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  • Quantifying contagion risk in funding markets: A model based stress-testing approach Anand K., Gauthier C., Souissi M.

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  • The role of interbank relationships and liquidity needs Craig B., Fecht F., Tümer-Alkan G.

    doi.org doi.org
  • Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments Knüppel M.

    doi.org doi.org
  • Changes in the composition of publicly traded firms: Implications for the dividend-price ratio and return predictability Jank S.

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  • Sturm und Drang in money market funds: When money market funds cease to be narrow Jank S., Wedow M.

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  • Dissecting Short-Sale Performance: Evidence from Large Position Disclosures Jank S., Smajlbegovic E.

  • Market Transparency and the Marking Precision of Bond Mutual Fund Managers Cici G., Gibson S., Gündüz Y., Merrick Jr. J.J

    dx.doi.org dx.doi.org
  • The Liquidity Premium in CDS Transaction Prices: Do Frictions Matter? Gehde-Trapp M., Gündüz Y., Nasev J.

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  • Sunk Costs of Exporting and the Role of Experience in International Trade Meinen P.

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  • Assessing the Financial and Financing Conditions of Firms in Europe: the Financial Module in CompNet Ferrando A., Altomonte C., Blank S., Iudice M., Felt M.H., Meinen P., Neugebauer K., Siedschlag I.

    ecb.europa.eu ecb.europa.eu