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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Why do banks bear interest rate risk? Discussion paper 35/2017: Christoph Memmel
691 KB, PDF
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A severity function approach to scenario selection Discussion paper 34/2017: Frieder Mokinski
693 KB, PDF
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Moral suasion in regional government bond markets Discussion paper 33/2017: Jana Ohls
518 KB, PDF
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Vulnerable asset management? The case of mutual funds Discussion paper 32/2017: Christoph Fricke, Daniel Fricke
849 KB, PDF
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Bargaining power and outside options in the interbank lending market Discussion paper 31/2017: Puriya Abbassi, Falk Bräuning, Niels Schulze
2 MB, PDF
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(Un)expected monetary policy shocks and term premia Discussion paper 30/2017: Martin Kliem, Alexander Meyer-Gohde
869 KB, PDF
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Disagreement and monetary policy Discussion paper 29/2017: Elisabeth Falck, Mathias Hoffmann, Patrick Hürtgen
2 MB, PDF
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Should unconventional monetary policies become conventional? Discussion paper 28/2017: Dominic Quint, Pau Rabanal
1 MB, PDF
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Do all new brooms sweep clean? Evidence for outside bank appointments Discussion paper 27/2017: Thomas Kick, Inge Nehring, Andrea Schertler
738 KB, PDF
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An integrated shortfall measure for Basel III Discussion paper 26/2017: Ingo Torchiani, Thomas Heidorn, Christian Schmaltz
528 KB, PDF
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Optimal trend inflation Discussion paper 25/2017: Klaus Adam, Henning Weber
882 KB, PDF
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Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve Discussion paper 24/2017: Daniel Foos, Eva Lütkebohmert, Mariia Markovych, Kamil Pliszka
1 MB, PDF
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The financial market effects of the ECB’s asset purchase programs Discussion paper 23/2017: Vivien Lewis, Markus Roth
1 MB, PDF
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The optimal conduct of central bank asset purchases Discussion paper 22/2017: Matthieu Darracq Pariès, Michael Kühl
717 KB, PDF
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Interest-rate pegs, central bank asset purchases and the reversal puzzle Discussion paper 21/2017: Rafael Gerke, Sebastian Giesen, Daniel Kienzler, Jörn Tenhofen
1 MB, PDF
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The Fisher paradox: A primer Discussion paper 20/2017: Rafael Gerke, Klemens Hauzenberger
369 KB, PDF
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Banks’ trading after the Lehman crisis - The role of unconventional monetary policy Discussion paper 19/2017: Natalia Podlich, Isabel Schnabel, Johannes Tischer
392 KB, PDF
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Google data in bridge equation models for German GDP Discussion paper 18/2017: Thomas B. Götz, Thomas A. Knetsch
3 MB, PDF
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Financial crises and the dynamic linkages between stock and bond returns Discussion paper 17/2017: Sercan Eraslan, Faek Menla Ali
2 MB, PDF
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CDS and credit: Testing the small bang theory of the financial universe with micro data Discussion paper 16/2017: Yalin Gündüz, Steven Ongena, Günseli Tümer-Alkan, Yuejuan Yu
1 MB, PDF
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M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements Discussion paper 15/2017: Natalia Tente, Natalja von Westernhagen, Ulf Slopek
1 MB, PDF
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The effect of investing abroad on investment at home: On the role of technology, tax savings, and internal capital markets Discussion paper 14/2017: Stefan Goldbach, Arne J. Nagengast, Elias Steinmüller, Georg Wamser
2 MB, PDF
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Asymmetric arbitrage trading on offshore and onshore renminbi markets Discussion paper 13/2017: Sercan Eraslan
636 KB, PDF
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Chow-Lin x N: how adding a panel dimension can improve accuracy Discussion paper 12/2017: Timo Bettendorf, Dirk Bursian
373 KB, PDF
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Growth expectations, undue optimism, and short-run fluctuations Discussion paper 11/2017: Zeno Enders, Michael Kleemann, Gernot J. Müller
776 KB, PDF
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Interest rate risk of life insurers – evidence from accounting data Discussion paper 10/2017: Axel Möhlmann
298 KB, PDF
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Drivers of systemic risk: Do national and European perspectives differ? Discussion paper 09/2017: Claudia M. Buch, Thomas Krause, Lena Tonzer
2 MB, PDF
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The effects of US monetary policy shocks: applying external instrument identification to a dynamic factor model Discussion paper 08/2017: Mark Kerssenfischer
437 KB, PDF
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Bank stress testing under different balance sheet assumptions Discussion paper 07/2017: Ramona Busch, Christian Drescher, Christoph Memmel
820 KB, PDF
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Scarcity effects of QE: a transaction-level analysis in the Bund market Discussion paper 06/2017: Kathi Schlepper, Heiko Hofer, Ryan Riordan, Andreas Schrimpf
1 MB, PDF
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A model-based analysis of the macroeconomic impact of the refugee migration to Germany Discussion paper 05/2017: Nikolai Stähler
852 KB, PDF
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External financing and economic activity in the euro area – Why are bank loans special? Discussion paper 04/2017: Iñaki Aldasoro, Robert Unger
3 MB, PDF
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The role of structural funding for stability in the German banking sector Discussion paper 03/2017: Fabian Schupp, Leonid Silbermann
1 MB, PDF
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Cross-border prudential policy spillovers: How much? How important? Evidence from the international banking research network Discussion paper 02/2017: Claudia M. Buch, Linda Goldberg
758 KB, PDF
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Will German banks earn their cost of capital? Discussion paper 01/2017: Andreas Dombret, Yalin Gündüz, Jörg Rocholl
1 MB, PDF
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Trade in value added: Do we need new measures of competitiveness? Discussion paper 52/2016: Kirsten Lommatzsch, Maria A. Silgoner, Paul Ramskogler
799 KB, PDF
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Fire buys of central bank collateral assets Discussion paper 51/2016: Calebe de Roure
522 KB, PDF
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The imperfect-common-knowledge Phillips curve: Calvo versus Rotemberg Discussion paper 50/2016: Radek Šauer
342 KB, PDF
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The effect of conventional and unconventional euro area monetary policy on macroeconomic variables Discussion paper 49/2016: Arne Halberstadt, Leo Krippner
2 MB, PDF
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On measuring uncertainty and its impact on investment: cross-country evidence from the euro area Discussion paper 48/2016: Philipp Meinen, Oke Röhe
1 MB, PDF
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Macroeconomic now- and forecasting based on the factor error correction model using targeted mixed frequency indicators Discussion paper 47/2016: Jeong-Ryeol Kurz-Kim
615 KB, PDF
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Time-varying volatility, financial intermediation and monetary policy Discussion paper 46/2016: Sandra Eickmeier, Norbert Metiu, Esteban Prieto
797 KB, PDF
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Support for the SME supporting factor – multi-country empirical evidence on systematic risk factor for SME loans Discussion paper 45/2016: Michel Dietsch, Philipp Koziol, Klaus Düllmann, Christine Ott, Henri Fraisse
1 MB, PDF
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Optimal fiscal substitutes for the exchange rate in a monetary union Discussion paper 44/2016: Christoph Kaufmann
719 KB, PDF
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The determinants of CDS spreads: evidence from the model space Discussion paper 43/2016: Matthias Pelster, Johannes Vilsmeier
1 MB, PDF
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Spillover effects of credit default risk in the euro area and the effects on the euro: a GVAR approach Discussion paper 42/2016: Timo Bettendorf
455 KB, PDF
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Financial shocks and inflation dynamics Discussion paper 41/2016: Angela Abbate, Sandra Eickmeier, Esteban Prieto
574 KB, PDF
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Thoughts on a fiscal union in EMU Discussion paper 40/2016: Niklas Gadatsch, Josef Hollmayr, Nikolai Stähler
1 MB, PDF
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Learning about banks’ net worth and the slow recovery after the financial crisis Discussion paper 39/2016: Josef Hollmayr, Michael Kühl
895 KB, PDF
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The effects of government bond purchases on leverage constraints of banks and non-financial firms Discussion paper 38/2016: Michael Kühl
1 MB, PDF