General Search
Multiple search words are automatically linked with "AND". Text enclosed in quotation marks (") returns only the pages in which this text occurs exactly. With the search filters next to the results you have the possibility to further limit your search.
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Seasonally adjusted business statistics (tables only) - January 2011 Statistical Supplement to the Monthly Report 4
492 KB, PDF
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Foreign demand for euro banknotes issued in Germany Article from the Monthly report January 2011
194 KB, PDF
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Requirements regarding the cyclical adjustment procedure under the new debt rule Article from the Monthly report January 2011
95 KB, PDF
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Investor behaviour in theory and practice Article from the Monthly report January 2011
150 KB, PDF
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Der Auslandsumlauf von in Deutschland emittierten Euro-Banknoten Monatsberichtsaufsatz Januar 2011
197 KB, PDF
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Anforderungen an die Konjunkturbereinigung im Rahmen der neuen Schuldenregel Monatsberichtsaufsatz Januar 2011
94 KB, PDF
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Der Banknotenkreislauf und das Banknoten-Recycling in Deutschland Monatsberichtsaufsatz Januar 2011
284 KB, PDF
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The banknote cycle and banknote recycling in Germany Article from the Monthly report January 2011
289 KB, PDF
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Die Europäische Zentralbank, das Eurosystem, das Europäische System der Zentralbanken
746 KB, PDF
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Allgemeine Geschäftsbedingungen der Deutschen Bundesbank (AGB) ab 03.01.2011 Gültig bis 31.10.2011
1 MB, PDF
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Taylor Rule Revisited: from an Econometric Point of View Kurz C., Kurz-Kim J.-R.
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European Market Integration Through Technology Driven M&As Frey R., Hussinger K.
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Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP Schumacher, C.
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Reviewing Excess Liquidity Measures – A Comparison for Asset Markets Drescher C.
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Determinants of Cross-Border Bank Flows to Emerging Markets – New Empirical Evidence on the Spread of Financial Crisis Herrmann S., Mihaljek D.
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Determinants of Cross-Border Bank Flows to Emerging Markets – New Empirical Evidence on the Spread of Financial Crisis Herrmann S., Mihaljek D.
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Currency blocs in the 21st century Fischer C.
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What can EMU countries’ sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis? Dötz N., Fischer C.
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Does Gender Affect Investors' Appetite for Risk? Evidence from Peer-to-Peer Lending Barasinska N.
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Price discovery on traded inflation expectations: Does the financial crisis matter? Schulz A., Stapf J.
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Identifying discretionary fiscal policy with real-time data von Kalckreuth U., Wolff G.
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Panel estimation of state dependent adjustment when the target is unobserved von Kalckreuth U.
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Credit spread interdependencies of European states and banks during the financial crisis Alter A., Schüler Y.
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Linkages between Stock Market Fluctuations and Business Cycles in Asia Candelon B., Metiu N.
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Essays on Financial Market Instability, Dissertation Metiu N.
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Krisenreaktion und Krisenprävention im Euro-Raum: Wandel zum Besseren? Peters H., Ried S., Schwarz P.
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Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach Gaisser S., Memmel C., Schmidt R., Wehn C.
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Testing for structural breaks in dynamic factor models Breitung J., Eickmeier S.
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Predicting Credit Default Swap Prices with Financial and Pure Data-Driven Approaches Gündüz Y., Uhrig-Homburg M.
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An Information Economics Perspective on Main Bank Relationships and Firm R&D Hoewer D., Schmidt T., Sofka W.
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Stochastische Prozesse – Verständliche Einführung für Statistiker und Datenwissenschaftler Webel K., Wied D.
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Households portfolio structure in Germany: Analysis of financial accounts data 1959-2009 Ram F., Scharnagl M.
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The Effectiveness of Monetary Policy in Steering Money Market Rates During the Financial Crisis Abbassi P., Linzert T.
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Public debt and changing inflation targets Krause M., Moyen S.
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Un nouveau dispositif d’assainissement Bofinger P., Ried S.
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Changes in euro area monetary transmission? Weber A.A., Gerke R., Worms A.
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The Impact of the New Regulatory Framework Cannata F., Krüger U.