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48002 results
  • TARGET Instant Payment Settlement - Connectivity Technical Requirements Version 1.0

    785 KB, PDF

    08.01.2018
    Open file
  • Nutzung Kundensimulator für Tests

    45 KB, PDF

    02.01.2018 No English translation available
    Open file
  • Withdrawal from foreign lending in the financial crisis by parent banks and their branches and subsidiaries: Supply versus demand effects Frey R., Kerl C., Lipponer A.

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

    doi.org doi.org
  • Trust in the Monetary Authority Bursian D., Faia 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
  • 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
  • The absence of evidence and the evidence of absence – an algorithmic approach for identifying operational outages in TARGET2 Glowka M., Paulick J., Schultze I.

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

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

    doi.org doi.org
  • Distance to Compliance Portfolios: An Integrated Shortfall Measure for Basel III Heidorn T., Schmaltz C., Torchiani I.

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

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

    doi.org doi.org
  • Big fish in small banking ponds? Cost advantage and foreign affiliate presence Galema R., Koetter M.

    doi.org doi.org
  • Correlated shocks in estimated DSGE models Falter A., Wesselbaum D.

    ideas.repec.org ideas.repec.org
  • The Financial Stability Aspects of the EU-wide stress test Ebner A.

    doi.org doi.org
  • On the suitability of alternative competitiveness indicators for explaining real exports of advanced economies Fischer C., Hossfeld O., Radeck K.

    doi.org doi.org
  • Management Practices, Workforce Selection and Productivity Bender S., Bloom N., Card D., Van Reenen J., Wolter S.

    doi.org doi.org
  • The Macroeconomic Effects of Bank Capital Requirement Changes: Evidence from a Narrative Approach Eickmeier S., Kolb B., Prieto E.

  • Gender role asymmetry and stock market participation – Evidence from four European household surveys Barasinska N., Schäfer D.

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

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

    doi.org doi.org
  • Crises and Rescues: Liquidity Transmission through Global Banks Buch C., Koch C.T., Koetter M.

    ijcb.org ijcb.org
  • Assessing the predictive ability of sovereign default risk on exchange rates Foroni C., Ravazzolo F., Sadaba B.

    doi.org doi.org
  • Oil Price Shocks and Stock Return Volatility: New Evidence Based on Volatility Impulse Response Analysis Eraslan S., Menla Ali F.

    doi.org doi.org
  • Do European banks with a covered bond program still issue asset-backed securities for funding? Boesel N., Kool C., Lugo S.

    doi.org doi.org
  • Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov switching model Casarin R., Foroni C., Marcellino M., Ravazzolo F.

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

    doi.org doi.org
  • Coordinated Structural Reforms: Insights from Fiscal and Labour Market Reforms in Germany Röhe O., Stähler N.

  • Estabilidad financiera y transmisión de la política monetaria en un entorno poscrisis Imbierowicz B.

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

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

    doi.org doi.org
  • Banks' Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence Memmel C., Seymen A., Teichert M.

    doi.org doi.org
  • Reconciling Jaimovich-Rebello preferences, habit in consumption and labor supply Holden T., Levine P., Swarbrick J.

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

    doi.org doi.org
  • Contrasting financial and business cycles: Stylized facts and candidate explanations Hiebert P., Jaccard I., Schüler Y.

    doi.org doi.org
  • Labor Supply Factors and Economic Fluctuations Foroni C., Lepetit A., Furlanetto F.

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

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

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

    doi.org doi.org
  • Forecast-error-based estimation of forecast uncertainty when the horizon is increased Knüppel 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
  • A benchmark for wage growth through the lens of the Beveridge curve Kajuth F.

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

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

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

    doi.org doi.org
  • The Missing Links: A global study on uncovering financial network structure from partial data Anand K., van Lelyveld I., Banai A., Friedrich S., Garratt R., Halaj G., Fique J., Hansen I., Jaramillo S., Lee H., Molina-Borboa J., Nobili S., Rajan S., Salakhova S., Silva T., Silvestri L., de Souza S.

    doi.org doi.org