Diskussionspapiere
Die Diskussionspapiere mit ökonomischen Studien oder Finanz- und Bankenstudien werden vom Forschungszentrum der Bundesbank erarbeitet.
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Interaction of market and credit risk:an analysis of inter-risk correlation and risk aggregation Discussion paper 11/2008: Klaus Böcker, Martin Hillebrand
326 KB, PDF
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Determinants of European banks' engagement in loan securitization Discussion paper 10/2008: Christina E. Bannier, Dennis N. Hänsel
433 KB, PDF
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The pricing of correlated default risk: evidence from the credit derivatives market Discussion paper 09/2008: Nikola Tarashev, Haibin Zhu
530 KB, PDF
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Market conditions, default risk and credit spreads Discussion paper 08/2008: Dragon Yongjun Tang, Hong Yan
291 KB, PDF
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Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks Discussion paper 07/2008: Christoph Memmel
467 KB, PDF
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The success of bank mergers revisited - an assessment based on a matching strategy Discussion paper 06/2008: Andreas Behr, Frank Heid
855 KB, PDF
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Rollover risk in commercial paper markets and firms' debt maturity choice Discussion paper 05/2008: Felix Thierfelder
284 KB, PDF
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Estimating asset correlations from stock prices or default rates - which method is superior? Discussion paper 04/2008: Klaus Düllmann, Jonathan Küll, Michael Kunisch
374 KB, PDF
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Business cycle evidence on firm entry Discussion paper 08/2008: Vivien Lewis
363 KB, PDF
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Integration of financial markets and national price levels: the role of exchange rate volatility Discussion paper 07/2008: Mathias Hoffmann, Peter Tillmann
781 KB, PDF