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Latent Fragility: Conditioning Banks' Joint Probability of Default on the Financial Cycle Bochmann P., Hiebert P., Schüler Y., Segoviano M.
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Firm-Specific Forecast Errors and Asymmetric Investment Propensity Berner J., Buchholz M., Tonzer L.
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Heterogeneity in euro-area monetary policy transmission: results from a large multi-country BVAR model Mandler M., Scharnagl M., Volz U.