Germany - Central Bank Research Hub

Title Author(s)

Contagion in the interbank market and its determinants

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/17, 10.02.2012)

A hierarchical model of tail dependent asset returns for assessing portfolio credit risk

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/16, 07.02.2012)

U-MIDAS: MIDAS regressions with unrestricted lag polynomials

Deutsche Bundesbank Discussion Papers [View] (Paper: 201135, 06.02.2012)

JEL: C53, E37

Credit contagion between financial systems

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/15, 31.01.2012)

Transitions in the German labor market: structure and crisis

Deutsche Bundesbank Discussion Papers [View] (Paper: 201134, 30.01.2012)

Optimal savings for retirement: the role of individual accounts and disaster expectations

Deutsche Bundesbank Discussion Papers [View] (Paper: 201133, 27.01.2012)

Evaluating the calibration of multi-step-ahead density forecasts using raw moments

Deutsche Bundesbank Discussion Papers [View] (Paper: 201132, 23.01.2012)

Bank-related loan supply factors during the crisis: an analysis based on the German bank lending survey

Deutsche Bundesbank Discussion Papers [View] (Paper: 201131, 09.01.2012)

The use of tax havens in exemption regimes

Deutsche Bundesbank Discussion Papers [View] (Paper: 201130, 06.01.2012)

Cross-border bank lending, risk aversion and the financial crisis

Deutsche Bundesbank Discussion Papers [View] (Paper: 201129, 23.12.2011)

Reforming the labor market and improving competitiveness: an analysis for Spain using FiMod

Deutsche Bundesbank Discussion Papers [View] (Paper: 201128, 16.12.2011)

How do credit supply shocks propagate internationally? A GVAR approach

Deutsche Bundesbank Discussion Papers [View] (Paper: 201127, 12.12.2011)

Detecting multiple breaks in long memory: the case of U.S. inflation

Deutsche Bundesbank Discussion Papers [View] (Paper: 201126, 21.11.2011)

Output sensitivity of inflation in the euro area: indirect evidence from disaggregated consumer prices

Deutsche Bundesbank Discussion Papers [View] (Paper: 201125, 18.11.2011)

Monetary transmission right from the start: on the information content of the eurosystem's main refinancing operations

Deutsche Bundesbank Discussion Papers [View] (Paper: 201124, 14.11.2011)

A hierarchical Archimedean copula for portfolio credit risk modelling

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/14, 07.11.2011)

Banks' management of the net interest margin: evidence from Germany

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/13, 04.11.2011)

Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors

Deutsche Bundesbank Discussion Papers [View] (Paper: 201123, 28.10.2011)

The effect of the interbank network structure on contagion and common shocks

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/12, 25.10.2011)

Using cash to monitor liquidity - implications for payments, currency demand and withdrawal behavior

Deutsche Bundesbank Discussion Papers [View] (Paper: 201122, 24.10.2011)

Improvements in rating models for the German corporate sector

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/11, 09.09.2011)

Foreign demand for euro banknotes issued in Germany: estimation using indirect approaches

Deutsche Bundesbank Discussion Papers [View] (Paper: 201121, 05.09.2011)

Foreign demand for euro banknotes issued in Germany: estimation using direct approaches

Deutsche Bundesbank Discussion Papers [View] (Paper: 201120, 02.09.2011)

Bank bailouts, interventions, and moral hazard

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/10, 29.08.2011)

An information economics perspective on main bank relationships and firm R&D

Deutsche Bundesbank Discussion Papers [View] (Paper: 201119, 26.08.2011)

Exchange rate dynamics, expectations, and monetary policy

Deutsche Bundesbank Discussion Papers [View] (Paper: 201118, 12.08.2011)

Recent developments in quantitative models of sovereign default

Deutsche Bundesbank Discussion Papers [View] (Paper: 201117, 09.08.2011)

Substitution between net and gross settlement systems - A concern for financial stability?

Deutsche Bundesbank Discussion Papers [View] (Paper: 201116, 08.08.2011)

Crises, rescues, and policy transmission through international banks

Deutsche Bundesbank Discussion Papers [View] (Paper: 201115, 05.08.2011)

Evaluating macroeconomic risk forecasts

Deutsche Bundesbank Discussion Papers [View] (Paper: 201114, 27.06.2011)

How informative are central bank assessments of macroeconomic risks?

Deutsche Bundesbank Discussion Papers [View] (Paper: 201113, 24.06.2011)

The importance of qualitative risk assessment in banking supervision before and during the crisis

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/09, 10.06.2011)

Currency blocs in the 21st century

Deutsche Bundesbank Discussion Papers [View] (Paper: 201112, 03.06.2011)

Fatigue in payment diaries - empirical evidence from Germany

Deutsche Bundesbank Discussion Papers [View] (Paper: 201111, 23.05.2011)

Systemic risk contributions: a credit portfolio approach

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/08, 20.05.2011)

In search for yield? Survey-based evidence on bank risk taking

Deutsche Bundesbank Discussion Papers [View] (Paper: 201110, 13.05.2011)

The third pillar in Europe: institutional factors and individual decisions

Deutsche Bundesbank Discussion Papers [View] (Paper: 201109, 09.05.2011)

The two-sided effect of financial globalization on output volatility

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/07, 26.04.2011)

Seasonality in house prices

Deutsche Bundesbank Discussion Papers [View] (Paper: 201108, 19.04.2011)

Does modeling framework matter? A comparative study of structural and reduced-form models

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/05, 18.04.2011)

Contagion at the interbank market with stochastic LGD

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/06, 18.04.2011)

Portfolio holdings in the euro area - home bias and the role of international, domestic and sector-specific factors

Deutsche Bundesbank Discussion Papers [View] (Paper: 201107, 15.04.2011)

FiMod - a DSGE model for fiscal policy simulations

Deutsche Bundesbank Discussion Papers [View] (Paper: 201106, 12.04.2011)

The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR

Deutsche Bundesbank Discussion Papers [View] (Paper: 201105, 11.04.2011)

Classical time-varying FAVAR models - estimation, forecasting and structural analysis

Deutsche Bundesbank Discussion Papers [View] (Paper: 201104, 08.04.2011)

The impact of fiscal policy on economic activity over the business cycle - evidence from a threshold VAR analysis

Deutsche Bundesbank Discussion Papers [View] (Paper: 201103, 28.03.2011)

The price impact of lending relationships

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/04, 18.03.2011)

Do capital buffers mitigate volatility of bank lending? A simulation study

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/03, 08.03.2011)

Robust monetary policy in a New Keynesian model with imperfect interest rate pass-through

Deutsche Bundesbank Discussion Papers [View] (Paper: 201102, 14.02.2011)

Long-run growth expectations and "global imbalances"

Deutsche Bundesbank Discussion Papers [View] (Paper: 201101, 11.02.2011)