Discussion Papers

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08/2019: The nonlinear dynamics of corporate bond spreads: Regime-dependent effects of their determinants

Henning Fischer and Oscar Stolper

07/2019: Information effects of euro area monetary policy: New evidence from high-frequency futures data

Mark Kerssenfischer

06/2019: Connectedness between G10 currencies: Searching for the causal structure

Timo Bettendorf and Reinhold Heinlein

05/2019: What drives the short-term fluctuations of banks' exposure to interest rate risk?

Christoph Memmel

04/2019: Anatomy of regional price differentials: Evidence from micro price data

Sebastian Weinand and Ludwig von Auer

03/2019: Who benefits from using property taxes to finance a labor tax wedge reduction?

Nikolai Stähler

02/2019: Monetary policy, housing, and collateral constraints

Thorsten Franz

01/2019: The interest rate exposure of euro area households

Panagiota Tzamourani

57/2018: Credit crunches from occasionally binding bank borrowing constraints

Tom Holden, Paul Levine and Jonathan Swarbrick

56/2018: Assessing the uncertainty in central banks' inflation outlooks

Malte Knüppel and Guido Schultefrankenfeld

55/2018: Revisiting the finance and growth nexus: A deeper look at sectors and instruments

Robert Unger

54/2018: Effects of bank capital requirement tightenings on inequality

Sandra Eickmeier, Benedikt Kolb and Esteban Prieto

53/2018: Politics, banks, and sub-sovereign debt: Unholy trinity or divine coincidence?

Michael Koetter and Alexander Popov

52/2018: The role of non-performing loans for bank lending rates

Sebastian Bredl

51/2018: Bank capital buffers in a dynamic model

Jochen Mankart, Alexander Michaelides and Spyros Pagratis

50/2018: Monetary-fiscal interaction and quantitative easing

Josef Hollmayr and Michael Kühl

49/2018: May the force be with you: Exit barriers, governance shocks, and profitability sclerosis in banking

Michael Koetter, Carola Müller, Felix Noth and Benedikt Fritz

48/2018: An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?

Johannes Beutel, Sophia List and Gregor von Schweinitz

47/2018: A structural quantitative analysis of services trade de-liberalization

Sven Blank, Peter Egger, Valeria Merlo and Georg Wamser

46/2018: Monetary policy communication shocks and the macroeconomy

Robert Goodhead and Benedikt Kolb

45/2018: Freeze! Financial sanctions and bank responses

Matthias Efing, Stefan Goldbach and Volker Nitsch

44/2018: Macroeconomic effects of bank capital regulation

Sandra Eickmeier, Benedikt Kolb and Esteban Prieto

43/2018: Implications of bank regulation for loan supply and bank stability: A dynamic perspective

Monika Bucher, Diemo Dietrich and Achim Hauck

42/2018: The pricing of FX forward contracts: Micro evidence from banks' dollar hedging

Puriya Abbassi and Falk Bräuning

41/2018: Seasonal adjustment of daily time series

Daniel Ollech

40/2018: Large mixed-frequency VARs with a parsimonious time-varying parameter structure

Thomas Götz and Klemens Hauzenberger

39/2018: Coordination failures, bank runs and asset prices

Monika Bucher, Diemo Dietrich and Mich Tvede

38/2018: Oil price shocks and stock return volatility: New evidence based on volatility impulse response analysis

Sercan Eraslan and Faek Menla Ali

37/2018: Equilibrium asset pricing in directed networks

Nicole Branger, Patrick Konermann, Christoph Meinerding and Christian Schlag

36/2018: Short-term forecasting economic activity in Germany: A supply and demand side system of bridge equations

Nicolas Pinkwart

35/2018: Mitigating counterparty risk

Yalin Gündüz

34/2018: What are the real effects of financial market liquidity? Evidence on bank lending from the euro area

Andreas R. Dombret, Daniel Foos, Kamil Pliszka and Alexander Schulz

33/2018: To sign or not to sign? On the response of prices to financial and uncertainty shocks

Philipp Meinen and Oke Röhe

32/2018: The role of central bank knowledge and trust for the public's inflation expectations

Sathya Mellina and Tobias Schmidt

31/2018: On a quest for robustness: About model risk, randomness and discretion in credit risk stress tests

Thomas Siemsen and Johannes Vilsmeier

30/2018: Labor tax reductions in Europe: The role of property taxation

Marcin Bielecki and Nikolai Stähler

29/2018: Interest rate rules under financial dominance

Vivien Lewis and Markus Roth

28/2018: Fiscal multipliers of central, state and local government and of the social security funds in Germany: Evidence of a SVAR

Josef Hollmayr and Jan Kuckuck

27/2018: With a little help from my friends: Survey-based derivation of euro area short rate expectations at the effective lower bound

Felix Geiger and Fabian Schupp

26/2018: Bank use of sovereign CDS in the eurozone crisis: Hedging and risk incentives

Viral Acharya, Yalin Gündüz and Tim Johnson

25/2018: Interest rate pass-through to the rates of core deposits: A new perspective

Heiko Sopp

24/2018: Convertible bonds and bank risk-taking

Natalya Martynova and Enrico Perotti

23/2018: Love and money with inheritance: Marital sorting by labor income and inherited wealth in the modern partnership

Etienne Pasteau and Junyi Zhu

22/2018: Unconventional monetary policy, bank lending, and security holdings: The yield-induced portfolio rebalancing channel

Karol Paludkiewicz

21/2018: Pre-emptive sovereign debt restructuring and holdout litigation

Kartik Anand and Prasanna Gai

20/2018: Quantitative easing, portfolio rebalancing and credit growth: Micro evidence from Germany

Johannes Tischer

19/2018: International trade and retail market performance and structure: Theory and empirical evidence

Philipp Meinen and Horst Raff

18/2018: Time-varying capital requirements and disclosure rules: Effects on capitalization and lending decisions

Bjorn Imbierowicz, Jonas Kragh and Jesper Rangvid

17/2018: Offshoring and the polarisation of the demand for capital

Dirk Bursian and Arne Nagengast

16/2018: The international transmission of monetary policy

Claudia Buch, Matthieu Bussiere, Linda Goldberg and Robert Hills