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  • A hierarchical model of tail dependent asset returns for assessing portfolio credit risk Puzanova N.

  • Quantifying Financial Stability in Austria – New Tools for Macroprudential Supervision Eidenberger J., Neudorfer B., Sigmund M., Stein I.

    ssrn.com ssrn.com
  • Optimal Monetary Policy and Firm Entry Lewis V.

    doi.org doi.org
  • Speculation as a trigger for regulation of capital markets in Germany in the late 19th century Baltzer M.

  • The role of cross-sectional heterogeneity for magnitude and timing of the euro's trade effect Herwartz H., Weber H.

    doi.org doi.org
  • Is local bias a cross-border phenomenon? Evidence from individual investors' international asset allocation Baltzer M., Stolper O., Walter A.

    doi.org doi.org
  • Are insurers SIFIs? A MGARCH model to measure interconnectedness Podlich N., Wedow M.

  • Business cycles, bank credit and crises Bucher M., Dietrich D., Hauck A.

    doi.org doi.org
  • The Fed's TRAP: A Taylor-type Rule with Asset Prices Erler A., Drescher C., Križanac D.

  • Are there bubbles in the Sterling-dollar exchange rate? New evidence from sequential ADF tests Bettendorf T., Chen W.

    doi.org doi.org
  • Systemic Risk Contributions: A Credit Portfolio Approach Düllmann K., Puzanova N.

    doi.org doi.org
  • Wealth Transfer Effects between Stockholders and Bondholders Imbierowicz B., Wahrenburg M.

    doi.org doi.org
  • Does the euro dominate Central and Eastern European money markets? Kadow A., Cerrato M., MacDonald R., Straetmans S.

  • The Two-Sided Effect of Financial Globalization on Output Volatility Meller B.

  • Ein nutzungskostenbasierter Ansatz zur Messung des Faktors Kapital in aggregierten Produktionsfunktionen Knetsch T. A.

    doi.org doi.org
  • Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S. Gubler M., Hertweck M. S.

    doi.org doi.org
  • What determines the dynamics of absolute excess returns on stock markets? Kurz C., Kurz-Kim J.-R.

  • Pooling versus model selection for nowcasting GDP with many predictors: Empirical evidence for six industrialized countries Kuzin V., Marcellino M., Schumacher C.

    doi.org doi.org
  • The debt brake: business cycle and welfare consequences of Germany's new fiscal policy rule Mayer E., Stähler N.

    doi.org doi.org
  • Purchase and Redemption Decisions of Mutual Fund Investors and the Role of Fund Families Jank S., Wedow M.

    doi.org doi.org
  • Do private sector forecasters chase after IMF or OECD forecasts? Frenkel M., Rülke J., Zimmermann L.

    doi.org doi.org
  • Network Analysis of the e-MID Overnight Money Market: The Informational Value of Different Aggregation Levels for Intrinsic Dynamic Processes Finger K., Fricke D., Lux T.

  • Recent developments in quantitative models of sovereign default Stähler N.

    doi.org doi.org
  • Testing for Structural Breaks at Unknown Time: A Steeplechase El-Shagi M., Giesen S.

    doi.org doi.org
  • Strategic Wage Bargaining, Labor Market Volatility, and Persistence Hertweck M. S.

    doi.org doi.org
  • The lunar cycle, sunspots and the frequency of births in Germany, 1920-1989 Bauer T. K., Bender S., Heining J., Schmidt C.M.

  • Identifying the Valuation Effects and Agency Costs of Corporate Diversification: Evidence from the Geographic Diversification of U.S. Banks Goetz M., Laeven L., Levine R.

    doi.org doi.org
  • A network model of financial system resilience Anand K., Gai P., Kapadia S., Wilison M., Brennan S.

    doi.org doi.org
  • Does it pay to have friends? Social ties and executive appointments in banking Berger A., Kick T., Koetter M., Schaeck K.

    doi.org doi.org
  • Empirical Simultaneous Prediction Regions for Path-Forecasts Jordà Ò., Knüppel M., Marcellino M.

    doi.org doi.org
  • Reconciling narrative monetary policy disturbances with structural VAR model shocks? Kliem M., Kriwoluzky A.

    doi.org doi.org
  • Pricing the Term Structure with Linear Regressions Adrian T., Crump R. K., Moench E.

  • Assessing Macro-Financial Linkages: A Model Comparison Exercise Gerke R., Jonsson M., Kliem M., Kolasa M., Lafourcade P., Locarno A., Makarskic K., McAdam P.

    doi.org doi.org
  • Valuing Stock Options when Prices are Subject to a Lower Boundary: A Correction Hertrich M., Veestraeten D.

    doi.org doi.org
  • Dynamic Hierarchical Factor Models Moench E., Ng S., Potter S.

  • Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials Foroni C., Marcellino M., Schumacher C.

    dx.doi.org dx.doi.org
  • Asset Allocation in Markets with Contagion: The Interplay between Volatilities, Jump Intensities, and Correlations Konermann P., Meinerding C., Sedova O.

    doi.org doi.org
  • Contagion in the interbank market and its determinants Memmel C., Sachs A.

    doi.org doi.org
  • Monetary Policy and Stock Market Volatility Bleich D., Fendel R., Rülke J.-C.

  • Default of systemically important financial intermediaries: short-term stability versus incentive compatibility? Dombret A., Ebner A.

  • Monetary policy, housing booms, and financial (im)balances Eickmeier S., Hoffmann B.

  • The global dimension of inflation – evidence from factor-augmented Phillips curves Eickmeier S., Pijnenburg K.

  • Einige Anmerkungen zum Wesen der Deflation aus Sicht der Finanzstabilität Bleich D., Bleich T., Fendel R.

  • The effect of the interbank network structure on contagion and common shocks Georg C.

    doi.org doi.org
  • Regulation, credit risk transfer with CDS, and bank lending Pausch T., P. Welzel

    doi.org doi.org
  • Reforming the labor market and improving competitiveness: An analysis for Spain using FiMod Schwarzmüller T., Stähler N.

    doi.org doi.org
  • Bank management of the net interest margin: New measures Memmel C., Schertler A.

    doi.org doi.org
  • Forecast uncertainty and the Bank of England’s interest rate decisions Schultefrankenfeld G.

    doi.org doi.org
  • Ergebnisse des Basel III-Monitoring für deutsche Institute Stichtag 31. Dezember 2012

    401 KB, PDF

    31.12.2012 No English translation available
    Open file
  • Allgemeine Geschäftsbedingungen der Deutschen Bundesbank (AGB) ab 1. Dezember 2012 Gültig bis 31.12.2012

    1016 KB, PDF

    31.12.2012 No English translation available
    Open file