Diskussionspapiere
Die Diskussionspapiere mit ökonomischen Studien oder Finanz- und Bankenstudien werden vom Forschungszentrum der Bundesbank erarbeitet.
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Banks’ net interest margin and the level of interest rates Discussion paper 16/2015: Ramona Busch, Christoph Memmel
443 KB, PDF
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German wage moderation and European imbalances: feeding the global VAR with theory Discussion paper 15/2015: Timo Bettendorf, Miguel A. León-Ledesma
1 MB, PDF
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Tales of transition paths: policy uncertainty and random walks Discussion paper 14/2015: Josef Hollmayr, Christian Matthes
611 KB, PDF
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Market discipline across bank governance models – empirical evidence from German depositors Discussion paper 13/2015: Eva A. Arnold, Ingrid Größl, Philipp Koziol
665 KB, PDF
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Lethal lapses – how a positive interest rate shock might stress German life insurers Discussion paper 12/2015: Mark Feodoria, Till Förstemann
700 KB, PDF
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The pattern of home ownership across cohorts and its impact on the net wealth distribution: empirical evidence from Germany and the US Discussion paper 11/2015: Arthur Alik-Lagrange, Tobias Schmidt
441 KB, PDF
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The interest rate pass-through in the euro area during the sovereign debt crisis Discussion paper 10/2015: Julia von Borstel, Sandra Eickmeier, Leo Krippner
1 MB, PDF
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Do exposures to sagging real estate, subprime or conduits abroad lead to contraction and flight to quality in bank lending at home? Discussion paper 09/2015: Steven Ongena, Günseli Tümer-Alkan, Natalja von Westernhagen
1 MB, PDF
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Securities trading by banks and credit supply: micro-evidence Discussion paper 08/2015: Puriya Abbassi, Rajkamal Iyer, José-Luis Peydró, Francesc R. Tous
1 MB, PDF
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Imperfect information about financial frictions and consequences for the business cycle Discussion paper 07/2015: Josef Hollmayr, Michael Kühl
1 MB, PDF
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Fiscal austerity, unemployment and family firms Discussion paper 06/2015: Zsuzsa Munkacsi
9 MB, PDF
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German and the rest of euro area fiscal policy during the crisis Discussion paper 05/2015: Niklas Gadatsch, Klemens Hauzenberger, Nikolai Stähler
969 KB, PDF
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Financial frictions and global spillovers Discussion paper 04/2015: Norbert Metiu, Björn Hilberg, Michael Grill
532 KB, PDF
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Centrality-based capital allocations Discussion paper 03/2015: Adrian Alter, Ben R. Craig, Peter Raupach
1 MB, PDF
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The term structure of interest rates and the macroeconomy: learning about economic dynamics from a FAVAR Discussion paper 02/2015: Arne Halberstadt
632 KB, PDF
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Employment, hours and optimal monetary policy Discussion paper 01/2015: Maarten Dossche, Vivien Lewis, Céline Poilly
2 MB, PDF
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Banking market structure and macroeconomic stability: are low-income countries special? Discussion paper 46/2014: Franziska Bremus, Claudia M. Buch
505 KB, PDF
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Cross-border liquidity, relationships and monetary policy: evidence from the Euro area interbank crisis Discussion paper 45/2014: Puriya Abbassi, Falk Bräuning, Falko Fecht, José-Luis Peydró
1 MB, PDF
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A network view on interbank market freezes Discussion paper 44/2014: Silvia Gabrieli, Co-Pierre Georg
917 KB, PDF
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Updating the option implied probability of default methodology Discussion paper 43/2014: Johannes Vilsmeier
1 MB, PDF
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Who trades on momentum? Discussion paper 42/2014: Markus Baltzer, Stephan Jank, Esad Smajlbegovic
1 MB, PDF
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Unconventional monetary policy in an open economy Discussion paper 41/2014: Jana Gieck
399 KB, PDF
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Forecast-error-based estimation of forecast uncertainty when the horizon is increased Discussion paper 40/2014: Malte Knüppel
505 KB, PDF
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Loan loss provisioning and procyclicality: evidence from an expected loss model Discussion paper 39/2014: Christian Domikowsky, Sven Bornemann, Klaus Düllmann, Andreas Pfingsten
611 KB, PDF
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Taxing banks: an evaluation of the German bank levy Discussion paper 38/2014: Claudia M. Buch, Björn Hilberg, Lena Tonzer
687 KB, PDF
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Decomposition of country-specific corporate bond spreads Discussion paper 37/2014: Niko Dötz
2 MB, PDF
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What predicts financial (in)stability? A Bayesian approach Discussion paper 36/2014: 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 Discussion paper 35/2014: Christoph Fricke, Lukas Menkhoff
683 KB, PDF
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Carry funding and safe haven currencies: a threshold regression approach Discussion paper 34/2014: Oliver Hossfeld, Ronald MacDonald
1 MB, PDF
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Money growth and consumer price inflation in the euro area: a wavelet analysis Discussion paper 33/2014: Martin Mandler, Michael Scharnagl
576 KB, PDF
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Pro-cyclical capital regulation and lending Discussion paper 32/2014: Markus Behn, Rainer Haselmann, Paul Wachtel
636 KB, PDF
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Banks, markets, and financial stability Discussion paper 31/2014: Armin Eder, Falko Fecht, Thilo Pausch
844 KB, PDF
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International capital flows, external assets and output volatility Discussion paper 30/2014: Mathias Hoffmann, Michael Krause, Peter Tillmann
597 KB, PDF
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A one-off wealth levy? Assessing the pros, the cons and the importance of credibility Discussion paper 29/2014: Gerhard Kempkes, Nikolai Stähler
477 KB, PDF
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Contingent convertible bonds and the stability of bank funding: the case of partial writedown Discussion paper 28/2014: Dirk Bleich
329 KB, PDF
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How is the low-interest-rate environment affecting the solvency of German life insurers? Discussion paper 27/2014: Anke Kablau, Matthias Weiß
290 KB, PDF
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Wie wirkt sich das Niedrigzinsumfeld auf die Solvabilität der deutschen Lebensversicherer aus? Diskussionspapier 27/2014: Anke Kablau, Matthias Weiß
389 KB, PDF
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Bank capital, the state contingency of banks’ assets and its role for the transmission of shocks Discussion paper 25/2014: Michael Kühl
1 MB, PDF
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Inflation, deflation, and uncertainty: What drives euro area option-implied inflation expectations and are they still anchored in the sovereign debt crisis? Discussion paper 24/2014: Michael Scharnagl, Jelena Stapf
1 MB, PDF
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Contagious herding and endogenous network formation in financial networks Discussion paper 23/2014: Co-Pierre Georg
624 KB, PDF
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A network analysis of the evolution of the German interbank market Discussion paper 22/2014: Tarik Roukny, Co-Pierre Georg, Stefano Battiston
709 KB, PDF
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Do correlated defaults matter for CDS premia? An empirical analysis Discussion paper 21/2014: Christian Koziol, Philipp Koziol, Thomas Schön
548 KB, PDF
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The multivariate option iPoD framework - assessing systemic financial risk Discussion paper 20/2014: Philipp Matros, Johannes Vilsmeier
1 MB, PDF
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Mitigating financial stress in a bank-financed economy: equity injections into banks or purchases of assets? Discussion paper 19/2014: Michael Kühl
1 MB, PDF
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Interbank lending and distress: observables, unobservables, and network structure Discussion paper 18/2014: Ben R. Craig, Michael Koetter, Ulrich Krüger
2 MB, PDF
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International banking and liquidity risk transmission: lessons from across countries Discussion paper 17/2014: Claudia M. Buch, Linda S. Goldberg
779 KB, PDF
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Household saving behavior and credit constraints in the Euro area Discussion paper 16/2014: Julia Le Blanc, Alessandro Porpiglia, Federica Teppa, Junyi Zhu, Michael Ziegelmeyer
793 KB, PDF
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Quantifying the components of the banks' net interest margin Discussion paper 15/2014: Ramona Busch, Christoph Memmel
395 KB, PDF
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Collateral imbalances in intra-European trade? Accounting for the differences between gross and value added trade balances Discussion paper 14/2014: Arne J. Nagengast, Robert Stehrer
827 KB, PDF