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Composite likelihood methods for large Bayesian VARs with stochastic volatility Joshua Chan, Eric Eisenstat, Chenghan Hou, Gary Koop
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Modeling Spillover Effects Among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach Zeno Adams, Roland Füss, Reint Gropp
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From the Reichsbank to the Bundesbank People, generations and concepts between tradition, conituity and new beginnings
In 2017, the Deutsche Bundesbank commissioned a comprehensive study on the history of central banking in Germany between the years 1924 and 1970.
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Realized bank risk during the Great Recession Yener Altunbas, Simone Manganelli, David Marques-Ibanez
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Traditional banks, shadow banks and the US credit boom – credit origination versus financing Robert Unger
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Methodenhandbuch zur Zahlungsbilanz bzw. zum Auslandsvermögensstatus in der Europäischen Union
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Overview of central banks’ in-house credit assessment systems in the euro area No 284 / October 2021
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The two- tier system for reserve remunerationand its impact on banks and financial markets Article from the Monthly Report January 2021
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