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  • Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility Mertens E., Nason J.M.

    bis.org bis.org
  • How do Households adapt to a New Environment in their Economic Forecasting? Evidence from the german Reunification. Goldfayn-Frank O., Wohlfart J.

    imfs-frankfurt.de imfs-frankfurt.de
  • Personality traits and financial decisions of the households Goldfayn-Frank O.

    dx.doi.org dx.doi.org
  • A Time Series Model of Interest Rates With the Effective Lower Bound Johannsen B. K., Mertens E.

    bis.org bis.org
  • Dealer behaviour in the Euro money market during times of crisis Fecht F., Reitz S.

    doi.org doi.org
  • Is proprietary trading detrimental to retail investors? Fecht F., Hackethal A., Karabulut, Y.

    doi.org doi.org
  • An overall seasonality test based on recursive feature elimination in conditional random forests Webel K., Ollech D.

  • Comparing non-response adjustment methods in the Panel on Household Finances Sengewald J., Tzamourani P.

    asasrms.org asasrms.org
  • The Effects of Government Bond Purchases on Leverage Constraints of Banks and Non-Financial Firms Kühl M.

    ijcb.org ijcb.org
  • German Banks in Financial Centers: How Risky is Their Business? Kerl C.

    ssrn.com ssrn.com
  • Forecast-error-based estimation of forecast uncertainty when the horizon is increased Knüppel M.

    doi.org doi.org
  • The determinants of CDS spreads: evidence from the model space Pelster M., Vilsmeier J.

    doi.org doi.org
  • Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market Schneider M., Lillo F., Pelizzon L.

    doi.org doi.org
  • Excess comovements between the Euro/US dollar and Pound Sterling/US dollar exchange rates Kühl M.

    doi.org doi.org
  • Real and financial cycles in EU countries: Stylised facts and modelling implications Rünstler G., Balfoussia H., Burlon L., Buss G., Comunale M., de Backer B., Dewachter H., Guarda P., Haavio M., Hindrayanto I., Iskrev N., Jaccard I., Kulikov D., Kunovac D., Lenarcic C., Lequien M., Lozej M., Mandler M., Papageorgiou D., Pedersen J., Perez-Quiros G., Rannenberg A., Rots E., Scharnagl M., Welz P.

  • A macroeconomic reverse stress test Grundke P., Pliszka K.

    doi.org doi.org
  • Non-response adjustments in the Panel of Household Finances Sengewald J., Tzamouranix P.

  • Convertible bonds and bank risk-taking Martynova N., Perotti E.

    doi.org doi.org
  • Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks Busch R., Koziol P., Mitrovic M.

    doi.org doi.org
  • Time-varying capital requirements and disclosure rules: Effects on capitalization and lending decisions Imbierowicz B., Kragh J., Rangvid J.

    doi.org doi.org
  • The payout behavior of German savings banks Köhler M.

    doi.org doi.org
  • Pitfalls in the use of systemic risk measures Löffler G., Raupach P.

    doi.org doi.org
  • Kommt das Geld bei den Kindern an? Stichnoth H., Riedel L., Camarero Garcia S., Dörrenberg P., Neisser C., Ungerer M., Wehrhöfer N.

    zew.de zew.de
  • Machbarkeitsstudie und Ableitung von Forschungsfragen zu Bedeutung, Inanspruchnahme und Verteilungswirkungen von gesellschaftlich notwendigen Dienstleistungen Bonin H., Camarero Garcia S., Lay M., Liu V., Neisser N., Ody M., Riedel L., Stichnoth H., Ungerer M., Wehrhöfer N.

    bmas.de bmas.de
  • Do exposures to sagging real estate, subprime or conduits abroad lead to contraction and flight to quality in bank lending at home? Ongena S., Tümer-Alkan G., von Westernhagen N.

    doi.org doi.org