Discussion papers
The discussion papers with economic studies or financial and banking studies are elaborated by the research center of the Deutsche Bundesbank.
Subscribe to the newsletter for discussion papers
-
Credit Risk Factor Modeling and the Basel II IRB Approach Discussion paper 02/2003: Alfred Hamerle, Thilo Liebig, Daniel Rösch
367 KB, PDF
-
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
-
Measuring the Discriminative Power of Rating Systems Discussion paper 01/2003: Bernd Engelmann, Evelyn Hayden, Dirk Tasche
231 KB, PDF
-
Money in a New-Keynesian model estimated with german data Discussion paper 15/2003: Jana Kremer, Giovanni Lombardo, Thomas Werner
336 KB, PDF
-
Did the Bundesbank React to Stock Price Movements? Discussion paper 14/2003: Martin T.Bohl (European University Viadrina), Pierre L.Siklos (Wilfrid Laurier University Waterloo), Thomas Werner (Deutsche Bundesbank)
482 KB, PDF