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  • Allgemeine Geschäftsbedingungen der Deutschen Bundesbank (AGB) ab 01.01.2012 Gültig bis 31.01.2012

    964 KB, PDF

    01.01.2012 No English translation available
    Open file
  • Generalized Trust and Regional Innovation Activity Schild C.-J.

    econpapers.repec.org econpapers.repec.org
  • Price Setting in the Euro Area: Some Stylized Facts from individual Producer Price Data Vermeulen P., Dias D. A., Dossche M., Gautier E., Hernando I., Sabbatini R., Stahl H.

    doi.org doi.org
  • Kombinierte Firmendaten für Deutschland – Möglichkeiten und Konsequenzen der Zusammenführung von Unternehmensdaten unterschiedlicher Datenproduzenten Biewen E., Gruhl A., Gürke C., Hethey-Maier T., Weiß E.

    fdz.iab.de fdz.iab.de
  • Evaluating the labor-market effects of compulsory military service Bauer T. K., Bender S., Paloyo A.R., Schmidt C.F.

  • The Effects of Extended Unemployment Insurance Over the Business Cycle: Evidence From Regression Discontinuity Estimates Over 20 Years Schmieder J.F., Wachter T.M., Bender S.

  • Term Structure Surprises: The Predictive Content of Curvature, Level, and Slope Moench E.

  • Supply-Side Effects of Strong Energy Price Hikes in German Industry and Transportation Knetsch T.A., Molzahn A.

    doi.org doi.org
  • Coherence assessment of the Greek HFCS with comparable data sources Tzamourani P.

  • Memories of high inflation Ehrmann M., Tzamourani P.

    doi.org doi.org
  • Money as Indicator for the Natural Rate of Interest Berger H., Weber H.

    ssrn.com ssrn.com
  • Credit spread interdependencies of European states and banks during the financial crises Alter A., Schüler Y.

    doi.org doi.org
  • Efficient Simulation of DSGE Models with Inequality Constraints Holden T., Paetz M.

    econpapers.repec.org econpapers.repec.org
  • Medium-frequency cycles and the remarkable near trend-stationarity of output Holden T.

    econpapers.repec.org econpapers.repec.org
  • Early warning financial crashes using the log periodic power law Kurz-Kim J.-R.

  • Target 2 and the European Sovereign Debt Crisis Bindseil U., König P.

    econpapers.repec.org econpapers.repec.org
  • Do Better Capitalized Banks Lend Less? Long-Run Panel Evidence from Germany Buch C., Prieto E.

  • The Ideal Loan and the Patterns of Cross-Border Bank Lending Kleinert J., Brueggemann B., Prieto E.

  • Monetary Shocks in Bounded Efficient Financial Markets with Bounded Rational Agents Drescher C., Herz B.

  • What Determines Simultaneous Asset Bubbles? Drescher C., Herz B.

  • Bubblebusters – Chasing the Ghost of Global Vagabonding Bubbles Drescher C.

  • The Dynamics of Liquidity and Credit Risk. Hertrich M.

  • Financial Integration, Specialization, and Systemic Risk Fecht F., Grüner H., Hartmann P.

    doi.org doi.org
  • Currency blocs in the 21st century Fischer C.

  • Goods Follow Bytes: The Impact of ICT on EU Trade Mattes A., Meinen P., Pavel F.

  • The Halle Economic Projection Model Giesen S., Holtemöller O., Scharff J., Scheufele R.

    doi.org doi.org
  • Die Krise, die Banken und ihre Kreditvergabe im Ausland: Breites Deleveraging oder strategische Anpassung an neue Risiken? Düwel C., Frey R., Lipponer A.

  • Auslandskreditgeschäft deutscher Banken in der Krise Düwel C., Frey R., Lipponer A.

  • Individual risk attitudes and the com-position of financial portfolios: Evidence from German household portfolios Barasinska N., Schäfer D. and Stephan A.

  • Contagion at the Interbank Market with stochastic Loss Given Default Memmel C., Sachs A., Stein I.

  • Creditor Concentration: An Empirical Investigation Ongena S., Tümer-Alkan G., von Westernhagen N.

  • The product space and the middle-income trap: Comparing Asian and Latin American experiences Jankowska A., Nagengast A., Perea J.R.

  • Microdatabase: Securities Holdings Statistics: A flexible multi-dimensional approach for providing user-targeted securities investment data Amann M., Baltzer M., Schrape M.

  • Price-level targeting when there is price-level drift Gerberding C., Gerke R., Hammermann F.

  • Ownership Structure, Regulation and the Market for Corporate Control in the EU Banking Sector Köhler M.

  • Loan Supply Shocks during the Financial Crisis: Evidence for the Euro Area Hristov N., Huelsewig O., Wollmershaeuser T.

  • Macroprudential Policies and Housing Prices – A New Database and Empirical Evidence for Central, Eastern, and Southeastern Europe Vandenbussche J., Vogel U., Detragiache E.

    imf.org imf.org
  • Intra-Group Cross-Border Credit and Roll-Over Risks in CESEE – Evidence from Austrian Banks Hameter M., Lahnsteiner M., Vogel U.

    (2012), ,

    oenb.at oenb.at
  • Tweaking Archimedes to Find Tail Risk Puzanova N.

    creditflux.com creditflux.com
  • Monetary Transmission Right from the Start: On the Information Content of the Eurosystem's Main Refinancing Operations Abbassi P., Nautz D.

  • Identifying the Phillips curve through shifts in volatility Kajuth F.

    doi.org doi.org
  • Product Replacement Bias in Inflation and Its Consequences for Monetary Policynitude and timing of the euro's trade effect Weber H.

    doi.org doi.org
  • Do Foreign Banks Stabilize Cross-Border Bank Flows and Domestic Lending in Emerging Markets? Evidence from the Global Financial Crisis Vogel U., Winkler A.

    doi.org doi.org
  • Asset Allocation and Asset Pricing in the Face of Systemic Risk: A Literature Overview and Assessment Meinerding C.

    doi.org doi.org
  • The Dependency of the Banks’ Assets and Liabilities: Evidence from Germany Memmel C., Schertler A.

    doi.org doi.org
  • On the effects of fair trade on the welfare of the poor. Baumann F., Oschinski M., Stähler N.

    doi.org doi.org
  • Are Spectral Estimators Useful for Long-Run Restrictions in SVARs? Mertens E.

    doi.org doi.org
  • KombiFiD: A First Glimpse of the Bundesbank Data Biewen E.

    doi.org doi.org
  • Firm Entry, Markups and the Monetary Transmission Mechanism Lewis V., Poilly C.

    doi.org doi.org
  • Heterogeneous FDI in Transition Economies A Novel Approach to Assess the Developmental Impact of Backward Linkages Giroud A., Jindra B., Marek P.

    doi.org doi.org