Discussion Papers

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15/2018: Safe but fragile: Information acquisition, sponsor support and shadow bank runs

Philipp J. König and David Pothier

14/2018: The time-varying impact of systematic risk factors on corporate bond spreads

Arne C. Klein and Kamil Pliszka

13/2018: International monetary policy spillovers through the bank funding channel

Peter Lindner, Axel Loeffler, Esther Segalla, Guzel Valitova and Ursula Vogel

12/2018: Uncertainty about QE effects when an interest rate peg is anticipated

Rafael Gerke, Sebastian Giesen and Daniel Kienzler

11/2018: Fiscal regimes and the (non)stationarity of debt

Josef Hollmayr

10/2018: A note on the predictive power of survey data in nowcasting euro area GDP

Jeong-Ryeol Kurz-Kim

09/2018: Cheap talk? Financial sanctions and non-financial activity

Tibor Besedes, Stefan Goldbach and Volker Nitsch

08/2018: A comprehensive view on risk reporting: Evidence from supervisory data

Puriya Abbassi and Michael Schmidt

07/2018: How far can we forecast? Statistical tests of the predictive content

Jörg Breitung and Malte Knüppel

06/2018: Banks' equity stakes and lending: Evidence from a tax reform

Bastian von Beschwitz and Daniel Foos

05/2018: Global liquidity and exchange market pressure in emerging market economies

Oliver Hossfeld and Marcus Pramor

04/2018: Financial cycles in euro area economies: A cross-country perspective

Davor Kunovac, Martin Mandler and Michael Scharnagl

03/2018: On the cyclical properties of Hamilton's regression filter

Yves Schüler

02/2018: Mixed frequency models with MA components

Claudia Foroni, Massimiliano Marcellino and Dalibor Stevanovic

01/2018: An analysis of non-traditional activities at German savings banks: Does the type of fee and commission income matter?

Matthias Köhler

39/2017: Appropriate monetary policy and forecast disagreement at the FOMC

Guido Schultefrankenfeld

38/2017: Changes in education, wage inequality and working hours over time

Thomas Davoine and Jochen Mankart

37/2017: A stress test framework for the German residential mortgage market: Methodology and application

Thomas Siemsen and Johannes Vilsmeier

36/2017: Liquidity provision as a monetary policy tool: The ECB's non-standard measures after the financial crisis

Dominic Quint and Oreste Tristani

35/2017: Why do banks bear interest rate risk?

Christoph Memmel

34/2017: A severity function approach to scenario selection

Frieder Mokinski

33/2017: Moral suasion in regional government bond markets

Jana Ohls

32/2017: Vulnerable asset management? The case of mutual funds

Christoph Fricke and Daniel Fricke

31/2017: Bargaining power and outside options in the interbank lending market

Puriya Abbassi, Falk Bräuning and Niels Schulze

30/2017: (Un)expected monetary policy shocks and term premia

Martin Kliem and Alexander Meyer-Gohde

29/2017: Disagreement and monetary policy

Elisabeth Falck, Mathias Hoffmann and Patrick Hürtgen

28/2017: Should unconventional monetary policies become conventional?

Dominic Quint and Pau Rabanal

27/2017: Do all new brooms sweep clean? Evidence for outside bank appointments

Thomas Kick, Inge Nehring and Andrea Schertler

26/2017: An integrated shortfall measure for Basel III

Ingo Torchiani, Thomas Heidorn and Christian Schmaltz

25/2017: Optimal trend inflation

Klaus Adam and Henning Weber

24/2017: Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve

Daniel Foos, Eva Lütkebohmert, Mariia Markovych and Kamil Pliszka

23/2017: The financial market effects of the ECB's asset purchase programs

Vivien Lewis and Markus Roth

22/2017: The optimal conduct of central bank asset purchases

Matthieu Darracq-Pariès and Michael Kühl

21/2017: Interest-rate pegs, central bank asset purchases and the reversal puzzle

Rafael Gerke, Sebastian Giesen, Daniel Kienzler and Jörn Tenhofen

20/2017: The Fisher paradox: A primer

Rafael Gerke and Klemens Hauzenberger

19/2017: Banks' trading after the Lehman crisis: The role of unconventional monetary policy

Natalia Podlich, Isabel Schnabel and Johannes Tischer

18/2017: Google data in bridge equation models for German GDP

Thomas Götz and Thomas Knetsch

17/2017: Financial crises and the dynamic linkages between stock and bond returns

Sercan Eraslan and Faek Menla Ali

16/2017: CDS and credit: Testing the small bang theory of the financial universe with micro data

Yalin Gündüz, Steven Ongena, Günseli Tümer-Alkan and Yuejuan Yu

15/2017: M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements

Natalia Tente, Natalja von Westernhagen and Ulf Slopek

14/2017: The effect of investing abroad on investment at home: On the role of technology, tax savings, and internal capital markets

Stefan Goldbach, Arne Nagengast, Elias Steinmüller and Georg Wamser

13/2017: Asymmetric arbitrage trading on offshore and onshore renminbi markets

Sercan Eraslan

12/2017: Chow-Lin x N: How adding a panel dimension can improve accuracy

Timo Bettendorf and Dirk Bursian

11/2017: Growth expectations, undue optimism, and short-run fluctuations

Zeno Enders, Michael Kleemann and Gernot Müller

10/2017: Interest rate risk of life insurers: Evidence from accounting data

Axel Möhlmann

09/2017: Drivers of systemic risk: Do national and European perspectives differ?

Claudia Buch, Thomas Krause and Lena Tonzer

08/2017: The effects of US monetary policy shocks: Applying external instrument identification to a dynamic factor model

Mark Kerssenfischer

07/2017: Bank stress testing under different balance sheet assumptions

Ramona Busch, Christian Drescher and Christoph Memmel

06/2017: Scarcity effects of QE: A transaction-level analysis in the Bund market

Kathi Schlepper, Ryan Riordan, Heiko Hofer and Andreas Schrimpf

05/2017: A model-based analysis of the macroeconomic impact of the refugee migration to Germany

Nikolai Stähler