Discussion Papers

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48/2013: Changing forces of gravity: How the crisis affected international banking

Claudia Buch, Katja Neugebauer and Christoph Schröder

47/2013: Cash holdings of German open-end equity funds: Does ownership matter?

Niko Dötz and Mark Weth

46/2013: Assessing house prices in Germany: Evidence from an estimated stock-flow model using regional data

Florian Kajuth, Thomas Knetsch and Nicolas Pinkwart

45/2013: Monetary policy and stock market volatility

Dirk Bleich, Ralf Fendel and Jan-Christoph Rülke

44/2013: Collateral requirements and asset prices

Johannes Brumm, Michael Grill, Felix Kubler and Karl Schmedders

43/2013: Disentangling economic recessions and depressions

Bertrand Candelon, Norbert Metiu and Stefan Straetmans

42/2013: Is proprietary trading detrimental to retail investors?

Falko Fecht, Andreas Hackethal and Yigitcan Karabulut

41/2013: Interest rate risk and the Swiss solvency test

Armin Eder, Sebastian Keiler and Hannes Pichl

40/2013: How stressed are banks in the interbank market?

Puriya Abbassi, Falko Fecht and Patrick Weber

39/2013: Uncertainty and bank wholesale funding

Valeriya Dinger and Ben Craig

38/2013: Precautionary motives in short-term cash management: Evidence from German POS transactions

Martina Eschelbach and Tobias Schmidt

37/2013: Bayesian estimation of a DSGE model with asset prices

Martin Kliem and Harald Uhlig

36/2013: Asset prices, collateral, and unconventional monetary policy in a DSGE model

Björn Hilberg and Josef Hollmayr

35/2013: Modelling and measuring business risk and the resiliency of retail banks

Mohamed Chaffai and Michel Dietsch

34/2013: A model of mortgage losses and its applications for macroprudential instruments

Christian Hott

33/2013: Balance sheet strength and bank lending during the global financial crisis

Tümer Kapan and Camelia Minoiu

32/2013: Equity returns in the banking sector in the wake of the great recession and the European sovereign debt crisis

Jorge Chan-Lau, Estelle X. Liu and Jochen M. Schmittmann

31/2013: A single composite financial stress indicator and its real impact in the euro area

Mevlud Islami and Jeong-Ryeol Kurz-Kim

30/2013: Bank risk taking and competition: Evidence from regional banking markets

Thomas Kick and Esteban Prieto

29/2013: Banks and sovereign risk: A granular view

Claudia Buch, Michael Koetter and Jana Ohls

28/2013: The evolution of economic convergence in the European Union

Mihály Borsi and Norbert Metiu

27/2013: Households' disagreement on inflation expectations and socioeconomic media exposure in Germany

Jan-Oliver Menz and Philipp Poppitz

26/2013: Das Erwerbspersonenpotenzial zu Vollzeitäquivalenten: Messkonzept, Projektion und Anwendungsbeispiele

Thomas Knetsch, Katja Sonderhof and Wolfram Kempe

25/2013: Estimation of linear dynamic panel data models with time-invariant regressors

Sebastian Kripfganz and Claudia Schwarz

24/2013: Testing the O-ring theory for FDI

Martina Engemann and Henrike Lindemann

23/2013: Reconciling narrative monetary policy disturbances with structural VAR model shocks?

Martin Kliem and Alexander Kriwoluzky

22/2013: Evaluation of minimum capital requirements for bank loans to SMEs

Klaus Düllmann and Philipp Koziol

21/2013: Catharsis - The real effects of bank insolvency and resolution

Josef Korte

20/2013: The price impact of CDS trading

Yalin Gündüz, Julia Nasev and Monika Trapp

19/2013: Banking across borders

Friederike Niepmann

18/2013: Is local bias a cross-border phenomenon? Evidence from individual investors' international asset allocation

Markus Baltzer, Oscar Stolper and Andreas Walter

17/2013: Does non-interest income make banks more risky? Retail- versus investment-oriented banks

Matthias Köhler

16/2013: Repo funding and internal capital markets in the financial crisis

Cornelia Düwel

15/2013: Structural and cyclical effects of tax progression

Jana Kremer and Nikolai Stähler

14/2013: Restructuring counterparty credit risk

Claudio Albanese, Damiano Brigo and Frank Oertel

13/2013: Time variation in macro-financial linkages

Esteban Prieto, Sandra Eickmeier and Massimiliano Marcellino

12/2013: On the low-frequency relationship between public deficits and inflation

Martin Kliem, Alexander Kriwoluzky and Samad Sarferaz

11/2013: The empirical (ir)relevance of the interest rate assumption for central bank forecasts

Malte Knüppel and Guido Schultefrankenfeld

10/2013: The expectations-driven US current account

Mathias Hoffmann, Michael Krause and Thomas Laubach

09/2013: Optimal sovereign default

Klaus Adam and Michael Grill

08/2013: Sovereign default swap market efficiency and country risk in the eurozone

Yalin Gündüz and Orcun Kaya

07/2013: China's role in global inflation dynamics

Sandra Eickmeier and Markus Kühnlenz

06/2013: Public debt and changing inflation targets

Michael Krause and Stéphane Moyen

05/2013: Is the willingness to take financial risk a sex-linked trait? Evidence from national surveys of household finance

Nataliya Barasinska and Dorothea Schäfer

04/2013: Robustness and informativeness of systemic risk measures

Gunter Löffler and Peter Raupach

03/2013: Understanding global liquidity

Sandra Eickmeier, Leonardo Gambacorta and Boris Hofmann

02/2013: A distribution-free test for outliers

Bertrand Candelon and Norbert Metiu

01/2013: CDS spreads and systemic risk: A spatial econometric approach

Sebastian Keiler and Armin Eder

36/2012: The common drivers of default risk

Christoph Memmel, Yalin Gündüz and Peter Raupach

35/2012: Monetary policy and the oil futures market

Sandra Eickmeier and Marco Lombardi