Claudia Schwarz

02/2014: Filling in the blanks: Network structure and interbank contagion

Kartik Anand, Ben Craig and Goetz von Peter

01/2014: The distribution of debt across euro area countries: The role of individual characteristics, institutions and credit conditions

Olympia Bover, Jose Casado, Sónia Costa, Philip Du Caju, Yvonne McCarthy, Eva Sierminska, Panagiota Tzamourani, Ernesto Villanueva and Tibor Zavadil

57/2013: Cost leadership and bank internationalization

Rients Galema, Michael Koetter and Caroline Liesegang

56/2013: Market timing, maturity mismatch, and risk management: Evidence from the banking industry

Benedikt Ruprecht, Oliver Entrop, Thomas Kick and Marco Wilkens

55/2013: Bank leverage cycles and the external finance premium

Ansgar Rannenberg

54/2013: The role of interbank relationships and liquidity needs

Ben Craig, Falko Fecht and Günseli Tümer-Alkan

53/2013: Banks' concentration versus diversification in the loan portfolio: New evidence from Germany

Nadya Jahn, Christoph Memmel and Andreas Pfingsten