Central Bank Research Hub - Series: Deutsche Bundesbank Discussion Papers

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

	Title	Author(s)
Full text	Is local bias a cross-border phenomenon? Evidence from individual investors' international asset allocation Paper: 18/2013, 10.05.2013	Oscar Stolper Andreas Walter Markus Baltzer
Full text	Banking across borders Paper: 19/2013, 10.05.2013	Friederike Niepmann
Full text	Does non-interest income make banks more risky? Retail- versus investment-oriented banks Paper: 17/2013, 06.05.2013	Matthias Köhler
Full text	Repo funding and internal capital markets in the financial crisis Paper: 16/2013, 03.05.2013	Cornelia Düwel
Full text	Structural and cyclical effects of tax progression Paper: 15/2013, 29.04.2013	Nikolai Stähler Jana Kremer
Full text	Restructuring counterparty credit risk Paper: 14/2013, 26.04.2013 JEL: C51, C63, E51, G01, G32, G33	Damiano Brigo Claudio Albanese Frank Oertel
Full text	Time variation in macro-financial linkages Paper: 13/2013, 23.04.2013	Sandra Eickmeier Massimiliano Marcellino Esteban Prieto
Full text	Time variation in macro-financial linkages Paper: 13/2013, 23.04.2013	Sandra Eickmeier Massimiliano Marcellino Esteban Prieto
Full text	On the low-frequency relationship between public deficits and inflation Paper: 12/2013, 22.04.2013 JEL: E42, E58, E61	Alexander Kriwoluzky Martin Kliem Samad Sarferaz
Full text	On the low-frequency relationship between public deficits and inflation Paper: 12/2013, 22.04.2013	Alexander Kriwoluzky Martin Kliem Samad Sarferaz
Full text	The empirical (ir)relevance of the interest rate assumption for central bank forecasts Paper: 11/2013, 19.04.2013 JEL: C12, C53	Guido Schultefrankenfeld Malte Knuppel
Full text	Optimal sovereign default Paper: 09/2013, 18.04.2013 JEL: E62, F34	Klaus Adam Michael Grill
Full text	The expectations-driven U.S. current account Paper: 10/2013, 18.04.2013 JEL: D83, E13, E32, F32, O40	Mathias Hoffmann Thomas Laubach Michael U. Krause
Full text	China's role in global inflation dynamics Paper: 07/2013, 03.04.2013	Sandra Eickmeier Markus Kühnlenz
Full text	Sovereign default swap market efficiency and country risk in the eurozone Paper: 08/2013, 03.04.2013	Yalin Gündüz Orcun Kaya
Full text	Public debt and changing inflation targets Paper: 06/2013, 27.03.2013	Stéphane Moyen Michael U. Krause
Full text	Is the willingness to take financial risk a sex-linked trait? Evidence from national surveys of household finance Paper: 05/2013, 13.03.2013	Dorothea Schäfer Nataliya Barasinska
Full text	Robustness and informativeness of systemic risk measures Paper: 04/2013, 13.03.2013	Gunter Löffler Peter Raupach
Full text	Understanding global liquidity Paper: 03/2013, 13.03.2013	Sandra Eickmeier Leonardo Gambacorta Boris Hofmann
Full text	Monetary policy and the oil futures market Paper: 35/2012, 10.01.2013	Sandra Eickmeier Marco J. Lombardi
Full text	The common drivers of default risk Paper: 36/2012, 10.01.2013	Yalin Gündüz Christoph Memmel Peter Raupach
Full text	Estimating endogenous liquidity using transaction and order book information Paper: 34/2012, 11.12.2012	Philippe Durand Isabelle Thomazeau Yalin Gündüz
Full text	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	Matthias Köhler
Full text	Persuasion by stress testing - optimal disclosure of supervisory information in the banking sector Paper: 32/2012, 04.12.2012	Wolfgang Gick Thilo Pausch
Full text	The determinants of service imports: the role of cost pressure and financial constraints Paper: 31/2012, 03.12.2012	Daniela Harsch Julia Spies
Full text	Measuring option implied degree of distress in the US financial sector using the entropy principle Paper: 30/2012, 26.11.2012	Johannes Vilsmeier Philipp Matros
Full text	Finding relevant variables in sparse Bayesian factor models: economic applications and simulation results Paper: 29/2012, 23.11.2012	Sylvia Kaufmann Christian Schumacher
Full text	Diversification and determinants of international credit portfolios: evidence from German banks Paper: 28/2012, 26.10.2012
Full text	Early warning indicators for the German banking system: a macroprudential analysis Paper: 27/2012, 19.10.2012
Full text	Determinants of the interest rate pass-through of banks - evidence from German loan products Paper: 26/2012, 08.10.2012	Sönke Sievers Tobias Schlüter Thomas Hartmann-Wendels Ramona Busch
Full text	An affine multifactor model with macro factors for the German term structure: changing results during the recent crises Paper: 25/2012, 08.10.2012	Jelena Stapf Arne Halberstadt
Full text	Identifying time variability in stock and interest rate dependence Paper: 24/2012, 08.10.2012	Jens Lindemann Mevlud Islami Michael Stein
Full text	Estimating dynamic tax revenue elasticities for Germany Paper: 23/2012, 08.10.2012	Christoph Priesmeier Gerrit B. Koester
Full text	Relationship lending in the interbank market and the price of liquidity Paper: 22/2012, 07.09.2012	Falk Bräuning Falko Fecht
Full text	Tax incentives and capital structure choice: evidence from Germany Paper: 18/2012, 27.08.2012 JEL: G32, H20	Thomas Hartmann-Wendels Alwin Stöter Ingrid Stein
Full text	Determinants of bank interest margins: impact of maturity transformation Paper: 17/2012, 14.08.2012 JEL: D21, G21	Christoph Memmel Marco Wilkens Benedikt Ruprecht Oliver Entrop
Full text	Credit risk connectivity in the financial industry and stabilization effects of government bailouts Paper: 16/2012, 25.07.2012 JEL: C14, G14, G21, H12	Jakob Bosma Michael Koetter Michael Wedow
Full text	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	Gerhard Kempkes
Full text	The effectiveness of monetary policy in steering money market rates during the financial crisis Paper: 14/2012, 11.07.2012 JEL: E43, E52, E58	Puriya Abbassi Tobias Linzert
Full text	The PHF: a comprehensive panel survey on household finances and wealth in Germany Paper: 13/2012, 10.07.2012 JEL: C83, D10, D14, D31	Martin Eisele Tobias Schmidt Julia Le Blanc Junyi Zhu Ulf von Kalckreuth
Full text	Trend growth expectations and U.S. house prices before and after the crises Paper: 12/2012, 29.05.2012 JEL: D83, E13, E32, O40	Mathias Hoffmann Thomas Laubach Michael U. Krause
Full text	Credit portfolio modelling and its effect on capital requirements Paper: 11/2012, 29.05.2012 JEL: G21, G28, G32	Claudia Lambert Dilek Bülbül
Full text	Maturity shortening and market failure Paper: 06/2012, 29.05.2012 JEL: D82, G21, G32	Felix Thierfelder
Full text	Does Wagner's law ruin the sustainability of German public finances? Paper: 08/2012, 29.05.2012 JEL: E62, H19, H50, H63	Christoph Priesmeier Gerrit B. Koester
Full text	Capital regulation, liquidity requirements and taxation in a dynamic model of banking Paper: 10/2012, 29.05.2012 JEL: G21, G28, G33	Marcella Lucchetta Andrea Gamba Gianni de Nicolò
Full text	Executive board composition and bank risk taking Paper: 03/2012, 29.05.2012 JEL: G21, G34, I21, J16	Allen N. Berger Thomas Kick Klaus Schaek
Full text	Stress testing German banks against a global cost-of-capital shock Paper: 04/2012, 29.05.2012 JEL: C13, C15, G21, G33	Klaus Düllmann Thomas Kick
Full text	Bank regulation and stability: an examination of the Basel market risk framework Paper: 09/2012, 29.05.2012 JEL: D81, G11, G21, G28	Gordon J. Alexander Shu Yan Alexandre M. Baptista
Full text	Regulation, credit risk transfer with CDS, and bank lending Paper: 05/2012, 29.05.2012 JEL: G21, G28	Peter Welzel Thilo Pausch
Full text	Towards an explanation of cross-country asymmetries in monetary transmission Paper: 07/2012, 29.05.2012 JEL: C33, C51, E44, E52	Georgios Georgiadis

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