Central Bank Research Hub - Series: Deutsche Bundesbank Discussion Papers 2012

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Title Author(s)

Estimating endogenous liquidity using transaction and order book information

Paper: 34/2012, 11.12.2012

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

Paper: 33/2012, 07.12.2012

JEL: G20, G21, G28

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

Paper: 32/2012, 04.12.2012

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

Paper: 31/2012, 03.12.2012

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

Paper: 30/2012, 26.11.2012

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

Paper: 29/2012, 23.11.2012

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

Paper: 28/2012, 26.10.2012

 

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

Paper: 27/2012, 19.10.2012

 

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

Paper: 26/2012, 08.10.2012

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

Paper: 25/2012, 08.10.2012

Identifying time variability in stock and interest rate dependence

Paper: 24/2012, 08.10.2012

Estimating dynamic tax revenue elasticities for Germany

Paper: 23/2012, 08.10.2012

Relationship lending in the interbank market and the price of liquidity

Paper: 22/2012, 07.09.2012

Tax incentives and capital structure choice: evidence from Germany

Paper: 18/2012, 27.08.2012

JEL: G32, H20

Determinants of bank interest margins: impact of maturity transformation

Paper: 17/2012, 14.08.2012

JEL: D21, G21

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

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

Paper: 15/2012, 24.07.2012

JEL: E32, H61, H68

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

Paper: 14/2012, 11.07.2012

JEL: E43, E52, E58

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

Paper: 13/2012, 10.07.2012

JEL: C83, D10, D14, D31

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

Paper: 12/2012, 29.05.2012

JEL: D83, E13, E32, O40

Credit portfolio modelling and its effect on capital requirements

Paper: 11/2012, 29.05.2012

JEL: G21, G28, G32

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

Paper: 10/2012, 29.05.2012

JEL: G21, G28, G33

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

Paper: 09/2012, 29.05.2012

JEL: D81, G11, G21, G28

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

Paper: 08/2012, 29.05.2012

JEL: E62, H19, H50, H63

Towards an explanation of cross-country asymmetries in monetary transmission

Paper: 07/2012, 29.05.2012

JEL: C33, C51, E44, E52

Regulation, credit risk transfer with CDS, and bank lending

Paper: 05/2012, 29.05.2012

JEL: G21, G28

Maturity shortening and market failure

Paper: 06/2012, 29.05.2012

JEL: D82, G21, G32

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

Paper: 04/2012, 29.05.2012

JEL: C13, C15, G21, G33

Executive board composition and bank risk taking

Paper: 03/2012, 29.05.2012

JEL: G21, G34, I21, J16

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

Paper: 201212, 27.04.2012

JEL: D83, E13, E32, O40

Credit portfolio modelling and its effect on capital requirements

Paper: 201211, 25.04.2012

JEL: G21, G28, G32

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

Paper: 201210, 24.04.2012

JEL: G21, G28, G33

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

Paper: 201208, 23.03.2012

JEL: E62, H19, H50, H63

Towards an explanation of cross-country asymmetries in monetary transmission

Paper: 201207, 12.03.2012

JEL: C33, C51, E44, E52

Maturity shortening and market failure

Paper: 201206, 09.03.2012

JEL: D82, G21, G32

Regulation, credit risk transfer with CDS, and bank lending

Paper: 201205, 09.03.2012

JEL: G21, G28

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

Paper: 201204, 07.03.2012

JEL: C13, C15, G21, G33

Executive board composition and bank risk taking

Paper: 201203, 06.03.2012

JEL: G21, G34, I21, J16

Assessing macro-financial linkages: a model comparison exercise

Paper: 02/2012, 05.03.2012

JEL: E32, E44, E47, E52

Assessing macro-financial linkages: a model comparison exercise

Paper: 201202, 05.03.2012

JEL: E32, E44, E47, E52

A user cost approach to capital measurement in aggregate production functions

Paper: 201201, 02.03.2012

JEL: C43, E01, O47

U-MIDAS: MIDAS regressions with unrestricted lag polynomials

Paper: 201135, 06.02.2012

JEL: C53, E37

Transitions in the German labor market: structure and crisis

Paper: 201134, 30.01.2012

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

Paper: 201133, 27.01.2012

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

Paper: 201132, 23.01.2012

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

Paper: 201131, 09.01.2012

The use of tax havens in exemption regimes

Paper: 201130, 06.01.2012

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