Central Bank Research Hub - Series: European Central Bank Working papers

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

Title Author(s)

The geography of the great rebalancing in euro area bond markets during the sovereign debt crisis

Paper: 1839, 22.02.2016

JEL: F34, F36, G15

Modeling financial sector joint tail risk in the euro area

Paper: 1837, 22.02.2016

JEL: C32, G21

Assessing the financial and financing conditions of firms in Europe: the financial module in CompNet

Paper: 1836, 22.02.2016

JEL: D22, D24, D92, G32

Between capture and discretion - The determinants of distressed bank treatment and expected government support

Paper: 1835, 22.02.2016

JEL: D72, G21, G28

Drivers of banks' cost of debt and long-term benefits of regulation - an empirical analysis based on EU banks

Paper: 1849, 22.02.2016

JEL: G01, G21

Systemic risk rankings and network centrality in the European banking sector

Paper: 1848, 22.02.2016

JEL: C52, C58, G15, G21

Private wealth across European countries: the role of income, inheritance and the welfare state

Paper: 1847, 22.02.2016

JEL: D30, D31

Characterising the financial cycle: a multivariate and time-varying approach

Paper: 1846, 22.02.2016

JEL: C54, E30, E40

A false sense of security in applying handpicked equations for stress test purposes

Paper: 1845, 22.02.2016

JEL: C11, C22, C51, G21

Sovereign risk, interbank freezes, and aggregate fluctuations

Paper: 1840, 22.02.2016

JEL: E43, E44, F34, H63

Advances in multivariate back-testing for credit risk underestimation

Paper: 1885, 22.02.2016

JEL: C12, C52, G21, G24

Bank networks from text: interrelations, centrality and determinants

Paper: 1876, 22.02.2016

Lenders on the storm of wholesale funding shocks: Saved by the central bank?

Paper: 1884, 18.02.2016

JEL: G21, G32

Is fiscal consolidation self-defeating? A Panel-VAR analysis for the Euro area countries

Paper: 1883, 08.02.2016

JEL: C33, E62, H6

Is the intrinsic value of macroeconomic news announcements related to their asset price impact?

Paper: 1882, 05.02.2016

JEL: E44, G14

Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households

Paper: 1881, 05.02.2016

Reserve accumulation, inflation and moral hazard: Evidence from a natural experiment

Paper: 1880, 25.01.2016

JEL: F30

Taking gravity online: the role of virtual proximity in international finance

Paper: 1879, 25.01.2016

JEL: F12, F15, Z10

Sovereign to corporate risk spillovers

Paper: 1878, 18.01.2016

JEL: F34, F36, G12, G15, H81

Credit subsidies

Paper: 1877, 14.01.2016

JEL: E31, E40, E44, E52, E58, E62, E63

The information in systemic risk rankings

Paper: 1875, 13.01.2016

Cash management and payment choices: a simulation model with international comparisons

Paper: 1874, 13.01.2016

JEL: C61, E41, E47

Dating systemic financial stress episodes in the EU countries

Paper: 1873, 15.12.2015

JEL: C54, G01, G15

Fiscal rules, fiscal space and procyclical fiscal policy

Paper: 1872, 15.12.2015

JEL: E61, E62, H60

How do speed and security influence consumers' payment behavior?

Paper: 1871, 14.12.2015

JEL: D12, D14, E58

Regional dynamics of economic performance in the EU: To what extent spatial spillovers matter?

Paper: 1870, 14.12.2015

JEL: O17, O18, O31, R12

Spillovers from the ECB's non-standard monetary policies on non-euro area EU countries: evidence from an event-study analysis

Paper: 1869, 25.11.2015

JEL: C32, E52, E58

To bi, or not to bi? Differences in spillover estimates from bilateral and multilateral multi-country models

Paper: 1868, 24.11.2015

JEL: C33, F44

A note on implementing the Durbin and Koopman simulation smoother

Paper: 1867, 16.11.2015

JEL: C15, C3

Interconnectedness of the banking sector as a vulnerability to crises

Paper: 1866, 16.11.2015

JEL: F36, G20

Inflation forecasts: Are market-based and survey-based measures informative?

Paper: 1865, 06.11.2015

JEL: E31, E37, G13

Asset purchase programmes and financial markets: lessons from the euro area

Paper: 1864, 05.11.2015

JEL: E43, E44, E52, E58, E65, G14

Fiscal multipliers during consolidation: evidence from the European Union

Paper: 1863, 28.10.2015

JEL: C33, E62

Worker flows in the European Union during the Great Recession

Paper: 1862, 27.10.2015

JEL: C25, E24, J6

Loan supply, credit markets and the euro area financial crisis

Paper: 1861, 27.10.2015

JEL: C32, E44, E51

What drives forbearance - evidence from the ECB Comprehensive Assessment

Paper: 1860, 21.10.2015

JEL: G21, G28

Corporate investment and bank-dependent borrowers during the recent financial crisis

Paper: 1859, 21.10.2015

JEL: E22, E44, G01

Fiscal policy adjustments in the euro area stressed countries: new evidence from non-linear models with state-varying thresholds

Paper: 1858, 09.10.2015

JEL: C22, H20, H60, H63

International spillovers in inflation expectations

Paper: 1857, 08.10.2015

JEL: C11, C52, E31

Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy

Paper: 1856, 08.10.2015

JEL: C32, E62, H30, H50

Quantitative effects of the shale oil revolution

Paper: 1855, 25.09.2015

JEL: E17, Q41, Q47

Determinants of global spillovers from US monetary policy

Paper: 1854, 25.09.2015

JEL: C3, E5, F4

Price level changes and the redistribution of nominal wealth across the euro area

Paper: 1853, 24.09.2015

JEL: D14, D31, E31

Financial literacy and savings account returns

Paper: 1852, 24.09.2015

JEL: D12, E21, G11, G21

A rotated Dynamic Nelson-Siegel model with macro-financial applications

Paper: 1851, 23.09.2015

JEL: C5, E4, G1

Jagged cliffs and stumbling blocks: interest rate pass-through fragmentation during the Euro area crisis

Paper: 1850, 18.09.2015

JEL: E43, E52, E58, G01, G20

Domestic and multilateral effects of capital controls in emerging markets

Paper: 1844, 25.08.2015

JEL: F32, F41, F42

Debt overhang and deleveraging in the US household sector: gauging the impact on consumption

Paper: 1843, 24.08.2015

JEL: C13, C23, C52, D12, H31

The real effects of credit constraints: evidence from discouraged borrowers in the euro area

Paper: 1842, 24.08.2015

JEL: G01, G10, G30, G32

Inattention to rare events

Paper: 1841, 21.08.2015

JEL: D83, E58, E60

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