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Monatsbericht – February 2023
The February 2023 edition of the Monthly Report comments on the economic situation in Germany in winter 2022/23.
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The rollout of internal credit risk models: Implications for the novel partial-use philosophy Carina Schlam, Corinna Woyand
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Asset allocation with recursive parameter updating and macroeconomic regime identifiers Milad Goodarzi, Christoph Meinerding
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Time-varying stock return correlation, news shocks, and business cycles Norbert Metiu, Esteban Prieto
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