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49248 results
  • Using low frequency information for predicting high frequency variables Foroni C., Guerin P., Marcellino M.

    doi.org doi.org
  • Risk-Adjusted Option-Implied Moments Brinkmann F., Korn O.

    doi.org doi.org
  • Real Effects of the European Sovereign Debt Crisis: Evidence from Syndicated Loans. Acharya V. V., Eisert T., Eufinger C., Hirsch C.

  • Same Story, Different Place? Post-Crisis Recapitalization of Banks in Japan and Europe Acharya V. V., Eisert T., Eufinger C., Hirsch C.

  • Demographics and the current account Gerigk J., Rinawi M., Wicht A.

    ideas.repec.org ideas.repec.org
  • Banks’ Equity Stakes and Lending: Evidence from a Tax Reform von Beschwitz B., Foos D.

    doi.org doi.org
  • Trust in the Monetary Authority Bursian D., Faia E.

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  • Too Fast or Too Slow? Determining the Optimal Speed of Financial Markets Fricke D., Gerig A.

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  • Interest Rate Rules under Financial Dominance Lewis V., Roth M.

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  • The Risk-Taking Channel of Monetary Policy Transmission in the Euro Area Neuenkirch M., Nöckel M.

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

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  • A benchmark for wage growth through the lens of the Beveridge curve Kajuth F.

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  • The Import Content of Expenditure Components and the Size of International Spillovers Jorra M., Esser A., Slopek U.

    doi.org doi.org
  • Why do banks bear interest rate risk? Memmel C.

    doi.org doi.org
  • Export pricing and the macroeconomic effects of US import tariffs Slopek U.

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

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  • A comprehensive view on risk reporting: Evidence from supervisory data Abbassi P., Schmidt M.

    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
  • Competition and Bank Stability Goetz M.

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

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  • Information Contagion and Systemic Risk Georg C., Ahnert T.

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

    doi.org doi.org
  • Forecasting through the Rear-View Mirror: Data Revisions and Bond Return Predictability Ghysels E., Horan C., Mönch E.

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  • Liquidity provision as a monetary policy tool: the ECBs non-standard measures after the financial crisis Quint D., Tristani O.

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  • Identifying income and wealth-poor households in the euro area Müller P., Schmidt T.

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