Germany - Central Bank Research Hub

Title Author(s)

China's role in global inflation dynamics

Deutsche Bundesbank Discussion Papers [View] (Paper: 07/2013, 03.04.2013)

Sovereign default swap market efficiency and country risk in the eurozone

Deutsche Bundesbank Discussion Papers [View] (Paper: 08/2013, 03.04.2013)

Public debt and changing inflation targets

Deutsche Bundesbank Discussion Papers [View] (Paper: 06/2013, 27.03.2013)

Is the willingness to take financial risk a sex-linked trait? Evidence from national surveys of household finance

Deutsche Bundesbank Discussion Papers [View] (Paper: 05/2013, 13.03.2013)

Robustness and informativeness of systemic risk measures

Deutsche Bundesbank Discussion Papers [View] (Paper: 04/2013, 13.03.2013)

Understanding global liquidity

Deutsche Bundesbank Discussion Papers [View] (Paper: 03/2013, 13.03.2013)

Monetary policy and the oil futures market

Deutsche Bundesbank Discussion Papers [View] (Paper: 35/2012, 10.01.2013)

The common drivers of default risk

Deutsche Bundesbank Discussion Papers [View] (Paper: 36/2012, 10.01.2013)

Estimating endogenous liquidity using transaction and order book information

Deutsche Bundesbank Discussion Papers [View] (Paper: 34/2012, 11.12.2012)

Which banks are more risky? The impact of loan growth and business model on bank risk-taking

Deutsche Bundesbank Discussion Papers [View] (Paper: 33/2012, 07.12.2012)

JEL: G20, G21, G28

Persuasion by stress testing - optimal disclosure of supervisory information in the banking sector

Deutsche Bundesbank Discussion Papers [View] (Paper: 32/2012, 04.12.2012)

The determinants of service imports: the role of cost pressure and financial constraints

Deutsche Bundesbank Discussion Papers [View] (Paper: 31/2012, 03.12.2012)

Measuring option implied degree of distress in the US financial sector using the entropy principle

Deutsche Bundesbank Discussion Papers [View] (Paper: 30/2012, 26.11.2012)

Finding relevant variables in sparse Bayesian factor models: economic applications and simulation results

Deutsche Bundesbank Discussion Papers [View] (Paper: 29/2012, 23.11.2012)

Diversification and determinants of international credit portfolios: evidence from German banks

Deutsche Bundesbank Discussion Papers [View] (Paper: 28/2012, 26.10.2012)

 

Early warning indicators for the German banking system: a macroprudential analysis

Deutsche Bundesbank Discussion Papers [View] (Paper: 27/2012, 19.10.2012)

 

Determinants of the interest rate pass-through of banks - evidence from German loan products

Deutsche Bundesbank Discussion Papers [View] (Paper: 26/2012, 08.10.2012)

Estimating dynamic tax revenue elasticities for Germany

Deutsche Bundesbank Discussion Papers [View] (Paper: 23/2012, 08.10.2012)

Identifying time variability in stock and interest rate dependence

Deutsche Bundesbank Discussion Papers [View] (Paper: 24/2012, 08.10.2012)

An affine multifactor model with macro factors for the German term structure: changing results during the recent crises

Deutsche Bundesbank Discussion Papers [View] (Paper: 25/2012, 08.10.2012)

Relationship lending in the interbank market and the price of liquidity

Deutsche Bundesbank Discussion Papers [View] (Paper: 22/2012, 07.09.2012)

Tax incentives and capital structure choice: evidence from Germany

Deutsche Bundesbank Discussion Papers [View] (Paper: 18/2012, 27.08.2012)

JEL: G32, H20

Determinants of bank interest margins: impact of maturity transformation

Deutsche Bundesbank Discussion Papers [View] (Paper: 17/2012, 14.08.2012)

JEL: D21, G21

Credit risk connectivity in the financial industry and stabilization effects of government bailouts

Deutsche Bundesbank Discussion Papers [View] (Paper: 16/2012, 25.07.2012)

JEL: C14, G14, G21, H12

Cyclical adjustment in fiscal rules: some evidence on real-time bias for EU-15 countries

Deutsche Bundesbank Discussion Papers [View] (Paper: 15/2012, 24.07.2012)

JEL: E32, H61, H68

The effectiveness of monetary policy in steering money market rates during the financial crisis

Deutsche Bundesbank Discussion Papers [View] (Paper: 14/2012, 11.07.2012)

JEL: E43, E52, E58

The PHF: a comprehensive panel survey on household finances and wealth in Germany

Deutsche Bundesbank Discussion Papers [View] (Paper: 13/2012, 10.07.2012)

JEL: C83, D10, D14, D31

Trend growth expectations and U.S. house prices before and after the crises

Deutsche Bundesbank Discussion Papers [View] (Paper: 12/2012, 29.05.2012)

JEL: D83, E13, E32, O40

Credit portfolio modelling and its effect on capital requirements

Deutsche Bundesbank Discussion Papers [View] (Paper: 11/2012, 29.05.2012)

JEL: G21, G28, G32

Maturity shortening and market failure

Deutsche Bundesbank Discussion Papers [View] (Paper: 06/2012, 29.05.2012)

JEL: D82, G21, G32

Stress testing German banks against a global cost-of-capital shock

Deutsche Bundesbank Discussion Papers [View] (Paper: 04/2012, 29.05.2012)

JEL: C13, C15, G21, G33

Capital regulation, liquidity requirements and taxation in a dynamic model of banking

Deutsche Bundesbank Discussion Papers [View] (Paper: 10/2012, 29.05.2012)

JEL: G21, G28, G33

Towards an explanation of cross-country asymmetries in monetary transmission

Deutsche Bundesbank Discussion Papers [View] (Paper: 07/2012, 29.05.2012)

JEL: C33, C51, E44, E52

Regulation, credit risk transfer with CDS, and bank lending

Deutsche Bundesbank Discussion Papers [View] (Paper: 05/2012, 29.05.2012)

JEL: G21, G28

Bank regulation and stability: an examination of the Basel market risk framework

Deutsche Bundesbank Discussion Papers [View] (Paper: 09/2012, 29.05.2012)

JEL: D81, G11, G21, G28

Does Wagner's law ruin the sustainability of German public finances?

Deutsche Bundesbank Discussion Papers [View] (Paper: 08/2012, 29.05.2012)

JEL: E62, H19, H50, H63

Executive board composition and bank risk taking

Deutsche Bundesbank Discussion Papers [View] (Paper: 03/2012, 29.05.2012)

JEL: G21, G34, I21, J16

Trend growth expextations and U.S. house prices before and after the crisis

Deutsche Bundesbank Discussion Papers [View] (Paper: 201212, 27.04.2012)

JEL: D83, E13, E32, O40

Credit portfolio modelling and its effect on capital requirements

Deutsche Bundesbank Discussion Papers [View] (Paper: 201211, 25.04.2012)

JEL: G21, G28, G32

Capital regulation, liquidity requirements and taxation in a dynamic model of banking

Deutsche Bundesbank Discussion Papers [View] (Paper: 201210, 24.04.2012)

JEL: G21, G28, G33

Bank regulation and stability: an examination of the Basel market risk framework

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2012/09, 23.04.2012)

JEL: D81, G11, G21, G28

Does Wagner's law ruin the sustainability of German public finances?

Deutsche Bundesbank Discussion Papers [View] (Paper: 201208, 23.03.2012)

JEL: E62, H19, H50, H63

Towards an explanation of cross-country asymmetries in monetary transmission

Deutsche Bundesbank Discussion Papers [View] (Paper: 201207, 12.03.2012)

JEL: C33, C51, E44, E52

Maturity shortening and market failure

Deutsche Bundesbank Discussion Papers [View] (Paper: 201206, 09.03.2012)

JEL: D82, G21, G32

Regulation, credit risk transfer with CDS, and bank lending

Deutsche Bundesbank Discussion Papers [View] (Paper: 201205, 09.03.2012)

JEL: G21, G28

Stress testing German banks against a global cost-of-capital shock

Deutsche Bundesbank Discussion Papers [View] (Paper: 201204, 07.03.2012)

JEL: C13, C15, G21, G33

Executive board composition and bank risk taking

Deutsche Bundesbank Discussion Papers [View] (Paper: 201203, 06.03.2012)

JEL: G21, G34, I21, J16

Assessing macro-financial linkages: a model comparison exercise

Deutsche Bundesbank Discussion Papers [View] (Paper: 201202, 05.03.2012)

JEL: E32, E44, E47, E52

A user cost approach to capital measurement in aggregate production functions

Deutsche Bundesbank Discussion Papers [View] (Paper: 201201, 02.03.2012)

JEL: C43, E01, O47

Does it pay to have friends? Social ties and executive appointments in banking

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/18, 13.02.2012)