Discussion papers
The discussion papers with economic studies or financial and banking studies are elaborated by the research center of the Deutsche Bundesbank.
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Model and estimation risk in credit risk stress tests Discussion paper 9/2019: Peter Grundke, Kamil Pliszka, Michael Tuchscherer
1 MB, PDF
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The nonlinear dynamics of corporate bond spreads: Regime-dependent effects of their determinants Discussion paper 8/2019: Henning Fischer, Oscar Stolper
1 MB, PDF
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Information effects of euro area monetary policy: New evidence from high-frequency futures data Discussion paper 7/2019: Mark Kerssenfischer
2 MB, PDF
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Connectedness between G10 currencies: Searching for the causal structure Discussion paper 6/2019: Timo Bettendorf, Reinhold Heinlein
519 KB, PDF
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What drives the short-term fluctuations of banks’ exposure to interest rate risk? Discussion paper 5/2019: Christoph Memmel
651 KB, PDF