Foreign Bank Entry into Emerging Economies: An Empirical Assessment of the Determinants and Risks Predicted on German FDI Data Torsten Wezel

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

Exact tests and confidence sets for the tail coefficient of α-stable distributions Jean-Marie Dufour, Jeong-Ryeol Kurz-Kim

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)

Active monetary policy, passive fiscal policy and the value of public debt: Some further monetarist arithmetic Leopold von Thadden

The international integration of foreign exchange markets in the central and east European accession countries: speculative efficiency, transaction costs and exchange rate premiums Sabine Herrmann, Axel Jochem

Determinants of German Foreign Direct Investment in Latin American and Asian Emerging Markets in the 1990s Torsten Wezel

The international integration of money markets in the central and east European accession countries: deviations from covered interest parity, capital controls and inefficiencies in the financial sector Sabine Herrmann, Axel Jochem

A vectorautoregressive investment model (VIM) and monetary policy: panel evidence from German firms Jörg Breitung, Robert S. Chirinko, Ulf von Kalckreuth

A comparison of dynamic panel data estimators: Monte Carlo evidence and an application to the investment function Andreas Behr