Diskussionspapiere
Die Diskussionspapiere mit ökonomischen Studien oder Finanz- und Bankenstudien werden vom Forschungszentrum der Bundesbank erarbeitet.
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How wacky is the DAX? The changing structure of German stock market volatility Discussion paper 18/2003: Jelena Stapf, Thomas Werner
581 KB, PDF
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The Forecasting Performance of German Stock Option Densities Discussion paper 17/2003: Ben R. Craig, Ernst Glatzer, Joachim G. Keller, Martin Scheicher
570 KB, PDF
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Credit Risk Factor Modeling and the Basel II IRB Approach Discussion paper 02/2003: Alfred Hamerle, Thilo Liebig, Daniel Rösch
367 KB, PDF
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Exact tests and confidence sets for the tail coefficient of α-stable distributions Discussion paper 16/2003: Jean-Marie Dufour, Jeong-Ryeol Kurz-Kim
430 KB, PDF
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Measuring the Discriminative Power of Rating Systems Discussion paper 01/2003: Bernd Engelmann, Evelyn Hayden, Dirk Tasche
231 KB, PDF
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Money in a New-Keynesian model estimated with german data Discussion paper 15/2003: Jana Kremer, Giovanni Lombardo, Thomas Werner
336 KB, PDF
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Did the Bundesbank React to Stock Price Movements? Discussion paper 14/2003: Martin T.Bohl (European University Viadrina), Pierre L.Siklos (Wilfrid Laurier University Waterloo), Thomas Werner (Deutsche Bundesbank)
482 KB, PDF
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Bidder Behavior in Repo Auctions without Minimum Bid Rate: Evidence from the Bundesbank Discussion paper 13/2003: Tobias Linzert, Dieter Nautz (Goethe-University Frankfurt), Jörg Breitung (University of Bonn)
211 KB, PDF
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Active monetary policy, passive fiscal policy and the value of public debt: Some further monetarist arithmetic Discussion paper 12/2003: Leopold von Thadden
470 KB, PDF
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On the Stability of Different Financial Systems Discussion paper 10/2003: Falko Fecht
321 KB, PDF