Discussion Papers

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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

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

25/2012: An affine multifactor model with macro factors for the German term structure: Changing results during the recent crises

Arne Halberstadt and Jelena Stapf

24/2012: Identifying time variability in stock and interest rate dependence

Michael Stein, Mevlud Islami and Jens Lindemann

23/2012: Estimating dynamic tax revenue elasticities for Germany

Gerrit Koester and Christoph Priesmeier

22/2012: Relationship lending in the interbank market and the price of liquidity

Falk Bräuning and Falko Fecht

21/2012: Saving and learning: Theory and evidence from saving for child's college

Junyi Zhu

20/2012: Fiscal deficits, financial fragility, and the effectiveness of government policies

Markus Kirchner and Sweder van Wijnbergen

19/2012: Competition for internal funds within multinational banks: Foreign affiliate lending in the crisis

Cornelia Düwel and Rainer Frey

18/2012: Tax incentives and capital structure choice: Evidence from Germany

Thomas Hartmann-Wendels, Ingrid Stein and Alwin Stöter

17/2012: Determinants of bank interest margins: Impact of maturity transformation

Oliver Entrop, Christoph Memmel, Benedikt Ruprecht and Marco Wilkens

16/2012: Credit risk connectivity in the financial industry and stabilization effects of government bailouts

Jakob Bosma, Michael Koetter and Michael Wedow

15/2012: Cyclical adjustment in fiscal rules: Some evidence on real-time bias for EU-15 countries

Gerhard Kempkes

14/2012: The effectiveness of monetary policy in steering money market rates during the financial crisis

Puriya Abbassi and Tobias Linzert

13/2012: The PHF: A comprehensive panel survey on household finances and wealth in Germany

Ulf von Kalckreuth, Martin Eisele, Julia Le Blanc, Tobias Schmidt and Junyi Zhu

12/2012: Trend growth expectations and US house prices before and after the crisis

Mathias Hoffmann, Michael Krause and Thomas Laubach

11/2012: Credit portfolio modelling and its effect on capital requirements

Dilek Bülbül and Claudia Lambert

10/2012: Capital regulation, liquidity requirements and taxation in a dynamic model of banking

Gianni De Nicolò, Andrea Gamba and Marcella Luccetta

09/2012: Bank regulation and stability: An examination of the Basel market risk framework

Gordon Alexander, Alexandre Baptista and Shu Yan

08/2012: Does Wagner's law ruin the sustainability of German public finances?

Christoph Priesmeier and Gerrit Koester

07/2012: Towards an explanation of cross-country asymmetries in monetary transmission

Georgios Georgiadis

06/2012: Maturity shortening and market failure

Felix Thierfelder

05/2012: Regulation, credit risk transfer with CDS, and bank lending

Thilo Pausch and Peter Welzel

04/2012: Stress testing German banks against a global cost-of-capital shock

Klaus Duellmann and Thomas Kick

01/2012e: A user cost approach to capital measurement in aggregate production functions

Thomas Knetsch

49/2013: Current account adjustment in EU countries: Does euro-area membership make a difference?

Sabine Herrmann and Axel Jochem

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

Puriya Abbassi, Falko Fecht and Patrick Weber

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

Mihály Borsi and Norbert Metiu

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

Martin Kliem and Alexander Kriwoluzky

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

Nadya Jahn and Thomas Kick

03/2012: Executive board composition and bank risk taking

Allen N. Berger, Thomas Kick and Klaus Schaeck

02/2012: Assessing macro-financial linkages: A model comparison exercise

Rafael Gerke, Magnus Jonsson, Martin Kliem, Marcin Kolasa, Pierre Lafourcade, Alberto Locarno, Krzysztof Makarski and Peter McAdam

01/2012: Ein nutzungskostenbasierter Ansatz zur Messung des Faktors Kapital in aggregierten Produktionsfunktionen

Thomas Knetsch