German Banks` Behavior in the Low Interest Rate Environment Busch R., Littke H., Memmel C., Niederauer S.

Lighting up the dark: liquidity in the German corporate bond market Gündüz Y., Pelizzon L., Schneider M., Subrahmanyam M.G.

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

Structural Shocks and the Comovements between Output and Interest Rates Mertens E.

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

Discussion of Rising Bank Concentration by Dean Corbae and Pablo D'Erasmo Mankart J.

Using time-stamped survey responses to measure expectations at a daily frequency Mokinski F.

An N-dimensional generalisation of the Amiti-Weinstein estimator Nagengast A.

Credit Provision and Bank Stability after the GFC: The Role of Bank Regulation and the Quality of Governance Fratzscher M., König P., Lambert C.

Precautionary Savings, Illiquid Assets, and the Aggregate Consequences of Shocks to Household Income Risk Bayer C., Lütticke R., Pham-Dao L., Tjaden V.

Skill Bias magnified: Identifying the role of international technology diffusion Schulte P.

Inflation, deflation, and uncertainty: What drives euro area option-implied inflation expectations and are they still anchored in the sovereign debt crisis? Scharnagl M., Stapf J.

Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market Schneider M., Lillo F., Pelizzon L.

Banking deregulation, macroeconomic dynamics and monetary policy Buch C., Eickmeier S., Prieto Fernandez E.

Distributional consequences of asset price inflation in the euro area Adam K., Tzamourani P.

The interest rate exposure of euro area households Tzamourani P.

Predicting Credit Default Swap Prices with Financial and Pure Data-Driven Approaches Gündüz Y., Uhrig-Homburg M.

Markup responses to Chinese imports Meinen P.

Injunctive vs. Descriptive Social Norms and Reference Group Dependence Heinicke F., König C., Schmidt R.

Managers as Knowledge Carriers – Explaining Firms' Internationalization Success with Manager Mobility Meinen P., Parrotta P., Sala D., Yalcin E.

U-MIDAS: MIDAS regressions with unrestricted lag polynomials Foroni C., Marcellino M., Schumacher C.

The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR Eickmeier S., Lemke W., Marcellino M., Abbate A.

On the suitability of alternative competitiveness indicators for explaining real exports of advanced economies Fischer C., Hossfeld O., Radeck K.

Employment protection and temporary work agencies Baumann F., Mechtel M., Stähler N.

Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks Busch R., Koziol P., Mitrovic M.

The Effects of Sanctions on Russian Banks in TARGET2 Transactions Data Drott C., Goldbach S., Nitsch V.

The Impact of Downward Rating Momentumistribution Costs Güttler A., Raupach P.

Arising from the Ruins: The Impact of Natural Disasters on Reconstruction Labor Wages Döhrmann D., Gürtler M., Hibbeln M., Metzler R.

Expectations formation, sticky prices, and the ZLB Bersson B., Hürtgen P., Paustian M.

Stress testing German banks against a global credit crunch Düllmann K., Kick T.

The Empirical Performance of the Financial Accelerator since 2008 Boehl G., Strobel F.

Sunk Costs of Exporting and the Role of Experience in International Trade Meinen P.

The Quantity Theory Revisited: A New Structural Approach El-Shagi M., Giesen S., Kelly L.J.

Reserve Requirements and Real Exchange Rate Misalignments in Emerging Market Economies Loeffler A.

Core-Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform Fricke D., Lux T.

Financial Integration and Business Cycle Synchronization: Evidence from U.S. States Goetz M., Gozzi J.C.

Nowcasting GDP with a pool of factor models and a fast estimation algorithm Eraslan S., Schröder M.

Capital Regulation in a Macroeconomic Model with Three Layers of Default Clerc L., Derviz A., Mendicino C., Moyen S., Nikolov K., Stracca L., Suarez J., Vardoulakis A.

Toothless tiger with claws? Financial stability communication, expectations, and risk-taking Beutel J., Metiu N., Stockerl V.

On the sensitivity of trade costs to services-trade restrictions Blank S., Egger P.

Large mixed-frequency VARs with a parsimonious time-varying paremeter structure Götz T., Hauzenberger K.

The Role of Emissions Disclosure for the Low-Carbon Transition Frankovic I., Kolb B.

Anatomy of Regional Price Differentials: Evidence From Micro Price Data von Auer L., Weinand S.

Distance to Compliance Portfolios: An Integrated Shortfall Measure for Basel III Heidorn T., Schmaltz C., Torchiani I.

Financial cycles across G7 economies: a view from wavelet analysis Mandler M., Scharnagl M.

Melting constants in trade gravity's rainbow Blank S., Egger P.

Financial conditions, macroeconomic factors and disaggregated bond excess returns Fricke C., Menkhoff L.

Retained Earnings, Foreign Portfolio Ownership, and the German Current Account: A Firm-Level Approach Goldbach S., Harms P., Jochem A., Nitsch V., Weichenrieder A.J.

German Labor Market and Fiscal Reforms 1999 to 2008: Can They Be Blamed for Intra-Euro Area Imbalances? Gadatsch N., Stähler N., Weigert B.

Too Much of a Good Thing? Short-term Debt as a Sorting Device König P., Pothier D.