Discussion Papers
The Discussion Papers with economic studies or financial and banking studies are elaborated by the research centre of the Deutsche Bundesbank.
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Banking market structure and macroeconomic stability: are low-income countries special? Franziska Bremus, Claudia M. Buch
505 KB, PDF
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Cross-border liquidity, relationships and monetary policy: evidence from the Euro area interbank crisis Puriya Abbassi, Falk Bräuning, Falko Fecht, José-Luis Peydró
1 MB, PDF
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Updating the option implied probability of default methodology Johannes Vilsmeier
1 MB, PDF
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Forecast-error-based estimation of forecast uncertainty when the horizon is increased Malte Knüppel
505 KB, PDF
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Loan loss provisioning and procyclicality: evidence from an expected loss model Christian Domikowsky, Sven Bornemann, Klaus Düllmann, Andreas Pfingsten
611 KB, PDF
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Taxing banks: an evaluation of the German bank levy Claudia M. Buch, Björn Hilberg, Lena Tonzer
687 KB, PDF
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What predicts financial (in)stability? A Bayesian approach Judith Eidenberger, Benjamin Neudorfer, Michael Sigmund, Ingrid Stein
3 MB, PDF
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Financial conditions, macroeconomic factors and (un)expected bond excess returns Christoph Fricke, Lukas Menkhoff
683 KB, PDF
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Carry funding and safe haven currencies: a threshold regression approach Oliver Hossfeld, Ronald MacDonald
1 MB, PDF
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Money growth and consumer price inflation in the euro area: a wavelet analysis Martin Mandler, Michael Scharnagl
576 KB, PDF
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Pro-cyclical capital regulation and lending Markus Behn, Rainer Haselmann, Paul Wachtel
636 KB, PDF
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International capital flows, external assets and output volatility Mathias Hoffmann, Michael Krause, Peter Tillmann
597 KB, PDF
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A one-off wealth levy? Assessing the pros, the cons and the importance of credibility Gerhard Kempkes, Nikolai Stähler
477 KB, PDF
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Contingent convertible bonds and the stability of bank funding: the case of partial writedown Dirk Bleich
329 KB, PDF
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How is the low-interest-rate environment affecting the solvency of German life insurers? Anke Kablau, Matthias Weiß
290 KB, PDF
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Wie wirkt sich das Niedrigzinsumfeld auf die Solvabilität der deutschen Lebensversicherer aus? Diskussionspapier 27/2014: Anke Kablau, Matthias Weiß
389 KB, PDF
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Bank capital, the state contingency of banks’ assets and its role for the transmission of shocks Michael Kühl
1 MB, PDF
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Inflation, deflation, and uncertainty: What drives euro area option-implied inflation expectations and are they still anchored in the sovereign debt crisis? Michael Scharnagl, Jelena Stapf
1 MB, PDF
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Contagious herding and endogenous network formation in financial networks Co-Pierre Georg
624 KB, PDF
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A network analysis of the evolution of the German interbank market Tarik Roukny, Co-Pierre Georg, Stefano Battiston
709 KB, PDF
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Do correlated defaults matter for CDS premia? An empirical analysis Christian Koziol, Philipp Koziol, Thomas Schön
548 KB, PDF
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The multivariate option iPoD framework - assessing systemic financial risk Philipp Matros, Johannes Vilsmeier
1 MB, PDF
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Mitigating financial stress in a bank-financed economy: equity injections into banks or purchases of assets? Michael Kühl
1 MB, PDF
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Interbank lending and distress: observables, unobservables, and network structure Ben R. Craig, Michael Koetter, Ulrich Krüger
2 MB, PDF
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International banking and liquidity risk transmission: lessons from across countries Claudia M. Buch, Linda S. Goldberg
779 KB, PDF
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Household saving behavior and credit constraints in the Euro area Julia Le Blanc, Alessandro Porpiglia, Federica Teppa, Junyi Zhu, Michael Ziegelmeyer
793 KB, PDF
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Quantifying the components of the banks' net interest margin Ramona Busch, Christoph Memmel
395 KB, PDF
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Collateral imbalances in intra-European trade? Accounting for the differences between gross and value added trade balances Arne J. Nagengast, Robert Stehrer
827 KB, PDF
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Consumer cash usage: a cross-country comparison with payment diary survey data John Bagnall, David Bounie, Kim P. Huynh, Anneke Kosse, Tobias Schmidt, Scott Schuh, Helmut Stix
279 KB, PDF
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How do households allocate their assets? – Stylized facts from the Eurosystem Household Finance and Consumption Survey Luc Arrondel, Laura Bartiloro, Primin Fessler, Peter Lindner, Thomas Y. Mathä, Cristiana Rampazzi, Frederique Savignac, Tobias Schmidt, Martin Schürz, Philip Vermeulen
756 KB, PDF
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Analyzing business and financial cycles using multi-level factor models Jörg Breitung, Sandra Eickmeier
395 KB, PDF
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A consistent set of multilateral productivity approach-based indicators of price competitiveness Christoph Fischer, Oliver Hossfeld
436 KB, PDF
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Market transparency and the marking precision of bond mutual fund managers Gjergji Cici, Scott Gibson, Yalin Gündüz, John J. Merrick, Jr.
1019 KB, PDF
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The financial accelerator and market-based debt instruments: a role for maturities? Michael Kühl
3 MB, PDF
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Wealth shocks, credit-supply shocks, and asset allocation: evidence from household and firm portfolios Thomas Kick, Enrico Onali, Benedikt Ruprecht, Klaus Schaeck
548 KB, PDF
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Lucas paradox and allocation puzzle - is the euro area different? Sabine Herrmann, Jörn Kleinert
1 MB, PDF
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Earnings baths by bank CEOs during turnovers Sven Bornemann, Thomas Kick, Andreas Pfingsten, Andrea Schertler
600 KB, PDF
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Cash management and payment choices: a simulation model with international comparisons Carlos Arango, Yassine Bouhdaoui, David Bounie, Martina Eschelbach, Lola Hernández
1 MB, PDF
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Filling in the blanks: network structure and interbank contagion Kartik Anand, Ben R. Craig, Goetz von Peter
718 KB, PDF
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The distribution of debt across euro area countries: the role of individual characteristics, institutions and credit conditions Olympia Bover, Jose Maria Casado, Sonia Costa, Philip Du Caju, Yvonne McCarthy, Eva Sierminska, Panagiota Tzamourani, Ernesto Villanueva, Tibor Zavadil
3 MB, PDF
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Cost leadership and bank internationalization Rients Galema, Michael Koetter, Caroline Liesegang
1 MB, PDF
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Market timing, maturity mismatch, and risk management: evidence from the banking industry Benedikt Ruprecht, Oliver Entrop, Thomas Kick, Marco Wilkens
2 MB, PDF
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