Central Bank Research Hub - Series: National Bank of Denmark (Danmarks Nationalbank) Working papers

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

	Title	Author(s)
Abstract Full text	Contagion Risk in the Danish Interbank Market Paper: WP29/2005, 31.08.2005	Elin Amundsen Henrik Arnt Andersen
Abstract Full text	Assessing the consequences of Basel II: Are there incentives for cherry-picking when banks pool data across countries? Paper: WP27/2005, 21.06.2005	Lisbeth Borup Dorte Kurek Anne Dyrberg
Abstract Full text	Testing the Assumptions of Credit-scoring Models Paper: WP28/2005, 21.06.2005	Anne Dyrberg
Abstract Full text	A Comparative Analysis of the Determinants of Financial Distress in French, Italian and Spanish firms Paper: WP26/2005, 18.05.2005	Anne Dyrberg
Abstract Full text	Samvariation i danske konjunkturcykler Paper: WP25/2005, 10.05.2005	Frank Øland Hansen
Abstract Full text	A historical perspective on interest rates in Denmark 1875-2003 Paper: WP24/2005, 14.02.2005	Kim Abildgren
Abstract Full text	Offshore Outsourcing: Consequences and Challenges for America Paper: WP22/2005, 10.01.2005	Ulrik Harald Bie
Abstract Full text	Chain indexing in a macro model – Aggregation and irreversibility Paper: WP21/2004, 20.12.2004	Dan Knudsen Faisel Sethi
Abstract Full text	Money Demand in Denmark 1980-2002 Paper: WP18/2004, 12.07.2004	Allan Bødskov Andersen
Abstract Full text	Firms in Financial Distress: An Exploratory Analysis Paper: WP17/2004, 12.07.2004	Anne Dyrberg
Abstract Full text	International transmission of transitory and persistent monetary shocks under imperfect information Paper: WP15/2004, 17.05.2004	Torben M. Andersen Niels C. Beier
Abstract Full text	A Failure-Rate Model for the Danish Corporate Sector Paper: WP16/2004, 05.05.2004	Kenneth Juhl Pedersen Heidi Mølgaard Vinther Morten Lykke
Abstract Full text	A chronology of Denmark's exchange-rate policy 1875-2003 Paper: WP12/2004, 03.05.2004	Kim Abildgren
Abstract Full text	Nominal and real effective krone rate indices for Denmark 1875-2002 Paper: WP13/2004, 03.05.2004 JEL: F31, N23, N24	Kim Abildgren
Abstract Full text	An empirical examination of the purchasing-power-parity hypothesis for Denmark 1875-2002 Paper: WP14/2004, 03.05.2004	Kim Abildgren
Abstract Full text	Has US Monetary Policy Followed the Taylor Rule? A Cointegration Analysis 1988-2002 Paper: WP11/2003, 13.04.2004	Anders Møller Christensen Heino Bohn Nielsen
Abstract Full text	Does duration extension enhance excess returns? Paper: WP10/2003, 08.04.2004	Jan Berndsen
Abstract Full text	Extracting risk neutral probability densities by fitting implied volatility smiles: Some methodological points and an application to the 3M Euribor futures option prices. Paper: WP09/2002, 08.04.2004	Tom Wagener Allan Bødskov Andersen
Abstract Full text	Systemic Risk in the Danish Interbank Netting System Paper: WP08/2002, 08.04.2004	Bo Madsen Lone Natorp Morten L. Bech
Abstract Full text	Endogenous Exchange Rate Pass-through when Nominal Prices are Set in Advance Paper: WP07/2002, 08.04.2004	Michael B. Devereux Peter Ejler Storgaard Charles Engel
Abstract Full text	The Real Interest Rate Gap: Measurement and Application Paper: WP06/2002, 08.04.2004	Anders Møller Christensen
Abstract Full text	Propagation of nominal shocks in open economies Paper: WP05/2002, 08.04.2004	Torben M. Andersen Niels C. Beier
Abstract Full text	The formation of inflation expectations under changing inflation regimes Paper: WP04/2002, 08.04.2004	Niels Lynggård Hansen Christian M. Dahl
Abstract Full text	Optimal Contract Currencies and Exchange Rate Policy Paper: WP03/2002, 08.04.2004	Peter Ejler Storgaard
Abstract Full text	Robust estimation of the expected inflation Paper: WP01/2002, 08.04.2004	Anders Møller Christensen Heino Bohn Nielsen
Abstract Full text	The Intraday Liquidity Management Game Paper: WP02/2002, 08.04.2004	Rod Garratt Morten L. Bech

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004