Discussion Papers

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23/2016: Transmission of global financial shocks to EMU member states: The role of monetary policy and national factors

Maria Gelman, Axel Jochem and Stefan Reitz

22/2016: Banks' interest rate risk and search for yield: A theoretical rationale and some empirical evidence

Christoph Memmel, Atılım Seymen and Max Teichert

21/2016: On the dynamics of the investment income balance

Thomas Knetsch and Arne Nagengast

20/2016: The effect of bank shocks on firm-level and aggregate investment

João Amador and Arne Nagengast

19/2016: Point, interval and density forecasts of exchange rates with time-varying parameter models

Angela Abbate and Massimiliano Marcellino

18/2016: Black Monday, globalization and trading behavior of stock investors

Jeong-Ryeol Kurz-Kim

17/2016: Asset encumbrance, bank funding and financial fragility

Toni Ahnert, Kartik Anand, Prasanna Gai and James Chapman

16/2016: Interbank intermediation

Marcel Bluhm, Co-Pierre Georg and Jan Krahnen

15/2016: High-frequency trading in the Bund futures market

Kathi Schlepper

14/2016: How central is central counterparty clearing? A deep dive into a European repo market during the crisis

André Ebner, Falko Fecht and Alexander Schulz

13/2016: The joint dynamics of sovereign ratings and government bond yields

Makram El-Shagi and Gregor von Schweinitz

12/2016: You're banned! the effect of sanctions on German cross-border financial flows

Tibor Besedes, Stefan Goldbach and Volker Nitsch

11/2016: Traditional banks, shadow banks and the US credit boom: Credit origination versus financing

Robert Unger

10/2016: The rise of the added worker effect

Jochen Mankart and Rigas Oikonomou

09/2016: Credit risk interconnectedness: What does the market really know?

Puriya Abbassi, Christian Brownlees, Christina Hans and Natalia Podlich

08/2016: Cyclical investment behavior across financial institutions

Yannick Timmer

07/2016: A data-driven selection of an appropriate seasonal adjustment approach

Karsten Webel

06/2016: Does banknote quality affect counterfeit detection? Experimental evidence from Germany and the Netherlands

Frank van der Horst, Martina Eschelbach, Susann Sieber and Jelle Miedema

05/2016: How do regional labor markets adjust to immigration? A dynamic analysis for post-war Germany

Sebastian Braun and Henning Weber

04/2016: Inflation anchoring in the euro area

Christian Speck

03/2016: Heterogeneity in euro-area monetary policy transmission: Results from a large multi-country BVAR model

Martin Mandler, Michael Scharnagl and Ute Volz

02/2016: Markup responses to Chinese imports

Philipp Meinen

01/2016: The effect of peer observation on consumption choices: experimental evidence

Sahra Sakha and Antonia Grohmann

48/2015: Monetary policy and the asset risk-taking channel

Angela Abbate and Dominik Thaler

47/2015: The great collapse in value added trade

Arne Nagengast and Robert Stehrer

46/2015: Credit risk stress testing and copulas: Is the Gaussian copula better than its reputation?

Philipp Koziol, Carmen Schell and Meik Eckhardt

45/2015: Testing for Granger causality in large mixed-frequency VARs

Thomas Götz, Alain Hecq and Stephan Smeekes

44/2015: Fundamentals matter: Idiosyncratic shocks and interbank relations

Peter Bednarek, Valeriya Dinger and Natalja von Westernhagen

43/2015: The influence of an up-front experiment on respondents' recording behaviour in payment diaries: Evidence from Germany

Susann Sieber and Tobias Schmidt

42/2015: Monetary-fiscal policy interaction and fiscal inflation: A tale of three countries

Martin Kliem, Alexander Kriwoluzky and Samad Sarferaz

41/2015: Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market

Oliver Hossfeld and Andreas Röthig

40/2015: Arbitraging the Basel securitization framework: Evidence from German ABS investment

Matthias Efing

39/2015: Cyclicality of SME lending and government involvement in banks

Patrick Behr, Daniel Foos and Lars Norden

38/2015: The credit quality channel: Modeling contagion in the interbank market

Kilian Fink, Ulrich Krüger, Barbara Meller and Lui-Hsian Wong

37/2015: Bracket creep revisited - with and without r>g: Evidence from Germany

Junyi Zhu

36/2015: Asymmetric credit growth and current account imbalances in the euro area

Robert Unger

35/2015: Identifying income and wealth-poor households in the euro area

Philip Müller and Tobias Schmidt

34/2015: On the exposure of insurance companies to sovereign risk: Portfolio investments and market forces

Robert Düll, Felix König and Jana Ohls

33/2015: The organization of knowledge in multinational firms

Anna Gumpert

32/2015: The winner's curse: Evidence on the danger of aggressive credit growth in banking

Thomas Kick, Thilo Pausch and Benedikt Ruprecht

31/2015: Out of sight, out of mind? On the risk of sub-custodian structures

Thomas Droll, Natalia Podlich and Michael Wedow

30/2015: A macroeconomic reverse stress test

Peter Grundke and Kamil Pliszka

29/2015: German labor market and fiscal reforms 1999 to 2008: Can they be blamed for intra-euro area imbalances?

Niklas Gadatsch, Nikolai Stähler and Benjamin Weigert

28/2015: Personal bankruptcy law, debt portfolios, and entrepreneurship

Jochen Mankart and Giacomo Rodano

27/2015: Distributional consequences of asset price inflation in the euro area

Klaus Adam and Panagiota Tzamourani

26/2015: Household search and the aggregate labor market

Jochen Mankart and Rigas Oikonomou

25/2015: Cutting the credit line: Evidence from Germany

Stefan Goldbach and Volker Nitsch

24/2015: The intraday interest rate: What's that?

Puriya Abbassi, Falko Fecht and Johannes Tischer

23/2015: Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks

Ramona Busch, Philipp Koziol and Marc Mitrovic

22/2015: Characterizing the financial cycle: Evidence from a frequency domain analysis

Till Strohsal, Christian Proaño and Juergen Wolters