Discussion Papers

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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

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

34/2012: Estimating endogenous liquidity using transaction and order book information

Philippe Durand, Yalin Gündüz and Isabelle Thomazeau

33/2012: Which banks are more risky? The impact of loan growth and business model on bank risk-taking

Matthias Köhler

32/2012: Persuasion by stress testing: Optimal disclosure of supervisory information in the banking sector

Wolfgang Gick and Thilo Pausch

31/2012: The determinants of service imports: The role of cost pressure and financial constraints

Elena Biewen, Daniela Harsch and Julia Spies

30/2012: Measuring option implied degree of distress in the US financial sector using the entropy principle

Philipp Matros and Johannes Vilsmeier

29/2012: Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results

Sylvia Kaufmann and Christian Schumacher

28/2012: Diversification and determinants of international credit portfolios: Evidence from German banks

Benjamin Böninghausen and Matthias Köhler

27/2012: Early warning indicators for the German banking system: A macroprudential analysis

Nadya Jahn and Thomas Kick

26/2012: Determinants of the interest rate pass-through of banks: Evidence from German loan products

Tobias Schlüter, Ramona Busch, Thomas Hartmann-Wendels and Sönke Sievers

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

Anke Kablau and Matthias Weiß