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The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR Discussion paper 05/2011: Sandra Eickmeier, Wolfgang Lemke, Massimiliano Marcellino
3 MB, PDF
Read article11.04.2011 | 05/2011
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Macroeconomic factors and micro-level bank risk Discussion paper 20/2010: Claudia M. Buch, Sandra Eickmeier, Esteban Prieto
670 KB, PDF
Read article25.10.2010 | 20/2010
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Completeness, interconnectedness and distribution of interbank exposures - a parameterized analysis of the stability of financial networks Discussion paper 08/2010: Angelika Sachs
377 KB, PDF
Read article15.10.2010 | 08/2010
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Systematic risk of CDOs and CDO arbitrage Discussion paper 13/2009: Alfred Hamerle, Thilo Liebig, Hans-Jochen Schropp
381 KB, PDF
Read article30.10.2009 | 13/2009
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Financial markets´ appetite for risk - and the challenge of assessing its evolution by risk appetite indicators Discussion paper 08/2009: Birgit Uhlenbrock
1 MB, PDF
Read article07.07.2009 | 08/2009
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Financial integration, specialization and systemic risk Discussion paper 23/2008: Falko Fecht, Hans Peter Grüner, Philipp Hartmann
381 KB, PDF
Read article05.11.2008 | 23/2008
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Systemic bank risk in Brazil: an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations Discussion paper 13/2008: Theodore M. Barnhill, Jr., Marcos Rietti Souto
647 KB, PDF
Read article03.06.2008 | 13/2008
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Rollover risk in commercial paper markets and firms' debt maturity choice Discussion paper 05/2008: Felix Thierfelder
284 KB, PDF
Read article05.05.2008 | 05/2008