Diskussionspapiere
Die Diskussionspapiere mit ökonomischen Studien oder Finanz- und Bankenstudien werden vom Forschungszentrum der Bundesbank erarbeitet.
Abonnieren Sie den Newsletter für Diskussionspapiere
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Catharsis − The real effects of bank insolvency and resolution Discussion paper 21/2013: Josef Korte
756 KB, PDF
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The price impact of CDS trading Discussion paper 20/2013: Yalin Gündüz, Julia Nasev, Monika Trapp
627 KB, PDF
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Is local bias a cross-border phenomenon? Evidence from individual investors’ international asset allocation Discussion paper 18/2013: Markus Baltzer, Oscar Stolper, Andreas Walter
2 MB, PDF
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Does non-interest income make banks more risky? Retail- versus investment-oriented banks Discussion paper 17/2013: Matthias Köhler
2 MB, PDF
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Repo funding and internal capital markets in the financial crisis Discussion paper 16/2013: Cornelia Düwel
2 MB, PDF
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Structural and cyclical effects of tax progression Discussion paper 15/2013: Jana Kremer, Nikolai Stähler
420 KB, PDF
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Restructuring counterparty credit risk Discussion paper 14/2013: Claudio Albanese, Damiano Brigo, Frank Oertel
791 KB, PDF
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Time variation in macro-financial linkages Discussion paper 13/2013: Esteban Prieto, Sandra Eickmeier, Massimiliano Marcellino
1 MB, PDF
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On the low-frequency relationship between public deficits and inflation Discussion paper 12/2013: Martin Kliem, Alexander Kriwoluzky, Samad Sarferaz
958 KB, PDF
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The empirical (ir)relevance of the interest rate assumption for central bank forecasts Discussion paper 11/2013: Malte Knüppel, Guido Schultefrankenfeld
681 KB, PDF
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The expectations-driven U.S. current account Discussion paper 10/2013: Mathias Hoffmann, Michael U. Krause, Thomas Laubach
488 KB, PDF
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Optimal sovereign default Discussion paper 09/2013: Klaus Adam, Michael Grill
516 KB, PDF
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Sovereign default swap market efficiency and country risk in the eurozone Discussion paper 08/2013: Yalin Gündüz, Orcun Kaya
821 KB, PDF
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China‘s role in global inflation dynamics Discussion paper 07/2013: Sandra Eickmeier, Markus Kühnlenz
636 KB, PDF
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Public debt and changing inflation targets Discussion paper 06/2013: Michael U. Krause, Stéphane Moyen
304 KB, PDF
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Is the willingness to take financial risk a sex-linked trait? Evidence from national surveys of household finance Discussion paper 05/2013: Nataliya Barasinska, Dorothea Schäfer
357 KB, PDF
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Robustness and informativeness of systemic risk measures Discussion paper 04/2013: Gunter Löffler, Peter Raupach
1 MB, PDF
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Understanding global liquidity Discussion paper 03/2013: Sandra Eickmeier, Leonardo Gambacorta, Boris Hofmann
337 KB, PDF
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A distribution-free test for outliers Discussion paper 02/2013: Bertrand Candelon, Norbert Metiu
415 KB, PDF
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CDS spreads and systemic risk – a spatial econometric approach Discussion paper 01/2013: Sebastian Keiler, Armin Eder
507 KB, PDF
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The common drivers of default risk Discussion paper 36/2012: Christoph Memmel, Yalin Gündüz, Peter Raupach
429 KB, PDF
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Monetary policy and the oil futures market Discussion paper 35/2012: Sandra Eickmeier, Marco J. Lombardi
344 KB, PDF
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Estimating endogenous liquidity using transaction and order book information Discussion paper 34/2012: Philippe Durand, Yalin Gündüz, Isabelle Thomazeau
197 KB, PDF
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Which banks are more risky? The impact of loan growth and business model on bank risk-taking Discussion paper 33/2012: Matthias Köhler
292 KB, PDF
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Persuasion by stress testing – optimal disclosure of supervisory information in the banking sector Discussion paper 32/2012: Wolfgang Gick, Thilo Pausch
247 KB, PDF
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The determinants of service imports: the role of cost pressure and financial constraints Discussion paper 31/2012: Elena Biewen, Daniela Harsch, Julia Spies
512 KB, PDF
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Measuring option implied degree of distress in the US financial sector using the entropy principle Discussion paper 30/2012: Philipp Matros, Johannes Vilsmeier
851 KB, PDF
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Finding relevant variables in sparse Bayesian factor models: economic applications and simulation results Discussion paper 29/2012: Sylvia Kaufmann, Christian Schumacher
343 KB, PDF
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Diversification and determinants of international credit portfolios: evidence from German banks Discussion paper 28/2012: Benjamin Böninghausen, Matthias Köhler
379 KB, PDF
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Early warning indicators for the German banking system: a macroprudential analysis Discussion paper 27/2012: Nadya Jahn, Thomas Kick
446 KB, PDF
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Determinants of the interest rate pass-through of banks − evidence from German loan products Discussion paper 26/2012: Tobias Schlüter, Ramona Busch, Thomas Hartmann-Wendels, Sönke Sievers
277 KB, PDF
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An affine multifactor model with macro factors for the German term structure: changing results during the recent crises Discussion paper 25/2012: Arne Halberstadt, Jelena Stapf
932 KB, PDF
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Identifying time variability in stock and interest rate dependence Discussion paper 24/2012: Michael Stein, Mevlud Islami, Jens Lindemann
1 MB, PDF
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Estimating dynamic tax revenue elasticities for Germany Discussion paper 23/2012: Gerrit B. Koester, Christoph Priesmeier
1 MB, PDF
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Relationship lending in the interbank market and the price of liquidity Discussion paper 22/2012: Falk Bräuning, Falko Fecht
530 KB, PDF
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Saving and learning: theory and evidence from saving for child's college Discussion paper 21/2012: Junyi Zhu
641 KB, PDF
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Fiscal deficits, financial fragility, and the effectiveness of government policies Discussion paper 20/2012: Markus Kirchner, Sweder van Wijnbergen
426 KB, PDF
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Competition for internal funds within mulitnational banks: foreign affiliate lending in the crisis Discussion paper 19/2012: Cornelia Düwel, Rainer Frey
403 KB, PDF
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Tax incentives and capital structure choice: evidence from Germany Discussion paper 18/2012: Thomas Hartmann-Wendels, Ingrid Stein, Alwin Stöter
402 KB, PDF
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Determinants of bank interest margins: impact of maturity transformation Discussion paper 17/2012: Oliver Entrop, Christoph Memmel, Benedikt Ruprecht, Marco Wilkens
911 KB, PDF
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Credit risk connectivity in the financial industry and stabilization effects of government bailouts Discussion paper 16/2012: Jakob Bosma, Michael Koetter, Michael Wedow
416 KB, PDF
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Cyclical adjustment in fiscal rules: some evidence on real-time bias for EU-15 countries Discussion paper 15/2012: Gehard Kempkes
288 KB, PDF
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The effectiveness of monetary policy in steering money market rates during the financial crisis Discussion paper 14/2012: Puriya Abbassi, Tobias Linzert
257 KB, PDF
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The PHF: a comprehensive panel survey on household finances and wealth in Germany Discussion paper 13/2012: Ulf von Kalckreuth, Martin Eisele, Julia Le Blanc, Tobias Schmidt, Junyi Zhu
314 KB, PDF
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Trend growth expectations and U.S. house prices before and after the crises Discussion paper 12/2012: Mathias Hoffmann, Michael U. Krause, Thomas Laubach
351 KB, PDF
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Credit portfolio modelling and its effect on capital requirements Discussion paper 11/2012: Dilek Bülbül, Claudia Lambert
625 KB, PDF
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Capital regulation, liquidity requirements and taxation in a dynamic model of banking Discussion paper 10/2012: Gianni de Nicolò, Andrea Gamba, Marcella Lucchetta
797 KB, PDF
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Bank regulation and stability: an examination of the Basel market risk framework Discussion paper 09/2012: Gordon J. Alexander, Alexandre M. Baptista, Shu Yan
438 KB, PDF
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Does Wagner's law ruin the sustainability of German public finances? Discussion paper 08/2012: Christoph Priesmeier, Gerrit B. Koester
392 KB, PDF