Christoph Memmel 2008 - Central Bank Research Hub

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2005

	Title	Other author(s)
Full text	The common drivers of default risk Deutsche Bundesbank Discussion Papers [View] (Paper: 36/2012, 10.01.2013)	Yalin Gündüz Peter Raupach
Abstract Full text	Contagion in the Interbank Market with Stochastic Loss Given Default IJCB International Journal of Central Banking [View] (Paper: 12q3a5, 28.09.2012)	Angelika Sachs Ingrid Stein
Full text	Determinants of bank interest margins: impact of maturity transformation Deutsche Bundesbank Discussion Papers [View] (Paper: 17/2012, 14.08.2012) JEL: D21, G21	Marco Wilkens Benedikt Ruprecht Oliver Entrop
Full text	Contagion in the interbank market and its determinants Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/17, 10.02.2012)	Angelika Sachs
Full text	Banks' management of the net interest margin: evidence from Germany Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/13, 04.11.2011)	Andrea Schertler
Full text	Contagion at the interbank market with stochastic LGD Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/06, 18.04.2011)	Angelika Sachs Ingrid Stein
Full text	How correlated are changes in banks' net interest income and in their present value? Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2010/14, 04.02.2011)
Full text	Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2010/13, 11.01.2011)	Andreas Pfingsten Thomas Kick Sven Bornemann
Full text	Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2010/07, 20.09.2010) JEL: G11, G21
Full text	The dependency of the banks' assets and liabilities: evidence from Germany Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/14, 03.11.2009)	Andrea Schertler
Full text	Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books - a multivariate nonparametric approach Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/07, 02.06.2009) JEL: C12, C13, C14	Rafael Schmidt Carsten Wehn Sandra Gaisser
Full text	Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2008/07, 09.05.2008) JEL: G12, G21

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2005