Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks | by Christoph Memmel | 200807
(May 2008) |
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The success of bank mergers revisited - an assessment based on a matching strategy | by Andreas Behr, Frank Heid | 200806
(May 2008) |
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Estimating asset correlations from stock prices or default rates - which method is superior? | by Klaus Düllmann, Jonathan Küll, Michael Kunisch | 200804
(Apr 2008) |
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Monetary policy and bank distress: an integrated micro-macro approach | by Ferre de Graeve, Thomas Kick, Michael Koetter | 200803
(Mar 2008) |
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2007 |
Estimating probabilities of default with support vector machines (JEL C14, C45, G33) | by Wolfgang K. Härdle, Rouslan A. Moro, Dorothea Schäfer | 200718
(Dec 2007) |
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Profitability of Western European banking systems: panel evidence on structural and cyclical determinants (JEL G21, L11) | by Rainer Beckmann | 200717
(Dec 2007) |
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Endogenous credit derivatives and bank behavior (JEL D53, D82, G11, G14, G21) | by Thilo Pausch | 200716
(Dec 2007) |
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Creditor concentration: an empirical investigation (JEL G21, G32, G33) | by Steven Ongena, Günseli Tümer-Alkan, Natalja von Westernhagen | 200715
(Dec 2007) |
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Relationship lending - empirical evidence for Germany (JEL G21, G32) | by Christoph Memmel, Christian Schmieder, Ingrid Stein | 200714
(Dec 2007) |
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The marketability of bank assets and managerial rents: implications for financial stability (JEL G21, G28, G32) | by Falko Fecht, Wolf Wagner | 200712
(Aug 2007) |
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Welfare effects of financial integration (JEL D61, E44, G10, G21) | by Falko Fecht, Hans Peter Grüner, Philipp Hartmann | 200711
(Aug 2007) |
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The quality of banking and regional growth (JEL G21, O16, O47, O52) | by Iftekhar Hasan, Michael Koetter, Michael Wedow | 200710
(Aug 2007) |
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Banking consolidation and small businessfinance - empirical evidence for Germany (JEL G1, G2, G21) | by Katharina Marsch, Christian Schmieder, Katrin Forster-van Aerssen | 200709
(Aug 2007) |
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Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery (JEL C32, G10, G14) | by Niko Dötz | 200708
(Jul 2007) |
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Modelling dynamic portfolio risk using risk drivers of elliptical processes (JEL C13, C16, C51) | by Rafael Schmidt, Christian Schmieder | 200707
(Jun 2007) |
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How do banks adjust their capital ratios? Evidence from Germany (JEL G21, G32) | by Christoph Memmel, Peter Raupach | 200706
(Apr 2007) |
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Diversification and the banks' risk-return-characteristics - evidence from loan portfolios of German banks (JEL C23, C43, G11, G21) | by Andreas Behr, Andreas Kamp, Christoph Memmel, Andreas Pfingsten | 200705
(Apr 2007) |
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Open-end real estate funds in Germany - genesis and crisis (JEL G23, G28) | by Christina E. Bannier, Falko Fecht, Marcel Tyrell | 200704
(Mar 2007) |
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Slippery slopes of stress: ordered failure events in German banking (JEL C35, G21, G33, K23, L50) | by Thomas Kick, Michael Koetter | 200703
(Feb 2007) |
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Efficient, profitable and safe banking: an oxymoron? Evidence from a panel VAR approach (JEL C33, C53, D21, G21, G33, L25) | by Michael Koetter, Daniel Porath | 200702
(Feb 2007) |
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Granularity adjustment for Basel II (JEL G28, G31) | by Michael B. Gordy, Eva Lütkebohmert | 200701
(Feb 2007) |
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2006 |
Money market derivatives and the allocation of liquidity risk in the banking sector (JEL D82, G21, G33) | by Falko Fecht, Hendrik Hakenes | 200612
(Dec 2006) |
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The cost efficiency of German banks:a comparison of SFA and DEA (JEL D24, G21, L25) | by Elisabetta Fiorentino, Alexander Karmann, Michael Koetter, | 200610
(Nov 2006) |
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Sector concentration in loan portfolios and economic capital (JEL C1, G18, G21) | by Klaus Düllmann, Nancy Masschelein | 200609
(Nov 2006) |
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The stability of efficiency rankings when risk-preferences and objectives are different (JEL D21, G21, G33, L21) | by Michael Koetter | 200608
(Nov 2006) |
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Empirical risk analysis of pension insurance - the case of Germany (JEL C15, G18, G22, G23, G28) | by Wolfgang Gerke, Ferdinand Mager, Timo Reinschmidt, Christian Schmieder | 200607
(Sep 2006) |
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Banks' regulatory buffers, liquidity networks and monetary policy transmission (JEL C23, E52, G21, G28) | by Christian Merkl, Stéphanie Stolz | 200606
(Aug 2006) |
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Does diversification improve the performance of German banks? Evidence from individual bank loan portfolios (JEL G21, G28, G32) | by Evelyn Hayden, Daniel Porath, Natalja von Westernhagen | 200605
(Aug 2006) |
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Heterogeneity in lending and sectoral growth: evidence from German bank-level data (JEL F3, G21) | by Claudia M. Buch, Andrea Schertler, Natalja von Westernhagen | 200604
(Jul 2006) |
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Measuring business sector concentration by an infection model | by Klaus Düllmann | 200603
(May 2006) |
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Finance and growth in a bank-based economy: is it quantity or quality that matters? (JEL G21, G28, O4, R11) | by Michael Koetter, Michael Wedow | 200602
(Apr 2006) |
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Forecasting stock market volatility with macroeconomic variables in real time (JEL C53, E44, G11) | by Jörg Döpke, Daniel Hartmann, Christian Pierdzioch | 200601
(Mar 2006) |
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2005 |
Inefficient or just different? Effects of heterogeneity on bank efficiency scores (JEL G14, G21, G34) | by Jaap W. B. Bos, Frank Heid, Michael Koetter, James W. Kolari, Clemens J. M. Kool | 200515
(Nov 2005) |
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Time series properties of a rating system based on financial ratios | by Ulrich Krüger, Martin Stötzel, Stefan Trück | 200514
(Nov 2005) |
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Incorporating prediction and estimation risk in point-in-time credit portfolio models (JEL C1, G21) | by Alfred Hamerle, Michael Knapp, Thilo Liebig, Nicole Wildenauer | 200513
(Nov 2005) |
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Evaluating the German bank merger wave (JEL G21, G28, G33, G44, L44) | by Michael Koetter | 200512
(Nov 2005) |
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Financial integration and systemic risk (JEL D61, E44, G10, G21) | by Falko Fecht, Hans Peter Grüner | 200511
(Sep 2005) |
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The eurosystem money market auctions: a banking perspective (JEL E51, G21) | by Nikolaus Bartzsch, Ben Craig, Falko Fecht | 200510
(Sep 2005) |
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Accounting for distress in bank mergers (JEL G14, G21, G34) | by Michael Koetter, Jaap W. B. Bos, Frank Heid, Clemens J. M. Kool, James W. Kolari, Daniel Porath | 200509
(Sep 2005) |
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German bank lending to industrial and non-industrial countries: driven by fundamentals or different treatment? (JEL F30, F34, G21) | by Thorsten Nestmann | 200508
(Aug 2005) |
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Banks' regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks (JEL G21, G28) | by Stéphanie Stolz, Michael Wedow | 200507
(Jul 2005) |
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Cyclical implications of minimum capital requirements (JEL E32, E44, G21) | by Frank Heid | 200506
(Jul 2005) |
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The forecast ability of risk-neutral densities of foreign exchange (JEL C52, C63, F31, F47) | by Ben Craig, Joachim Keller | 200505
(Jul 2005) |
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Banks, markets, and efficiency (JEL E44, G10, G21) | by Falko Fecht, Antoine Martin | 200504
(Jul 2005) |
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Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfolios (JEL C43, G11, G21) | by Andreas Kamp, Andreas Pfingsten, Daniel Porath | 200503
(Jun 2005) |
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The supervisor's portfolio: The market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation | by Christoph Memmel, Carsten Wehn | 200502
(Apr 2005) |
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Measurement matters - Input price proxies and bank efficiency in Germany (JEL C51, G20, L11) | by Michael Koetter | 200501
(Jan 2005) |
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2004 |
Estimating probabilities of default for German saving banks and credit cooperatives (JEL C23, G21, G28) | by Daniel Porath | 200406
(Dec 2004) |
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How will Basel II affect bank lending to emerging markets? An analysis based on German bank level data (JEL F33, F34, G28) | by Thilo Liebig, Daniel Porath, Beatice Weder di Mauro, Michael Wedow | 200405
(Oct 2004) |
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German bank lending during emerging market crises: A bank level analysis (JEL F30, F32, F34) | by Frank Heid, Thorsten Nestmann, Beatrice Weder di Mauro | 200404
(Aug 2004) |
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Does capital regulation matter for bank behaviour? Evidence for German savings banks (JEL G21, G28) | by Frank Heid, Daniel Porath, Stéphanie Stolz | 200403
(Aug 2004) |
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Systematic Risk in Recovery Rates - An empirical Analysis of US Corporate Credit Exposures | by Klaus Düllmann, Monika Trapp | 200402
(Aug 2004) |
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Forecasting Credit Portfolio Risk (JEL C23, C41, G21) | by Alfred Hamerle, Thilo Liebig, Harald Scheule | 200401
(Feb 2004) |
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2003 |
Credit Risk Factor Modeling and the Basel II IRB Approach (JEL C1, G21) | by Alfred Hamerle, Thilo Liebig, Daniel Rösch | 200302
(Nov 2003) |
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Measuring the Discriminative Power of Rating Systems | by Bernd Engelmann, Evelyn Hayden, Dirk Tasche | 200301
(Oct 2003) |
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