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

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

Title	Author(s)
Competition in the Portuguese economy: insights from a profit elasticity approach Paper: 1603, 06.11.2013	Jo Amador Ana Cristina Soares
High frequency trading and price discovery Paper: 1602, 04.11.2013	Ryan Riordan Terrence Hendershott Jonathan Brogaard
How do firms in Argentina get financing to export? Paper: 1601, 04.11.2013	Tom Castagnino
Granger-causal-priority and choice of variables in vector autoregressions Paper: 1600, 16.10.2013	Marek Jarocinski Bartosz Mackowiak
Disentangling the bond-CDS nexus: a stress test model of the CDS market Paper: 1599, 16.10.2013	Tuomas A. Peltonen Guillaume Vuillemey
Managers mobility, trade performance, and wages Paper: 1596, 15.10.2013	Luca David Opromolla Giordano Mion
Predicting distress in European banks Paper: 1597, 15.10.2013	Silviu Oprică Tuomas A. Peltonen Peter Sarlin Frank Betz
The performance impact of firm ownership transformation in China Paper: 1598, 15.10.2013	Pei Sun John Beirne Guy S. Liu
Price effects of sovereign debt auctions in the Euro-zone: the role of the crisis Paper: 1595, 27.09.2013 JEL: G12, G18	Roel Beetsma Daniel Widijanto Massimo Giuliodori Frank de Jong
Is there a role for domestic demand pressure on export performance? Paper: 1594, 27.09.2013 JEL: C22, C50, F10	António Rua Paulo Soares Esteves
Monetary policy, bank capital and credit supply: a role for discouraged and informally rejected firms Paper: 1593, 24.09.2013 JEL: E31, E51, E52, F34, G21	Alexander Popov
Bridging the banking sector with the real economy: a financial stability perspective Paper: 1592, 24.09.2013 JEL: E17, G21, G32	Adrian Costeiu Florian Neagu
Sudden stop of capital flows and the consequences for the banking sector and the real economy Paper: 1591, 24.09.2013 JEL: F32, G21	Irina Mihai Florian Neagu
Interest rate swaps and corporate default Paper: 1590, 18.09.2013	Vivian Z. Yue Urban J. Jermann
Macroprudential policy instruments and economic imbalances in the euro area Paper: 1589, 18.09.2013	Micha Brzoza-Brzezina Marcin Kolasa Krzysztof Makarski
The design of national fiscal frameworks and their budgetary impact Paper: 1588, 11.09.2013	Carolin Nerlich Wolf Heinrich Reuter
Assessing asset purchases within the ECBs securities markets programme Paper: 1587, 10.09.2013	Fabian Eser Bernd Schwaab
On the fortunes of stock exchanges and their reversals: evidence from foreign listings Paper: 1585, 04.09.2013	Mariassunta Giannetti Nuno Fernandes
Whats going on behind the euro area Beveridge curve(s)? Paper: 1586, 04.09.2013	Valerie Jarvis Juuso Vanhala Boele Bonthuis
The network structure of the CDS market and its determinants Paper: 1583, 29.08.2013	Martin Scheicher Tuomas A. Peltonen Guillaume Vuillemey
Macroeconomic imbalances: a question of trust? Paper: 1584, 29.08.2013	Livio Stracca Sascha Bützer Christina Jordan
Does the Greenspan era provide evidence on leadership in the FOMC? Paper: 1579, 27.08.2013	Makram El-Shagi Alexander Jung
Risks to price stability, the zero lower bound and forward guidance: a real-time assessment Paper: 1582, 27.08.2013	Anders Warne Günter Coenen
Tobin LIVES: Integrating evolving credit market architecture into flow of funds based macro-models Paper: 1581, 27.08.2013	John Muellbauer John Duca
A predictability test for a small number of nested models Paper: 1580, 27.08.2013	Eleonora Granziera Hyungsik Roger Moon Kirstin Hubrich
Firms financing constraints: do perceptions match the actual situation? Paper: 1577, 15.08.2013	Klaas Mulier Annalisa Ferrando
Capital controls and international financial stability: a dynamic general equilibrium analysis in incomplete markets Paper: 1578, 15.08.2013	Adrian Buss
Asset returns under model uncertainty: evidence from the euro area, the U.S. and the U.K. Paper: 1575, 14.08.2013	Ricardo M. Sousa João Sousa
Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk Paper: 1576, 14.08.2013	Micha Rubaszek Jakub Muck Michele Ca' Zorzi
The global effects of the euro debt crisis Paper: 1573, 12.08.2013	Livio Stracca
A market-based approach to sector risk determinants and transmission in the euro area Paper: 1574, 12.08.2013	Martín Saldías
Regime-switching global vector autoregressive models Paper: 1569, 07.08.2013	Michael Binder Marco Gross
Retail payments and the real economy Paper: 1572, 07.08.2013	Tania De Renzis Heiko Schmiedel Iftekhar Hasan
Professional forecasters and the real-time forecasting performance of an estimated new keynesian model for the euro area Paper: 1571, 07.08.2013	Frank Smets Anders Warne Raf Wouters
Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR Paper: 1570, 07.08.2013	Christoffer Kok Sørensen Marco Gross
Determinants of banking system fragility: a regional perspective Paper: 1567, 22.07.2013	Muhammad Ather Elahi Hans Degryse María Fabiana Penas
Bank lending and monetary transmission in the euro area Paper: 1568, 22.07.2013	Paolo Surico Roberto A. De Santis
Now-casting and the real-time data flow Paper: 1564, 11.07.2013	Lucrezia Reichlin Domenico Giannone Michele Modugno Marta Babura
Domestic credit growth and international capital flows Paper: 1566, 11.07.2013	Peter McQuade Philip R. Lane
Risk, uncertainty and monetary policy Paper: 1565, 11.07.2013	Marie Hoerova Geert Bekaert Marco Lo Duca
The effectiveness of the non-standard policy measures during the financial crises: the experiences of the federal reserve and the European Central Bank Paper: 1562, 09.07.2013	Jens Eisenschmidt Selva Demiralp Seth B. Carpenter
A financial systemic stress index for Greece Paper: 1563, 09.07.2013	Angelos Vouldis Dimitrios Louzis
Monetary policy, macroprudential policy and banking stability: evidence from the euro area Paper: 1560, 05.07.2013	José-Luis Peydró Angela Maddaloni
A twin crisis with multiple banks of issue: Spain in the 1860s Paper: 1561, 05.07.2013 JEL: E31, E5, N13, N23	Pedro Tedde Alessio Moro Galo Nuño
Fishing in the same pool? export strengths and competitiveness of China and CESEE in the EU-15 Market Paper: 1559, 20.06.2013	Katharina Steiner Christian Schitter Julia Wörz Maria Silgoner
The dynamics of spillover effects during the European sovereign debt crisis Paper: 1558, 20.06.2013	Adrian Alter Andreas Beyer
On the international spillovers of US quantitative easing Paper: 1557, 19.06.2013	Marcel Fratzscher Roland Straub Marco Lo Duca
Measuring institutional competitiveness in Europe Paper: 1556, 18.06.2013	Stefan Huemer Beatrice Scheubel Florian Walch
Hidden gems and borrowers with dirty little secrets: investment in soft information, borrower self-selection and competition Paper: 1555, 12.06.2013	Christian Gruendl Reint Gropp Andre Guettler
Business groups as hierarchies of firms: determinants of vertical integration and performance Paper: 1554, 12.06.2013	Carlo Altomonte Armando Rungi

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