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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A note on the predictive power of survey data in nowcasting euro area GDP Jeong-Ryeol Kurz-Kim
396 KB, PDF
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Cheap talk? Financial sanctions and non-financial activity Tibor Besedeš, Stefan Goldbach, Volker Nitsch
428 KB, PDF
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A comprehensive view on risk reporting: evidence from supervisory data Puriya Abbassi, Michael Schmidt
1022 KB, PDF
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How far can we forecast? Statistical tests of the predictive content Jörg Breitung, Malte Knüppel
760 KB, PDF
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Banks’ equity stakes and lending: evidence from a tax reform Bastian von Beschwitz, Daniel Foos
789 KB, PDF
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Global liquidity and exchange market pressure in emerging market economies Oliver Hossfeld, Marcus Pramor
575 KB, PDF
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Financial cycles in euro area economies: a cross-country perspective Davor Kunovac, Martin Mandler, Michael Scharnagl
663 KB, PDF
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Mixed frequency models with MA components Claudia Foroni, Massimiliano Marcellino, Dalibor Stevanović
1 MB, PDF
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An analysis of non-traditional activities at German savings banks – Does the type of fee and commission income matter? Matthias Köhler
912 KB, PDF
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Appropriate monetary policy and forecast disagreement at the FOMC Guido Schultefrankenfeld
585 KB, PDF
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Changes in education, wage inequality and working hours over time Thomas Davoine, Jochen Mankart
535 KB, PDF
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A stress test framework for the German residential mortgage market – methodology and application Thomas Siemsen, Johannes Vilsmeier
1 MB, PDF
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Liquidity provision as a monetary policy tool: the ECB’s non-standard measures after the financial crisis Dominic Quint, Oreste Tristani
769 KB, PDF
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Vulnerable asset management? The case of mutual funds Christoph Fricke, Daniel Fricke
849 KB, PDF
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Bargaining power and outside options in the interbank lending market Puriya Abbassi, Falk Bräuning, Niels Schulze
2 MB, PDF
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(Un)expected monetary policy shocks and term premia Martin Kliem, Alexander Meyer-Gohde
869 KB, PDF
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Disagreement and monetary policy Elisabeth Falck, Mathias Hoffmann, Patrick Hürtgen
2 MB, PDF
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Should unconventional monetary policies become conventional? Dominic Quint, Pau Rabanal
1 MB, PDF
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Do all new brooms sweep clean? Evidence for outside bank appointments Thomas Kick, Inge Nehring, Andrea Schertler
738 KB, PDF
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An integrated shortfall measure for Basel III Ingo Torchiani, Thomas Heidorn, Christian Schmaltz
528 KB, PDF
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Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve Daniel Foos, Eva Lütkebohmert, Mariia Markovych, Kamil Pliszka
1 MB, PDF
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The financial market effects of the ECB’s asset purchase programs Vivien Lewis, Markus Roth
1 MB, PDF
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The optimal conduct of central bank asset purchases Matthieu Darracq Pariès, Michael Kühl
717 KB, PDF
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Interest-rate pegs, central bank asset purchases and the reversal puzzle Rafael Gerke, Sebastian Giesen, Daniel Kienzler, Jörn Tenhofen
1 MB, PDF
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Banks’ trading after the Lehman crisis - The role of unconventional monetary policy Natalia Podlich, Isabel Schnabel, Johannes Tischer
392 KB, PDF
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Google data in bridge equation models for German GDP Thomas B. Götz, Thomas A. Knetsch
3 MB, PDF
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Financial crises and the dynamic linkages between stock and bond returns Sercan Eraslan, Faek Menla Ali
2 MB, PDF
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CDS and credit: Testing the small bang theory of the financial universe with micro data Yalin Gündüz, Steven Ongena, Günseli Tümer-Alkan, Yuejuan Yu
1 MB, PDF
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M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements Natalia Tente, Natalja von Westernhagen, Ulf Slopek
1 MB, PDF
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The effect of investing abroad on investment at home: On the role of technology, tax savings, and internal capital markets Stefan Goldbach, Arne J. Nagengast, Elias Steinmüller, Georg Wamser
2 MB, PDF
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Asymmetric arbitrage trading on offshore and onshore renminbi markets Sercan Eraslan
636 KB, PDF
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Chow-Lin x N: how adding a panel dimension can improve accuracy Timo Bettendorf, Dirk Bursian
373 KB, PDF
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Growth expectations, undue optimism, and short-run fluctuations Zeno Enders, Michael Kleemann, Gernot J. Müller
776 KB, PDF
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Interest rate risk of life insurers – evidence from accounting data Axel Möhlmann
298 KB, PDF
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Drivers of systemic risk: Do national and European perspectives differ? Claudia M. Buch, Thomas Krause, Lena Tonzer
2 MB, PDF
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The effects of US monetary policy shocks: applying external instrument identification to a dynamic factor model Mark Kerssenfischer
437 KB, PDF
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Bank stress testing under different balance sheet assumptions Ramona Busch, Christian Drescher, Christoph Memmel
820 KB, PDF
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Scarcity effects of QE: a transaction-level analysis in the Bund market Kathi Schlepper, Heiko Hofer, Ryan Riordan, Andreas Schrimpf
1 MB, PDF
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A model-based analysis of the macroeconomic impact of the refugee migration to Germany Nikolai Stähler
852 KB, PDF
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External financing and economic activity in the euro area – Why are bank loans special? Iñaki Aldasoro, Robert Unger
3 MB, PDF
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The role of structural funding for stability in the German banking sector Fabian Schupp, Leonid Silbermann
1 MB, PDF
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Cross-border prudential policy spillovers: How much? How important? Evidence from the international banking research network Claudia M. Buch, Linda Goldberg
758 KB, PDF
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Will German banks earn their cost of capital? Andreas Dombret, Yalin Gündüz, Jörg Rocholl
1 MB, PDF