Central Bank Research Hub - Series: Deutsche Bundesbank Discussion Papers 2011

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Title Author(s)

Credit contagion between financial systems

Paper: 15/2011, 30.12.2011

JEL: G14, G21, G28

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

Paper: 16/2011, 30.12.2011

JEL: C46, C63, G12, G21

Contagion in the interbank market and its determinants

Paper: 17/2011, 30.12.2011

JEL: D53, E47, G21

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

Paper: 18/2011, 30.12.2011

JEL: G21, G32, G34, J16

The use of tax havens in exemption regimes

Paper: 30/2011, 30.12.2011

JEL: F23, H87

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

Paper: 31/2011, 30.12.2011

JEL: C23, E30, E51, G21

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

Paper: 32/2011, 30.12.2011

JEL: C12, C52, C53

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

Paper: 33/2011, 30.12.2011

JEL: E21, G11, H55

Transitions in the German labor market: structure and crisis

Paper: 34/2011, 30.12.2011

JEL: E24, E32, J64

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

Paper: 29/2011, 23.12.2011

JEL: F23, F34, G21

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

Paper: 201129, 23.12.2011

U-MIDAS: MIDAS regressions with unrestricted lag polynomials

Paper: 35/2011, 21.12.2011

JEL: C53, E37

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

Paper: 28/2011, 16.12.2011

JEL: E24, E32, E62, H20, H50

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

Paper: 201128, 16.12.2011

How do credit supply shocks propagate internationally? A GVAR approach

Paper: 201127, 12.12.2011

How do credit supply shocks propagate internationally? A GVAR approach

Paper: 27/2011, 12.12.2011

JEL: C30, F15, F36, F41, F44

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

Paper: 201126, 21.11.2011

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

Paper: 26/2011, 21.11.2011

JEL: C22, E31

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

Paper: 25/2011, 18.11.2011

JEL: E31

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

Paper: 201125, 18.11.2011

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

Paper: 24/2011, 14.11.2011

JEL: D44, E43, E52, E58

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

Paper: 201124, 14.11.2011

A hierarchical Archimedean copula for portfolio credit risk modelling

Paper: 14/2011, 07.11.2011

JEL: C46, C63, G21

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

Paper: 13/2011, 04.11.2011

JEL: G21

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

Paper: 23/2011, 28.10.2011

JEL: G01, G11, G14

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

Paper: 201123, 28.10.2011

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

Paper: 12/2011, 25.10.2011

JEL: C63, E52, G01, G21

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

Paper: 22/2011, 24.10.2011

JEL: D12, E41, E58

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

Paper: 201122, 24.10.2011

Improvements in rating models for the German corporate sector

Paper: 11/2011, 09.09.2011

JEL: C52, G21, G33

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

Paper: 21/2011, 05.09.2011

JEL: E41, E42, E58

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

Paper: 201121, 05.09.2011

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

Paper: 20/2011, 02.09.2011

JEL: E41, E42, E58

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

Paper: 201120, 02.09.2011

Bank bailouts, interventions, and moral hazard

Paper: 10/2011, 29.08.2011

JEL: C30, C78, G21, G28, L51

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

Paper: 19/2011, 26.08.2011

JEL: D82, G30, O32

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

Paper: 201119, 26.08.2011

Exchange rate dynamics, expectations, and monetary policy

Paper: 201118, 12.08.2011

Recent developments in quantitative models of sovereign default

Paper: 201117, 09.08.2011

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

Paper: 201116, 08.08.2011

Crises, rescues, and policy transmission through international banks

Paper: 201115, 05.08.2011

Evaluating macroeconomic risk forecasts

Paper: 201114, 27.06.2011

How informative are central bank assessments of macroeconomic risks?

Paper: 201113, 24.06.2011

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

Paper: 09/2011, 10.06.2011

JEL: C35, G21, G32, L50

Currency blocs in the 21st century

Paper: 201112, 03.06.2011

Fatigue in payment diaries - empirical evidence from Germany

Paper: 201111, 23.05.2011

Systemic risk contributions: a credit portfolio approach

Paper: 08/2011, 20.05.2011

JEL: C15, C63, E58, G01, G21

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

Paper: 201110, 13.05.2011

The third pillar in Europe: institutional factors and individual decisions

Paper: 201109, 09.05.2011

The two-sided effect of financial globalization on output volatility

Paper: 07/2011, 26.04.2011

JEL: E32, F36, F41

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