Central Bank Research Hub - Series: Deutsche Bundesbank Discussion Papers 2014

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Title Author(s)

Cross-border liquidity, relationships and monetary policy: evidence from the Euro area interbank crisis

Paper: 45/2014, 31.12.2014

JEL: E44, E58, G01, G21, G28

A network view on interbank market freezes

Paper: 44/2014, 31.12.2014

JEL: D85, E50, G10, G21

Updating the option implied probability of default methodology

Paper: 43/2014, 31.12.2014

JEL: C51, C52, C61, G12, G24, G31

What predicts financial (in)stability? A Bayesian approach

Paper: 36/2014, 31.12.2014

JEL: G01, G28

Who trades on momentum?

Paper: 42/2014, 31.12.2014

JEL: G10, G14, G23

Forecast-error-based estimation of forecast uncertainty when the horizon is increased

Paper: 40/2014, 31.12.2014

JEL: C13, C32, C53

Unconventional monetary policy in an open economy

Paper: 41/2014, 31.12.2014

JEL: E02, E44, E52, G21, G28

Taxing banks: an evaluation of the German bank levy

Paper: 38/2014, 29.12.2014

JEL: C21, G21, G28

Decomposition of country-specific corporate bond spreads

Paper: 37/2014, 23.12.2014

JEL: G12, G15

Financial conditions, macroeconomic factors and (un)expected bond excess returns

Paper: 35/2014, 01.12.2014

JEL: E43, G12

Carry funding and safe haven currencies: a threshold regression approach

Paper: 34/2014, 25.11.2014

JEL: C32, F31

Money growth and consumer price inflation in the euro area: a wavelet analysis

Paper: 33/2014, 24.11.2014

JEL: C30, E31, E40

Pro-cyclical capital regulation and lending

Paper: 32/2014, 11.11.2014

JEL: G01, G21, G28

Banks, markets, and financial stability

Paper: 31/2014, 31.10.2014

JEL: G12, G21, G23

International capital flows, external assets and output volatility

Paper: 30/2014, 30.10.2014

JEL: F32, F36, F43, F44

A one-off wealth levy? Assessing the pros, the cons and the importance of credibility

Paper: 29/2014, 29.10.2014

JEL: D30, E20, E60

Contingent convertible bonds and the stability of bank funding: the case of partial writedown

Paper: 28/2014, 29.10.2014

JEL: G18, G20, G21, G28

How is the low-interest-rate environment affecting the solvency of German life insurers?

Paper: 27/2014, 27.10.2014

JEL: G17, G22, G28

MIDAS and bridge equations

Paper: 26/2014, 21.10.2014

JEL: C51, C53, E37

Bank capital, the state contingency of banks' assets and its role for the transmission of shocks

Paper: 25/2014, 20.10.2014

JEL: E44, E58, E61

Inflation, deflation, and uncertainty: What drives euro area option-implied inflation expectations and are they still anchored in the sovereign debt crisis?

Paper: 24/2014, 17.10.2014

JEL: C58, E31, E44, G13

Contagious herding and endogenous network formation in financial networks

Paper: 23/2014, 08.09.2014

JEL: C73, D53, D85, G21

A network analysis of the evolution of the German interbank market

Paper: 22/2014, 05.09.2014

JEL: D85, G20, G21

Do correlated defaults matter for CDS premia? An empirical analysis

Paper: 21/2014, 01.09.2014

JEL: G14, G21

The multivariate option iPoD framework - assessing systemic financial risk

Paper: 20/2014, 28.08.2014

JEL: C14, C32, G01, G21

Mitigating financial stress in a bank-financed economy: equity injections into banks or purchases of assets?

Paper: 19/2014, 26.08.2014

JEL: E44, E58, E61

Interbank lending and distress: observables, unobservables, and network structure

Paper: 18/2014, 25.08.2014

JEL: E31, G21

International banking and liquidity risk transmission: lessons from across countries

Paper: 17/2014, 22.08.2014

JEL: F34, G01, G21

Household saving behavior and credit constraints in the Euro area

Paper: 16/2014, 07.08.2014

JEL: C8, D12, D14, D91

Quantifying the components of the banks' net interest margin

Paper: 15/2014, 28.07.2014

JEL: G21

Consumer cash usage: a cross-country comparison with payment diary survey data

Paper: 13/2014, 18.07.2014

JEL: D12, E41, E58

How do households allocate their assets? Stylized facts from the Eurosystem Household Finance and Consumption Survey

Paper: 12/2014, 18.07.2014

JEL: D1, D3

Analyzing business and financial cycles using multi-level factor models

Paper: 11/2014, 09.07.2014

JEL: C38, C55

A consistent set of multilateral productivity approach-based indicators of price competitiveness

Paper: 10/2014, 01.07.2014

JEL: C23, F31

Market transparency and the marking precision of bond mutual fund managers

Paper: 09/2014, 30.06.2014

JEL: G12, G23

The financial accelerator and market-based debt instruments: a role for maturities?

Paper: 08/2014, 16.05.2014

JEL: E3, E44, G3

Wealth shocks, credit-supply shocks, and asset allocation: evidence from household and firm portfolios

Paper: 07/2014, 21.03.2014

Lucas paradox and allocation puzzle - is the euro area different?

Paper: 06/2014, 03.03.2014

JEL: E22, F21, F36, O16, O57

Earnings baths by bank CEOs during turnovers

Paper: 05/2014, 28.02.2014

JEL: C23, G21, M41

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

Paper: 04/2014, 25.02.2014

JEL: C61, E41, E47

Investor fears and risk premia for rare events

Paper: 03/2014, 24.02.2014

JEL: C13, G10, G12

Filling in the blanks: network structure and interbank contagion

Paper: 02/2014, 21.02.2014

JEL: C63, D85, G21, L14

The distribution of debt across euro area countries: the role of individual characteristics, institutions and credit conditions

Paper: 01/2014, 18.02.2014

JEL: D14, G21, G28, K35

Cost leadership and bank internationalization

Paper: 57/2013, 17.02.2014

Market timing, maturity mismatch, and risk management: evidence from the banking industry

Paper: 56/2013, 10.02.2014

Bank leverage cycles and the external finance premium

Paper: 55/2013, 27.01.2014

The role of interbank relationships and liquidity needs

Paper: 54/2013, 24.01.2014

Banks concentration versus diversification in the loan portfolio: new evidence from Germany

Paper: 53/2013, 13.01.2014

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