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  • On the exposure of insurance companies to sovereign risk: Portfolio investments and market forces Düll R., König F., Ohls J.

    doi.org doi.org
  • On the low-frequency relationship between public deficits and inflation Kliem M., Kriwoluzky A., Sarferaz S.

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  • Decomposing Real and Nominal Yield Curves Abrahams M., Adrian T., Crump R. K., Moench E., Yu R.

    doi.org doi.org
  • Bank Capital Buffers in a Dynamic Model Mankart J., Michaelides A., Pagratis S.

    doi.org doi.org
  • The nonlinear dynamics of corporate bond spreads Fischer H., Stolper O.

    doi.org doi.org
  • Diversification and determinants of international credit portfolios: evidence from German banks Böninghausen B., Köhler M.

    doi.org doi.org
  • What Drives Germany's Exports? Frenkel M., Zimmermann L.

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

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

    doi.org doi.org
  • Interest and Credit Risk Management in German Banks: Evidence from a Quantitative Survey Dräger V., Heckmann-Draisbach L., Memmel C.

    doi.org doi.org
  • Information effects of euro area monetary policy Kerßenfischer M.

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  • Who Divorces Whom: Unilateral Divorce Legislation and the Educational Structure of Marriage Afunts G., Jurajda Š.

    doi.org doi.org
  • Insured Loss Inflation: How Natural Catastrophes Affect Reconstruction Costs Döhrmann D., Gürtler M., Hibbeln M.

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  • Exchange Rate Risk, Banks' Currency Mismatches, and Credit Supply Abbassi P., Bräuning F.

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  • FRTB – eine unendliche Geschichte mit Happy End? Mössinger C., Pfingsten A.

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  • Servitization, Inequality, and Wages Boddin D., Kroeger T.

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  • Global risk and portfolio flows to emerging markets: Evidence from irish-resident investment funds Bianchi B., Galstyan V., Herzberg V.

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

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

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  • Pandemic Recessions and Contact Tracing Melosi L., Rottner M.

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  • Will German banks earn their cost of capital? Dombret A., Gündüz Y., Rocholl J.

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  • GMM Weighting Matrices in Cross-Sectional Asset Pricing Tests Laurinaityte N., Meinerding C., Schlag C., Thimme J.

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  • The value of verbal feedback in allocation decisions Schmidt R., Schwieren C., Vollmann M.

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  • Cultural Identity, Mobility and Decentralization Schild C.-J., Wrede M.

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  • FiMod – A DSGE model for fiscal policy simulations Stähler N., Thomas C.

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  • Forward looking behavior in ECB liquidity auctions: evidence from the pre-crisis period Vogel E.

    doi.org doi.org
  • State-Dependent Transmission of Monetary Policy in the Euro Area Burgard J.P., Neuenkirch M., Nöckel M.

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  • Bank loan supply shocks and alternative financing of non-financial corporations in the euro area Mandler M., Scharnagl M.

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  • Fiscal Policy and Business Formation in Open Economies Lewis V., Winkler R.

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  • O-SII designation and deposit funding costs Vogel U.

    doi.org doi.org
  • Does Homeownership Promote Wealth Accumulation? Kaas, L., Kocharkov G., Preugschat E.

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  • Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors Baltzer M., Stolper O., Walter A.

    doi.org doi.org
  • Can Capacity Constraints Explain Asymmetries of the Business Cycle? Knüppel M.

    doi.org doi.org
  • Classification of Monetary and Fiscal Dominance Regimes Using Machine Learning Techniques Hinterlang N., Hollmayr J.

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  • Leaping into the dark: A theory of policy gambles Anand K., Gai P., König P.

    doi.org doi.org
  • Assessing the uncertainty in central banks’ inflation outlooks Knüppel M., Schultefrankenfeld G.

    doi.org doi.org
  • Union power as a reason for Europe not to introduce experience rating Baumann F., Stähler N.

    doi.org doi.org
  • Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification Kaufmann S., Schumacher C.

    doi.org doi.org
  • Impulse response analysis in a misspecified DSGE model: A comparison of full and limited information techniques Giesen S., Scheufele R.

    doi.org doi.org
  • Real currency appreciation in accession countries: Balassa-Samuelson and investment demand Fischer C.

    doi.org doi.org
  • The role of stickiness, extrapolation and past consensus forecasts in macroeconomic expectations Hagenhoff T., Lustenhouwer J.

    doi.org doi.org
  • Safe but Fragile: Information Acquisition and Shadow Bank Runs König P., Pothier D.

    doi.org doi.org
  • Interest rate assumptions and predictive accuracy of central bank forecasts Knüppel M., Schultefrankenfeld G.

    doi.org doi.org
  • Do Bank Insiders Impede Equity Issuances Martin Götz, Luc Laeven, Ross Levine

    No English translation available

  • The Consequences of U.S. Technology Changes for Productivity in Advanced Economies Elstner S., Rujin S.

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

    doi.org doi.org
  • Statistical Series Securities issues statistics January 2026

    6 MB, PDF

    13.01.2026 DE
    Open file
  • Statistical Series Investment funds statistics January 2026

    3 MB, PDF

    12.01.2026 DE
    Open file
  • Investment funds statistics Tables of the Statistical Series
    12.01.2026 DE
    Investment funds statistics
  • Statistics on international financial and capital transactions (SIFCT) – Data Report 2025-17 – Metadata Version 7 Elena Biewen, Lien Pham-Dao, Simone Schultz

    149 KB, PDF

    Data Report 2025-17
    Open file