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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
  • The Effects of a Financial Transaction Tax in an Artificial Financial Market Fricke D., Lux T.

  • On the interpretation of trade imbalances Nagengast A., Stehrer R.

  • Analyzing international business and financial cycles using multi-level factor models: A comparison of alternative approaches Breitung J., Eickmeier S.

    doi.org doi.org
  • Analyzing business cycle asymmetries in a multi-level factor model Breitung J., Eickmeier S.

    doi.org doi.org
  • Trust Me! I am a European Central Banker Bursian D., Fürth S.

  • Trust in government and fiscal adjustments Bursian D., Weichenrieder A., Zimmer J.

    doi.org doi.org
  • Basel's countercyclical capital buffer: The third nation issue Tente N.

    voxeu.org voxeu.org
  • 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 Pre-FOMC Announcement Drift Lucca D., Moench E.

  • Personal Bankruptcy Law, Debt Portfolios, and Entrepreneurship Mankart J., Rodano G.

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

    doi.org doi.org
  • Macroprudential Policies and Housing Prices: A New Database and Empirical Evidence for Central, Eastern, and Southeastern Europe Vandenbussche J., Vogel U., Detragiache E.

    doi.org doi.org
  • Which Banks are More Risky? The impact of business models on bank stability Köhler M.

  • Do correlated defaults matter for CDS premia? An empirical analysis Koziol C., Koziol P., Schön T.

    doi.org doi.org
  • The Home Bias in Equities and Distribution Costs Harms P., Hoffmann M., Ortseifer C.

    jstor.org jstor.org
  • Bank Risk and Competition: Evidence from Regional Banking Markets Kick T., Prieto E.

    doi.org doi.org
  • Classical time-varying FAVAR models – Estimation, forecasting and structural analysis Eickmeier S., Lemke W., Marcellino M.

    doi.org doi.org
  • U-MIDAS: MIDAS regressions with unrestricted lag polynomials Foroni C., Marcellino M., Schumacher C.

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

    doi.org doi.org