Discussion papers

The discussion papers with economic studies or financial and banking studies are elaborated by the research center of the Deutsche Bundesbank.
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1204 results
  • How wacky is the DAX? The changing structure of German stock market volatility Discussion paper 18/2003: Jelena Stapf, Thomas Werner

    581 KB, PDF

    25.11.2003 18/2003
    Open file
  • The Forecasting Performance of German Stock Option Densities Discussion paper 17/2003: Ben R. Craig, Ernst Glatzer, Joachim G. Keller, Martin Scheicher

    570 KB, PDF

    07.11.2003 17/2003
    Open file
  • Credit Risk Factor Modeling and the Basel II IRB Approach Discussion paper 02/2003: Alfred Hamerle, Thilo Liebig, Daniel Rösch

    367 KB, PDF

    01.11.2003 02/2003
    Open file
  • Exact tests and confidence sets for the tail coefficient of α-stable distributions Discussion paper 16/2003: Jean-Marie Dufour, Jeong-Ryeol Kurz-Kim

    430 KB, PDF

    08.10.2003 16/2003
    Open file
  • Measuring the Discriminative Power of Rating Systems Discussion paper 01/2003: Bernd Engelmann, Evelyn Hayden, Dirk Tasche

    231 KB, PDF

    01.10.2003 01/2003
    Open file