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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Credit Risk Factor Modeling and the Basel II IRB Approach Discussion paper 02/2003: Alfred Hamerle, Thilo Liebig, Daniel Rösch
367 KB, PDF
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Exact tests and confidence sets for the tail coefficient of α-stable distributions Jean-Marie Dufour, Jeong-Ryeol Kurz-Kim
430 KB, PDF
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Measuring the Discriminative Power of Rating Systems Discussion paper 01/2003: Bernd Engelmann, Evelyn Hayden, Dirk Tasche
231 KB, PDF
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Money in a New-Keynesian model estimated with german data Jana Kremer, Giovanni Lombardo, Thomas Werner
336 KB, PDF
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Did the Bundesbank React to Stock Price Movements? Martin T.Bohl (European University Viadrina), Pierre L.Siklos (Wilfrid Laurier University Waterloo), Thomas Werner (Deutsche Bundesbank)
482 KB, PDF
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Bidder Behavior in Repo Auctions without Minimum Bid Rate: Evidence from the Bundesbank Tobias Linzert, Dieter Nautz (Goethe-University Frankfurt), Jörg Breitung (University of Bonn)
211 KB, PDF
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Active monetary policy, passive fiscal policy and the value of public debt: Some further monetarist arithmetic Leopold von Thadden
470 KB, PDF
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Die internationale Integration der Devisenmärkte in den mittel- und osteuropäischen Beitrittsländern: Spekulative Effizienz, Transaktionskosten und Wechselkursprämien Diskussionspapier 08/2003: Sabine Herrmann, Axel Jochem
171 KB, PDF
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Determinants of German FDI: New Evidence from Micro-Data Claudia M. Buch, Jörn Kleinert, Farid Toubal
145 KB, PDF
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