Refereed publications
A listing of staff publications in journals by publication year.
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Stressed banks? Evidence from the largest-ever supervisory review Abbassi P., Iyer R., Peydró J., Soto P.E.
Management Science, forthcoming.
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Banks of a feather: The Informational advantage of being alike Bednarek P., Dinger V., Schultz A., von Westernhagen N.
Journal of Money, Credit and Banking, forthcoming.
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Liquidity in the German corporate bond market: has the CSPP made a difference? Boneva L.M., Islami M., Schlepper K.
Journal of International Money and Finance, forthcoming.
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The Effect of Unemployment Insurance Benefits on (Self-)Employment: Two Sides of the Same Coin? Camarero Garcia S., Hansch M.
Journal of Human Resources, forthcoming.
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New Facts on Consumer Price Rigidity in the Euro Area Conflitti C., Gautier E., Faber R., Fabo B., Jouvanceau V., Menz J., Messner T., Petroulas P., Roldan-Blanco P., Rumler F., Santoro S., Wieland E., Zimmer H.
American Economic Journal: Macroeconomics, forthcoming.
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Teenage Childbearing and the Welfare State Di Nola A., Jan M., Kocharkov G., Wang H.
Macroeconomic Dynamics, forthcoming.
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Spillover, Efficiency and Equity Effects of Regional Firm Subsidies Etzel T., Siegloch S., Wehrhöfer N.
American Economic Journal: Economic Policy, forthcoming
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Interest-Rate Pegs and The Reversal Puzzle: On The Role of Anticipation Gerke R., Giesen S., Kienzler D.
Journal of Money, Credit and Banking, forthcoming.
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Monetary Policy Communication Shocks and the Macroeconomy Goodhead R., Kolb B.
Economica, forthcoming.
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Are risky banks disciplined by large corporate depositors? Imbierowicz B., Saunders A., Steffen S.
Journal of Money, Credit and Banking, forthcoming.
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What Drives Startup Valuations? Imbierowicz B., Rauch C.
Journal of Banking and Finance, forthcoming.
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Staggered Difference-in-Differences in Gravity Settings: Revisiting the Effects of Trade Agreements Nagengast A., Yotov Y.V.
American Economic Journal: Applied Economics, forthcoming.
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Robust Real Rate Rules Holden T.
2024 | Econometrica, Vol. 92 (5), pp. 1521-1551.
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GMM Weighting Matrices in Cross-Sectional Asset Pricing Tests Laurinaityte N., Meinerding C., Schlag C., Thimme J.
2024 | Journal of Banking and Finance, Vol. 162, 107123.
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Corporate taxes and investment when firms are internationally mobile Brasch T.v., Frankovic I., Tölö E.
2022 | International Tax and Public Finance, Vol. 30, 1297–1330.
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The Impact of US Tariffs against China on US Imports: Evidence for Trade Diversion? Cigna S., Meinen P., Schulte P., Steinhoff N.
2022 | Economic Inquiry (formerly: Western Economic Journal), Vol. 60(1), pp. 162-173.
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Why Macroprudential Policy Matters in a Monetary Union Buch C., Buchholz M., Knoll K., Weigert B.
2021 | Oxford Economic Papers New Series, Vol. 73(4), pp. 1604-1633.
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Climate change: what role for central banks? Döhrmann D., Gerigk J., Mauderer S.
2021 | Revue d’économie financière, Vol. 144, pp. 179-190.
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The nonlinear dynamics of corporate bond spreads Fischer H., Stolper O.
2021 | Jahrbücher für Nationalökonomie und Statistik, Vol. 241(2), pp. 187-238.
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Vulnerable Asset Management? The Case of Mutual Funds Fricke D., Fricke C.
2021 | Journal of Financial Stability, Vol. 5 (2), 100800.
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The tax-efficient use of debt in multinational corporations Goldbach S., Moen J., Schindler D., Schjelderup G., Wamser G.
2021 | Journal of Corporate Finance, Vol. 71, 102119.
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Dynamic pricing and exchange rate pass-through: Evidence from transaction-level data Nagengast A., Bursian D., Menz J.
2021 | European Economic Review, Vol. 133, 103662.
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Seasonal Adjustment of Daily Time Series Ollech D.
2021 | Journal of Time Series Econometrics, Vol. 13(2), pp. 235-264.
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Skill Bias magnified: Identifying the role of international technology diffusion Schulte P.
2021 | Journal of International Economics, Vol. 129, 103442.
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Negative Monetary Policy Rates and Systemic Banks' Risk-Taking: Evidence from the Euro Area Securities Register Bubeck J., Maddaloni A., Peydró J.
2020 | Journal of Money, Credit and Banking, Vol. 52(S1), pp. 197-231.
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Growth expectations, undue optimism, and short-run fluctuations Enders Z., Kleemann M., Müller G.
2021 | Review of Economics and Statistics, Vol. 103(5), pp. 905-921.
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R&D collaborations and the role of proximity Blum U., Fuhrmeister C., Marek P., Titze M.
2018 | Regional Studies, Vol. 51(12), pp. 1761-1773.
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Credit Crunch Indicator: Perceptions of the Willingness of Banks to Lend and Firms' Experience in the Credit Market Hainz C., Hristov N.
2017 | CESifo Forum, Vol. 18(2), pp. 66-69.
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Unexpected Loan Losses and Bank Capital in an Estimated DSGE Model of the Euro Area Hristov N., Huelsewig O.
2017 | Journal of Macroeconomics, Vol. 54(B), pp. 161-186.
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International Banking and Cross-Border Effects of Regulation: Lessons from Germany Ohls J., Pramor M., Tonzer L.
2017 | International Journal of Central Banking, Vol. 13(S1), pp. 129-162.
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Asymmetric effects on financial cycles in a monetary union with diverging country preferences for variable- and fixed-rate mortgages Richter M.
2017 | Review of Economics and Finance, Vol. 7(1), pp. 19-36.
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Market Discipline Across Bank Governance Models - Empirical Evidence from German Depositors Arnold E.A., Größl I., Koziol P.
2016 | Quarterly Review of Economics and Finance, Vol. 61, issue C, pp. 126-138.
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Bank risk taking and liquidity creation following regulatory interventions and capital support Berger A., Bouwman C., Kick T., Schaeck K.
2016 | Journal of Financial Intermediation, Vol. 26, pp. 115-141.
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Regression-Based Estimation of Dynamic Asset Pricing Models Adrian T., Crump R. K., Moench E.
2015 | Journal of Financial Economics, Vol. 118 (2), pp. 211-244.
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Financial System Leverage and the Shortage of Safe Assets: Exploring the Policy Options Bleich D., Dombret A.
2015 | German Economic Review, Vol. 16(2), pp. 161-180.
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Trust Me! I am a European Central Banker Bursian D., Fürth S.
2015 | Journal of Money, Credit and Banking, Vol. 47(8), pp. 1503-1530.
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Which Banks are More Risky? The impact of business models on bank stability Köhler M.
2015 | Journal of Financial Stability, Vol. 16, pp. 195-212.
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The Pre-FOMC Announcement Drift Lucca D., Moench E.
2015 | Journal of Finance, Vol. 70(1), pp. 329-371.
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Financial Constraints and Foreign Direct Investment: Firm-Level Evidence Buch C.M., Kesternich I., Lipponer A., Schnitzer M.
2014 | Review of World Economics, Vol. 150 (2), pp. 393-420.
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Perceived Inflation under Loss Aversion Dräger L., Fritsche U., Menz J.-O.
2014 | Applied Economics, Vol 46(3), pp. 282-293.
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Are SME Loans Less Risky than Regulatory Capital Requirements Suggest? Düllmann K., Koziol P.
2014 | Journal of Fixed Income, Vol. 23(4), pp. 89-103.
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Multinational banks in the crisis: Foreign affiliate lending as a mirror of funding pressure and competition on the internal capital market Frey R., Kerl C.
2014 | Journal of Banking and Finance, Vol. 50, pp. 52-68.
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The Interest Rate PassThrough in the Euro Area During the Global Financial Crisis Hristov N., Huelsewig O., Wollmershaeuser T.
2014 | Journal of Banking and Finance, Vol. 48, pp. 104-119.
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Financial Frictions and Inflation Differentials in a Monetary Union Hristov N., Huelsewig O., Wollmershaeuser T.
2014 | The Manchester School, Vol. 82(5), pp. 549-595.
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A single composite financial stress indicator and ist real impact in the euro area Islami M., Kurz-Kim J.-R.
2014 | International Journal of Finance and Economics, Vol. 19(3), pp. 204-211.
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Cyclical adjustment in fiscal rules: some evidence on real-time bias for EU-15 countries Kempkes G.
2014 | FinanzArchiv, Vol. 70(2), pp. 278-315.
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Business Models in Banking – How did they evolve and how do they need to be changed in the post-crisis period? Köhler M.
2014 | Journal of Financial Perspectives, Vol. 2(I), pp. 161-176.
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Does Non-Interest Income Make Banks More risky? Retail- vs. Investment-Oriented Banks Köhler M.
2014 | Review of Financial Economics, Vol. 23, pp. 182-193.
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Inflation and Interest Rate Derivatives for FX Risk Management: Implications for Exporting Firms under Real Wealth Koziol P.
2014 | Quarterly Review of Economics and Finance, Vol. 54(4), pp. 459-472.
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On the properties of the coefficient of determination in regression models with infinite-variance variables Kurz-Kim J.-R., Loretan M.
2014 | Journal of Econometrics, Vol. 181, pp. 15-24.
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Unemployment and Portfolio choice: Does persistence matters? Kuzin V., Bremus F. M.
2014 | Journal of Macroeconomics, Vol. 40, pp. 99-113.
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Low Interest Rate Policy and the Use of Reserve Requirements in Emerging Markets Löffler A., Hoffmann A.
2014 | Quarterly Review of Economics and Finance, Vol. 54(3), pp. 307-314.
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Price discovery on traded inflation expectations: Does the financial crisis matter? Schulz A., Stapf J.
2014 | European Journal of Finance, Vol. 20(11), pp. 1037-1063.
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Existence and Computation of the Aumann-Serrano Index of Riskiness and its Extension Schulze K.
2014 | Journal of Mathematical Economics, Vol. 50(1), pp. 219-224.
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Reforming the labor market and improving competitiveness: An analysis for Spain using FiMod Schwarzmüller T., Stähler N.
2014 | SERIEs, Vol. 4(4), pp. 437-471.
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Quantifying the Impact of Leveraging and Diversification on Systemic Risk Tasca P., Mavrodiev P., Schweitzer F.
2014 | Journal of Financial Stability, Vol. 15, pp. 43-52.
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Same as it ever was? Europe's national borders and the market for corporate control Umber M., Grote M., Frey R.
2014 | Journal of International Money and Finance, Vol. 40, pp. 109-127.
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Bracket Creep Revisited with and without r > g: Evidence from Germany Zhu J.
2014 | Journal of Income Distribution, Vol. 23(3-4), pp. 106ff.
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Speculation as a trigger for regulation of capital markets in Germany in the late 19th century Baltzer M.
2013 | Economic History Yearbook 2013/2, pp. 95-110.
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Einige Anmerkungen zum Wesen der Deflation aus Sicht der Finanzstabilität Bleich D., Bleich T., Fendel R.
2013 | Zeitschrift für Wirtschaftspolitik, Vol. 62(2), pp. 134-158.
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Monetary Policy and Stock Market Volatility Bleich D., Fendel R., Rülke J.-C.
2013 | Economics Bulletin, Vol. 33(3), pp. 1669-1680.
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Default of systemically important financial intermediaries: short-term stability versus incentive compatibility? Dombret A., Ebner A.
2013 | German Economic Review, Vol. 14(1), pp. 15-30.
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Monetary policy, housing booms, and financial (im)balances Eickmeier S., Hoffmann B.
2013 | Macroeconomic Dynamics, Vol. 17(4), pp. 830-860.
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The global dimension of inflation evidence from factor-augmented Phillips curves Eickmeier S., Pijnenburg K.
2013 | Oxford Bulletin of Economics and Statistics, Vol. 75(1), pp. 103-122.
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Does the euro dominate Central and Eastern European money markets? Kadow A., Cerrato M., MacDonald R., Straetmans S.
2013 | Journal of International Money and Finance, Vol. 32, pp. 700-718.
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What determines the dynamics of absolute excess returns on stock markets? Kurz C., Kurz-Kim J.-R.
2013 | Economics Letters, Vol. 118(2), pp. 342-346.
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The Two-Sided Effect of Financial Globalization on Output Volatility Meller B.
2013 | Review of World Economics, Vol. 149(3), pp. 477-504.
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Are insurers SIFIs? A MGARCH model to measure interconnectedness Podlich N., Wedow M.
2013 | Applied Economics Letters, Vol. 20(7), pp. 677-681.
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