Diskussionspapiere
Die Diskussionspapiere mit ökonomischen Studien oder Finanz- und Bankenstudien werden vom Forschungszentrum der Bundesbank erarbeitet.
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Updating the option implied probability of default methodology Johannes Vilsmeier
1 MB, PDF
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Forecast-error-based estimation of forecast uncertainty when the horizon is increased Malte Knüppel
505 KB, PDF
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Loan loss provisioning and procyclicality: evidence from an expected loss model Christian Domikowsky, Sven Bornemann, Klaus Düllmann, Andreas Pfingsten
611 KB, PDF
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Taxing banks: an evaluation of the German bank levy Claudia M. Buch, Björn Hilberg, Lena Tonzer
687 KB, PDF
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What predicts financial (in)stability? A Bayesian approach Judith Eidenberger, Benjamin Neudorfer, Michael Sigmund, Ingrid Stein
3 MB, PDF
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Financial conditions, macroeconomic factors and (un)expected bond excess returns Christoph Fricke, Lukas Menkhoff
683 KB, PDF
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Carry funding and safe haven currencies: a threshold regression approach Oliver Hossfeld, Ronald MacDonald
1 MB, PDF