Central Bank Research Hub - Series: Deutsche Bundesbank Discussion Papers 2015

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005

Title Author(s)

The influence of an up-front experiment on respondents' recording behaviour in payment diaries: evidence from Germany

Paper: 43/2015, 14.12.2015

JEL: C83, D12, E41

Monetary-fiscal policy interaction and fiscal inflation: a tale of three countries

Paper: 42/2015, 01.12.2015

JEL: E42, E58, E61

Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market

Paper: 41/2015, 30.11.2015

JEL: C32, F31, G15

Arbitraging the Basel securitization framework: evidence from German ABS investment

Paper: 40/2015, 27.11.2015

JEL: G01, G21, G24, G28

Cyclicality of SME lending and government involvement in banks

Paper: 39/2015, 20.11.2015

JEL: G20, G21

The credit quality channel: modeling contagion in the interbank market

Paper: 38/2015, 09.11.2015

JEL: C63, G01, G17, G21, G28

Bracket creep revisited - with and without r>g: evidence from Germany

Paper: 37/2015, 04.11.2015

JEL: C81, D31, H23, H24

The winner's curse - evidence on the danger of aggressive credit growth in banking

Paper: 32/2015, 04.11.2015

JEL: C23, G21, G32

Asymmetric credit growth and current account imbalances in the euro area

Paper: 36/2015, 27.10.2015

JEL: E5, F32, F45

Identifying income and wealth-poor households in the euro area

Paper: 35/2015, 26.10.2015

JEL: D31, I32, P46, R20

On the exposure of insurance companies to sovereign risk - portfolio investments and market forces

Paper: 34/2015, 16.10.2015

JEL: G15, G22, G28

The organization of knowledge in multinational firms

Paper: 33/2015, 09.10.2015

JEL: D21, D24, F21, F23

Out of sight, out of mind? On the risk of sub-custodian structures

Paper: 31/2015, 16.09.2015

JEL: G14, G21, G28

A macroeconomic reverse stress test

Paper: 30/2015, 11.09.2015

JEL: C22, C51, C53, G21, G32

German labor market and fiscal reforms 1999 to 2008: can they be blamed for intra-euro area imbalances?

Paper: 29/2015, 31.08.2015

JEL: E32, E62, H2, J6

Distributional consequences of asset price inflation in the euro area

Paper: 27/2015, 26.08.2015

JEL: D14, D31, E21, E31, E52, E58

Personal bankruptcy law, debt portfolios, and entrepreneurship

Paper: 28/2015, 26.08.2015

JEL: E20, K10, M13, O41

Household search and the aggregate labor market

Paper: 26/2015, 18.08.2015

JEL: E24, E25, E32, J10, J64

Cutting the credit line: evidence from Germany

Paper: 25/2015, 12.08.2015

JEL: E32, E44, F40, G21

The intraday interest rate - what's that?

Paper: 24/2015, 31.07.2015

JEL: E43, E50, G01, G10, G21

Many a little makes a mickle: macro portfolio stress test for small and medium-sized German banks

Paper: 23/2015, 29.07.2015

JEL: C13, C15, G21, G33

Characterizing the financial cycle: evidence from a frequency domain analysis

Paper: 22/2015, 28.07.2015

JEL: C22, E32, E44

Cross-border banking and business cycles in asymmetric currency unions

Paper: 21/2015, 27.07.2015

JEL: E52, F34, F41

The synchronization of European credit cycles

Paper: 20/2015, 24.07.2015

JEL: C32, F34, G15

Calculating trading book capital: is risk separation appropriate?

Paper: 19/2015, 21.07.2015

JEL: C15, G21, G32

Multinational banks' deleveraging in the crisis driven by pre-crisis characteristics and behavior

Paper: 18/2015, 20.07.2015

JEL: F23, F34, G21

International financial market integration, asset compositions, and the falling exchange rate pass-through

Paper: 17/2015, 15.07.2015

JEL: F31, F36, F41

Banks' net interest margin and the level of interest rates

Paper: 16/2015, 14.07.2015

JEL: G21

German wage moderation and European imbalances: feeding the global VAR with theory

Paper: 15/2015, 30.06.2015

JEL: F10, F32, F41

Tales of transition paths: policy uncertainty and random walks

Paper: 14/2015, 29.06.2015

JEL: D83, E32, E62

Market discipline across bank governance models - empirical evidence from German depositors

Paper: 13/2015, 26.06.2015

JEL: G10, G20, G30

Lethal lapses - how a positive interest rate shock might stress German life insurers

Paper: 12/2015, 22.06.2015

JEL: C13, C72, G22, G23

The pattern of home ownership across cohorts and its impact on the net wealth distribution: empirical evidence from Germany and the US

Paper: 11/2015, 19.06.2015

JEL: D30, D31

The interest rate pass-through in the euro area during the sovereign debt crisis

Paper: 10/2015, 05.06.2015

JEL: C3, E43, E44, E5

Do exposures to sagging real estate, subprime or conduits abroad lead to contraction and flight to quality in bank lending at home?

Paper: 09/2015, 03.06.2015

JEL: G01, G21, R00

Securities trading by banks and credit supply: micro-evidence

Paper: 08/2015, 26.05.2015

JEL: G01, G21, G28

Imperfect information about financial frictions and consequences for the business cycle

Paper: 07/2015, 12.05.2015

JEL: E3, E44, G3

Fiscal austerity, unemployment and family firms

Paper: 06/2015, 11.05.2015

JEL: E22, E24, E62, J64

German and the rest of euro area fiscal policy during the crisis

Paper: 05/2015, 27.04.2015

JEL: H2, J6

Financial frictions and global spillovers

Paper: 04/2015, 17.03.2015

JEL: C32, C34, E32, F44, G01

Centrality-based capital allocations

Paper: 03/2015, 01.03.2015

JEL: C15, C81, G21, G28

The term structure of interest rates and the macroeconomy: learning about economic dynamics from a FAVAR

Paper: 02/2015, 02.02.2015

JEL: C38, E43, E44

Employment, hours and optimal monetary policy

Paper: 01/2015, 29.01.2015

JEL: E30, E50, E60

Banking market structure and macroeconomic stability: are low-income countries special?

Paper: 46/2014, 28.01.2015

JEL: E32, G21

Loan loss provisioning and procyclicality: evidence from an expected loss model

Paper: 39/2014, 13.01.2015

JEL: G01, G21, M41

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005