Central Bank Research Hub - Series: IJCB International Journal of Central Banking 2009

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

Title Author(s)

Interbank Lending, Credit-Risk Premia, and Collateral

Paper: 09q4a1, 01.12.2009

Liquidity, Moral Hazard, and Interbank Market Collapse

Paper: 09q4a3, 01.12.2009

Credit, Asset Prices, and Financial Stress

Paper: 09q4a5, 01.12.2009

Commentary: Prices and Quantities in the Monetary Policy Transmission Mechanism

Paper: 09q4a7, 01.12.2009

Strategic Trading in Multiple Assets and the Effects on Market Volatility

Paper: 09q4a8, 01.12.2009

Stress Testing Credit Risk: A Survey of Authorities' Approaches

Paper: 09q3a1, 28.08.2009

Towards a Framework of Quantifying Systemic Stability

Paper: 09q3a2, 28.08.2009

Interdependencies between Expected Default Frequency and the Macro Economy

Paper: 09q3a3, 28.08.2009

Stress Testing the Enterprise Sector's Bank Debt: A Micro Approach

Paper: 09q3a4, 28.08.2009

Crash Testing German Banks

Paper: 09q3a5, 28.08.2009

Macroeconomic Default Modeling and Stress Testing

Paper: 09q3a6, 28.08.2009

How to Find Plausible, Severe, and Useful Stress Scenarios

Paper: 09q3a7, 28.08.2009

Modeling Bank Senior Unsecured Ratings: A Reasoned Structured Approach to Bank Credit Assessment

Paper: 09q2a1, 02.06.2009

JEL: C25, G21, G24

Explaining Monetary Policy in Press Conferences

Paper: 09q2a2, 02.06.2009

JEL: E52, E58, G14

The Interest Rate Conditioning Assumption

Paper: 09q2a3, 02.06.2009

JEL: G21, G28

Futures Contract Rates as Monetary Policy Forecasts

Paper: 09q2a4, 02.06.2009

JEL: E43, E44, E52

Firm-Specific Capital and Welfare

Paper: 09q2a5, 02.06.2009

JEL: E22, E31, E52

Instability and Nonlinearity in the Euro-Area Philips Curve

Paper: 09q2a6, 02.06.2009

JEL: E52, E58

Does the Law of One Price Hold in Euro-Area Retail Banking? An Empirical Analysis of Interest Rate Differentials across the Monetary Union

Paper: 09q1a1, 02.03.2009

JEL: E43, E44, G21

Transparency of Regulation and Cross-Border Bank Mergers

Paper: 09q1a2, 02.03.2009

JEL: G21, G28, G34

Efficient Asset Allocations in the Banking Sector and Financial Regulation

Paper: 09q1a3, 02.03.2009

JEL: G21, G28

Cross-Border Bank Contagion in Europe

Paper: 09q1a4, 02.03.2009

JEL: F36, G15, G21

Fiscal Burden Sharing in Cross-Border Banking Crises

Paper: 09q1a5, 02.03.2009

JEL: E58, E60, G21, G28

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